NUMEX Big Trade Detector
Spots single big prints and same-price aggregations, on three size tiers, without Tick Replay.
- Type
- Order Flow
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
NUMEX Big Trade Detector adds a hidden 1-tick series and reads the bid and ask stamped on every trade, in history as in real time. No Tick Replay needed. A buy is a trade at the ask or above, a sell at the bid or below. Without historical bid/ask data, trades can fall back to the tick rule, which remains approximate.
Two detections run side by side. The first flags a single trade whose volume exceeds a tier. The second adds up trades at the same price within a short time window, on the same side or with a minimum dominance. Each tier, big, very big or extreme, has its own marker size and colours.
Markers are drawn on the main chart with the volume, and optionally the type, the price and the number of aggregated trades.
Features
- Two modes: single trade and same-price aggregate within a time window
- Three tiers: big, very big, extreme
- Buy / sell classification from historical bid and ask
- Compact markers with volume, plus optional type or price
- Sound alerts with threshold and cooldown
Parameters
- Detection mode (default both)
- Single trade: 50 / 150 / 300 contracts
- Aggregate: 100 / 250 / 500 contracts
- Aggregation window (default 500 ms)
- Minimum dominance of one side (default 60%)
- Unclassified trades: tick rule (default)
- Alerts (default off, threshold 300 contracts)
Screenshots
Futures trading involves a risk of capital loss. Our tools are decision-support software, not investment advice. Past performance is not indicative of future results.