mzVolumeProfile
– Added header letters in TPO Split mode when letters are displayed as blocks. See image.
– Fix. Wrong TPO prints spreading among chart bars may occur in Minute accuracy (since 3.15.11).
– Fix. TPO POC is at VAL when there is the only period in the market profile.
mzBigTrade
– Fix. Volumen position = OutsideRight, the value is on the left
All versions have been updated: 32 bit, Single Indicators, Trial.
mzVolumeDelta
– In Volume mode when Show = Icebergs only iceberg volumes are shown. This allows cleary to see iceberg buy/sell imbalance in three different ways: Total, Stacked, Opposite. Enable ‘Orderflow – Reconstruct tape’ option while using Icebergs.
– Added ‘Bar Delta alert’ option. Alert is triggered once on the absolute delta of the bar.
Common
– Added global volumes divider, see ‘Orderflow – Volumes divider’ parameter. Now you can adjust volumes processing in any MZpack indicator in one click.
Use 1 million for the Crypto market.
– Fix. Overflow of a volume value might occur in the Crypto market.
mzMarketDepth
– Added new Filtering modes for Historical DOM: AdaptiveLess and AdaptiveMore
Both modes use initial percent as a starting point for filtering.
AdaptiveMore calculates minimal DOM order size to display starting from the point when DOM was initialized.
Later the percent will be changed automatically to maintain minimal DOM order size for displaying.
AdaptiveLess mode is similar to AdaptiveMore except that minimal DOM order size to display will be slightly adjusted in time.
Both modes allow seeing clear historical DOM picture automatically adapting to future orders’ sizes.
mzVolumeProfile
– Fix. VWAP can be broken on establishing data connection because of a data gap.
Common
– Changes in Orderflow – Calculation modes.
The UpDownTick mode uses UpDownTick calculation for historical and real-time data now.
The BidAsk mode uses BidAsk calculation for historical and real-time data (as usual).
Added Hybrid calculation mode.
The Hybrid mode uses UpDownTick calculation for historical data and BidAsk calculation for real-time data, which is much accurate.
Read more on how to use it in Indian Market.
– Added workspace for the Indian market: MZpack – BANKNIFTY – NIFTY – Default Settings
Hybrid mode is available starting from version 3.15.11.
Indian users might adjust global Volumes divider and Ticks per level parameters.
For NIFTY features set Volumes divider = 75 according to lot size. BANKNIFTY features has 20 as the lot size. See the above image. Global Volumes divider is available starting from version 3.15.12
For NIFTY futures set Ticks per level = 40. We use this value for mzFootprint on 240 Range chart and for mzVolumeProfile on 30 Min chart.
mzBigTrade Indicator requires fine-tuning. See image. You can use 10 Tick chart to refine your entries. Take some screen time to make adjustments suited for your trading strategy.
Download BANKNIFTY – NIFTY workspace. MZpack 3.15.12 or later required.
Common
– Added font settings for pop-up info (mzMarketDepth, mzBigTrade). Default font now is ‘Montserrat’, 10
– Added ‘Levels – Mouse drag’ option. Disable it to prevent levels dragging by mouse. You can still move a level from properties by editing level price
Levels
– Added saving levels in workspace and chart template. All your saved levels are on the chart when you open a workspace.
– Set an individual style for a level from the level properties window
– Add custom text to a level with ‘Label’ property
– Added AboveRight/AboveLeft for Value position.
– The new level properties window
– New level control spots: properties, delete
– A level placed inside VolumeProfile/TPO begins from begin of this profile
mzFootprint
– Added auto-scaling for Legend text
– Fix. Stat grid values are not scaled if ‘Presentation – Auto-scale’ values disabled
mzMarketDepth
– For Overall Liquidity Migration added ‘Liquidity Migration – Plots position’ which can be Top or Bottom
– Fix. Overall LM is rendered in the wrong position if there is a chart panel above indicator’s panel
mzVolumeProfile
– Fix. VWAP/StdDeviations are not visible for custom profiles if enabled from On-the-fly settings
– Fix. Minute accuracy is not disabled after switching to or loading for non-minute based bars
– Fix. Area profile presentation may throw an error for some futures.
