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BigTradeSignal

Triggers when a big trade is detected by the mzBigTrade indicator. By default, a sell (bid-side) big trade returns Long (large seller absorbed = support), and a buy (ask-side) big trade returns Short (large buyer absorbed = resistance). This can be inverted.

Namespace: MZpack.NT8.Algo.Signals Inheritance: BigTradeSignal : Signal Data source: Level1 | Calculate: OnEachTick Indicator: StrategyBigTradeIndicator Source: [INSTALL PATH]/API/Signals/BigTradeSignal.cs

Parameters

NameTypeDefaultDescription
IsInvertedboolfalseInvert the direction (follow the big trade instead of fading it)

Signal Logic

DirectionCondition
LongSell (bid) big trade detected
ShortBuy (ask) big trade detected

When IsInverted = true, directions are swapped.

Trade filtering (volume, iceberg, DOM pressure, aggression) is configured on the StrategyBigTradeIndicator itself.

Example

var signal = new BigTradeSignal(strategy,
MarketDataSource.Level1, SignalCalculate.OnEachTick);
signal.IsInverted = false; // fade the big trade

pattern.Signals.Root.Add(signal);