The model highlights executed stoploss orders.

Model appearance.

Description

The model captures executed clusters of stoploss orders, which stimulate price return or breakout, and allows you to calculate the volumes of positions closed by stoploss orders, leveling out the non-target volume. A simple but very accurate model is used. The information is confirmed by data from external affiliated sell side sources.

The model has 2 meanings: accumulation of orders and sum of volumes. The accumulation of orders is subdivided into significant and critical levels, based on the total volume analysis and the range of executed stoploss orders.

The main disadvantage is a strong loss in accuracy on instruments with very low liquidity and very large price steps.

Tests

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Coming soon...

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Location

To add the "Stop Killer" tool to your workspace, first click on the "Screeners" button in the platform header. Then click on the button of the same name in the "Microstructure" section.

Widget Location.

Functionality

Indicators

Stop killer highlights on the chart the points where stoploss orders were executed. Indicators receive data from the Stop killer model.

Stop killer has 3 visualization options:

1. A histogram that reflects the volume of executed stoploss orders.
2. Background highlighting, which highlights bars with executed orders.
3. Candlestick chart (Cumulative stop killer delta), which calculates the cumulative sum of executed orders volumes.

Appearance of indicators.