mzBigTrade Indicator

• Added Auto-filtering
• Added Stacked Tape

AUTO-FILTERING

Auto-filtering feature allows easily spot significant trades on the chart. It works in the background. Use Presentation – Max number of trades in chart frame parameter to adjust the intensity of the order flow on the chart.

When the zoom is increased for the chart, smaller and smaller trades become visible because those small trades make sense on zoomed (smaller) chart frame. Thanks to auto-filtering you can dig into order flow as soon as you need it.

Size of iceberg part of the order, dom pressure, and dom support are also considered in auto-filtering algorithm during the selection of trades.

Note, that the scale and color intensity of trades markers is calculated on all loaded market data.

Stacked Tape

To enable Stacked Tape choose Stacked  for Presentation – Marker position parameter.

The trades are organized vertically, by bar like a chain, and in the sequence in that trades come from the order flow. New buy trades are being added at the top, and new sell trades – at the bottom of each chain.

Stacked tape is extremely useful when you work with non-reconstructed tape, or when you have a lot of small trades for the traded instrument.

We recommend using stacked position on tick time frames like 20 Ticks.

Note, that stacked position is available for Bubble and Box markers only.

We offer 10% discount on all products till September 1st.

mzVolumeProfile

• Fix. Indicator terminated if ‘Profile: ladders borders’ enabled.

Try all recently added functionality for free!

• mzMarketDepth: Liquidity Plots
• mzVolumeProfile: Optimization via OnBarClose mode with Tick accuracy
• Better NSE support

– 3.16.12 core
– MZpackCustomStrategy0 sample has been optimized for OnBarClose logic
– Added BarIcebergsSignal signal
– Added RelativeToProfileSignal signal
– GetEntryPrice(…) method has modified and implemented inside base abstract Signal class.

mzVolumeProfile
– When profile Position = RightOnChartMargin it always occupies all available margin
– Added option ‘Volume Profile – Profile: left margin, px’. Use it along with ‘Profile: right margin, px’ to control the position of the profile on the right margin

– 3.16.11 core
– IMarketDepthMigration interface has renamed to IBarLiquidity
– Added SortedDictionary<int, IBarLiquidity> OverallLiquidity { get; } to IMarketDepthIndicator interface
– Added Trading Times feature. The strategy doesn’t make entries outside trading times. Working orders outside trading times will be closed, pending orders will be canceled.
See TradingTimes property, User Guide, and TradingTimes sample strategy
– Added RiskManagement class. See User Guide and RiskManagement sample strategy

mzMarketDepth Indicator

– Liquidity plots have been added. See Liquidity category.
Supported plots:

• Plots total volume on Offer side and total volume on Bid side of the DOM (two lines)
• Plots total volume on Offer side minus total volume on Bid side of the DOM (one line or candles)
• Plots total volume on Bid side minus total volume on Offer side of the DOM (one line or candles)

As an example, see Liquidity Cross pattern based on OfferBid type.
A symmetrical cross can be drawn on OfferBid plots. The entry can be made after the right parts of the cross break its low and high bound.

– Fix. The liquidity scale is not as expected after changing Liquidity Migration – Overall type.

• Added public enum CancelLimitOrderType { None, Ticks, Bars, Milliseconds }
• Entry class has extended:
  – Added CancelLimitOrderType property – Cancel or not Limit order after the value CancelLimitOrderValue of this type has reached.
  – Added CancelLimitOrderValue property – The threshold value of type CancelLimitOrderType to cancel Limit order.
  – Added LimitEntryPriceChase property – Move or not pending Limit order tick by tick as price moves away until Limit order is filled or canceled.
• Fix. Zero prices in the log at begin of trailing an entry