Signed Order Flow Continuation
trade with the tape, not against itCumulative delta is aggressive buy volume minus aggressive sell volume, kept as a running total. It tells you who is behind a move.
Every strategy carries its exact rules, an annotated chart of the setup, the research behind why it should work at all — and the conditions under which you should not take it.
Showing 1–7 of 7 matching strategies
Cumulative delta is aggressive buy volume minus aggressive sell volume, kept as a running total. It tells you who is behind a move.
The initial balance is the high-low range of a session's first hour — that session's first two-sided auction.
Instead of asking when the market traded, a volume profile asks where: how much activity happened at each price. The result is usually a fat middle where most business was done and thin tails where price passed through quickly.
A sharp move ends on one enormous bar with far more activity than anything around it, and the reading offered is that the last holders capitulated into buyers who were waiting.
Cumulative delta is the running total of volume that traded at the ask minus volume that traded at the bid — a genuine measure of which side was more aggressive. On a futures exchange it is real data and it is genuinely informative.
Over very short intervals, price does not move because of a pattern. It moves because the flow of orders at the best bid and the best ask is lopsided. Cont, Kukanov and Stoikov measured that directly and found a linear relationship between order flow imbalance and the price change that follows, with the slope set by how deep the book is.
A central bank's current rate is known to everybody and priced into everything. What moves a currency is the change in what the market expects the rate to be in six or twelve months — and that expectation moves constantly, in observable ways, between meetings.
The mechanism has peer-reviewed, FX-specific research behind it.
The mechanism is sound, but at least one step of it is untested.
Practitioner literature only — no published research supports the mechanism.
It rates the mechanism — whether there is published research explaining why the market should behave this way. It does not rate profit. Strong does not mean the trade will work. None of these have been run on our own account, and no page here shows a backtest figure.
One instrument, one timeframe, every rule visible on the chart.
Several conditions have to line up, and execution starts to matter.
Needs an outside data feed, a basket, real order flow, or an unusual tolerance for lumpy losses.
The level describes what it takes to run the strategy, not how well it works. Several Beginner pages are better evidenced than several Professional ones — a basket carry trade is Professional because it needs eight currencies and a swap table, not because it is cleverer than buying a pullback.
Reading the library is free. A plan is what lets you turn one into a robot.
Trading carries risk and most retail accounts lose money. Nothing in this library is financial advice or a recommendation to trade. The charts are illustrations of the rules on constructed candles — they are not records of trades and not backtests.