Levels has been added to every MZpack indicator. Levels draggin by mouse, level values on chart.
Spread trades processing modes has been added. Th options are: Split, LastKnownSide, Ignore. See ’09. Orderflow’ section.
‘Split’ – 50/50 bid/ask volume split for trades inside spread
‘LastKnownSide’ – spread volume is added to last known trade side
‘Ignore’ – trades inside spread will be ignored
mzMarketDepth: Ladder width, left and right margin have been added for Realtime DOM.
mzVolumeProfile: In the right position, the profile is tied to the right edge of the chart.
Fixes
mzVolumeProfile: Some periodical volume profile modes may fail with some Trading hours settings – fixed.
mzMarketDepth: ‘Market depth’ parameter now means number of price levels but not number of levels present in depth (relevant for stock market and low liquidity order books).
mzMarketDepth: Depth bid/ask levels of a stock market instrument may overlap – fixed.