A Jack of Small Trades

Within the video, I think that you may find the conversations on the topics we discussed below, very interesting:

  • Order flow in Gold at a Fork & Ludwig Level
  • Oder flow 'tells' in a wedge
  • Configuring trading bots on-the-fly
  • A review of the British Pound, and of the Canadian Dollar
  • Using forks for strong target to stop ratios
  • Using order flow to determine targets
We are working towards keeping the morning briefings fairly tight, with a focous on specific trades, specific bots, follow up from prior day's trades, and timely publishing of recordings of the briefings.
What Hybrid Trading Bots are we going to deploy today?



Join us Tuesday & Wednesday morning, 09 & 10 MAY-2017 @ 8:00 AM ET, to review the primary futures markets, their structure, potential price trajectories, and what configurable trading bots might be applicable for the day's environment. 

Registration for Both Days:

https://attendee.gotowebinar.com/register/4813903081897918467

All the best,
Carl

Carl 
Carl Weiss
Algorithmic Architect @ ...sceeto

Click & follow now to get free trade insights:    

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The following screenshot shows both intra-bar order flow analysis in the S&P 500 futures contract (ES) and inter-market order flow analysis  amongst the equity components of the S&P 500, via WIND.

In this example, as the demand based order flow that is transpiring across all the equity components of hte S&P 500 back off, the selling pressure in ES order book immediately surfaces, as shown by our algo, 'Book Pressure'.

I surmise that this is due to arbuitrage bots firing off.

ES Order Flow 05 MAY 2017 Sierra Chart Sceeto SceetoBots

I hope that you find this as fascinating as I do.

We allocate significant resources to continually improve our understanding sweeps of the order book.

If you watch the DOM all day long, you will likely have noticed times when the DOM experienced a sweeping action.

We have built an algorithm that hunts for these sweeps of the order book, but our algorithm also includes quantification of the replenishment of orders into the book.

The algorithm monitors not just the replenishment rate, but also the what happens to these orders.

How long do they sit in the book?

What happens to price after they are matched?

Here's some Sweeps that rummaged through GC today.

Gold Order FLow 2017 05 01 9 11 49

Gold Order FLow 2017 05 01 9 20 21

Gold Order FLow 2017 05 01 16 26 58

We are ready to present to you a new class of order flow algorithms.

Our prior classes of our order flow algorithms focused primarily on the rate of change of order flow, sequencing of transactions, and trasactional correlations with Price Action.

This new class of algorithms, which have been released as part of the SceetoBots package, focus on the replenishment of orders in the book, the rate of replenishment, how replenished orders are transacted, and what their impact is on price.

All analysis is done at the millisecond time-level.

The output of these algorithms are directly integrated into SceetoBots.

SceetoBots can respond to information harvested from these algorithms within 1 millisecond.

The opportunities, and insights generated by these algorithms, I believe, provide a material advantage to any trader using this data.

Coupling this data with trading bots that can, and will, respond much more quickly than a human trader, in my opinion, is not only a game changer, but also ushers in the next evolution of trading.

The evolution of our trading world has completed its path from the pit to the screen, and now, we are evolving from the screen to bot-assisted trading.

We will be doing a deep dive into these algorithms, and also reviewing the configuration of SceetoBots that take advantage of these algorithms.

Please join us for this workshop on Friday, April 28th @ 11:30 AM ET.

You can pre-register for the workshop here.

Carl
Carl 
Carl Weiss
Algorithmic Architect @ ...sceeto


Click & follow now to get free market, order flow, an hybrid trading bot insights:    


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