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BigTrade automatically.

I would find it interesting, as it is on another platform, to be able to calculate the BigTrade automatically.

It is calculated as the average of all BigTrades, during the last 5 days (variable), before today.

It could be possible to calculate e.g. for the mSP, only for the American session hours and another one for the Asian-European session.

Thanks



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Indeed.
This would be very useful and it could avoid having separate parameter profiles for each instrument. Or at least a good start point for each instrument before tweaking it on our own preference.


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Yes, this would be very usefull


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I have been asking for this for more than a year, but it has not been possible for people to vote massively to make it a reality.

it would be very convenient for the big trade to have the minimum volume autofilter like ATAS has.

 


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Hello Gustavo


Could you check recently added feature  Max number of trades in chart frame?


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
theintensity 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 autofiltering algorithm during the selection of trades.
Note, that the scale and color intensity of trades markers is calculated on all loaded market
data.


See User Guide p.28



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ok thanks for your answer 


I have looked at your answer, but what I ask you is different the autofilter I ask for the big trade is an algorithm that analyzes the large volumes that moved the price (can be with a history of 7 days ago) the algotime collects the information of 7 days ago and gives us an average of minimum volume.


I give you an example


the auto filter of the big trade for today february 26th in the ES instrument is 300, this means that the minimum volume that has an impact on the price for today february 26th is greater than 300 contracts, as a trader with this auto filter option I eliminate the noise because I already know that the volume that interests me for today in the big trade is greater than 300 contracts.


What happens now is that we as traders do not know what is the relevant minimum volume to move the price because the volatility of the market changes every day.





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Hello, in ATAS it would be this function:


Because I prefer to use the MZpack in NinjaTrader, I would like to have that too.

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Hello All


Now it's clear more or less.

We will implement this in the near future, stay tuned!


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hola mikhail

sí, eso es correcto, eso es lo que estamos solicitando en el gran comercio.

en la imagen se puede ver como el autofiltro recomienda tener un volumen mínimo de 660 contratos de acuerdo a la volatilidad del momento, de esta manera las operaciones reducen la incertidumbre de no saber cual es el volumen mínimo que tenemos que tener en cuenta en el instrumento para la volatilidad del momento.



# 1


imagen


 

 

hello Mikhail

 

yes, that is correct that is what we are requesting in the big trade.


#1

 

in the image you can see how the auto filter recommends to have a minimum volume of 660 contracts according to the volatility of the moment, in this way we trades reduce the uncertainty of not knowing what is the minimum volume that we have to take into account in the instrument for the volatility of the moment.


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hello guys

où je peux trouver cet indicateur pour essayer si cela fonctionne



thank you


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Hello raul this indicator is in mzpack you must buy the indicator or the complete package to have it. If your question refers to the autofilter, it is not yet implemented, that is what we are requesting.

Hello Gustavo

"the auto filter of the big trade for today february 26th in the ES instrument is 300, this means that the minimum volume that has an impact on the price for today february 26th is greater than 300 contracts, as a trader with this auto filter option I eliminate the noise because I already know that the volume that interests me for today in the big trade is greater than 300 contracts."


It's not clear what would be criteria and algo for this.
The poins tht I don't understand well
a) impact on the price
b) minimum volume that has an impact

Actually, the minimum volume is 1 contract. 
Example.
A trade 1-Lot occured at the beginning of the session. Session high is +100 ticks from open.
Does this mean that this particular 1-lot trade had 100 ticks impact?

Hello mijail a) price impact = number of contracts or lots that enter the market at a certain price with the intention of moving the price up or down. Example: at price 4,500 a big trade with 470 contracts per ask came out that pushes the price up making the price go up 20,40, 50 ticks or more. b) minimum volume = is associated with the volatility of the market, the greater the volatility, the greater the range of movement of the price. The minimum volume is the number of contracts that are capable of moving the price in one direction. To know this minimum volume, a history of 5 or 6 days ago that averages the big trades in relation to market volatility or price movement must be taken into account.

All right...
Look at my example with a question.
It mets your criteria but gives bullshit result.

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