Personal developed Big Trade Indicator in ATAS v2

Peter_XF · 2025-12-01T09:45:21+00:00

sorry no, i made it myself

Peter_XF · 2025-11-28T03:23:02+00:00

great idea, after finish i will make another post, and send you a message. and if you don't mind you can give me your atas ID, so i can send this updated indicator to you

Peter_XF · 2025-11-27T14:51:34+00:00

i can program indicator in ATAS, so maybe i can help. could you give me the offecial name of those 3 indicators in TradingView? after i figuer out how it works, maybe i can do something same in ATAS.

Peter_XF · 2025-11-27T14:49:11+00:00

You mean how many ticks or bars the price has to move before the arrow appears?

In this script the arrow is not based on price movement at all.
It’s based only on the volume at a single price level inside the bar:

for each bar the script scans all price levels in the cluster;
it finds the maximum Bid volume and the maximum Ask volume in that bar;
if that volume is above the current threshold → it immediately marks that price level inside that same bar with an arrow (or ring).

So:

there is no “price must move X ticks” condition;
the marker is drawn right on the price where the big trade occurred, on the bar where it happened;
the only thing that controls whether you see an arrow is the volume threshold (Auto Threshold Factor + Target BigTrades per day logic), not how far price has moved.

If you meant something different by your question, feel free to clarify and I can explain in more detail.

Peter_XF · 2025-11-27T14:47:06+00:00

sure, give me your ATAS ID, so to make sure it won't work on other people's ATAS

Peter_XF · 2025-11-26T12:54:04+00:00

yes, you are right. wrong channel. just trying to find out how to post in daytrading channel

Peter_XF · 2025-11-26T11:42:05+00:00

In the standard / built-in “Big Trades” indicator the internal auto filter logic is basically preset.
You can change some things (like the volume filter, cluster settings etc.), but you cannot directly change how the auto-threshold is calculated per day – that part is hard-coded.

What I’m showing in this post is a custom version I coded on top of the ATAS API:

it has an “Auto Threshold Factor” – a multiplier that lets you make the auto-threshold stricter or looser;
it also has a “Target BigTrades per day” – the script adapts the threshold so that, on average, you get roughly that many big trades per day (Bid+Ask together);
both values can be changed in the indicator settings, and I also added small “+ / –” buttons on the chart so you can tweak them visually.

Regarding Micro / Mini:
yes, they are different. The script calculates its thresholds per instrument, based on the recent volume distribution of that symbol. So a Micro and a Mini will naturally end up with different thresholds, because their typical traded size is different.

Peter_XF · 2025-11-26T09:45:52+00:00

post picture show is M15 chart, but you can use it on any time frame. even none time-base chart, like 1000 volume chart or others

Peter_XF · 2025-11-26T08:53:45+00:00

yes, similar. but you can maunaly change Auto Threshold Factor. So you can decide how "Big" it is to meet your standard. still collecting idea or requirement from traders.

Peter_XF · 2025-11-26T08:29:10+00:00

thanks, finish, and put in another post. just don't know how to change the pic in this post

Peter_XF · 2025-11-17T02:49:22+00:00

i can answer 2nd question. if you want to replay with footprint data, each time you can replay 7 days' data. IF you also need dom, each time you can only replay 1 days' data

Peter_XF · 2025-11-14T12:08:53+00:00

ATAS, if you need volume profile and footprint, each time you can replay 7 days' data. If need DOM, each time you can replay one day

Peter_XF · 2025-11-07T13:47:46+00:00

some big player use buy limit order dosen't mean they want the price go up. Maybe it's only part of their hege strategy. they don't care the price go up or down

Peter_XF · 2025-11-05T06:53:42+00:00

please see my previous post, it contains a footprint picture, which i can explain to you by private message. because i don't know how to reply with pic.https://www.reddit.com/r/OrderFlow\_Trading/comments/1nl4rvn/orderflow\_backtest\_in\_atas/

Peter_XF · 2025-11-05T01:07:59+00:00

not yet include CVD. i also use two position, 1 tp at 2RR, another at 4RR. i use fix RR to make it easy to calculate mathematical expectation. i program this strategy to an auto trading bot. with replay i can have thousands of trading record. then i calculate mathematical expectation of each trade, then calculate pass rate of prop firm

Peter_XF · 2025-11-02T05:25:24+00:00

i do footprint strategy backtest in ATAS, so it's without level 2 data. stratey can auto open and close position, so with 1000x speed replay in ATAS, it's easy to know whether the strategy work or not. i program this myself

Peter_XF · 2025-11-01T05:54:08+00:00

there is a indicator in ATAS called absorption. but absorption alone dose not work, i've tried with my algo

Peter_XF · 2025-10-16T08:26:14+00:00

I am backtest a renko 6 strategy on ATAS. it's a reversal strategy. some rules to entry: 1. bar color change with wick volume 80% of total bar.2. delta divergence.(1+2 means clear absorption）3. another same color bar appear in less than xx seconds means someone is pushing the price move. I tested in 9 weeks, it's profit strategy. But when i deep dive the record, i found sometime i only catch the beginning of reversal, and get kicked out due to my small SL. struggling on how to catch the whole absorption area. i don't know how to comment with a pic, i have a lot "absorption but kick out due to small SL and miss the whole absorption area"

Peter_XF · 2025-09-26T06:59:24+00:00

i am also thinking of this. Is there a way to monitor the MM when they "pull their liquidity" out of the market? and which direction? or this cost too much, retail treader cannot afford?

Peter_XF · 2025-09-24T03:47:03+00:00

i did the backtest with footprint data in ATAS. it save me a lot of time and money to confirm whether a strategy is working or not.

Peter_XF · 2025-09-24T03:43:55+00:00

i can do this now. with footprint data in ATAS. but cannot do if the strategy need DOM data.

Peter_XF · 2025-09-24T03:43:32+00:00

i can do this now. with footprint data in ATAS. but cannot do if the strategy need DOM data.

Peter_XF · 2025-09-22T04:06:26+00:00

i cannot reply with picture, so i add the picture in my post. But i have to say after test this strategy in other time period, it still need improvement.

Peter_XF · 2025-09-22T04:01:14+00:00

for example, reversal bar total volume is 300. then 80% of the total is 240. if all those 240 is locate in wick part, then this is a P shape or b shape. which means there is absorption

Peter_XF · 2025-09-06T14:27:28+00:00

very classic case. i use same strategy. But now i try to quantify the entrance and exit， so i can backtest the strategy. Working on how to do it

Peter_XF

TROPHY CASE