Order Flow Analysis Glossary: Key Terms and Definitions
- Delta Divergence
- Passive Buyer
- Passive Seller
- Value Area High
- Large Print
- Footprint Ambiguity Principle
- Limit Order
- Diagonal Reading
- Market Order
- Delta Normalization
- Order Flow Analysis
- Cumulative Delta
- Volume Profile
- Point of Control
- Unfinished Business
- Level 1 Data
- Delta
- Selling Imbalance
- Stacked Imbalance
- Single Print
- Value Area Low
- Kelly Criterion
- Aggressive Participant
- Level 2 Data
- Aggressive Seller
- Two-Sided Auction
- Footprint Chart
- Volume-Based Chart
- Matching Engine
- Price-Time Priority
- Bid-Ask Spread
- Aggressive Buyer
- Commitment of Traders
- Incomplete Auction
- Structural Stop
- Stop Order
- Limit Order Book
- Trapped Traders
- Market Microstructure
- Walking the Book
- Passive Participant
- Lee-Ready Algorithm
- Rejection
- Properly Formed Low
- Failed Auction
- Block Trade
- Drip-Feed Pattern
- Flexible Volume Profile
- Volume-Weighted Average Price (VWAP)
- Trend Day
- Value Area
- b-Shape Profile
- Big Limit Order
- Value Area Transition
- Range Day
- High Volume Node
- Thin Profile
- Passive-to-Aggressive Transition
- Naked POC
- Low Volume Node
- Volume Cluster
- Properly Formed High
- P-Shape Profile
- Trend Cluster
- Buying Imbalance
- Trade Size Filter
- Snowball Effect
- Fixed-Risk Position Sizing
- Setup Layering
- Counterparty Retreat
- D-Shape Profile
- Order Flow Confirmation
- Absorption
- Risk-Reward Ratio
- Breakeven Win Rate
- Expectancy
- Retest Decay
- Opening Range
- Warning Signal
- Position Defense
- Multiple Node
- Iceberg Order
- Accumulation Zone
- Point of Control (POC) Migration
- Rejection Zone
- R-Multiple
- Gap Opening
- Block Sweep Orders
- Book Imbalance Pulling
- Order Book DOM
- Tape Reading Time Sales
- Footprint Delta
- Liquidity Depth Levels
- Prints Trade Classification
- Reading the Tape
- Exhaustion