Support Board
Date/Time: Wed, 08 Apr 2026 06:24:06 +0000
Post From: REQUEST ON YOUR LARGE VOLUME TRADE INDICATOR
| [2026-04-07 19:06:06] |
| User338838 - Posts: 14 |
|
Good evening, I'd like to know exactly how your large volume trade indicator works to identify large, aggressive orders traded by large institutions that typically try to keep their operations secret. Below are two calculation methods for identifying these large orders, which I typically find on other trading platforms. These are the explanations I found for the "ATAS" trading platform.Many thanks 1) Trade Sum (Aggregation): In most cases, large trades are used to identify orders executed at the same time (millisecond) by the same trader. If a "big fish" places a market order of 500 lots and this is executed by hitting 50 limit orders of 10 lots each, ATAS sees that all these micro-exchanges have the same timestamp and "gets them together." Result: You will see a single circle (Big Trade) of 500 lots, even if technically there were 50 separate contracts. B. Single Single Order If you disable aggregation (or if the order is large enough to saturate a level instantly), the indicator simply shows the exchange that has exceeded the threshold (volume) you have set in the settings. In conclusion: The Big Trade indicator is almost never a single "pure" trade (because in the modern market orders are fractional), but it is an intelligent sum of trades executed almost simultaneously that ATAS recognizes as the action of a single large (institutional) trader. |