Automation of DOM Signals

Discussion in 'Automated Trading' started by greaterreturn, Sep 2, 2008.

  1. Do you use automation to analyze the DOM for Forex ? Or do you do it in a discretionary way?

    Without giving your specific signals or levels to make trading decisions, would you discuss some of the mechanics?

    I notice that looking at the DOM on a screen can be very different than how a computer sees it via automation.

    Specifically, on screen it make look fairly stable. But when you log the changes to the milliseconds level, you see the inside bid/ask change a lot.

    So it's unclear now where to take snapshot of the DOM for analysis. On each change? Or at a periodic interval?