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Scalping and Order Book Analysis: How to Spot Large Players

0h 27m video Published Dec 3, 2016 Transcribed Jul 12, 2026 S SCALPING
Advanced 14 min read For: Experienced intraday traders and scalpers familiar with order book and volume analysis.
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AI Summary

This video explains scalping and intraday trading strategies, focusing on how large players manipulate the market against small traders. It covers tools like the order book, delta, and aggregated trade feed to identify big player activity and predict price movements.

[00:22]
Essence of Scalping

Scalping requires ultra-precise entry points and special equipment to identify large players who work against small traders.

[01:06]
Large Player Order Splitting

Large players split orders (e.g., 2000 futures into 200 slices) to avoid detection, using iceberg orders or manual splitting.

[02:03]
Delta Indicator

Delta shows net buying/selling pressure. A large buy order results in negative delta as it's filled by sells from above.

[02:36]
Volume Clusters and Price Manipulation

Large volume clusters with negative delta indicate big player accumulation. They then push price against the crowd, creating fear and triggering reversals.

[04:04]
Aggregated Trade Feed

The aggregated feed summarizes transactions into volumes (e.g., 100 futures dice), showing market shocks when large orders hit.

[05:03]
Support/Resistance and Breakouts

Large buy orders near levels indicate breakout potential. When a peak is updated, an impulse forms (e.g., 3% move).

[06:05]
Example of Large Order

A 5,000 futures buy order (~$100M) is placed. The crowd eats it, then the large player sells, causing price to drop and crowd to panic-buy.

[08:16]
Correlation with Oil

RTS index correlates with oil. Divergence (e.g., oil falls but RTS doesn't) signals potential large player movement.

[09:47]
Trend Trading Rule

Only trade with the trend. Upward trend: each minimum higher than previous. Downward trend: each maximum lower.

[11:02]
Correction Entry Example

During oil correction, volume accumulation in the order book (200 futures repeatedly) signals spring compression. When oil jerks up, a 1,000-point impulse yields 12% profit.

[12:29]
Medium-Term Trend Analysis

Higher minimum on global scale can lead to trend lasting all day or week. Entry at transition points is key.

[14:00]
Volume and Support/Resistance

Large volumes create support/resistance levels. Entering against correction with large volume leads to strong moves.

[15:01]
Never Go Against Trend

Even with sell clusters, never go against trend. Example: oil falling, small buy orders accumulate, but trend is down.

[16:00]
Order Book Density and Accumulation

High density of orders below price holds market. Large player sets sell orders, scares crowd, then moves orders higher, triggering short covering.

[18:09]
Scaring the Crowd

Large player gradually moves orders higher, causing shorts to panic-buy. This creates upward impulse.

[20:00]
Final Impulse

After accumulation, large player pushes price up. Shorts buy back, accelerating move. Example: volume 1,300 leads to upward impulse.

[21:59]
Psychology Against Trend

Traders want to catch reversals, but probability favors trend. 99 out of 100 trend trades win; reversal catches only once.

[24:14]
Tools and QP Drive

QP Drive software (free trial at qp.ru) provides aggregated trade feed and delta for scalping. Volfix lacks these features.

Successful scalping requires understanding large player manipulation, using tools like delta and aggregated trade feed, and strictly following the trend. Avoid counter-trend trades to minimize losses.

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Tutorial Checklist

1 00:22 Understand that scalping requires special equipment to identify large players.
2 01:06 Learn that large players split orders (e.g., 2000 into 200 slices) to avoid detection.
3 02:03 Use Delta indicator: negative delta when large buy order is filled by sells.
4 02:36 Identify volume clusters with negative delta as large player accumulation.
5 04:04 Use aggregated trade feed to see market shocks (e.g., 100 futures dice).
6 05:03 Watch for large orders near support/resistance levels to anticipate breakouts.
7 09:47 Trade only with the trend: upward trend has higher minima; downward trend has lower maxima.
8 11:02 During correction, look for volume accumulation (e.g., 200 futures repeatedly) as spring compression.
9 15:01 Never go against the trend, even if clusters suggest reversal.
10 16:00 Observe high order density below price as support; large player may scare crowd by moving orders higher.
11 20:00 Enter on impulse after accumulation, expecting shorts to cover and price to accelerate.

