Support Board
Date/Time: Sun, 25 May 2025 22:58:16 +0000
Post From: Orders per second
[2016-03-12 07:52:24] |
i960 - Posts: 360 |
If you can access the order book structures from a custom study you could probably approximate this based on the sample rate the study is being run (chart update frequency most likely). Personally I think the orders hitting the book isn't necessarily going to predict a turning point. It doesn't account for hidden liquidity which is a large amount of liquidity and it's basically a pseudo measurement of potential liquidity and not actual trades. Volume and trades themselves tell you what you need to know, not potential orders.
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