Automated price action strategy - first test results

Discussion in 'Strategy Building' started by jcl, Mar 24, 2012.

  1. Reserve orders are a problem when reading the L2 to spot S/R.

    Dark liq not so much since it doesn't stoP the price from moving.

    When I talk about getting in early it is by paying the spread and lifting offers once the L2 shows that the prob is on the right side…
     
    #21     Apr 8, 2012
  2. Yep .. then you're into hidden state Markov model madness.
     
    #22     Apr 9, 2012