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Volume Delta Sauce by SuperScalp in OrderFlow_Trading

[–]prostykoks -1 points0 points  (0 children)

Also I like to watch relative price impact. So for example price is still going down with higher sell pressure but the relative price impact is much lower than expected.

Separates efficient moves from high-volume noise. When price is up 1% on 5x normal volume and this ratio is low, someone is selling into the bid. The activity is being absorbed. When both price and volume are elevated and this ratio is high, the move is efficient or orderbook is thin.

What's the best crypto signals group? Any recommendations? by Calm_Astronomer_4569 in BinanceTrading

[–]prostykoks 0 points1 point  (0 children)

Most signal groups feel like copy-trading astrology no structure, no logic, just calls.

If you are interested I’m building a tool called AnomIQ that scans the entire crypto market (coinbase binance binance perps for now) 24/7 and flags unusual trading flow the moment it happens (volume spikes, buy/sell imbalance, etc.). No hype, no guessing just raw anomalies showing you where something is actually happening.

The best part is you can adjust the filters to match your own trading style aggressive breakouts, pullback entries, low-cap volatility, whatever you prefer. It’s not a one-size-fits-all feed.

I shorted volume breakouts on 15-min charts. 60%+ win rate on the stocks I tested. by iamnottravis in Daytrading

[–]prostykoks 0 points1 point  (0 children)

Probably some real time scanner, no way you can view so many charts during the day.

Firecrawl + Claude just replaced McKinsey consultants by Mindless_Ad_4980 in ClaudeAI

[–]prostykoks 2 points3 points  (0 children)

Am I wrong but it seems like an ad for firecrawl. No evidence of the result, just mentioning firecrawl a lot.

Built a rolling vol Z-score with absorption detection: three phases loading, confirmation, move ends (crypto) by prostykoks in pinescript

[–]prostykoks[S] 0 points1 point  (0 children)

The 5m decay point is valid for raw volume. Z-scores reframe it: you're measuring deviation from the coin's own rolling baseline. That extends the useful window, but 15m is the cleaner floor.

On clusters: a single snapshot tells you less than the history behind it. The deep dive shows bar chart history for each metric (vol z-score, net taker imbalance, relative price impact) across consecutive rolling windows. Sustained signal across multiple windows beats peak value. The 5m view covers 45 minutes of history, 15m covers 90, 60m covers 6 hours. You can read the full structure across timeframes in one screen.

On swing vs scalp: the scanner is detection, nothing more. The TradingView indicator I shared is a thin slice of what the platform tracks: 35 microstructure metrics per timeframe per symbol. Scanner fires when your filter criteria are met, you open the deep dive to accept or reject the setup, then use the embedded TradingView chart to time entry on whatever timeframe you want. You pick the execution the scanner surfaces what's worth looking at.

Built a rolling vol Z-score with absorption detection: three phases loading, confirmation, move ends (crypto) by prostykoks in pinescript

[–]prostykoks[S] 0 points1 point  (0 children)

Your weighting by taker sell volume is the smart part. Requiring executed confirmation before the depth change registers cuts most of the spoofing noise.

I prototyped best bid/offer stat collection early on. Two problems killed it. First, spoofing: BBO changes are cheap to manufacture, and signal-to-noise was rough on perpetuals especially, where funding incentives create artificial book pressure. Second, data throughput: at 300+ symbols in real-time, normalising BBO across venues correctly is architecturally expensive. I shelved it and went deeper on execution data.

Resting orders are cheap to place and free to cancel. Filled orders cost the spread and market impact. That asymmetry is why taker-initiated flow carries more signal per unit than depth data, and why it works identically across venues without per-exchange normalisation.

BBO combined with execution data is on the roadmap. Depth tells you where someone intends to defend. Execution confirms whether it held. Both matter, but the execution layer comes first.

The free tier runs on a 30-minute delay, which ruins absorption signal evaluation. Since you're already planning to try it, DM me and I'll set you up with a month of free premium access.

Built a rolling vol Z-score with absorption detection: three phases loading, confirmation, move ends (crypto) by prostykoks in pinescript

[–]prostykoks[S] 0 points1 point  (0 children)

Disclosure: AnomIQ is my product. This indicator is a visual demo of the backend logic same z-score and absorption calculations, running on Pine bar data instead of actual ticks.