Study Flashcards (10)

What is the main reason large players split their orders?

easy Click to reveal answer

To avoid detection by the crowd; they split large orders into smaller slices (e.g., 2000 futures into 200 slices).

01:06

What does a negative Delta indicate when a large buy order is placed?

medium Click to reveal answer

The buy order is being filled by sells from above, resulting in net selling pressure.

02:03

What is the 'aggregated trade feed' used for?

medium Click to reveal answer

It summarizes transactions into volumes (e.g., 100 futures dice) to show market shocks when large orders hit.

04:04

What is the rule for trading with the trend?

easy Click to reveal answer

In an upward trend, each minimum is higher than the previous; in a downward trend, each maximum is lower.

09:47

What does 'spring compression' refer to in scalping?

hard Click to reveal answer

Volume accumulation during a correction (e.g., 200 futures repeatedly) that precedes a strong impulse move.

11:02

Why should traders never go against the trend?

easy Click to reveal answer

Probability favors the trend: 99 out of 100 trend trades win, while reversal catches only once.

21:59

What tool does the speaker recommend for aggregated trade feed?

easy Click to reveal answer

QP Drive (available at qp.ru) with a free trial.

24:14

How does a large player scare the crowd using the order book?

hard Click to reveal answer

They place high-density orders at a level, then gradually move them higher, causing shorts to panic-buy.

18:09

What is the significance of a volume cluster of 1900 futures with negative Delta?

medium Click to reveal answer

It indicates large player accumulation; they will likely push price against the crowd.

02:36

What does a breakout with large buy orders near a level signal?

medium Click to reveal answer

A potential impulse move (e.g., 3% sharp move) as the large player drives price through resistance.

05:03

💡 Key Takeaways

⚖️

Scalping Requires Special Equipment

Establishes the core premise that precise entry points demand advanced tools.

00:22
🔧

Volume Clusters Reveal Large Player Activity

Key technique to identify accumulation and predict price manipulation.

02:36
⚖️

Trend Trading Rule

Simple but powerful rule to avoid counter-trend losses.

09:47
📊

Spring Compression Example

Concrete example of volume accumulation leading to a 12% profit impulse.

11:02
💡

Psychology Against Trend

Explains why traders lose by trying to catch reversals despite low probability.

21:59

✂️ Creator Tools: Viral Hooks

AI-generated clip ideas for Shorts based on the transcript

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[00:22] essence of scalping while it is an integral thing I believe today for intraday trading and for fast trading if you

[00:35] need to find ultra-precise entry points like it or not you need to use special equipment there This is just the basis it helps us identify the largest players And as you understand Large players have more

[00:51] opportunities to knock money out of another crowd of people that is, for one person to earn, someone must lose for this reason a large player works against small players I will try to convey to you the court You can see an order in the glass,

[01:06] You can see an order in the glass, for example, an order for 381 futures to for example, an order for 381 futures to buy is hanging Let's delve into this nuance If you want to buy, for example, 2000 futures, let's

[01:19] say you are a large player I understand that maybe there are none in the hall now you are a large player at least 2000s you will place an order for an order for 2000 or will be afraid to approach they will see a

[01:32] large volume they will be scared of you, therefore a large player is forced to split his order divide it into slices there are also special orders so- called icebergs that do this automatically the point is that Enter 2000

[01:47] futures, they can be split, buy 200, place an order, they will be eaten, place another 200, they will be eaten, place another 200, That's the gist of it. Now let's pay attention. What is Delta for if I placed 200 futures in the market to buy? Well,

[02:03] something like this, I placed an order in the market and they took me away. That is, if I market and they took me away. That is, if I placed a buy order, then I end up being covered by sales from above. Delta will show a minus.

