[jspaulding]

Thank you. I'm looking back through my code and there are really a lot of indicators. It would get pretty technical to explain them. They are all explainable it's just that each one corresponds to slightly different market conditions and I just didn't want to get into it.

[HockeyPlayer]

Fair enough. Most people considering trying this probably have a few ideas for indicators.

But for anyone coming to HFT from a coding background instead of a trading background, an explanation of one of your indicators would have been fascinating.

[jhales]

Yes, I would find this very interesting. Doesn't matter if the indicator is now defunct.

[deathflute]

Thanks for an excellent post. I would like to see any one indicator explained in detail as well. I am sure it would be of interest to a lot of people.