Although orderflow and footprint trading has been modernized and spread in America since the turn of the millennium, it has only become really well known in Germany and Austria a few years ago and is currently enjoying increasing popularity.
ORDER FLOW BASICS: When it comes to order flow, many traders think of volume or time bars and sales and purchase signals. In reality, however, the order flow is much more than that – it [...]
The volume: What is the volume anyway? Without volume, the price would not move, because there would be no trading. The volume is the number of contracts traded in a given period, or at a certain [...]
BID x ASK Imbalance: The fact that hardly any free information in German can be found on this topic shows that the content of this BLOGS represents a real added value. We hope you benefit from [...]
What is the VWAP? VWAP is an abbreviation for Volume Weighted Average Price – you may already know that. What does this mean? It is basically the average or median price of the daily [...]
What is Delta? Delta is the net difference between the BID and ASK at any price (footprint delta), the respective bar (bar delta) or the whole day (cumulative delta). Delta is calculated by [...]
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