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16 Artikel in #tape-reading werden angezeigt
#tape-reading
Tick Data vs Volume Data: Choosing the Right Feed
Tick and volume data feed different order flow tools; choosing between tick charts, volume charts, delta, and CVD depends on instrument and your objective.
Retail vs Institutional Order Flow Signatures on the Tape
Retail and institutional order flow leave distinct signatures on DOM, footprint, and tape; size, delta, and sweep patterns reveal the smart money side.
Order Book Imbalance Ratios: Quantitative Trading Thresholds
Order book imbalance ratios quantify bid versus offer size at set thresholds; 3:1, 5:1, and stacked imbalance rules generate mechanical DOM entry triggers.
Jigsaw, Sierra, and Bookmap: Feature Matrix and Deployment Guide
Choosing among Jigsaw, Sierra, and Bookmap depends on data feeds, cost, hardware, and instrument support; this feature matrix guides deployment.
Iceberg Order Detection: Methods and False Positive Filtering
Iceberg order detection compares executed volume to displayed size; algorithms and false-positive filters separate real institutional orders from noise.
DOM Reading Fundamentals: Order Book Structure and Workflow
DOM reading fundamentals start with order book structure; a repeatable workflow scanning size, spread, and flicker turns the ladder into an execution tool.
Absorption Recognition and Reversal Signals
Absorption occurs when aggressive market orders meet a wall of limit orders without price moving; delta divergence flags these high-probability reversals.
Time and Sales: Tape Reading Method
Time and Sales prints every executed trade with price, size, and side — reading the tape is the oldest form of order flow analysis, and still one of the most revealing.
Order Flow Tools: Jigsaw, Sierra, Bookmap
Jigsaw, Sierra Chart, and Bookmap are the three leading order flow platforms — each approaches the same data differently, and each suits a different type of trader.
Order Flow Trading: Introduction
Order flow trading watches the actual bids, offers, and executed trades instead of derived indicators — here is the foundational vocabulary and how it differs from price-based analysis.
Order Flow Imbalance and Reversal Signals
Order flow imbalances — repeated one-sided aggression at a price — reveal where supply or demand overwhelmed the other side, often marking the start or end of a move.
Order Flow in Futures and Crypto Markets
Futures and crypto both expose rich order flow data, but the participants, data quality, and best tools differ — here is how to read order flow in each.