What you are really asking, I believe, is this.......how do iceberg orders, dark pools of liquidity affect trading with volume?
I listened to Todd Kruger, a VSA expert, speak last year and he admitted it was a problem.
The reason why is that you get a burst of insane volume out of nowhere, no clue.
I shows up in the T & S so you can track it, but that's after it hits.
So your question becomes how do figure out when bots may hit with insane bursts of volume? I will let you work on that one.
