Recent content by francoisLdn

I've noticed that as well. Have done some trend analysis?

Yes, I'm french. Well I see what you mean but does your ratio include several price levels? I think the trend of this volatile value might be of better interest than the relative value itself.

I read the 'Flipping' thread but I can't really see the point with the market depth strategy. I'm looking at market depth patterns and the way it moves... a little like what you would do manually with a DOM.

Hi, I'm trying to develop a scalper based on the market depth. I have been capturing the market depth for Dax, Bunds & EuroStoxx since a couple of time now. Although I know some people using it I didn't get much success up to now. Has anyone worked on this kind of strategy, or trading it...