IBigTradeIndicator

IBigTradeIndicator provides programmatic access to the mzBigTrade chart indicator. It exposes filtered trade lists, trade filter configuration (volume, iceberg, DOM pressure, aggression), and presentation settings.

Namespace: MZpack Inheritance: IBigTradeIndicator : IOrderFlowIndicator : ITickIndicator : IIndicator Source: MZpackBase/mzBigTrade/IBigTradeIndicator.cs

Key Data Properties

Property	Type	Description
Trades	List<ITrade>	All trades that pass the current filter
ChartTrades	SortedDictionary<int, List<ITradeView>>	Filtered trades as displayed on the chart, indexed by bar
SingleTrades	List<ITrade>	All single (unfiltered) trades
ReconstructedTrades	List<ITrade>	All reconstructed (unfiltered) trades

Trade Filter Properties

Property	Type	Description
TradeFilterType	TradeFilterType	Type of filter
FilterLogic	TradeFilterLogic	ALL (all filters must match) or ANY (any filter matches)
TradeFilterEnable	bool	Enable volume filter
TradeFilterMin	double	Minimum volume threshold
TradeFilterMax	double	Maximum volume threshold
TradeMultipleOfFilterEnable	bool	Enable multiple-of filter
TradeMultipleOfFilterValue	double	Volume must be a multiple of this value

Iceberg Filter Properties

Property	Type	Description
IcebergFilterEnable	bool	Enable iceberg detection filter
IcebergFilterMin	double	Minimum iceberg volume

DOM Pressure and Support Filters

Property	Type	Description
DomPressureFilterEnable	bool	Enable DOM pressure filter
DomPressureFilterMin	double	Minimum DOM pressure
DomPressureFilterMax	double	Maximum DOM pressure
DomSupportFilterEnable	bool	Enable DOM support filter
DomSupportFilterMin	double	Minimum DOM support
DomSupportFilterMax	double	Maximum DOM support

Aggression and Smart Filters

Property	Type	Description
AggressionFilterEnable	bool	Enable aggression filter
AggressionFilterMin	int	Minimum aggression ticks
AggressionFilterMax	int	Maximum aggression ticks
SmartFilterEnable	bool	Enable smart trade filter

Auto Filter Properties

Property	Type	Description
TradeFilterSelectionEnable	bool	Enable auto filter selection
TradeFilterSelection	TradeFilterSelection	Auto filter mode
TradeFilterSelection_PercentOfVolumes	double	Percentage of volumes for auto filter
TradeFilterSelection_PercentOfNumber	double	Percentage of trade count for auto filter
AutoFilterDays	int	Number of days for auto filter calculation
AutoFilterTradesPerDay	int	Target trades per day

Presentation Properties

Property	Type	Description
PresentationType	PresentationType	Trade marker presentation style
MarkerType	TradeMarkerType	Trade marker shape
MarkerPosition	TradeMarkerPosition	Marker position on chart
ColorMode	ColorMode	Color coding scheme
ShowDomPressure	bool	Show DOM pressure with trades
ShowDomSupport	bool	Show DOM support with trades
ShowTradePOC	bool	Show trade POC

Example: Read Filtered Trades

IBigTradeIndicator btIndicator = ...;

// Get all filtered trades
foreach (ITrade trade in btIndicator.Trades)
{
    double price = trade.Price;
    long volume = trade.Volume;
    TradeSide side = trade.Side;
    DateTime time = trade.Time;
}

// Get trades for a specific bar
if (btIndicator.ChartTrades.ContainsKey(CurrentBar))
{
    foreach (ITradeView tradeView in btIndicator.ChartTrades[CurrentBar])
    {
        // Process trades on this bar
    }
}

See Also

• StrategyBigTradeIndicator — strategy wrapper class