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identify HFT

  #5 (permalink)

Portland, United States
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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.

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