A Jack of Small Trades

đź’ˇ If nature abhors a vacuum, it would be good to know if there are vacuums within the order books of electronic exchanges, such as the S&P 500 e-mini on GLOBEX/CME.

In this video we show real-time deployment of semi-automated hybrid trading bots that look for imbalances in order flow:



The bots used in this video were configured to look for readings greater than 200 in Book Pressure, which is a proprietary order flow algorithms that ships with both NinjaBots for NinjaTrader and SceetoBots for Sierra Chart - or - Engulfing Sweeps of the Order Book, another proprietary order flow algo that our customers have access to.

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