Institutional Detector (Big Trades)

Order flow / volume-based custom script. A big-trade and large-player-zone mapping tool built on real cumulative trades — not a trend-following indicator or oscillator.

Key Features

1. Aggregates every big trade printed on the exchange (real cumulative trades — never estimated) into a readable map of large-player activity.
2. Distinguishes multi-level aggressive SWEEPS from single-level PASSIVE LIMITS, sized by volume, with an exact per-price breakdown on hover.
3. Classifies large-player zones live — Absorption (continuation), Absorption (reversal), Rejection, and neutral big-trade levels — with colour showing the passive side filled (blue = passive buyers, white = passive sellers).
4. Assigns a 0–100% score per zone (pattern + cumulative delta + prior-day high/low + session VWAP + POC + round-number grid + position).
5. $-notional or real footprint volume-at-price profile (POC in gold), zone POC line + footprint histogram, hover panel with the full aggressive-vs-passive read, and a top-trades table.
6. Sound + Discord alerts for big trades, aggressor sweeps, and large-player absorptions, plus a smart per-instrument auto-filter (NQ / ES / micros).
7. Honest by design — every value traces to a real exchange print, with no market-by-order guesses and no fake "iceberg / stop-run" labels.

How It Works

The indicator reads the real exchange tape via ATAS cumulative trades and aggregates large prints at each price level. It separates aggressive execution (multi-level sweeps that lift offers or hit bids across several prices) from passive execution (single-level limit fills), sizes each by volume, and groups them into large-player zones.

Each zone is then classified — absorption (continuation or reversal), rejection, or neutral — based on which side was passively filled and how price behaved, and scored from 0–100% using a weighted combination of pattern, cumulative delta, prior-day high/low, session VWAP, POC, the round-number grid, and the zone's position.

The result is a live map of where real size traded and how the market reacted, displayed with a volume profile, footprint histogram, hover panels, and a top-trades table. It provides order flow context only — no buy/sell signals — so entries and risk stay with the trader.

Customization

Fully customizable. Adjustable settings include:

• Big-trade size threshold and per-instrument auto-filter (NQ / ES / micros)
• Volume profile mode ($-notional vs. real footprint volume-at-price)
• Which zone types are shown
• Custom marker shapes and colors
• Passive-side colour scheme
• Hover panel / top-trades table visibility
• Sound + Discord alert toggles for big trades, sweeps, and absorptions

Use Cases

1. Spotting large-player activity at a level: Price reaches a key area and the detector prints a multi-level aggressive sweep absorbed by passive sellers — a highly scored Absorption (reversal) zone flags where size stepped in against the move.
2. Assessing a breakout: As price pushes through a level, aggressive sweeps with no opposing absorption and a rising score can indicate real participation behind the move — traders can weigh this alongside their own analysis rather than assuming the breakout is automatically genuine.
3. Reading reactions at structure: Traders can combine the large-player zones with their own levels (e.g. MagicZones) to see whether a touch is accepted or rejected by the order flow before acting.
4. Live alerting: Sound + Discord alerts notify traders of big trades, aggressor sweeps, and large-player absorptions in real time, so they don't have to stare at the tape all session.
5. Post-trade review: Traders can use the top-trades table, footprint histogram, and zone POC lines to audit whether their entries were at real large-player levels or in the middle of noise.