Effects of robot trades on VSA & Market Profile

Discussion in 'Index Futures' started by leela, Oct 1, 2009.

  1. leela

    leela

    Does anyone have any idea how high frequency robot trades affect the volume readings, hence makes volume spread analysis invalid?
     
  2. What you are really asking, I believe, is this.......how do iceberg orders, dark pools of liquidity affect trading with volume?

    I listened to Todd Kruger, a VSA expert, speak last year and he admitted it was a problem.

    The reason why is that you get a burst of insane volume out of nowhere, no clue.

    I shows up in the T & S so you can track it, but that's after it hits.

    So your question becomes how do figure out when bots may hit with insane bursts of volume? I will let you work on that one.