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Depth Volume Heatmap
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  • Depth Volume Heatmap

Depth Volume Heatmap

€20.00    /3 Month
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The BigTradeLiquidity indicator for NinjaTrader 8 focuses on displaying order book (L2) liquidity and detecting large shifts in passive buy or sell volumes. Unlike conventional big trades that rely on executed volume, this indicator highlights significant increases or decreases in Bid and Ask levels, giving traders a clear view of major liquidity adjustments rather than traded volume.

Quantity

  • Order Book (L2) Visualization: Logs and displays Bid and Ask volumes on each bar, offering detailed insight into pending liquidity.
  • Detection of Major Liquidity Movements: Identifies significant increases or decreases in limit orders (not executed trades).
  • Average Volume Calculation on Market Depth: Calculates the average of L2 volume changes to highlight unusual supply and demand shifts.
  • Order Differentiation: Distinguishes between Bid (buy side) and Ask (sell side) changes with distinct colors and visual elements.
  • Flexible Configuration Options: Adjusts the factor defining “Big Trades” (notable liquidity moves) and various color/visibility parameters.
  • Online License Verification: Performs a license check via web service to enable the full feature set.
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