[strtedat22]

Originally Posted by MtnDog »

Hey UB,
I wonder if your Algos picked up a burst of Trade Intensity at 11:10.43 EST today (9/11). I detected 8 trades all at 1042.50 in rapid succession totaling approx. 1200-1300 contracts (depending on how you split them up). Near the AM highs. I still have some work to do on normalizing for time of day, so I wasn't able to see in real time, only in hindsight. Or maybe was noise/false signal. Thanks.

mtn,

interesting enough we see the samething. Market held with small contracts (1-20 contract sizes) then once the few sellers were absorbed market the buyers continued to buy to push the market up then a large buyer entered above the market to push the direction up. Thats where i made my 1 point today. Im sure you can see that. I thought i was the only one seeing this stuff. Tell me what you think.

strtedat22

[FulcrumTrader]

Originally Posted by strtedat22 »

Sure wish i had this for swing trading

strtedat22

You can...you initiate and build long term positions as you track commercials building large positions themselves. For the last two days in my longer term accounts I have started to build up positions to play the SHORT side in the S&P500. Track the "supply & demand" of the commercials activities and you will have some excellent swing trading set-ups month after month.

[strtedat22]

Originally Posted by FulcrumTrader »

You can...you initiate and build long term positions as you track commercials building large positions themselves. For the last two days in my longer term accounts I have started to build up positions to play the SHORT side in the S&P500. Track the "supply & demand" of the commercials activities and you will have some excellent swing trading set-ups month after month.

Fulcrum,

Thats easier said then done. Tracking supply and demand on a short term time frame (250 tick) is a little easier for me to scalp 3-4 ticks at a time. Please provide a example.

strtedat22

[FulcrumTrader]

Originally Posted by strtedat22 »

Fulcrum,

Thats easier said then done. Tracking supply and demand on a short term time frame (250 tick) is a little easier for me to scalp 3-4 ticks at a time. Please provide a example.

strtedat22

Tracking supply and demand is done on both a micro level for intraday trade set-ups and on a macro scale when tracking zones of large resting inventory. Also, another key component of trade entry determination is watching for what I call order flow transitions. This is down to the very basic level of watching for the transitional shift in the bias of the order flow. When commercials initiate trades they create order flow transitions which can be clearly seen as the bias within the order flow suddenly shifts. This is great Cumulative Delta information to track when getting ready to initiate a trade, so that you join the new conviction and bias within the order flow. Scalpers need to join order flow momentum to be in proper short term alignment with the bias of the traded volume for higher probability trading.

Here is some examples of tracking an order flow transition for scalp trade entries.....

TL! Videos

TL! Videos

[strtedat22]

Originally Posted by FulcrumTrader »

Tracking supply and demand is done on both a micro level for intraday trade set-ups and on a macro scale when tracking zones of large resting inventory. Also, another key component of trade entry determination is watching for what I call order flow transitions. This is down to the very basic level of watching for the transitional shift in the bias of the order flow. When commercials initiate trades they create order flow transitions which can be clearly seen as the bias within the order flow suddenly shifts. This is great Cumulative Delta information to track when getting ready to initiate a trade, so that you join the new conviction and bias within the order flow. Scalpers need to join order flow momentum to be in proper short term alignment with the bias of the traded volume for higher probability trading.

Here is some examples of tracking an order flow transition for scalp trade entries..... TL! Videos

TL! Videos

FulcrumTrader,

Interesting, i like the video example. live is better than make believe. i dont like catching a falling knife nor calling tops so i look into the pullbacks during trending/sideway markets. All my entries/exits are based on tape. Locating commercial liquidity is a great way for me to find out early when the market will be changing directions or continuing. Im looking into adding swing trading into my arsenal. Thanks for providing me with your insight.

strtedat22

[bathrobe]

Thanks Fulcrum Trader,

The video adds a lot of clarity to cumulative delta trading

[FulcrumTrader]

Originally Posted by bathrobe »

Thanks Fulcrum Trader,

The video adds a lot of clarity to cumulative delta trading

Yes that is Cumulative Delta down to the most basic order flow tracking look. The videos of course do not show the macro use of Cumulative Delta which is the tracking of accumulated zones of resting inventory.....that is a whole separate subject.

[strtedat22]

Originally Posted by FulcrumTrader »

Yes that is Cumulative Delta down to the most basic order flow tracking look. The videos of course do not show the macro use of Cumulative Delta which is the tracking of accumulated zones of resting inventory.....that is a whole separate subject.

Fulcrumtrader,

the cumulative delta compliments my trading strategy. Trying to figure market direction was difficult when just reading tape all day. i uploaded deanz indicator on ninjatrader and put it to work at the open immediately. The indicator helped me locate commercial buyers and sellers. They have really big foot prints i made one point off 10 contracts

strtedat22.