MZpack Indicators w/ Divergence 4.4.2 brings user-defined price aggregation to mzMarketDepth, full top cluster values in mzFootprint, and a set of Historical DOM fixes.
What’s New
Price Aggregation in mzMarketDepth
The new Ticks per level setting merges consecutive price ticks into aggregated zones, making liquidity easier to read on fast-moving instruments. It works across Realtime DOM, Cumulative, Imbalance, Historical DOM and Liquidity Migration, with zones aligned to an absolute grid anchored at zero (default: 1).
How aggregation behaves:
- Depth measurement keeps counting ticks, not zones, so side totals stay consistent
- Edge zones are clipped to the depth window
- Realtime DOM Imbalance ratio compares zones against average zone values
- Absolute volume settings apply to merged zone volumes
- Liquidity migration measures per-zone changes
- Changing Ticks per level clears accumulated Historical DOM data
- Historical DOM level pop-ups show price ranges instead of a single price
mzFootprint: Full Top Cluster Values
Truncated top cluster values now print completely with proper cell formatting. Enabled by default.
Fixes
- Historical DOM level visibility with extremely large price levels
- Extremal level coloring in Heatmap and GrayScaleHeatmap modes
- Color washing in heat map displays
- Liquidity migration display on filtered levels
- Orphaned settings removed from disabled liquidity groups
- Clarified parameter descriptions for volume percentage settings
Requirements
- NinjaTrader 8.0.27 or newer
