hi saneblane, my idea as below: when ask price is up, it mean someone execute orders to make price move up, aggressive when bid price is up, it mean someone have interest to make price move up, passive when ask price is down, it mean someone have ...
hi guys, i love the idea of order flow trading. but because we dont have order flow data so we could study tick data. we can call it tick flow trading/analysis tick data is lowest surface, so it will have first impact then 1 min then 15 mins ...