This liquidity model forecasts the amount of liquidity for the next bar at the close of the current bar.

This insight can be used to improve timing of entries for break out strategies, to confirm changes in orderflow and to identify when and where institutions are likely executing orders.

Liquidity, or volume, is a fundamental component of all markets. This model is actively reading the orderflow tick by tick. This ability, in addition to having been trained on significant sums of orderflow events, provides users with a proactive tool for profiting from market generated information.

The system was trained on the following categories of US Volatility ETFs:

Inverse Volatility, Leveraged Volatility, Volatility, and Volatility Hedged Equity

The system can be applied to following ETFs:

APRT, APRW, BAPR, BAUG, BDEC, BFEB, BJAN, BJUL,
BJUN, BMAR, BMAY, BNOV, BOCT, BSEP, BSTP, BUFB,
BUFD, BUFF, BUFG, BUFQ, BUFR, BUFT, DAPR, DDEC,
DECT, DECW, DECZ, DIV, DJAN, DJIA, DJUL, DMAR,
DOCT, DSEP, DVOL, FDLO,FEBT, FEBW, FFEB, FJAN,
FJUL, FJUN, FMAR, FMAY, FNOV, FOCT, FSEP, HEQT,
HUSV, JANT, JANW, JULT, JULW, JULZ, KOCT, LGLV,
LVHD, NAPR, NJAN, NJUL, NOCT, NVBT, NVBW, OCTT,
OCTW, OCTZ, ONEV, ONOF, PAPR, PAUG, PDEC, PFEB,
PJAN, PJUL, PJUN, PMAR, PMAY, PNOV, POCT, PSEP,
PSTP, QJUN, QLV, QMAR, QSPT, SIXJ, SIXO, SMLV,
SPHD, SPLV, SVOL, SVXY, THLV, TPHE, UAPR, UAUG,
UFEB, UJAN, UJUL, UMAY, UOCT, USEP, USMV, UVXY,
VIXM, VIXY, VSMV, VXX, VXZ, XBJA, XBOC, XDEC,
XDOC, XMLV, XRLV, XSEP, XSHD, XSLV

This machine learning system can be used to improve risk management, trade management, execution and development of strategies on US Volatility ETFs.

The model has learned to distinguish the difference between the behavior of different instruments and thus will alter its forecasts to fit the orderflow of the current instrument.

This model is designed specifically for 5 min samples (i.e. candles, numbers bars, etc).

Updates and improved versions of this model are included with this subscription.

This version of the model integrates directly into Sierra Charts.

At sign-up you will need a valid Sierra Charts account. This model is valid across all Sierra Charts package options.