medium · Order Flow Analysis footprint-delta

A trader identifies a 'Stacked Selling Imbalance' zone between 4520.00 and 4520.75.

Where is the most theoretically sound location for a structural stop-loss if entering short on a retest of the zone?

  1. At the Point of Control (POC) of the current session
  2. Two ticks below the lowest price of the zone (4519.50)
  3. Exactly at the Volume-Weighted Average Price (VWAP)
  4. One tick above the highest price level of the stacked zone (4521.00)

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