here’s the ultra-technical tape + DOM + 4D read of what these 3 screenshots are screaming. 🧠⚡
(Everything below is microstructure logic, not “prediction”. We’re reading the auction in real time.)
0) What META_quant 4D is showing (so we speak the same language) 🧬
You’re looking at a 4D order book:
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Cyan “walls” = resting BID liquidity (passive buyers, limit orders) 🟦
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Magenta “walls” = resting ASK liquidity (passive sellers, limit orders) 🟪
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The vertical blue spine is the live price pointer slicing through the book (where the auction is happening). 🎯
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Tape/prints panel (right) gives you executed flow + side + size + “impact” stream. 🧾
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Control block (left) shows you’re running a stable microstructure lens:
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DEPTH 200
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SPEED 200
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SCALE 2
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TICKSIZE 0.1
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TICKS SIDE 150
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DIAM 1
=> basically “enough depth to see real walls, enough speed to scalp the reaction.” 🎛️
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The key idea: Depth = intent (resting liquidity). Tape = commitment (executed liquidity).
When both agree, you get high-probability microstructure edges.
Screenshot 1 (Phase 1): New Daily Low + “Double HFT Buy Signals” ⚡⚡
1) The event: new daily low print on FDAX
You can see the book scale down to the 2524x zone (the axis shows the low area around 25243+ on the depth floor). That’s your “fresh low” context. Fresh lows matter because they attract:
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late sellers (breakdown traders),
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stops (forced sells),
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and liquidity providers hunting cheap inventory. 🧲
2) The tell: sell pressure is there… but price doesn’t accelerate lower
That’s the first smell of absorption: aggressive selling enters, but the auction fails to “continue”.
In your META_quant panel we can read:
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hb sell ~360 vs nb buy ~306 (aggressive selling is dominant)
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tot ~666 prints (busy), cum impact ~651 (high activity)
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A small negative flow metric around -15 (selling net… but not exploding)
This is classic: aggressors are selling, but they’re not getting paid with continuation.
That’s how you detect a real buyer sitting there without needing a crystal ball. 🫥🔎
3) The structure: massive bid liquidity “cliff” under price
The cyan wall on the downside is not “decorative”. It’s inventory waiting to get filled.
Now the most important nuance:
A spoof wall gets pulled when price approaches.
A real wall gets hit, filled, and often reloaded. 🧱✅
4) The “Double HFT Buy Signals” overlay
Those green markers (your system signals) are basically your microstructure confirmation layer.
In practice, a robust HFT buy trigger typically fires when several of these align:
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Aggressive sell burst slows (sell exhaustion)
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Bid replenishment rate > ask replenishment rate (MM reloading bids)
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Order book imbalance flips (OBI / depth skew tilts toward bids)
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Microprice shifts up (weighted mid drifts toward the bid side being “stronger”)
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Short-term velocity decelerates (down-move loses momentum)
So: fresh low + big real bid + seller exhaustion + signal confirmation = scalp-worthy reversal seed 🌱📈
Screenshot 2 (Phase 2): The bid wall gets hit… and it’s FILLED (real liquidity) 🧱🩸
This is the money screenshot for proving it’s not spoofing.
1) What “filled” means here (microstructure definition)
A fill is not “I saw a wall”.
A fill is: executions occur at that price level and the depth at that level actually decreases (or gets reloaded while absorbing).
Your tape/flow counters show the market working:
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hb sell ~376 (more sellers hitting bids)
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nb buy ~318
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tot ~694
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cum impact ~650
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net flow metric around -21 (selling net still present)
So sellers are still swinging… but here’s the key:
2) Absorption signature: “heavy sells, no further low”
If aggressive sells were in control, you’d see:
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the bid wall vanish and price continue to waterfall through the void.
Instead, you’re seeing:
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large resting bids getting executed (filled),
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price stabilizing,
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and often rebuilding liquidity behind (MM buyer behavior).
That’s the exact fingerprint of a buyer absorbing inventory:
sellers are providing supply, and a larger participant is happily taking the other side without letting price reprice lower.
That’s not “support”. That’s auction control. 🥷
3) Market Maker buyer behavior (what it looks like in 4D)
A MM / liquidity provider defending a level often shows up as:
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Bids persist at the same region even as they get hit
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Depth refills after partial consumption (iceberg-like behavior)
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Tape keeps printing sell-side, but the low doesn’t expand
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Spread compresses as the defense becomes confident
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Ask liquidity starts pulling once sellers fail to continue
This is why 4D is lethal: you’re not guessing who’s there.
You’re watching the defense survive contact. 🧠🟦
Screenshot 3 (Phase 3): Rebound in progress (auction acceptance higher) 🚀
Now the story transitions from “defense” to “repricing”.
1) Flow improves while activity stays elevated
Now the panel reads roughly:
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hb sell ~401
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nb buy ~338
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tot ~739
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cum impact ~652
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net flow around -14 (less negative than -21)
Even if raw sells are still high, the net pressure is improving.
That’s consistent with “seller dominance fading”.
2) HFT context shift: from “catching the knife” to “pullback-buying”
Notice the smaller parameter set displayed (you’ve got a different sensitivity block: 15 / 15 / 30 vs 45 / 45 / 90 earlier).
Translation in trader-speak:
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Early phase: you want robust filters (avoid false reversals in the flush).
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Rebound phase: you can switch to faster scalper triggers (ride micro pullbacks in a newly accepted direction). ⚙️
3) Rebound mechanics (what must happen for the bounce to be “real”)
A real bounce needs at least two of these:
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Offer pulling (magenta walls retreat above price) 🟪⬆️
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Bid ladder rebuild (cyan steps stack higher) 🟦⬆️
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Price migrates into thicker zones (acceptance, not just a wick)
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Tape flips to more lift-offer bursts on upticks
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Failed retest of the defended zone (buyers hold the line)
That’s exactly why this is perfect for scalping:
once the market accepts higher, you can scalp:
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pullbacks into rebuilt bid shelves,
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into thin ask zones,
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targeting next liquidity node as your take-profit magnet. 🧲✅
The Scalper Playbook (ultra practical, ultra microstructure) 🥷📌
A) Entry logic (high-quality)
You don’t buy “because it’s low”. You buy because:
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New daily low prints (liquidity event)
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Big bid wall is present (passive interest)
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Wall gets hit and filled without continuation (absorption confirmed)
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HFT buy signal(s) trigger (timing layer)
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Ask side starts thinning/pulling (path opens upward)
B) Stop logic (clean)
Your invalidation is simple:
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If the defended bid zone gets fully consumed AND price accepts below (not just a tick), the absorption thesis is dead. 🧨
C) Target logic (liquidity-based)
Targets are not random R-multiples. They’re:
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next major ask wall / shelf
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next thick liquidity node
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or the first “clean air” zone completion (fast travel ends at the next wall)
Why this combo is nasty (in the best way) 😈
Because it stacks three independent “truth sources”:
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Price event: new daily low (forced flow, stops, emotional selling)
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Depth event: massive real bid liquidity (not pulled, it gets filled)
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Execution event: HFT buy signals + improving net flow (timing + confirmation)
That triangle is exactly what you want for scalping reversals:
liquidity + absorption + timing.
BONZAI.PRO summary in one line 🧾🔥
Fresh daily low → real bid wall shows up → sellers slam it → wall gets FILLED (not spoofed) → HFT buy triggers → sellers exhaust → book flips → rebound scalps unlock. 😎📈
#orderflow #microstructure #market #making
#4D #data #meta_quant 🚀
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