MZpack 3.15.0 beta

ATTENTION! You probably will need to review your workspaces with these indicators after updating up to 3.15.0 beta: mzFootprint, mzBigTrade, mzVolumeDelta

Orderflow core
– Level 2 data are not required for iceberg orders and DOM pressure/support
– The default value for ‘Spread trades’ is Ignore
– Added message box on error in Ninja database cache with resolving instructions

mzFootprint
– In ‘Imbalance’ section ‘Bid’ parameter for color has been renamed to ‘Sell/Resistance zone’, ‘Ask’ parameter for color has been renamed to ‘Buy/Support zone’
– In ‘Absorption’ section ‘Bid’ parameter for color has been renamed to ‘Sell/Support zone’, ‘Ask’ parameter for color has been renamed to ‘Buy/Resistance zone’
ATTENTION! We previously used ‘Ask’ as the color for Support zones, and ‘Bid’ for Resistances zones. Now the colors are swapped to avoid discrepancies.
– Added LVN zones. See ‘Left/Right Footprint – LVN: enable’
– Optimization of order flow processing
– Optimization of zones rendering
– UI cleanup
– Fix. S/R Zones may be rendered outside of session even ‘Break on session’ enabled

mzBigTrade
– ‘Fuzzy’ and ‘None’ Iceberg algorithms have been deprecated
– ‘Filters’ section includes filters processed by the chosen Logic only
– Aggression and Smart filters have been moved to a new group ‘Extra Filters’
– DOM pressure filter enhancement. See images
DOM pressure term is used to describe the behavior of the liquidity on the way of a market order. Positive DOM pressure means liquidity pushing/adding. Negative DOM pressure means liquidity pulling. E.g. Buy order with negative DOM pressure means pulling of the liquidity on best Ask upon execution of the order.

– Added ‘Presentation – Liquidity pulling line’
– Added ‘DOM support’ filter. See images.
Added ‘Presentation – Show DOM support’ option
– MarketLimit filter has deprecated. To spot Market-Limit orders enable ‘DOM support’, ‘Smart’ and ‘Aggression’ = 1 filters
– All filters are applied to collected live data without reloading of indicator.
– Aggressive trades are rendered with dotted contour

– Added ‘Liquidity pulling line’ parameter
– Memory usage optimization
– Fix. Unexpected behavior of ‘Reconstruct tape apply’ parameter

mzVolumeDelta
– Added support of reconstructed tape
– Added ‘Filters – Trade min’, ‘Filters – Trade max’ parameters
– ‘Fuzzy’ and ‘None’ Iceberg algorithms have been deprecated
– In Statistic Grid, colors intensity for Delta based data sets like ‘Delta cumulative’, ‘Absolute Delta average’, etc. is calculated from data sets’ min/max values but not from min/max of Delta data set
– UI cleanup
– Fix. Buy Volume/Sell Volume are Buy/Sell POC volumes instead of bar Buy/Sell volumes
– Fix. Colors in Statistic Grid may be too close from each other

mzMarketDepth
– Render optimization of Historical DOM
– Fix. The real-time histogram might be too narrow.

The User Guide has been partially updated