Order Flow

Definition

Analyzes trade direction, order-book changes, and aggressive fills to infer short-term supply-demand imbalance.

Boundary

It relies on high-quality tick data, and data delays make the signal unusable.

Role distribution

Market regimes

Common parameters

No parameter samples.

Frequent co-occurrence

• Market Structure6
• False Signal4
• Order Block4
• ATR3
• Breakout3
• False Breakout3
• EMA2
• Simple Moving Average2
• Stop Loss2
• Cross Below1

Semantic relations

• Basis ← Order BookOrder flow analysis relies on the order book and tick-by-tick trades.

Evidence strategies

• 基于价格行为的机构交易策略Institutional-Trader-Strategy-Based-on-Price-ActionFilter
• 多指标综合订单流交易自动化均衡策略系统-Multi-Indicator-Integrated-Order-Flow-Trading-Automation-Equilibrium-Strategy-SystemTrigger
• 多层次机构订单流动量化策略与动态分仓优化系统-Multi-Level-Institutional-Order-Flow-Quantitative-Strategy-with-Dynamic-Position-Scaling-SystemFilter
• 多维度量化交易系统高级VSA-MACD-FVG策略分析与优化框架-Advanced-Quantitative-Trading-System-VSA-MACD-FVG-Strategy-Analysis-and-Optimization-FrameworkSizing
• 移动平均交叉策略-Moving-Average-Crossover-StrategyFilter
• 多维度订单流分析与交易策略-Multi-Dimensional-Order-Flow-Analysis-and-Trading-StrategyFilterInferred
• RSI动量背离突破策略-RSI-Momentum-Divergence-Breakout-StrategyTrigger
• 高级量化交易策略基于日内动量与风险管理的自动化执行系统-Advanced-Quantitative-Trading-Strategy-Automated-Execution-System-Based-on-Intraday-Momentum-and-Risk-ManagementTrigger
• 日内可扩展波动率交易策略-Intraday-Scalable-Volatility-Trading-StrategyFilterInferred
• 基于价格内部波动通道的看涨看跌策略Look-Up-and-Look-Down-Strategy-Based-on-Internal-Price-ChannelsContextInferred

Corpus quotes