Trading ES in order flow with DeepCharts, DeepDom and DeepGamma: the complete course
Window 4: the execution chart, on 1 minute
This is the window where you click. It has to be readable at a glance: the footprint, a statistics strip, a delta panel, and the large activity markers. Nothing else. This lesson sets up each of these elements for ES, then the detectors that are added to it without cluttering the reading.
Deep Prints, the footprint
The footprint opens up each candle price by price and separates the volume executed at the bid (aggressive selling) from the volume executed at the ask (aggressive buying). On DeepCharts, this breakdown is exact, timestamped to the tick, because it comes from MBO data.
The rest of this lesson is for students
- Deep Stats, the statistics strip
- Deep Delta and the CVD
- Big Trades and Deep Trades: two tools, two data sources
- The detectors
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→ Window 2: the structure chart