[02:22] again. Delta will show another 200. What's actually happening? As a major player, I place orders for 200 futures, accumulated little by little, sold, and therefore I begin to

[02:36] see the following thing: a cluster with some significant volume has formed, for example, 1900 futures. That is, I understand that a large volume was conducted here. Delta is negative. I understand that a major player placed his orders against

[02:49] the crowd. Of course, he will continue to act as follows: push the price against the crowd. The simplest thing he will do after that is he will scare the crowd, that is, and the purchase of 2000 futures, someone sold correctly. Then he will

[03:04] set such a density of orders in the order book: 2, 3, 4, 5, 10. All traders who sold will be afraid to go down. Someone smarter will begin to understand that they have made such a fence, we will not go down. And of course, they will start

[03:21] buying, and buying means pushing the price up against them. Someone's ps will start shooting, and yes, such a simple thing happens that we see where a large player enters a position according to Delta, we determine the direction. If

[03:36] frightening orders appear, there is a high density or other large orders after collecting the volume, then we can conclude that now in the short term the market will go, for example, up or down. But in this case, as I

[03:50] said, if a large player set up a buy, then it will go higher and an impulse will arise that will allow us to make money on this. The essence is clear. Yeah, let 's continue with the next

[04:04] point. The aggregated Feed of transactions, what is it? You see the squares You see the squares are collected. The developer of the drive, Nikolai, wrote an algorithm that allows, let's say, to summarize transactions

[04:19] into one volume and do. In these The dice show the expected orders thrown by a person. That is, a dice of 100 futures can come up. That is, someone threw

[04:34] an order for 100 futures to sell at once. If there are 25 red ones for buying, it means someone threw an order to buy at once. Sometimes you will see orders of 300, 500, 1000. That is, you will see so-called market shocks when a large player

[04:49] market shocks when a large player starts to inject a large volume into the market and then, after he withdraws, this exchange again occurs. Many nanos from Shali have heard about support and resistance levels.

[05:03] have heard about support and resistance levels. Yes, how it usually happens is that a breakout pushes us to break through. For example, one large order goes up, 400, 500, there 300 are pulled up to the level. If we see that large orders are coming to buy, what

[05:18] will we do, too, buy because when a breakout occurs, there will be a movement on which we can make money. This is how it looks like

[05:35] There were orders in the feed to buy now they will be hard to see. Here is one order, there is a second, third large one. Applications Before this, 34,500 applications were thrown, but look, here is the peak level, you see. That is, when we update this peak in

[05:51] the direction of the trend, an impulse is formed, you see a sharp 3% at once, that is, you saw the moment when a major player begins to work, you see

[06:05] applications flying in, 500 futures, large ones, and so on. Look further at the next nuance. Here is an application for 5,000 futures. Maybe someone's stop was knocked out,

[06:17] maybe they did something else. Well, this is the main example, someone flew out, placed an application to buy 5,000 futures. Well, multiply by 20,000, this drives multiply by 20,000, this drives about 100 million into the market, probably, well, I'm being rough,

[06:31] that is. The point is how a major player will act. He will now let the crowd eat his application. He placed it here in a brazen way, or you can do it in a less brazen way, as I said, substitute it in shares correctly, but when the crowd eats it, he will sell,

[06:45] sell, you see, it begins to be dismantled, it will decrease as soon as a large volume accumulates, what will happen next, that is, how exactly it

[07:02] then they'll sell it, they'll get scared. Then they'll be scared and look at the market with eyes like that. And thus, they'll do something, buy back their positions. Well, it might be hard for some to say right now, but the gist is, what's going on?

[07:15] Someone sells. If the price goes up against them, they'll lose money. Nobody wants to lose money. They'll just start buying out of fear. Now, look, the price is still moving, you see, the orders have started moving.

