RE: Very hard to identify buys vs sells - still OK overall.22 Jan 2020 14:05
lejjb
the system has been rubbish for years, it rarely label's correctly
from the generic mid it works from.
Look at most shares, every day, are times only active MM's are
all above or all below the mid, with narrower spreads.
some buying some selling, all the same according to the machine.
Likewise the generic bid/mid/ask does not respond quick enough
when more MM's join in to compete, with a wide range of prices
available at both ends of the overall range.
Almost ,as you say impossible to keep track, unless you are in only
a single share and stare at it only on level 2 all day. lol