One other thing I want to mention in regard to this model is the differance between the chart and the market. As you progress through your trading education, don't look at the price you see on the chart and quickly place an order based on that ...

Order Flow - Achieving the mindset

Market Impact Model — Hey everybody, Because some of you are having difficulty understanding how price moves in the simplest sense, I've created a spread sheet to model how liquidity is taken when stop orders execute. This model represents any ...

Order Flow - Achieving the mindset

whoopsie daisy's..I meant to say Guyana. Have you spent any time there by chance?

Order Flow - Finding cluster of stops on chart

Oh, I thought you were someone else. An old buddy of mine from years past. We spent some time together in the tropics. Maybe this will jog your memory a little bit, you know, just in case you are the Jimmy Jones I remember. video

Order Flow - Finding cluster of stops on chart

Good thought Jimmy, how was Guiana by the way? Did you make a lot of friends?

Order Flow - Finding cluster of stops on chart

I agree. The "incentive to carry" is a very important factor. Your other ideas are valid as well. The more incentives/disincentives you can identify the better.

Order Flow - Finding cluster of stops on chart

One more thing about bubbles... The beautifal thing about them is that while they are difficult to predict, once they are before your eyes you can sit back and watch a gross inefficiency develop.

Order Flow - Finding cluster of stops on chart

Adal, Thanks for the paper, you're never short on info and helpful links. I'm thinking a lot about the Gold bubble we are currently witnessing. Think of the immese amount of built up open interest that will have no one to sell to when there are no ...

Order Flow - Finding cluster of stops on chart

One thing that I've done in the past when studying orderflow is to sit down and make a fake market on paper. I'm currently programming/building a fake market that will match fake orders for my own studies, I may share that later on. Basically, make ...

Order Flow - Finding cluster of stops on chart

Compare the long euro, short euro chart and notice what the market did when the short EU searches crossed long EU searches. This cross preceded a ~ 1400 pip drop.

Google Trends - Sentiment Indicator

No, I don't think you can differentiate between a move that will experiance negative feedback (be reversed) with only a chart, I could be wrong. Because fundamental information is so asymmetric, it would be impossible to know who is really making a ...

Order Flow - Finding cluster of stops on chart

I'd say that is certainly one aspect of it. This has a lot to do with the mechanics behind pin bar situations as opposed to clean trending markets. Basically, is there real time support or resistance behind a move or does the move fall on it's face? ...

Order Flow - Finding cluster of stops on chart

API — Hey guys, I know that Oanda deals with automated trading at a more serious level compared to other retail brokers. They have a $600 fee to connect to their API with custom written autotrading programs. I'm curious to know what the ...

Oanda goes Metatrader

We are in the same boat, Adal. It's the hedge funds, sovereign money, ect. that basically strong arm the markets where they want them to go. Money is power.

Order Flow - Finding cluster of stops on chart

It's about both. By canceling his existing limit orders he is taking away liquidity, and by offloading his bad inventory (losing position) on someone else, he is further removing liquidity. This creates a domino effect as other dealers find ...

Order Flow - Finding cluster of stops on chart

It's not that he's affecting volume per se, it's that he is taking away liquidity by canceling his limit orders and by off-setting his adverse selection risk by consuming someone elses limit orders. After trading with an informed trader, the dealer ...

Order Flow - Finding cluster of stops on chart

Actually.... This is true only to the untrained eye. Most traders would be shocked to know how little volume it takes to turn a market around. It's not necessarily how much is traded at the peaks of S/R, it is WHO is placing the orders at those ...

Order Flow - Finding cluster of stops on chart

definitely the dollar and Eurodollar indexes. Of course all of the currency futures. It would be sweet if you could get real volume data for the fx futures, instead of just tick volumes. DJIA would be nice along with the other major stock indexes. ...

Commodities / Indexes / Futures / etc for FX Analysis

I'd consult google on this one. You'll learn what you are asking much more efficiently that by relying on forum members to tell you what you can easily learn via a google search.

Futures Market Structure