Re: Can you provide your own liquidity ?

2
ionone wrote: Wed Dec 21, 2022 2:05 am If you open a Buy AND a Sell order of the same size at the same time, can you supply your own liquidity ?
I think it should be that way
what do you think ?

Jeff
No I don’t think, unless your dumping huge orders we can’t even move the market, even if you used order flow you might get a millisecond of liquidity but thousands of orders are flooding in at the same time

People with huge orders have to generate liquidity slowly because the market would freak out and slip so on the volume profile it creates sort of a bell curve in volume

A volume profile that gives you a current visual growth might be just as good as the DoM honestly , time and sales doesn’t really help in my opinion except for weeding out small lot sizes because of dark pools

Can’t really see icebergs too well because they are limit orders
Dom is just # of bids and offers at levels and the volume at those levels, volume/orders and price are also separate things
Because of derivatives & orderflow only works best on centralized markets
But volume is good enough for me if I got good indicators
Attachments
These users thanked the author Chickenspicy for the post:
Jedidiah
0 + 0 = 0
Infinite / Infinite = 1
1 way to Heaven & it matters


Who is online

Users browsing this forum: No registered users and 13 guests