×

  Avatar
×

  Avatar

Omlouvám se...

Toto video je určeno pro členy skupiny.

Kolik stojí členství?

×

  Avatar

Omlouvám se, ...

Toto video je určeno pro členy skupiny.

Kolik stojí členství?

intraday.cz : projekt Login | Register
home -> Orderflow studies and tutorials -> Wem's Market Orders Chart

Video 1: How to set up Wem's Market Orders

Video 2: Cumulation of Market Orders by interval

Market Orders Chart

Market Order Timeframe reveals the complete market order flowing into the market. This is the finest meaningful possible timeframe resolution that can be achieved.

Market Order vs. Trade

If an entity enters the market with a market order size of 110 we can accurately identify this market order size thanks our Market Order Chart algorithm. The Market Order Chart will provide us information about the size of the aggressive market order, information about limit side paired with market order and much more... We can never get this information using another timeframe.

1 Trade Chart reveals only the random intersection of the limit order and part of the market order. Usual 1 Trade Chart does not provide us complete information about aggressive market side or passive limit side in most cases.

Same moment captured on 1 Trade Chart vs. 1 Market Orders Chart:

The Market Order Chart aggregates all trades belonging to the 1 single market order.

Market Order Chart situation

We can use the Market Order Chart to observe:

1. Slipping market order fulfillment - for instant liquidity or unfair pricing
2. Discover the behavior and occurrence of scalping machines and their impact on price movements
3. Stoploss of specific subjects
4. Market order iceberg
5. Cumulative opening/closing position of specific entities
and much more...

Market Order Chart Additional Substudies

1. Exact market order size (Substudy: Market Order Size)
2. Market order slippage (Substudy: Market Order Slip)
3. Count of limit orders paired with market order (Substudy: Limit Orders Count)
4. Highest limit order discovered by market order (Substudy: Max Limit Order)
5. Cumulative sum of positions of a specific market order interval size (Substudy: Cumulative by Market Order Size)

Demonstrations

Buy now

Licence
Sierra Chart Account Name
Email

*includes future updates

Ask for 14 days trial

Sierra Chart Account Name:
Your email:

Personal data is kept on a secure server in the Czech Republic. The data is held in order to function the offered products and personal data is not sold to third parties. Email address can be used for product update information or as newsletter. You can cancel the newsletter subscription in the footer of each received email.

Komentáře:

nahoru ↑
loading
Loading Activity Panel...
×

Trader equity


  loading
×

Načítání intradenního grafu...


  loading
×

Načítání situace...

  loading
×

Načítání karty obchodu...

  loading
×

Načítání karty obchodu...

 

Omlouvám se, Unregistered...

Tato funkce je určená pouze pro členy Pravidelného provozu.

Co je a kolik stojí členství?

×

User Trade List


  loading
×

Delete request


 
Uveďte důvod, prosím (např. duplicita):

×