In this tutorial, I’ll show how to configure Activity Blast in NinjaTrader to detect algorithmic trading footprints within just 1 millisecond.
By combining this with the DT Spread Indicator, you’ll be able to visualize the exact moment high-frequency trading bots fire off aggressive orders — either at the bid or at the ask.
⚙️ Core Settings Explained:
Time Window: 1 millisecond → captures ultra-fast bursts of activity.
Min Volume: 100 contracts → filters out small noise, focusing on institutional-sized trades.
Trades At Ask (Cyan): signals aggressive buying.
Trades At Bid (Magenta): signals aggressive selling.
These bursts mark the true footprint of algorithmic robots operating behind the scenes.
🧩 DT Spread Integration
In the second part, I demonstrate step-by-step how to synchronize Activity Blast with DT Spread — so you can confirm when algos attack liquidity and shift spread balance.
This combination reveals moments of true market aggression and hidden absorption.
📞 Contact for Indicators
📩 depthofmarketdom@gmail.com
📸 Instagram: @depthofmarketdom