– Added DOMBlockSignal class. It tracks large limit orders (blocks) in the DOM. The signal generates LONG direction for bid blocks and SHORT direction for offer blocks.
– Added BigTradeSignal class.
– Added GetEntryPrice(object args) method. Use it to return custom entry price in overrider for built-in signals.
– Property HasPrice added to the base Signal class. Entry price can now be controlled for all built-in signals.
– Extended IMarketDepthIndicator interface. Added overall liquidity migration by bar index: SortedDictionary<int, IMarketDepthMigration> OverallMigrations.
– Added IMarketDepthMigration interface.