From my mail box:
Does Multicharts offer volume-based triggers for Stop Orders?
In other words, is there a way to place a BUY/SELL Stop order that will be executed only if the existing # of lots on bid/ask is > or < than a threshold? (sort of volume trigger of the orders left on the DOM as condition to the stop to be executed.).
Or alternatively according to the # of lots filled at stop level. For example you do not want to be stopped:
a) if only 1 lot traded at the buy stop level and there are still 50 lots left to be filled on the offer or I may want to be filled only in this scenario:
b) if # X lots are being filled at buy stop level (e.g. 20 lots traded @ buy stop), then place my stop order, too