coding an order flow or hft indicator
Hi i see volume profile related indicators and price action related indicators etc , my question is this. Can anyone code an indicator that can detect the so called footprints that big trades leave or when high frequency trading is going on?
Came across a site that does "so called real time indictators for this " http://www.sceeto.com took the trial was pretty interesting stuff, but i was hoping to be able to see the code they are using to study and could perhaps create my own but can't see the code in Ninja . Have seen lots of stuff like market maps etc but these non lag indicators seem very interesting.
Can anyone help with such an indicator ?
thanks
Came across a site that does "so called real time indictators for this " http://www.sceeto.com took the trial was pretty interesting stuff, but i was hoping to be able to see the code they are using to study and could perhaps create my own but can't see the code in Ninja . Have seen lots of stuff like market maps etc but these non lag indicators seem very interesting.
Can anyone help with such an indicator ?
thanks
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