Build 137 : Order flows (Footprint) analysis for StrategyQuantX : Ask Volume and Bid Volume

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

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