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Logic behind large trade detector

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    Logic behind large trade detector

    I know that currently OF trade detector is closed source; but, I still would like to understand what is the logic behind it. What is being observed? Is it the 1tick data or market data? What is being calculated? I appreciate any comments. Thank you.

    #2
    Hi, thanks for posting. Unfortunately, I can not say, the script is closed source and not publicly available so we can not provide any internal details on the script.
    Chris L.NinjaTrader Customer Service

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      #3
      Thank you.

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