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Screenshot: Big Trades
Professional

Kaizen Big Trades for NinjaTrader 8

Identifies large aggressive market orders and displays them as size-proportional markers on the chart. Auto-filter mode calibrates the threshold automatically for a target number of signals per day. Manual mode lets you set exact volume thresholds.

$179 Lifetime license
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Features

Tick aggregation: groups same-price, same-side trades within time window
Three-way classification: Buy (at ask), Sell (at bid), Between
Auto-filter mode: calibrates threshold for N signals per day
Manual filter mode: fixed min/max volume thresholds
4 marker shapes: Circle, Rectangle, Triangle, Diamond
Linear or logarithmic size scaling
Optional volume label inside markers

Settings (13)

Setting Options Default
Aggregation Window (ms) 5 – 200 30
Filter Mode Auto / Manual Auto
Auto-Filter Lookback Days 1 – 30 5
Auto-Filter Target Signals/Day 1 – 100 10
Manual Min Volume 1+ 500
Manual Max Volume (0 = off) 0+ 0
Marker Shape Circle / Rectangle / Triangle / Diamond Circle
Marker Min Radius (px) 2 – 30 3
Marker Max Radius (px) 10 – 100 20
Use Log Scale true / false false
Marker Opacity % 10 – 100 60
Show Volume Label true / false false
Max Trades Per Bar 10 – 2,000 250

Who is this for?

  • Tape readers who want to see institutional-size orders on the chart
  • Scalpers looking for large aggressive entries as trade signals
  • Order flow traders who want visual confirmation of big player activity

How traders use it

Spot institutional buying/selling in real-time

Use auto-filter to find only the most significant trades of the day

Confirm breakouts with large aggressive orders in the direction of the move

Identify absorption when large trades appear but price doesn't move

Save with a bundle

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