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