Daemon Goldsmith - Order Flow Trading | For Fun And Profit.pdf Exclusive

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rule: aggressive_buy_follow condition: | last_trade.side == "sell" and last_trade.size > avg_trade_size(50) * 2.5 and best_ask - best_bid < spread_threshold action: type: market_buy size: last_trade.size * 0.1 reduce_only: false If you obtain the PDF, keep the following

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The DOM tells you where the resting orders are. Large blocks of orders on the DOM act as "magnets" or "walls."