Xtrade Flow Ignition
The moment order flow starts feeding itself — a self-exciting Hawkes point process, re-estimated online, flags when trade intensity ignites past its own normal range.
Data: Any feed with trades. No MBO required.
Real signals, straight from the chart
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What it does
Trades beget trades: order flow is self-exciting, and the Hawkes point process is the standard model of that feedback in the microstructure literature. Most of the day intensity hums along; sometimes it ignites, each trade triggering the next. Xtrade Flow Ignition estimates that process live and flags the moment ignition begins.
The λ intensity sub-chart lets you see the fire start, burn, and burn out. Deliberate anti-flicker engineering — sustained confirmation, minimum dwell time, exit hysteresis, announcement cooldown — means a quiet midday produces nothing. No ignition is also information.
Backed by: Hawkes (1971), Biometrika 58(1):83; Hardiman, Bercot & Bouchaud (2013), EPJ B 86(10); Filimonov & Sornette (2012), PRE 85(5)
- ✓IGNITION markers at the moment trade intensity self-excites past its own quantile — the start of one-sided runs, not the middle
- ✓Self-exciting Hawkes process re-estimated online (MLE) — nothing to tune
- ✓λ intensity sub-chart: see the fire start, burn, and burn out
- ✓Anti-flicker by design: sustained confirmation, dwell time, exit hysteresis, cooldown
- ✓Sound alert on ignition (on by default); calm tape stays silent
FAQ
Is it a signal system?
No — no direction, no targets. It tells you the flow regime changed; the trade is yours.
What data does it need?
Any instrument with trade data. The excitation parameters are re-estimated online and the trigger is a quantile of the instrument's own intensity distribution.
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Trading futures and other financial instruments involves substantial risk of loss. Xtrade Flow Ignition is an informational and educational tool, not investment advice. Past performance is not indicative of future results. All sales are final and non-refundable.