The large effective ratio

[Pascal]

Your LER Figures seem to be correct.
95% of the time, LER will trend up with the price, because the price is going up when large players are buying.

What you are interested in is to find out the 5% when this does not occur and try to understand why.
There could be a good trading opportunity there.


Pascal

[acepsut]

Hi Pascal,

thanks for your reply, I will study your 5% suggestion.

My LER is build starting from the LEV serie (ratio on LEV, then divide by volume), is this correct or should I

1) create a serie from the difference (positive LEV - negative LEV)
2) compute the ratio and divide by volume?