Big trades, iceberg orders, aggressive and predatory trades and more

Indicator name: mzBigTrade

  • BigTrade for NinjaTrader 8 indicator features

    • Tape reconstructon
    • Variety of big trades visualization: Line, Bubble, Box, Bar
    • Power filtering: by trade size, by iceberg order size with customized AND/OR logic
    • Three algos for iceberg orders searching: Hard, Soft, Fuzzy
    • Aggressive trades searching like initiative and stop triggering
    • Smart mode for predatory algo trades detection
    • Inside bar aggregation (not implemented yet)
    • Popups with detailed trades information
    • Notifications via sound alrets, in Alert window and via emails
    • Proprietary settings window with auto apply feature. Chart reloading does not required any more!

    Box markers

    Line markers

    In Line marker mode size of trade coded by saturation, line length and thikness. Generally some orders filled by several price levels. Trader might choose a level where line will be drawn: First (at first tick price), Last (at last tick price), Hi (at maximal price), Lo (at minimal price), POC (Point Of Control of the trade).

    Aggressive trades view

    To display aggressive trades such as initiative or stop triggering use Bar marker and Aggression filter.

    Smart mode

    Smart mode is for predatory algo trades or ‘smart money’ trades detection. Algo absorbs exact quantity of conrtacts available in market by the price or in some price range. Microstructure pattern: pay attention on smart trades imbalance in small ranges or brackets to find momentum direction before it will start.

    Use Smart mode on range bars.

    Settings window

    Click NinjaTrader toolbar to open settings window. This window is top most and resizable. You may apply settings by changing or typing values, no Apply button and chart reloading does not required.

    mzpack-3-mzbigtrade-settings-window-2

  • In opposite to other big trades indicators this indicator displays big trades as exact as one tick of price. You will see exact levels and prices instead of fuzzy overlapped spots on the chart.

    Bigtrade NinjaTrader Indicator features

    • Searches big trades with high accuracy
    • Aggregates trades and “iceberg” orders by time
    • Display and aggregation filters
    • Support/resistance autolevels with just one parameter for easy setup
    • Popups with detailed trades information
    • Notifications via sound alrets, in Alert window and via emails

     

    Bigtrade NinjaTrader Indicator

    Bigtrade NinjaTrader Indicator

     

     

     

    Using Autolevels feature

    Autolevels is build by indicator’s algo wich based on market microstructure events processing. We recommend plan trades on autolevels lines with Aggregation option is On. By this setting you can draw realy strong levels of support and resistance. Length and thikness of autolevels line depend on volume of big trade. You can set base length of lines measured in chart bars.

    Synergy. The combined use of Bigtarde and other MZpack indicators

    Bigtrade NinjaTrader indicator mainly is a tool for daytrading. To enhance your vision as a day trader you can use Bigtrade indicator with MarketDepth indicator and Market-Limit indicator on 1-5 min chart.

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