identify HFT | Traders Hideout


futures.io - futures trading strategies, market news, trading charts and platforms


Traders Hideout


Discuss day trading practices and futures trading strategies on this forum for all markets. This forum is also for discussing and reviews for brokers, data feeds, and commercial or third party add-ons




 

identify HFT

  #5 (permalink)

Portland, United States
 
Trading Experience: None
Platform: Private
Favorite Futures: ES, CL, GC, Currencies, Bonds
 
Posts: 169 since Jun 2015
Thanks: 943 given, 125 received


MacroNinja View Post
There are some 3rd party indicators that might pick it up. But really you'd have to know what to look for on the time & sales (not the chart) to identify the behavior.

In my opinion it's not possible unless you can prove order type, duration, and/or intent. Thus I really doubt indicators can do that either.

For the most part we could only know we're observing HFT by watching someone else do it or doing it ourselves. It also depends on what working definition of HFT we wanted to look at.


Other then that...


Can we look for patterns in the order flow and code indicators to identify those patterns? Yes.

Can we know we're observing HFT when we think we are? No.

The following 3 users say Thank You to Portland for this post: