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
| Name | Type | Default | Description |
|---|---|---|---|
IsInverted | bool | false | Invert the direction (follow the big trade instead of fading it) |
Signal Logic
| Direction | Condition |
|---|---|
| Long | Sell (bid) big trade detected |
| Short | Buy (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);