Order flows analysis is an important tool to trade Stocks and Futures.
We can anticipate the direction of a Stock or a Future from the Order Flow analysis before the movement of the instrument
We can read in details, tic by tic :
- the Imbalance of the Market,
- the Point of Control,
- the Delta,
- the Price Rejection
- the Support and Resistance Level of the Market
- the Prints and Signals from Order Flow
- the order flow Trade setup
- the order flow Continuation Pattern
- the order flow Reversal Pattern
and much more precious information...
To build these snippets, blocks, indicators, we need have the tics Ask Volume and the Bid volume . (for the moment we have one tic volume for both in the Data Manager)
With these 2 volumes information , we can get all the Order flow information.
We need to be able import the tics Ask Volume and the Bid volume from a file into the Data Manager , and to have it available in the Code Editor. (We have already the Bid and the Ask in the Code Editor)
(please se attached capture)
For more information :
https://www.youtube.com/watch?v=zSIK0pD3O54
https://www.youtube.com/watch?v=Un-CFiT29CI
https://www.youtube.com/watch?v=_8igQPdPUgg
https://www.youtube.com/watch?v=3CwSqiJ073w
https://www.youtube.com/watch?v=hhvs7cYd5SM&t=656s
Description changed:
Order flows analysis is an important tool to trade Stocks and Futures.
We can anticipate the direction of a Stock or a Future from the Order Flow analysis before the movement of the instrument
We can read in details, tic by tic :
- the Imbalance of the Market,
- the Point of Control,
- the Delta,
- the Price Rejection
- the Support and Resistance Level of the Market
- the Prints and Signals from Order Flow
- the the order flow Trade setup
- the the order flow Continuation Pattern
- the the order flow Reversal Pattern
and much more precious information...
To build these snippets, blocks, indicators, we need have the tics Ask Volume and the Bid volume . (for the moment we have one tic volume for both in the Data Manager)
With these 2 volumes information , we can get all the Order flow information.
We need to be able import the tics Ask Volume and the Bid volume from a file into the Data Manager , and to have it available in the Code Editor. (We have already the Bid and the Ask in the Code Editor)
(please se attached capture)
For more information :
https://www.youtube.com/watch?v=zSIK0pD3O54
https://www.youtube.com/watch?v=Un-CFiT29CI
https://www.youtube.com/watch?v=_8igQPdPUgg
https://www.youtube.com/watch?v=3CwSqiJ073w
https://www.youtube.com/watch?v=hhvs7cYd5SM&t=656s
Subject changed from Build 136 : Order flows (Footprint) analysis for StrategyQuantX : Ask Volume and Bid Volume to Build 137 : Order flows (Footprint) analysis for StrategyQuantX : Ask Volume and Bid Volume
Description changed:
Order flows analysis is an important tool to trade Stocks and Futures.
We can anticipate the direction of a Stock or a Future from the Order Flow analysis before the movement of the instrument
We can read in details, tic by tic :
- the Imbalance of the Market,
- the Point of Control,
- the Delta,
- the Price Rejection
- the Support and Resistance Level of the Market
- the Prints and Signals from Order Flow
- the order flow Trade setup
- the order flow Continuation Pattern
- the order flow Reversal Pattern
and much more precious information...
To build these snippets, blocks, indicators, we need have the tics Ask Volume and the Bid volume . (for the moment we have one tic volume for both in the Data Manager)
With these 2 volumes information , we can get all the Order flow information.
We need to be able import the tics Ask Volume and the Bid volume from a file into the Data Manager , and to have it available in the Code Editor. (We have already the Bid and the Ask in the Code Editor)
(please se attached capture)
For more information :
https://www.youtube.com/watch?v=zSIK0pD3O54
https://www.youtube.com/watch?v=Un-CFiT29CI
https://www.youtube.com/watch?v=_8igQPdPUgg
https://www.youtube.com/watch?v=3CwSqiJ073w
https://www.youtube.com/watch?v=hhvs7cYd5SM&t=656s