Thank you. I'm looking back through my code and there are really a lot of indicators. It would get pretty technical to explain them. They are all explainable it's just that each one corresponds to slightly different market conditions and I just didn't want to get into it.
Fair enough. Most people considering trying this probably have a few ideas for indicators.
But for anyone coming to HFT from a coding background instead of a trading background, an explanation of one of your indicators would have been fascinating.
