MZpack 3.8.0 stable released

Hello! New MZpack 3.8.0 stable version released today.

New features

  • Levels has been added to every MZpack indicator. Levels draggin by mouse, level price on chart.
  • Spread trades processing modes has been added. Th options are: Split, LastKnownSide, Ignore. See ’09. Orderflow’ section.
    ‘Split’ – 50/50 bid/ask volume split for trades inside spread
    ‘LastKnownSide’ – spread volume is added to last known trade side
    ‘Ignore’ – trades inside spread will be ignored
  • mzVolumeProfile
    – In the right position, the profile is tied to the right edge of the chart.
  • mzFootprint
    New options have been added
    ‘Values divider’ – divider for footprint values for more compact bars presentation
    ‘Decimal places’ – customize precision after values rounding
    ‘Only Imbalance’, ‘Only Absorption’ – to clearly highlight Footprint patterns
  • mzMarketDepth
    – Explicit ‘Multiple Market Maker’ option. Market depth support for stock markets. Don’t turn it on for futures via IQfeed!
    – ‘Show max volume’ option has been added for Historical DOM. It shows/hides maximal volume in DOM brick.
    – Ladder width, left and right margin have been added for Realtime DOM.
  • mzBigTrade
    Modifications of ‘Soft’ and ‘Fuzzy’ algos. In these modes orderflow core detects liquidity volume in DOM right after each trade.
    Now we can explicitly see liquidity pressure. ‘DOM volume’ filter has been added. In ‘Fuzzy’ mode indicator cumulates all liquidity being added in ‘Fuzzy time’ interval or before next trade.Changing of popup info in volumes format
    V – Trade volume
    I – Iceberg volume
    D – liquidity pressure from DOM
  • mzVolumeDelta
    Iceberg volumes on bars other than 1 Tick has been fixed.
    Indicator displays Iceberg/DOM volumes together by one color (see colors settings).