KaizenSpeedOfTape

KaizenSpeedOfTape measures how fast the tape is printing: it sums volume, ticks, buys, sells or delta over a 1-300 second window and plots a histogram with signal lines.

Updated: July 1, 2026

KaizenSpeedOfTape measures the speed of the tape: it sums a chosen metric (volume, tick count, buys, sells or delta) over a configurable time window (1–300 seconds) and plots the result as a histogram. An optional SMA filter smooths the baseline; when the histogram exceeds the filter, the bar is highlighted and a horizontal signal line is drawn on the price chart at the bar’s midpoint (green for bullish, red for bearish based on the buy vs. sell volume of that bar).

Interpretation

• Tall bars above the filter line = sudden tape acceleration. Short tall spikes can mark flash reversals; sustained tall bars confirm breakout momentum.
• Volume mode = contract flow. Ticks mode = trade frequency (distinguishes retail fragmentation from institutional block orders). Delta mode = directional speed.
• Auto filter (SMA) adapts to the market regime; the manual threshold is static, preferred for backtest precision.
• Signal lines persist backward into history, marking where the tape fired; useful for post-trade review.

Settings

Settings

• Calculation Type — Volume / Ticks / Buys / Sells / Delta. Default Volume.
• Time Window (seconds) — lookback for the speed sum. Default 15. Shorter = more reactive, longer = smoother. If your bars are longer than the window, it always covers a fraction of the bar.

Filter

• Auto Filter — On = adaptive SMA baseline; off = fixed manual threshold.
• Auto Filter Period — SMA period. Default 10.
• Manual Threshold — static threshold, used when Auto Filter is off. Default 100. The unit depends on Calculation Type (contracts for Volume, trade count for Ticks, etc.).

Signal Lines

• Show Signal Lines — draws a horizontal line on the price panel when a spike fires. Bullish (buy vol ≥ sell vol) = green; bearish = red.
• Signal Line Length (bars) — how far the line extends backward. Default 10.

Colors

• Histogram / Filter Line / Highlight / Bullish Signal / Bearish Signal — colors of each element.

Requirements

For accurate history, Tick Replay must be enabled (see Installation and getting started).