Bookmap and TTW-MarketVolumePro V. 2

By wtl

A New Generation of Indicators The Auction and the Limit Order Book Generally speaking a market is a place where buyers meet sellers to perform trades, and where prices adapt to supply and demand. Today, most markets implement an electronic continuous-time double-auction mechanism based on the essential idea of a Limit Order Book (LOB). Every…

BOOKMAP Masterclass: Profitable Trading with LOB and Bookmap

By wtl

Profitable Trading with LOB and Bookmap   My 19h course and knowledge transfer will empower you to see, understand and comprehend how liquid future and share markets behave and work. The dominant power behind all markets are institutions or big money who are in the position to move the price in their favor. You will…

VWAP in Daily Trading

By wtl

According to Wikipedia’s definition, In finance, volume-weighted average price (VWAP) is the ratio of the value traded to total volume traded over a particular time horizon (usually one day). It is a measure of the average price a financial instrument such as stock or futures traded at over the trading horizon. Why is important With VWAP benchmarks, a trader or an algorithm models…