Wednesday, 5 November 2014

Order Flow Automated

The integration of the latest order flow technology into my trading has been completed. EVERY trade is judged on seeing exactly what "they" are doing. As you can see from the arrows on the chart below, I have been able to automate this information.

There are buttons on the top line that arm the algo so that when the conditions are met, the order is triggered. I can arm and disarm the algo with one click when I see a trade setting up. It only goes off if in fact the trade does setup. I can also just leave the algo on and let it do what it does but I make more money manually switching the algo on and off because I can trade much bigger size. I guess I just like the control of being a discretionary trader. Also, context is king and the algo cannot possible see ALL the context.

The algo sits on a VPS collocated within 2ms of the broker engine. There is no way anyone can be as fast as the algo VPS combination in getting an order filled.

I am finding that the HFTs are my friends and help me get to my profit target. My profit targets are close. For example. on the ES, T1 is just one handle or $50 per contract. Multiply this by size - even 10 contracts - and its not hard to see a decent green day.

I've finally got the book into its final outline and will try and finish the videos over Xmas, skiing permitting.


  1. How did you get the buy sell arrows into MD , I tried to do the same but MD said the volume imbalance tokens are not available ?

    1. Its proprietary at the moment Barry as I had to throw money at it.

  2. Looking forward to your new book. My delayed Xmas gift to myself :)