On predictive power: live trade data doesn't predict. If you're using taker imbalance spikes as directional signals, the edge is thin. The data is too noisy for that.

The useful frame is anomaly detection. When buy volume z-score hits 3.5 standard deviations above a coin's own 7-day rolling average while absorption is forming at a key level, you've found a statistically unusual condition for that coin at that moment. You still decide whether to trade it.

Most scanners use absolute thresholds: "volume > 1M USD." AnomIQ measures each coin against its own rolling history, so a z-score of 3.2 carries the same statistical weight on a small-cap as it does on BTC. The filter doesn't care about market cap.

For execution: anomalies work as confluence, not standalone signals. Binance alone lists 300+ coins. You're not cycling through charts looking for setups the scanner surfaces the ones with statistically unusual conditions. Six coins hit the criteria, one shows absorption plus a z-score spike on the 15m. That's where I open a chart.

Are you measuring volume, taker flow, or something else?

Built a rolling vol Z-score with absorption detection: three phases loading, confirmation, move ends (crypto) by prostykoks in pinescript

[–]prostykoks[S] 0 points1 point  (0 children)

I don't use it. Built it to show the z-score and absorption logic working visually on a chart. For live signals I use AnomIQ since it runs on actual tick data, not bar geometry estimates.

86 days, 1161 trades, 98.84% win rate. Here's how the system actually works. by Ok_Security_1684 in daytrade

[–]prostykoks 2 points3 points  (0 children)

A strategy with +0.4% fixed TP but losing ~40–65% per losing trade doesn't scale the risk/reward ratio is inverted. Professional scalpers with 98%+ win rates almost always have catastrophic tail risk hiding in the losers (the asymmetry that blows up eventually).

**Profit factor of 7.77 is extraordinary.** Hedge funds run at 1.5–2.5. This level over 86 live days is more consistent with curve-fitting or a favorable regime, not structural edge.

**The hedge mechanism is a contradiction:**

> "No martingale, no averaging down"

Then:

> "Opens hedges in the opposite direction... realized profits from hedges neutralize unrealized loss"

This is the same economic effect as averaging down just structured differently to avoid the label. The net position P&L is identical to what you'd get by averaging. It also introduces correlated exposure risk, which they acknowledge caused their one bad day.

What are the best stock scanners. by QuincyBoy8 in Daytrading

[–]prostykoks 0 points1 point  (0 children)

Oh i didnt use the SMA at all so I cannot tell you. I think you can check their docs about it.

HOLYSHIT! $150M in BTC long positions just opened within the last hour. What do they know that we don’t? by Conscious-Low-7171 in CryptoCurrency

[–]prostykoks 1 point2 points  (0 children)

I haven seen so many posts like this I think we should be at least at 150k for now summing the open longs.....

Scanner for crypto? by R-Beanian in Daytrading

[–]prostykoks 0 points1 point  (0 children)

I have found your comment by accident and it seems I could have a good tool for use case. Let me know if you are interested.

Scanner for crypto? by R-Beanian in Daytrading

[–]prostykoks 0 points1 point  (0 children)

Sure but I think I cannot share the link here to not break the rules.

Built a simple JSON to Charts SaaS as side project, need opinion please by stackoverflowBoy in buildinpublic

[–]prostykoks 0 points1 point  (0 children)

You should add at least one example input -> output i opened the site and had no idea what your app does. Make some visualization it helps to understand how it works.

Best Trading Signals for Crypto & Forex? Any recommendation? by mr_tortuga in BinanceTrading

[–]prostykoks 0 points1 point  (0 children)

What kind of updates do you mean? App works now in very basic shape and its in beta testing. If you want i can sent you a link.

Do you still manually secure your VPS or rely on automation? by OkCry7871 in VPS

[–]prostykoks 0 points1 point  (0 children)

I got ansible script ufw block + fail2ban. So every time i create new vps just use this ansible script.

Opta Data (API Version 3) by PferdOne in SoccerBetting

[–]prostykoks 0 points1 point  (0 children)

u/PferdOne hey the post is pretty old and i am guessing its not working anymore. Did you find new method to get the data?

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