Deep Trades

Deep Trades

1. Deep Trades

The Deep Trades indicator allows traders to visualize large, aggressive market orders in real time. It highlights significant buy and sell activity directly on the chart, helping identify institutional participation and strong directional intent.

This indicator is especially useful for:

  • Detecting aggressive buyers and sellers

  • Identifying high-impact price levels

  • Understanding real-time order flow dynamics



1.1 Data Settings


Days to Load

Defines how many historical days of large trade data are loaded on the chart.

Input Type

Specifies which type of order flow data the indicator uses.

For more details, refer to:
Different Types of Input Data for Indicators

Filter Mode

Defines how large trades are filtered:

  • Manual
    Allows you to manually filter large trades using Min & Max values.

  • Automatic
    Uses the Big Trades Analysis algorithm to automatically determine optimal thresholds.
    (Explained in section 1.4 Big Trades Analysis)

Manual Filter (Min & Max)

Sets the minimum and maximum trade size displayed on the chart.

Example:
If Min = 30, only trades with 30 contracts or more will be plotted.

This helps reduce noise and focus only on meaningful, high-volume trades.


1.2 Plot Settings


Customize how Deep Trades appear on the chart.

General

  • Marker Type: Choose between Circle, Square, Diamond, or Text

  • Hollow Fill: Displays marker outlines without fill color

Size

  • Standard Deviation: Controls marker scaling between minimum and maximum sizes
    (Recommended to keep default)

  • Minimum Size: Smallest marker size

  • Maximum Size: Largest marker size

Color

  • Minimum Opacity: Lowest opacity value for markers

  • Maximum Opacity: Highest opacity value for markers

  • Ask Color: Color for aggressive buyers

  • Bid Color: Color for aggressive sellers

Text Settings

(Only applicable when Marker Type is set to Text)

  • Plot Only Inside Bar: Restricts text to candle body

  • Text Size: Font size of the text

  • Text Color: Font color

1.3 Zones Settings


When enabled, the indicator plots horizontal zones based on large trades.

General

  • Biggest Only
    Plots zones only for the largest trades.

Shadow Mode (Candle Wick)

Controls how zones are plotted for trades occurring in candle wicks:

  • All: Plot zones for all wick trades

  • Reverse Only:

    • Bearish candle → Aggressive buyers

    • Bullish candle → Aggressive sellers

  • Trend Only:

    • Bearish candle → Aggressive sellers

    • Bullish candle → Aggressive buyers

  • None: No zones plotted for wick trades

Body Mode (Candle Body)

Controls how zones are plotted for trades occurring in candle bodies:

  • All: Plot zones for all body trades

  • Reverse Only:

    • Bearish candle → Aggressive buyers

    • Bullish candle → Aggressive sellers

  • Trend Only:

    • Bearish candle → Aggressive sellers

    • Bullish candle → Aggressive buyers

  • None: No zones plotted for body trades

Color

  • Bid Color: Zone color for aggressive sellers

  • Ask Color: Zone color for aggressive buyers

  • Opacity: Transparency level of zones

Extension

  • Number of Bars: Defines how long the zone extends horizontally


1.4 Big Trades Analysis

Big Trades Analysis is a DeepCharts algorithm that dynamically calculates optimal large-trade thresholds based on price behavior and volatility of the selected symbol.

Key Notes

  • Analysis only needs to be run once per week or month

  • Results are saved automatically

  • No need to rerun the analysis every time you open the platform


How to Use Big Trades Analysis


  1. Apply the Deep Trades indicator to your chart

  2. Open Indicator Settings

  3. Set Filter Mode to Automatic

  4. Select Intensity Level:

    • Low

    • Medium

    • Strong

(These act similarly to Min & Max filters but are calculated automatically by the platform)

  1. Save the settings


Run the Analysis


  1. Go to Options → Tools → Big Trades Analysis

  2. Run the analysis

  3. Reload or restart the chart if results do not appear immediately

Once completed, the indicator will automatically apply optimized thresholds to your charts.



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