DIX Indicator

Hello, today in a club I am in someone demonstrated the DIX indicator on a chart. It shows the amount of buying or selling being done in Dark Pools. I have googled it and it appears to be very helpful and since Optuma does not include it in the toolbox I was wondering if you could spend some time and create this tool?

I have attached a description and also the Open Source code FYI


What-Is-the-DIX.docx (20.4 KB)

Code-for-DIX-Indicator.docx (61.5 KB)


It does not look like there is enough information for us to be able to build this ourselves. The word doc you referenced has values for each day manually entered up to May 8, 2020, but includes no information on how those daily values are calculated.

You could take the dates and values in the word doc to build a static version of the line as a CSV file, but without an underlying formula to reference and generate new daily values, that’s as much as you could do at the moment.