QuikOrdersDOM - automated stock trading

With the increasing popularity of automated stock trading over the past few years, programs that allow a trader to respond quickly to changing market conditions on ultrashort timeframes have become very common. A vending machine can analyze current quotes flows from different sources for days, waiting for a favorable moment, and then add a complex position from several trading instruments to a portfolio in less than a second.

I am engaged in the development and development of the project QuikOrdersDOM. In a nutshell, QuikOrdersDOM is a program for high-speed trading, as well as a platform for implementing high-speed (and not only) automated algorithms. The open architecture (built-in SDK) allows you to expand the basic functionality for your own algorithmic needs of any trader.
One of the main areas of automation is the "scalper" functions. Scalpers are stock traders who make a large number of transactions per unit of time. The profit of one scalper transaction is small, but thanks to the huge number of transactions, the total profit can be quite impressive. Naturally, automation in processes that require instant and accurate response is an undeniable advantage in high-speed trading. Both in the part of execution and in the part of indication of the parameters of the flow of exchange information. QuikOrdersDOM includes the “basic scalper toolkit”, namely, the ability to send and remove orders, stop orders and one-click sliding stop orders, as well as a set of automatic and semi-automatic functions and indicators for scalping work, which I plan to describe and demonstrate and subsequent topics ...
In this post I will demonstrate the work of the volume balance indicator, the purpose of which is to detect strong price movements at the initial stage. As they say - better to see once