They don't make any difference to me, all they're doing is trying to cover the amount they are buying or selling - that's why you look at volume per bar, all they're doing is dribbling out either their buy or sell orders and getting an average price instead of doing it in larger chunks. It used to only be professionals that had access to them but brokers offer them to retail customers now.
But maybe I'm missing something, how do you see them affecting things?
