HFT Indicator - NinjaTrader | futures io social day trading
futures io futures trading

HFT Indicator
Updated: Views / Replies:9,969 / 14
Created: by aligator Attachments:1

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 100,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Thread Tools Search this Thread

HFT Indicator

  #11 (permalink)
Membership Revoked
British Columbia
Futures Experience: Advanced
Platform: NINJA
Broker/Data: ZEN
Favorite Futures: Crude
Posts: 1,091 since May 2010
Thanks: 192 given, 485 received

BTW, in regards to this thread topic, HFT Alert has a good product available...

Reply With Quote
  #12 (permalink)
Elite Member
Orlando FL USA
Futures Experience: Intermediate
Platform: Ninja Trader
Favorite Futures: ES
KitsGuy's Avatar
Posts: 7 since Oct 2014
Thanks: 1 given, 1 received

aligator View Post
Is there an indicator available out there for detecting HFT trades based on order flow, assuming an unfiltered data feed.

I have been reading lots about NT7 and most of the forums and anything about HFT, and they don't have any indicators that would help in detecting HFT trades. I don't think the HF firms would leave any trace behind. As far as I know...HFT is just getting ahead of the trades in Milliseconds quicker than the exchanges, then buying the stock another investor is buying then selling back the stock to them at a slightly higher price. I don't think this kind of activity is traceable.

Reply With Quote
  #13 (permalink)
Elite Member
Taipei, Taiwan
Futures Experience: Intermediate
Platform: Custom
Broker/Data: IB/IQFeed
Favorite Futures: HG
Posts: 29 since Jul 2014
Thanks: 19 given, 23 received

HFT 50% Share

Quote: It is estimated that as of 2009, HFT accounted for 60-73% of all US equity trading volume, with that number falling to approximately 50% in 2012.

Statistically speaking, you can randomly watch the changing ticker, and guess that's HFT, and you be right half the time. Also, if you are buying or selling something in the market, then chances are you are either buying from or selling to HFT. It's YOU against the MACHINE in this cold cold world.

Well, not quite, they call it liquidity provision. It's like you go to a party and the party gets more alive when somebody provided liquor, hence called liquidity provision. Well, sort of. And it's just not that glorious to detect. I suppose HFT has its own complex universe and ecosystem of different strategies. So the real question is which breed or actions of HFT do you want to detect?

Reply With Quote
  #14 (permalink)
Site Administrator
Manta, Ecuador
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
Big Mike's Avatar
Posts: 46,553 since Jun 2009
Thanks: 29,626 given, 85,051 received

Use the main HFT thread for HFT discussion



Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
  #15 (permalink)
Elite Member
SF Bay Area + CA/US
Futures Experience: None
Platform: TS, TOS, Ninja(Analytics)
Favorite Futures: NQ CL, ES when volatile mrkts
paps's Avatar
Posts: 1,653 since Oct 2011
Thanks: 2,136 given, 1,613 received
Forum Reputation: Legendary

aligator View Post
@Fat Tails;

Thanks. Agree, it is difficult to detect individual algorithms. However, when Colorado River rises appreciably, we know that there has been heavy rains in Colorado, Wyoming, Idaho, Utah, Arizona, and so on. It is the confluence of HFT trades that might be detectable. Considering that a small number of HFT traders place a large portion of S&P trades, it is logical to think their collective behavioral foot print can be detected. Examples would include something like simultaneous volume spikes and extreme bid/ask ratios, etc..

Drubbel's suggestion can be a good start. Thanks @Derubbel


@aligator perhaps trying to revive an old thread. I just came across your post and looked into who posted this. I did see some of the GCB bars you have also looked into. Hope all is well at your end. Have not seen posts since a time since went back and looked at your other posts and was curious to see who posted this question. Btw you from Lvg my favorite city.

Anyways.....thought of posting in your original post and not the HFT thread as ...my question was simple. Did you do more exploration on this front. And were you able to spot these which rather than calling HFT....is probably an automated Order entry/exit mechanism adapted by some of the biggest firms atleast on Futures. Very curious to know what did you figure on this front as this is something which always interests me.

cheers n best

Reply With Quote


futures io > > > > HFT Indicator

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

September Journal Challenge (sponsored by TopstepTrader)


Free Elite Membership: Twitter Tuesday and Facebook Friday!

Tue & Fri

Trading with Python: Using Machine Learning w/Ran Aroussi [12:30PM ET]

Elite only

TopstepTrader (TBD)

Sep 25

RandBots (TBD)

Sep 27

Anthony Drager (TBD)

Oct 4

Similar Threads
Thread Thread Starter Forum Replies Last Post
Hamzei Analytics HFT connan1 Trading Reviews and Vendors 11 November 27th, 2016 11:33 AM
HFT quote stuffing Big Mike Traders Hideout 17 August 10th, 2012 02:34 AM
HFT tradersheldon Traders Hideout 7 June 15th, 2012 06:23 AM
HFT scrutiny kbit News and Current Events 0 May 9th, 2011 05:50 PM
HFT US Dollar Index Tundi Emini Index Futures Trading 43 January 3rd, 2011 06:45 PM

All times are GMT -4. The time now is 03:42 AM. (this page content is cached, log in for real-time version)

Copyright © 2018 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2018-09-20 in 0.13 seconds with 25 queries on phoenix