BarIcebergsSignal
Detects iceberg orders in the current bar. Icebergs on the bid side signal Long (hidden buying), icebergs on the ask side signal Short (hidden selling).
Namespace: MZpack.NT8.Algo.Signals
Inheritance: BarIcebergsSignal : Signal
Data source: Level1 | Calculate: OnEachTick
Indicator: StrategyVolumeDeltaIndicator
Source: [INSTALL PATH]/API/Signals/BarIcebergsSignal.cs
Parameters
| Name | Type | Default | Description |
|---|---|---|---|
MinIcebergVolume | double | 1 | Minimum iceberg volume threshold |
Signal Logic
| Direction | Condition |
|---|---|
| Long | Bid-side icebergs >= MinIcebergVolume |
| Short | Ask-side icebergs >= MinIcebergVolume |
| None | Both sides have icebergs above threshold |
Example
var signal = new BarIcebergsSignal(strategy,
MarketDataSource.Level1, SignalCalculate.OnEachTick);
signal.MinIcebergVolume = 500;
pattern.Signals.Root.Add(signal);