Massive Imbalance

From: $9.99 / month

Identify price levels where exceptionally large volume has traded.

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While bid/ask imbalances show us when, and the price levels at which the buy or sell side of the market are relatively more dominant, there can be times when unusually large volumes will trade at a price level and by virtue of their size, will form price floors or ceilings. As with other significant price levels (e.g. overnight and daily highs and lows, initial balances, value areas, longer-term moving averages), massive bid/ask imbalances also represent prices to watch as the market's behaviour at these level will guide us towards continuation or rejection.

Massive Imbalance may be licensed for Sierra Chart on a Lifetime, 1-month or 3-month basis, or as part of the complete Emoji Trading Order Flow Suite. Licences include all indicator updates and enhancements during the license period.


Input Name Description
Volume Threshold The volume threshold at or above which a Massive Imbalance will be displayed. Set to 0 to only evaluate based upon a Percentage Threshold (see above). A Massive Imbalance is displayed if either the Percentage or Volume thresholds are breached.
Percentage Threshold The percentage threshold at or above which a Massive Imbalance will be displayed. Set to 0 to only evaluate based upon a Volume Threshold (see below). A Massive Imbalance is displayed if either the Percentage or Volume thresholds are breached.
Enable Diagonal Zero Bid/Ask Compares? This input determines whether price levels where zero volume traded at the bid or ask (including the highest and lowest prices in within the bar) are evaluated for imbalance calculations.
EmojiZone Mode Please refer to this link for EmojiZone documentation.
Select whether the EmojiZone is set to: Disabled, Fixed Projection, Extend Until Future Intersection or Dynamic Support/Resistance Display.
EmojiZone Fixed Projection Distance Specifies the number of bars from the current bar that a Fixed Projection EmojiZone will be drawn.
EmojiZone Extension Line Label Specifies the line label (can be left blank) for an Extend Until Future Intersection EmojiZone line.
EmojiZone Dynamic Break Threshold When using a Dynamic Support/Resistance Display EmojiZone, this input sets the number of ticks by which the zone can be breached without it being regarded as having broken.
EmojiZone Dynamic Evaluation Levels If set to 0, every current EmojiZone is evaluated at each study calculation. To reduce processing time, a non-zero value will limit calculation to the nearest n EmojiZones to the current price where n is the value entered in this setting.

ID Subgraph Description
SG1 Lowest Massive Imbalance Bid Price The lowest price level within the bar at which Massive Imbalance volume transacted at the bid. Provided to support the development of automated spreadsheet and ACSIL trading systems.
SG2 Highest Massive Imbalance Bid Price The highest price level within the bar at which Massive Imbalance volume transacted at the bid. Provided to support the development of automated spreadsheet and ACSIL trading systems.
SG3 Lowest Massive Imbalance Ask Price The lowest price level within the bar at which Massive Imbalance volume transacted at the ask. Provided to support the development of automated spreadsheet and ACSIL trading systems.
SG4 Highest Massive Imbalance Ask Price The highest price level within the bar at which Massive Imbalance volume transacted at the ask. Provided to support the development of automated spreadsheet and ACSIL trading systems.
SG5EmojiZone Properties Use the Color, Width/Size and Transparency Level for Fill Styles inputs to customise the appearance of this indicator’s EmojiZones. Please refer to this link for the EmojiZone documentation.