T2G Stop Cascade Detection — MBO
Not a spike. Not a sweep. A real sell and buy stop cascade.
T2G does not just flag volume spikes.
The addon identifies true chained stop triggers — fragmented clusters, multiple distinct IDs, across consecutive levels in a short time window.
Sell Cascade · 6843.00→6841.50 79 lots · 4 levels · 59 stops triggered
100% small prints <6 lots
100% small prints <6 lots
Buy Cascade · 6839.00→6838.25 106 lots · 4 levels · 66 stops triggered
100% small prints <6 lots
100% small prints <6 lots
79 sell cascade lots
4 levels · 6843→6841.50
59 sell stops triggered
100% small prints
106 buy cascade lots
4 levels · 6838.25→6839
66 buy stops triggered
100% small prints
Sell Cascade
Sell stops triggered in chain on the way down. Extreme fragmentation — 100% prints under 6 lots. Peak pressure at 6842.50 (140 lots). Distinct IDs confirm retail origin.
Buy Cascade
Buy stops triggered in chain on the way up. Same fragmentation signature — multiple distinct IDs, micro-lot prints. Peak at 6838.50 (85 lots).
01
Cluster filter
Selects prints matching stop signature — high fragmentation, distinct IDs
02
Aggregation
Coherent time and price window across consecutive levels
03
Advanced metrics
Volume, distinct IDs, levels hit, small print ratio
04
Structural validation
Alert fires only when all conditions are met — zero false positive
100% small prints
Cascade ≠ Sweep T2G distinction
Multi-ID retail signature
MBO only data source