Market Depth

Definition

The distribution of outstanding orders at different price levels in the order book.

Boundary

Displayed depth can be spoofed or pulled, so it is not a reliable measure of true liquidity.

Role distribution

Market regimes

Common parameters

Frequent co-occurrence

No co-occurrence records.

Semantic relations

No manual semantic relations.

Evidence strategies

• 合约对冲_下单多线程版本ContextInferred
• 基于SMA均线交叉配合市场深度指标一抛一的量化交易策略SMA-Crossover-Ichimoku-Market-Depth-Volume-Based-Quantitative-Trading-StrategyContextInferred
• 基于多个因子量化交易策略Multi-factor-Quantitative-Trading-StrategyContext
• 冰山委托-卖出ContextInferred
• 基于动量轮动的股票策略Momentum-Rotation-Stock-Trading-StrategyContextInferred
• 冰山委托-买入ContextInferred
• 比特币现货阶梯差价对冲ContextInferred
• 冰山委托买入-JasonContextInferred
• TGT基于价格下跌买入策略-TGT-Falling-Buy-Strategy-Based-on-Price-DeclineContextInferred
• 简单马丁格尔合约倍率加强版ContextInferred
• 基于趋势追踪和ADX指标的短线交易策略Trend-Tracking-and-Short-term-Trading-Strategy-Based-on-ADX-IndicatorContextInferred
• 三角套利-基础版ContextInferred
• 网格变形策略之单边网格-注释ContextInferred
• 发明者APP图表测试策略ContextInferred
• 2014年的简易比特币高频策略机器人ContextInferred
• 基于量价指标的多空平衡交易策略Volume-Price-Indicator-Balanced-Trading-StrategyContextInferred
• 威廉姆斯分形结合ZZ指标的量化交易策略Williams-Fractals-Combined-with-ZZ-Indicator-for-Quantitative-Trading-StrategiesContextInferred
• 动量突破布林带交易策略Bollinger-Band-Momentum-Breakout-Trading-StrategyContextInferred
• 多周期EMA交叉量化交易策略Multi-Period-EMA-Crossover-Quantitative-Trading-StrategyContextInferred
• 多指标确认均线突破DCA动态止盈策略-Multi-Indicator-Confirmation-EMA-Breakout-with-DCA-and-Dynamic-Take-Profit-StrategyContextInferred

Corpus quotes