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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.

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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.

Yes, I would find this very interesting. Doesn't matter if the indicator is now defunct.

Thanks for an excellent post. I would like to see any one indicator explained in detail as well. I am sure it would be of interest to a lot of people.

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