I am also trying to find something on Average Trade Size, but so far have not found any script for it. If you find it, let me know! The Ultimate Volume Indicator along with the AccumulationDistribution code (stock code in the program) are an interesting combination. Stack the two with the volume indicator second. Then when you hover your mouse over volume, or just place your mouse there and leave it, the light blue and yellow lines show up along with the red and green lines. The blue lines will often line up with the tops and the bottoms.
FATS, I don’t think Tradestation and Thinkscript code are compatible, but you might be able to figure it out. Do you ever look at the code behind your indicators? You would need to compare your volume code with this code and see if they are similar enough that you can figure out how to convert the logic. Your other option is to start searching for someone who has already converted it or written something for Tradestation that is similar. That is what SPD and I do. We combine forces and search the internet for what we want and then share it. I’ll probably put this stuff over in our TOS IH Board. It is a place where we keep the code we found and some of it, we wrote or repaired. Maybe there is something out there like that for TradeStation.
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