ATTENTION! You probably will need to review your workspaces with these indicators after updating up to 3.15.0 beta: mzFootprint, mzBigTrade, mzVolumeDelta

Orderflow core
Level 2 data are not required for iceberg orders and DOM pressure/support
– The default value for ‘Spread trades’ is Ignore
– Added message box on error in Ninja database cache with resolving instructions

– In ‘Imbalance’ section ‘Bid’ parameter for color has been renamed to ‘Sell/Resistance zone’, ‘Ask’ parameter for color has been renamed to ‘Buy/Support zone’
– In ‘Absorption’ section ‘Bid’ parameter for color has been renamed to ‘Sell/Support zone’, ‘Ask’ parameter for color has been renamed to ‘Buy/Resistance zone’
ATTENTION! We previously used ‘Ask’ as the color for Support zones, and ‘Bid’ for Resistances zones. Now the colors are swapped to avoid discrepancies.
– Added LVN zones. See ‘Left/Right Footprint – LVN: enable’
– Optimization of order flow processing
– Optimization of zones rendering
– UI cleanup
– Fix. S/R Zones may be rendered outside of session even ‘Break on session’ enabled

– ‘Fuzzy’ and ‘None’ Iceberg algorithms have been deprecated
– ‘Filters’ section includes filters processed by the chosen Logic only
– Aggression and Smart filters have been moved to a new group ‘Extra Filters’
– DOM pressure filter enhancement. See images
DOM pressure term is used to describe the behavior of the liquidity on the way of a market order. Positive DOM pressure means liquidity pushing/adding. Negative DOM pressure means liquidity pulling. E.g. Buy order with negative DOM pressure means pulling of the liquidity on best Ask upon execution of the order.

MZpack BigTrade Iceberg orders with DOM pressure

– Added ‘Presentation – Liquidity pulling line’
– Added ‘DOM support’ filter. See images.
Added ‘Presentation – Show DOM support’ option
– MarketLimit filter has deprecated. To spot Market-Limit orders enable ‘DOM support’, ‘Smart’ and ‘Aggression’ = 1 filters
– All filters are applied to collected live data without reloading of indicator.
– Aggressive trades are rendered with dotted contour

MZpack Aggressive Trades

– Added ‘Liquidity pulling line’ parameter
– Memory usage optimization
– Fix. Unexpected behavior of ‘Reconstruct tape apply’ parameter

– Added support of reconstructed tape
– Added ‘Filters – Trade min’, ‘Filters – Trade max’ parameters
– ‘Fuzzy’ and ‘None’ Iceberg algorithms have been deprecated
– In Statistic Grid, colors intensity for Delta based data sets like ‘Delta cumulative’, ‘Absolute Delta average’, etc. is calculated from data sets’ min/max values but not from min/max of Delta data set
– UI cleanup
– Fix. Buy Volume/Sell Volume are Buy/Sell POC volumes instead of bar Buy/Sell volumes
– Fix. Colors in Statistic Grid may be too close from each other

mzVolumeDelta - Volume histogram based on reconstructed tape

– Render optimization of Historical DOM
– Fix. The real-time histogram might be too narrow.

The User Guide has been partially updated