Xtrade Jump Alert
Statistically proven price jumps, flagged on the bar they happen — a Lee-Mykland jump test with zero parameters to tune.
Data: Any feed with trades. No MBO required.
Real signals, straight from the chart
Click any screenshot to zoom
What it does
Most big one-bar moves are just volatility doing what volatility does; a true jump is a move too large for the current volatility regime — the signature of news hitting the tape. Xtrade Jump Alert runs the Lee-Mykland non-parametric jump test on every 10-second bar and marks the jump bar itself, the moment it happens.
Each jump gets an aftermath band — a fixed 30-second follow-through window — and the monitoring HUD shows the detector state, including QUIET: a tape with zero jumps is an orderly tape, and knowing that changes how you trade it.
Backed by: Lee & Mykland (2008), RFS 21(5):2535; Barndorff-Nielsen & Shephard (2004), J. Financial Econometrics 2(1):1
- ✓Lee-Mykland non-parametric jump test on every 10-second bar — the bar that fails the test gets the mark
- ✓Zero parameters: bipower-variation volatility and Gumbel critical values calibrate themselves
- ✓Aftermath band frames the 30-second follow-through window the moment a jump prints
- ✓NORMAL (5%) / STRICT (1%) significance presets — nothing else to tune
- ✓Sound alert on detection; QUIET state means the tape is orderly
FAQ
Does it repaint?
No. The test statistic is computed from data already in the books when the bar closes — a printed jump marker never moves or disappears.
Is this a signal system?
No. It tells you WHEN the market did something statistically abnormal — direction and trade are yours. Jumps cluster around data releases, opens, and liquidity shocks.
Related products
Xtrade Delta Divergence
Automatic price-vs-CVD divergence with REAL bid/ask delta — not the estimated delta on chart platforms. Full trade plan drawn for you.
Xtrade Flow Ignition
The moment order flow starts feeding itself — a self-exciting Hawkes point process, re-estimated online, flags when trade intensity ignites past its own normal range.
Trading futures and other financial instruments involves substantial risk of loss. Xtrade Jump Alert is an informational and educational tool, not investment advice. Past performance is not indicative of future results. All sales are final and non-refundable.