Following up on the algorithmic footprint we tracked yesterday, the market delivered the exact liquidity sweep we were anticipating on the ES. Most retail breakouts got trapped right at the highs just before the volume anomaly faded out, trading raw price action without looking under the hood at the bid ask delta is basically a coin flip in current conditions. When you decouple the execution logic and the visual rendering from the actual data ingestion you can start spotting these absorption blocks forming milliseconds before the reversal hits the tape
Retail provides the liquidity and the algorithmic side absorbs it. I am still refining a few edge cases on the backend memory allocation for this engine but the real-time output is getting brutally accurate, for those running automated systems or managing larger capital keeping the execution logic purely deterministic is the only way to survive the chop right now.
Retail provides the liquidity and the algorithmic side absorbs it. I am still refining a few edge cases on the backend memory allocation for this engine but the real-time output is getting brutally accurate, for those running automated systems or managing larger capital keeping the execution logic purely deterministic is the only way to survive the chop right now.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.
면책사항
해당 정보와 게시물은 금융, 투자, 트레이딩 또는 기타 유형의 조언이나 권장 사항으로 간주되지 않으며, 트레이딩뷰에서 제공하거나 보증하는 것이 아닙니다. 자세한 내용은 이용 약관을 참조하세요.