
Price Predictive innovation in Orderbook states analyses. US session on $QQQ and #lowfloats l criticism of common reads l not financial advice.
Grand Casablanca, Morocco
Joined April 2024
- Tweets3.7K
- Following690
- Followers374
- Likes333
Replying to @R3G5B7 @AndrewTradesNQ
1. There are no dark pools in futures
2. I don't use "warm maps" and my intention from reading orderbook is not to see where buyers are because buyers location doesn't impact price.
3. I am a loving person by nature but I hate it when poeple on the one hand promote and execute on prop-firms like Vest which is at the same time a prop, a broker, and exchange executing orders against client orders. And on the other hand, wonder about conflict of interest in sweeping retail. $QQQ
Replying to @77bncvbsdcg
Limit orders determine price. Price can move up / down infinity on no limit orders at (t= any millisecond) here is a recorded example of that
I wouldn't call market orders aggressive. It's a misnomer. I would call them passive. In fact, I would call limit orders aggressive, especially a secret aspect about them in #orderflow at $QQQ and $BTC
Replying to @traderview2
Not worried about DELTAS. More that most American data feeds drop chunks of data from the limit side. The skill to handle and broadcast data is no longer there in USA. So they just send snapshots of the limit orders every 300ms.
Replying to @CaseBrehm @andreacimi
I would call market orders agressive. It's a mis-nomer. I would call them passive. In fact, I would call limit orders aggressive, especially a secret aspect about them.
Replying to @andreacimi
How is that orderflow? That's a choppy day. You should not even trade it. That big volume dot can lead to any whichever outcome. It's non-predictive.
Replying to @BigGainsClub
Orderflow needs to be analysed logically. Every generation that comes to orderflow brings it's background with it. They built heatmap gex walls for support and resistance guys. Price ladders and foot prints for price action guys. In reality orderbook is neither this nor that. Orderbook must be understood thought backtesting important data in the orderbook and reading secret differences in the liquidity. No one can do that. Expecially, the masses that just want copy paste software and refuse the innovate and build their own software based on how they see orderflow especially the $BTC guys.
Option gamma is not predictive simply because executed orders bear no significance in predicting future prices. And that is if the many farfetched and imaginary assumtion of GEX guys are true. Like heding in an underlying say a $QQQ, $BTC or a $TSLA .Problem is you still need to make sure when the hedging must occure, how the hedging must occut and where the hedging must occur, how much of it must occur and is it that hedging and only hedging alone that moves prices. So volume based traders are wrong for normal reasons. GEX guys even more wrong than volume based guys.
Replying to @TraderPoko
Option gamma is not predictive simply because executed orders bear no significance in predicting future prices. And that is if the many farfetched and imaginary assumtion of GEX guys are true. Like when the hedging must occure, how the hedging must occut and where the hedging must occur, and is it that hedging and only hedging alone can move price. So volume based traders are wrong for normal reasons. GEX guys even more wrong that volume based guys. Here is recorded evidence of price moving on zero volume. Where is the hedging in this move?
Replying to @DerivativesDon @TraderPoko
How do you know the hedge is occure in the same underlying. Even if you know, you need to clearly assure me that you are not led to believe that option hedging alone is what drives price movement.
Replying to @AndrewTradesNQ
ICT traders use orderflow vocabulary. Orderflow traders use ICT / TA concepts background and build orderflow software that looks like a chart. Then both wonder why they cant predict price. Orderflow is dynamic not static. Build your own software.
Replying to @Abu_Cartel
Not really...
1. here is video recorded evidence of a 10% move occuring in miliseconds on no volume. No limit orders to execute.
2. You provided one senario to accomulate a large position. I have video recorded evidence of large positions executing at the same / within a tight price range. That is because the liquidity at that time event was such that it was capable of absorbing that large order. Likewise, a massive order is also exacutable at favorable prices or any which other way.
3. The fascination with large orders talk is vacious because that's not what moves price and definetely not what can be used to predict it. The only thing that can is the actual liquidity state of the day. And that non-agentic and need to be studied as is with no further interpretations or goals.
Heatmap display is the worst introduction to orderbook reading especially on $BTC . First mistake
1. If dense limit areas represent support and resistence why do you need to add absorption and pull and orders adding?
2. Why would dense limit areas represent a magnet and repeller at the same time. Logical contradiction.
3. The entire display is made out of repeated same unimportant information. Why you need adsoption indicator of you have volume bubbles and volume profile. Why have a price ladder on the side if you already print limit orders on the map.
4. The entire rationale behind build similar heatmap platfroms is flawed because it tries to make orderflow fit into the box of a static technical analysis style world view when in fact orderflow is dynamic in time and sensitive to data completeness and quality. When $BTC and crypto there is no wildely known quality datafeed provider.
Replying to @Wealthmanager @grok
You need an orderbook to know that.
Replying to @traderview2
Post of video of the dom as it's moving to check you data feed complteness.
Replying to @acethebulllly
Heatmap display is the worst introduction to orderbook reading. First mistake 1. If dense limit areas represent support and resistence why do you need to add absorption and pull and orders adding? 2. Why would dense limit areas represent a magnet and repeller at the same time. Logical contradiction. 3. The entire display is made out of repeated same unimportant information. Why you need adsoption indicator of you have volume bubbles and volume profile. Why have a price ladder on the side if you already print limit orders on the map. 4. The entire rationale behind build similar heatmap platfroms is flawed because it tries to make orderflow fit into the box of a static technical analysis style world view when in fact orderflow is dynamic in time and sensitive to data completeness and quality.
Replying to @MrAndy
Ture.. With AI everything a customizable. But I don't think you are true raw tick by tick data from all exchanges. You liquidity looks fragmented
Replying to @Sahiloooo7
Not only that it's thin but also that Vest or any exchange that is at the same time an exchange and a broker can actually see big orders on his exchange and where the stops are. If he can hit those stops, that's easy money. The entire thing is very illegal and will be flagged by SEC


