Hi ATAS Development Team,
I am developing a custom C# automated strategy using the ATAS API that relies heavily on the ATAS.Indicators.Technical.BigTrades indicator for signal generation.
Currently, the BigTrades class does not expose any public events when it detects a big trade. Because of this, strategy developers cannot easily subscribe to the indicator's output. Instead, we are forced to manually bypass the indicator and recreate its logic from scratch using RequestForCumulativeTrades(), OnCumulativeTradesResponse(), and OnCumulativeTrade(), which adds significant boilerplate and complexity to our code.
It would be incredibly helpful for the algorithmic trading community if you could expose public C# events directly on the BigTrades class.
Proposed Feature: Add standard C# events (e.g., EventHandler or Action) to the BigTrades class that strategy developers can subscribe to:
// Fired when the indicator finishes processing the bulk historical data load
public event EventHandler<IEnumerable<CumulativeTrade>> OnHistoricalBigTradesLoaded;
// Fired in real-time tick-by-tick whenever the indicator detects a new big trade
public event EventHandler<CumulativeTrade> OnBigTradeDetected;Use Case Example: This would allow developers to simply instantiate the indicator, pass in their UI settings, and subscribe to the output cleanly:
_bigTradesIndicator = new BigTrades { MinVol = 30, AutoFilter = false };
_bigTradesIndicator.OnBigTradeDetected += (sender, trade) => { // some code here};This small addition to the API would massively simplify strategy development for anyone looking to build algorithmic order-flow bots based on your excellent Big Trades logic.
Thank you for your time and for the great platform!
Please authenticate to join the conversation.
In review
💡 Feature Request
About 1 month ago

Corey
Get notified by email when there are changes.
In review
💡 Feature Request
About 1 month ago

Corey
Get notified by email when there are changes.