mzMarketDepth. Explicit ‘Multiple Market Maker’ option. Market depth support for stock markets. Don’t turn it on for futures via IQfeed!
About modifications ‘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
Iceberg volumes on bars other than 1 Tick has been fixed.
Indicator displays Iceberg/DOM volumes together by one color (see colors settings).
Fixed: periodical profile moves during scroll if Right position chosen.
Fixed: indicators may raise exception after changing chart instrument.