Bid/Ask volume studies

Discussion in 'Trading' started by bigspeculate, Oct 5, 2018.

  1. They

    They

    Only assuming what the data shows - aggressors were more active at the bid for that slice of time, range and volume. My hypothetical scenario of those who sold during large volume at an intraday high is definitely not important.

    As we know there are numerous scenarios as to who initiates every buy and sell order in the markets. Ultimately all that matters is if reading aggressors activity provides a statistical edge that is tradeable. I am just providing a starting point for 'bigspeculate' or others who want to investigate bid/ask delta.

    I have notebooks full of bid/ask delta ideas that I just haven't had the time and/or capacity to test out.

    BTW I might be a trading conspiracy theorist, but I do think the market cycles around hunting for liquidity which the stops of upside down traders are a component of.
     
    #11     Oct 6, 2018
  2. Thanks for pointing out the Delta Volume Bars chart, I didn't know of it.
     
    #12     Oct 8, 2018
  3. #13     Oct 8, 2018
  4. This study can lead price.
    Notice how it broke below the 8:35 low well before price did, this morning.
     
    #14     Oct 10, 2018