liquidity overturn on e-mini nasdaq futures

against late buyers in undervalued nasdaq 100 futures. here i have set up more advanced times and sales setting which i was testing for a couple of days or weeks.

sierra chart provides a good interface for times and sales and hopefully somewhere in the future i will provide a more in-depth description of what i observe on the tape

exit after seller´s eruption

orderflow mirroring

experimenting with a new sierra chart studie from www.intraday.cz aka www.order-flow.cz. here i took one trade based on the idea of mirorring orderflow. bigger buy limits are matched with bigger sell market. just one contract to test it..

here is how it went. similar situation appeared 20 minutes after

the orderflow situation 20 minutes after

video of this peculiar trade is here