Skip to main content
BTC / USDT———ETH / USDT———SOL / USDT———BNB / USDT———XRP / USDT———DOGE / USDT———TON / USDT———AVAX / USDT———LINK / USDT———ADA / USDT———TRX / USDT———DOT / USDT———BTC / USDT———ETH / USDT———SOL / USDT———BNB / USDT———XRP / USDT———DOGE / USDT———TON / USDT———AVAX / USDT———LINK / USDT———ADA / USDT———TRX / USDT———DOT / USDT———
Pricing

Research method

Order flow analysis

Order flow analysis is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.

Output
Research filter
Input
Order book, spread, volume, auction and trading costs
Horizon
Seconds to the order life cycle
Best use
Choose an executable order and account for implementation cost.

Registry evidence level: replicated. This is a navigation record, not a performance claim.

  • Input: Order book, spread, volume, auction and trading costs.
  • Output: filter.
  • Use boundary: Choose an executable order and account for implementation cost.
The graph2

How the method is built, and where it has been read

Depends on

Read in the archive22 readings

1988Constructing a value area from TPO, volume, and order flowAuction and volume1988Constructing Value Area trends from half-hour auction profilesAuction and volume1988Constructing auction structure with volume as a clockAuction and volume1993Five-rung money flow from signed print volumeIndicators and filters1999Direct access routing and the visible bookOrder types and routing1999A floor-to-screen case for the trading decisionDecision process2001Round-number clusters behind support and pattern signalsOrder types and routing2001Displayed-size filters in multi-venue index-share executionLiquidity and costs2003Listed auction accommodation and open-book executionOrder types and routing2004Specialist prints, opening exits and live tape filtersOrder types and routing2006Constructing the single-price open from overnight flowAuction and volume2006Order-book depth and passive flow for executionOrder types and routing2006A high-volume wide bar as an auction-intent checkAuction and volume2007Fair value, open prints, and sweep fadesLiquidity and costs2007Market Profile as auction context for inventory imbalanceAuction and volume2008Close imbalance prints as an exit filterAuction and volume2008Decimalization, liquidity, and why price-only charts miss the tapeLiquidity and costs2010Inside the spread: why OHLC bars hide the buy-sell shiftOrder types and routing2013Constructing forex orders from provider imbalance and book depthLiquidity and costs2013Liquidity pockets and order routing after the speed raceOrder types and routing2015Bid-ask queues and the instant-adjustment critiqueOrder types and routing2018Order book heatmaps, VWAP, and flow for executionOrder types and routing
This registry entry describes a research method. It is not investment advice and does not make a performance claim.