Trading Execution Framework a thread 🧵
Luckshury@Luckshuryy
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Apr 28, 2025
~2 min read
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Trading Execution Framework
a thread 🧵
a thread 🧵
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in this thread I will be going through the following:
- how and where I find my levels of interest
- the steps I go through once price reaches my level of interest
- order flow checklist (volume, extended delta & more)
- trade examples
- how and where I find my levels of interest
- the steps I go through once price reaches my level of interest
- order flow checklist (volume, extended delta & more)
- trade examples
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levels of interest
- untested series of daily highs/lows (before gap in daily highs/lows)
- series of untested swing highs/lows (before gap in swing highs)
- untested series of daily highs/lows (before gap in daily highs/lows)
- series of untested swing highs/lows (before gap in swing highs)
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executing at level of interest
timeframes I primarily use for execution:
- 15m
- 5m
checklist to cover:
are we at a level of interest?
if yes, then check the following:
- volume spike
- liquidations
- extended delta
- trapped va
(all covered below 👇)
timeframes I primarily use for execution:
- 15m
- 5m
checklist to cover:
are we at a level of interest?
if yes, then check the following:
- volume spike
- liquidations
- extended delta
- trapped va
(all covered below 👇)
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volume spike
at the level of interest, how does the volume compare relative to the volume which came before it.
eyeballing the data, how does the candle volume compare to the average of the previous 20-30 candles or so.
note - volume spikes can also be seen within tradingview
at the level of interest, how does the volume compare relative to the volume which came before it.
eyeballing the data, how does the candle volume compare to the average of the previous 20-30 candles or so.
note - volume spikes can also be seen within tradingview
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liquidations
similar to volume, I look at this in a relative manner however as there are not liquidations in every candle, I would prefer to see a general spike in liquidations using a set benchmark.
inverse - anything over 30k
linear - anything over 100k
= liquidation spike
similar to volume, I look at this in a relative manner however as there are not liquidations in every candle, I would prefer to see a general spike in liquidations using a set benchmark.
inverse - anything over 30k
linear - anything over 100k
= liquidation spike
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extended delta
most people tend to look at solely the delta figure.
at the highs I look at the discrepancy between delta max and delta
at the lows I look at the discrepancy between delta min and delta
at a high: a high delta max + low (final) delta = discrepancy
most people tend to look at solely the delta figure.
at the highs I look at the discrepancy between delta max and delta
at the lows I look at the discrepancy between delta min and delta
at a high: a high delta max + low (final) delta = discrepancy
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trapped va
did a whole thread on this but it is essentially where you see price close away from the value area of it's candle at the level of interest.
did a whole thread on this but it is essentially where you see price close away from the value area of it's candle at the level of interest.
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invalidations
most typical - above the absolute high/low
I also use HVN's/POC within the high/low candle to determine and narrow my invalidation to help increase final r potential.
most typical - above the absolute high/low
I also use HVN's/POC within the high/low candle to determine and narrow my invalidation to help increase final r potential.
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confluence
my favourite trades consist of the following (in order of importance)
poi + volume spike + trapped va + extended delta + liquidations
(for transparency reasons I note - there is one more thing however I do not feel comfortable sharing this yet)
my favourite trades consist of the following (in order of importance)
poi + volume spike + trapped va + extended delta + liquidations
(for transparency reasons I note - there is one more thing however I do not feel comfortable sharing this yet)
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trade example + entry
entry - candle close
( I can anticipate candles and sometimes will jump in before close)
- that will take practice and recording stats on trade "anticipation"
complete order flow example below 👇
thank you for reading and I hope you found this valuable
entry - candle close
( I can anticipate candles and sometimes will jump in before close)
- that will take practice and recording stats on trade "anticipation"
complete order flow example below 👇
thank you for reading and I hope you found this valuable