Read

IBKR Level II data streams the full depth of book for each ticker in your basket.

Measure

At the best bid and ask, size from every venue is summed. The gauge shows who leads and by how much.

Enter

When one side clearly outweighs the other, a limit order goes out at the best price.

Exit

When the book turns against the position, it closes at market. One position per ticker, no pyramiding.

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