Thoughts: I have been a bit busy with other things in life (family, software engineering career, etc.) but I have also been spending some time observing the market and thinking about things that I would like to pursue in terms of trading and analysis. I really like the idea that the DOM and T&S combined are a sort of 'temperature' of the market. It seems that a number of people say that these two throw off warnings before a move starts... It's probably a challenge to extract that info, though maybe well-suited to a programmed approach. On the other hand, it seems that there are also a lot of people who say that this idea is pure BS and DOM/T&S trading is not valuable nowadays for a number of reasons (algos pulling/stacking, delayed block reporting, order splitting, etc.). I would also guess that an accurate data feed for this is quite expensive. In any case, one thing to look into. Another thing that I have noticed for a long time is that on pretty much any time frame moves pull back before a decent move and then make the move. Obviously, this isn't fail-proof, but it makes me think that price action is another area that I should focus on. There is probably an edge if you take all setups with sane money management. The problem (if it can really be described as a problem) is that this would not be easy to code. Maybe not a big deal if I trade globex, or Asian forex as was suggested earlier in the thread. I know that a lot of people here and elsewhere swear by price action, so there's that. The DOM/T&S processing beckons to me as a tech/science nerd. On the other hand, I may be trying to run before I can walk. I also have zero desire to compete on very short timeframes with quant PhDs...