Recent content by B.Lock

I use it to daytrade ES and won't trade without it or market profile for context. I don't use traditional technical indicators (RSI, MA ect). I find using cumulative volume breakdown on days like today very helpful. Photo shows a lot of people were stuck on the short side into lunch as prices...

I daytrade ES and use Market Delta and Interactive Brokers book trader to execute. I am creating filters in the tws api that reject orders or close positions based on specific criteria but want to keep using the book trader to execute. Anyone know how it is possible to route book trader orders...