Support Board
Date/Time: Mon, 10 Mar 2025 13:30:11 +0000
Post From: HFT traders vs swing traders
| [2022-03-24 08:41:26] |
| VolTrader73 - Posts: 136 |
|
That depends on what defines each group in your opinion.. Assuming you would know this answer, you might be able to use either built-in studies or need to code your own using SC syntax language. Although I doubt you would be able to capture the HFT activity due to its complexity, technologies diversification, advanced algorithms R&D and a vast of sub categories, the buy and hold would not be as complex but complex enough for you to actually capture it. Either way, lets assume you know how and lets assume the bellow is your concept: So to begin with, you can start by dissecting the variance of trade sizes, trade side (@bid/@ask) and a general indication of whether the trade is "with the trend" or against it (edge spike counter trades). If you open three tick charts for the NQ futures and filter each by a volume threshold (say one chart captures only trades of 1-5 lots, another 6-10 and another 11-1000) then consolidate them in the main 4th chart as cumulative delta volume and u/d tick, you can now see theoretically 3 types of potential traders. Retail and HFT will be 1-5, HFT and larger traders will be 6-10 and market professional/institutions/trading desks will be the third group. You will also notice right away that 95% of the trades is compounded of small size (which relates to the complexity of identifying the groups/and their actual intentions versos your imagination I mentioned earlier, let-alone the relationship between a micro future and its bigger futures and derivatives but put that aside) Now add a trend/range detection method and tag the trades to either with the trend/edge/ICEBERG. All this can be done without coding (on the expense of accuracy) while using build in indicators in combination: chart settings (for volume filters), spreadsheet and the spreadsheet formula studies (which are either stand alone of related to the spreadsheet), cumulative delta indicators, trend/range oscillators, ect.. On the other hand, if the above is to simplified towards what you have in mind, then you need to either learn SC syntax and code your self or pay someone to do so for you. Hope this helped. Good luck, God bless |