DislikedOne more thing. When i saw brutal stop loss "cascades" 3 times in a row it was a clear indication where the market is going - opposite to cascades. It was visible only with DOM surface. This alone is licence to print money - wishIgnored
Also see how different can be volume/delta trading? RickM is using VWAP, I don't. But I use moving average (hah!)
It doesn't matter much what you are using. It just help us too see the context.