Forum: Sierra Chart
July 24th, 2018, 10:26 AM
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Replies: 5
Views: 1,792
If we are talking about limit side, i have...
If we are talking about limit side, i have attached composition of limit orders paired with these market orders we are talking about.
I think, that avg. limit size about 1 can represents mainly ...
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Forum: Sierra Chart
July 24th, 2018, 09:23 AM
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Replies: 5
Views: 1,792
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Forum: Sierra Chart
July 20th, 2018, 03:35 PM
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Replies: 5
Views: 1,792
Scalping activity recognition
I have wrote study for Sierra Chart what reconstruct original market orders. I think I can detect scalping algorithms.
This scalp algo uses insensible big market order what dramaticaly moves...
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