Common
– Fix. An error might occur in UI thread for finalized indicator
mzVolumeProfile
– Fix. Bars mode works not as expected for Stacked profile.
mzFootprint
– Fix. Ending types for Imabalce/Absorption S/R zones can affect each other
– Fix. Absolute Delta Average can be 0 for historical data and requires indicator reloading to be calculated
mzVolumeDelta
– ‘Presentation – Negative delta’ parameters have ben merged with ‘Presentation – Sell volume’ => ‘Presentation – Sell volume/Negative delta’.
The same is for ‘Positive delta’ parameter
mzBigTrade
– Rendering optimization for auto-scaled values
– Fix. Some trades are not shown if Reconstruct tape disabled
– Fix. Reconstruct tape, when enabled On-the-fly, ignores some collected Iceberg/DOM pressure/support values on historical bars
– Fix. Optimized render when enabled doesn’t limit rendering time
mzMarketDepth
– Maximal value for ‘History depth, bars’ is 10000 now.
Common
– Optimization of memory releasing
– Fix. Multi-threading locks.
mzVolumeProfile
– Fix. TPO is not updated live when Split enabled.
– Fix. Volume profile (or its part )with Area presentation maybe not visible for some zoom values
– Fix. Custom profile is not changed during creation/resizing
mzVolumeProfile
– Profile accuracy = Minute mode.
E.g. calculation of profiles for one year of ES futures requires only 10-15 seconds on an average machine now.
Use Profile accuracy = Minute with disabled Tick replay to speed up the calculation of Volume Profiles or TPO for huge periods like months or years.
Tick replay data are not used with Minute accuracy.
Also, we recommend setting ‘Ticks per level’ = 10..20
Note, to emulate Daily bars use 1440 Minute bars. See video.
HISTORICAL DATA
Minute volumes are being spread proportionally across each minute range.
Volumes of up bars are buy volumes, volumes of down bars are sell volumes.
For strategies API: Calculation of the profiles will be OnBarClose – this means ‘on close of each 1 Min interval according to Profile Accuracy’.
REAL-TIME DATA
Orderflow Calculation mode is ‘UpDownTick’
The rest is the same as for Tick accuracy
Orderflow settings are not available for Minute accuracy.
NOTICE.
On historical data, the Minute accuracy shows volume spreading is very close to Tick accuracy for large profiles.
But we don’t recommend using Delta with Minute accuracy on historical data!
TPO is identical in both modes for historical and real-time.
– ‘Profile accuracy’ has been moved to ‘Common’ section.
– Added two workspaces to illustrate TPO+VP features and Minute accuracy.
mzMarketDepth
– Rendering optimization
– Added ‘General – Refresh delay, ms’ parameter. The default value is 250 ms. Min value is 50 ms. Don’t use low values on slow machines.
– Fix. Historical DOM is not fully visible when ‘Hold levels’ disabled.
– Fix. Enumeration exception may occur
mzFootprint
– ‘Filters – Display value’ can be 0 to display zero values.
– Added ‘Value: align’ option for all footprint styles except BidAsk. Align can be Inner or Center
– Fix. LVN is not visible inside ‘0x0’ gap on both side of the footprint.
mzVolumeProfile
– ‘Chart Profile mode – Bars’ has enabled
– Added ‘TPO – Presentation’: Letter or Block
– When there is no room to render TPO letters, blocks are rendered
– Fix. Gaps in letters in some cases.
– Fix. TPO profile might be not completed if ‘Ticks per level’ > 1
– Fix. Period open is not visible if ‘Ticks per level’ > 1
– Fix. Some latest letters can be missed in TPO
mzVolumeDelta
– UI has re-arranged, Add ‘Presentation’ group
– Added ‘Custom’ color mode
– Fix. ‘Filters – Trade min/max, Display color’ parameters are limited to 100 million. Extended to 2 billion.
Common
– Fix. Licensing system may detect system date manipulation in a wrong way
