06 Algo Order Flow Strategies

6 STUDENTS ENROLLED

Overview

Based on the findings from 05 Market Ecosystem Analysis, this course module explores methods for detecting urgent algo order flow including CEED.trading’s proprietary Delta.PivotTM and Delta.footprints.

Learning outcomes

In the individual modules you will learn to:

  • 060 – describe the foundations of the game and how the execution of metaorders can be segmented into relevant games sequences,
  • 061- apply four simple but powerful techniques to identify and trade alongside algo order flow that are really going to improve your trading,
  • 062 – detect the corresponding reaction of HFTs and other opportunistic trader and profit form this,
  • 063 – how to apply different VWAP intervals to stay a step ahead of your competition and differentiate temporary from permanent market impact,
  • 064 – how to find objective, data-driven entry and exit points with favorable risk-over-reward ratios and dynamically adjust both stops and targets based on order flow and create alerts and automate strategies in Sierra Chart.

Activities

  • Unit quizzes and the course exam reinforce knowledge retention and your understanding of the presented material.
  • You will be encouraged to expand on the presented concepts with your own ideas in the unit assignments.

Recommended reading

  • selected industry resources intended for buy-side institution,
  • basics of game theory and strategic thinking.

Course Curriculum

What's my edge?
060 Defining the Trading Game – Introduction 00:16:00
Order Flow Markers
061 Signed Order Flow – Chart Tools and Studies 00:15:00
062 Volume Delta.Pivots and Delta.Footprints 00:50:00
063 Order Flow Symmetry and Interval.VWAP 00:25:00
Alerts and Trade Automation
064 Chart Alerts and Trade Automation 00:14:00
Final
065 Final Assignment 00:00:00
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About

CEED.trading’s mission is to feed trader intuition based on understanding market microstructure and the constraints of order execution algorithms.

We believe in human traders and that increased systematic trading actually presents an opportunity for hybrid-discretionary traders.

This is why we aim to develop traders in our Prop Trader Trainee program to place them with our partner firm.

Our office is located in the heart of Central Europe in Budapest, Hungary.

CFTC Rule 4.41

Hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, because the trades have not actually been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs, in general, are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown. Testimonials appearing may not be representative of other clients or customers and are not a guarantee of future performance or success.

Risk disclaimer

Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. This is neither a solicitation nor an offer to buy or sell futures, options or forex. Past performance is not necessarily indicative of future results.

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