What is the general guideline for setting the Aggregate Period setting on Big Trades? I found the number of big grades and the size of the big trades identified is very different between it is enabled and disabled, screenshot below shows the difference on ES at 2025-06-13. how are you using it? do you enable it or not? I am mainly watching ES/NQ/TSLA/NVDA. Thanks.
Aggregate Period setting on study Big Trades
- Thread starter ben_bain
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