Request:
Add rows to Cluster Statistic that show each bar's delta split by trade size, for example:
Delta: trades ≥ X (largest)
Delta: trades between Y and X
… down to
Delta: trades < Z (smallest)
The buckets should be user-configurable (number of buckets and size thresholds, per instrument), with the same colour-intensity shading as the existing rows.
Why:
Total delta shows who was aggressive, but not which size of participant. Seeing whether large and small traders agree or disagree within a bar is very useful:
All size groups on the same side (one-voiced bar) marks exhaustion at extremes, or initiative on breakouts.
Large trades opposite to small trades at a level marks absorption, accumulation or distribution.
Market Power can filter by trade size, but it needs one indicator instance per bucket and doesn't show the values per bar in a table. Having it inside Cluster Statistic would give the full picture in one panel.
Attached is a screenshot of this feature on another platform, for reference.
This would make most sense to be added to cluster statistics or alternatively added as a separate indicator.
