there is a holy grail hidden in these numbers
number of trades bid vs number of trades ask vs bid volume vs ask volume etc..
this is what i am currently algo testing on sp500, dow, nasdaq, rty, crudeoil, heating oil, gold, silver, copper, 6a, 6b, 6c, and all other bunch of future markets
simple, easy, clean and fast
Any results yet? What do you think?
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