orderflow aos based on acsil

this is the result of a 100% automatic strategy based on order flow that i have built in acsil - a sierra chart programming environment based on c++.

i am NOT a programmer and i have really hard time to write a piece of code. yet, i have a strong desire to learn and move forward.

it is trading live with 2 contracts only. after 2 days it made a profit almost 2 thousand usd. that is not a bad beginning i would say..

big subject activity on daily low - scalping algo breakout

this is what i have noticed today on daily low at e-mini nasdaq 100 futures somewhere around 13:10 chicago time

the interpretation of this visualization is this: near daily low a big rough market and a big sell market order of the same quantity appeared. it was immediately identified by an algorithm which started selling using sell markets in a "clever" manner.

at the same time, sell markets were supported with huge sell limit (on the depth of market as the white line). when no one wanted to buy this big amount and fill the huge sell limit, the subject starts selling in a harsh manner - using big sell market orders. the price drops a little bit down and the subject closes the position in a "clever" way using smart activity. taking profit.

the price made a small pullback up and the algorithm started selling again, using a high amount of sell market orders in a matter of (mili)seconds. at the same time, big sell limit appeared at the depth of market, was filled this time with a big buy market order and the price slides lower. the selling subject closed the position in a smart way, taking profit again.

again, it started opening bigger sell markets now to break the daily low. its big sell limits were strong enough to eat all the offered liquidity in the dept of market. 

at the break of the daily low a 100-contracts big buy market order tried to protect the zone, but was neutralized with a 100-contracts sell limit. moreover, the 100 sell limit was supported with an even bigger sell limit (the size cca 230) accompanied with sell market in the size 120! it hit the daily low, closing the position in a clever way, taking its profit (yes again!) and reversing the position for long.

this is how a very powerful and very clever scalping algorithms operate..

this is where it happened in the chart (daily low - sensitive area)

this is how the footprint charts of the area looks like

yesterday´s nasdaq

couple of short signals

orderflow gradation

this is an example of orderflow gratation entry - quite an aggresive one because it is only "half validated". but it was compensated with a nice potencial

i took a dradwon about 10 ticks and here i threw out two of three contracts to make the trade risk free. i am defining stoploss now

 

the cluster of buyers on the footprint chart made to cover the entry point. the third target goes quite far into the consolidation

yet.. it didnt work out.. 

result 130 usd.. not bad but if the third target was reached, there would be cca 300 usd..
there was only one tradable situation today and it was this one.. 

diminishing buy market side

after breakout of the long a tedious consolidation there was observable extinction of buyers at the upper prices

here, after couple of minutes, the entry is validated

exit, f__king slow market 

wem´s last public entry

against late buyers in undervalued nasdaq futures

exit after seller´s eruption

second entry reversal scheme

not a very successful day today. i tried two trades but ended up with zero. 

the performance was poor as i more or less just tested if i am connected to the company ´s server or not :-)

anyway, i have noticed couple of nice situation that could serve as a second entry for a reversal

schematically, it looks like this



this is how it looks on real charts
example 1

example 1 closer look at market orders


example 2

example 2 closer look at market orders

market orders extinction

a nice example of timing entry with market orders study. with every new high, the market orders diminish

the first target is nicely placed in the thickened price action

iceberg order at 4936,50

a clever iceberg order appeared today on e-mini nasdaq futures, buying huge sell market orders at the precise price 4936,50.

it was in an intermarket unballanced state so the seller´s side here was definitely the "more stupid" one and the buy market´s side was the "clever one"

this is the detailed orderflow footprint chart

 here is the intermarket situation with seller´s side to be tempted into it

this is how the price continued to run upwards for the stoplosess