[07:30] 500. Well, the density is higher. It should start moving now. I just don't remember exactly whether the video was filmed or not. The time is limited, but the sum is. Anyone who sold these orders at this level could become a victim. It's

[07:46] clear that's how the exchange works. One major player works against small ones and an player works against small ones and an impulse is created. It's not difficult to

[08:00] explain. Using information to make a profit. Well, now I'll include the following example. I'll try to convey. Two charts are similar. A

[08:16] RTS index futures. Find it, it's called 10 differences. Yes, everyone knows in the World Cup that our economy is highly dependent on the law. If oil falls, then we fall too. If oil falls, then we fall too. If it

[08:33] grows, then we grow too, and we need to first learn to see correlations and the speakers talked about before my speech, that is, in practice, you

[08:48] look at the charts and then what is happening, you need to see. First, it is correlation or rasko. Correlation is simply if oil goes up, then we go up. What is goes up, then we go up. What is rasko

[09:07] is invented, but the point is that when oil fell, for some reason, we updated the minimums there for oil, right there, we are constantly falling, falling, updating the mini RTS did

[09:19] not fall that much, right away. It is worth worth considering maybe a large IHTTV movement of the order, an example we saw with you, that is, they put up an order, the crowd will eat it up.

[09:33] Monet, maybe a little lower, they will eat it even lower and then like a bullet. It will go, that is, you need to see with correlation. Or rasko further. Look at the following further. Look at the following nuance when we work with signals. I have

[09:47] been telling one simple thing for 5 years now: you need to trade only on the trend. Yesterday I howled on Canaan Special when I put 5 TZ there, a

[09:59] simple theory was told before Every minimum above the previous one suggests that the trend may be upward. Correct, everyone has heard theories. If the trend is downward, every maximum is below the previous one. It's simple. We see

[10:14] previous one. It's simple. We see oil, they show us the second minimum above the previous one. We see the second minimum above the previous one. That's right, exactly.

[10:33] second minimum is above the previous one, and there's an update. Maxim. It's worth considering that oil can immediately go up. No one is saying that you need to take every movement. But we already understand that if oil is directed upward, it will

[10:48] go as follows: correction impulses. Correction impulses. Correct, in mind, it will go in a similar way. go in a similar way. Give this section,

[11:02] especially highlighted in red, oil is going up and there's a good downward movement. You see, oil is going exactly like that here. Oh, more precisely, oil was going up. We were going up a little, but when there was a

[11:18] downward movement, this movement isn't here. So, if you see setups against you see setups against oil, like these factories with oil, like these factories with

[11:33] should look in the trend, both one and the other. But you see, for example, an oil correction is going on, and against the correction, this volume of 200 is being packed in the glass. You'll see another 200, another 200. Another 200, another 200, then you can see the following picture as soon as

[11:48] the oil slightly jerks higher, that is, the spring was compressing, compressing, compressing, as soon as it was slightly higher, the other immediately flies. The impulse in this case is an example of an impulse of about 1,000 points. Who is trading with the full capital at the maximum, you

[12:04] can take about 12% from this impulse. But if you don’t want to expose yourself to risk, they entered there at 20-30% of the capital, still 34%

[12:16] was taken on impulse. Such impulses can happen three times five times a day. You just need to happen three times five times a day. You just need to carefully observe the essence of it. Yeah, then the carefully observe the essence of it. Yeah, then the next

[12:29] here I have already given more of this medium-term analysis, then we were looking at the trend at the moment. And here we see on a global scale. That is, if we saw a minimum higher than the previous one, an impulse can begin correctly. But if

[12:43] you see the second picture, at least one such more global one above the previous one breaks through to the Maximum, then this can lead to a trend that can last lead to a trend that can last all day, week,

[13:00] highly accurate entry point for In order to enter a trend and ride on m, everyone knows that money is made on a trend. What does it mean on a trend, press enter, the price will go up and down, correcting. And you are already in a position, but

[13:13] you will pull out your profit. Therefore, you need to see transition moments from the need to see transition moments from the guide. This is clearly visible important factor about playing a great knowledge, this is

[13:29] presented in the slide. Well, once I spoke when about 10 days ago in Moscow. There was a seminar at the Moscow Exchange, I talked a lot about volume. By the way, you can watch it on my channel. If anyone

[13:43] calls me Alexander Luknov, type it in on YouTube and you will immediately see the last three videos. I am

[14:00] volume is presented here. You see one volume, the second volume, that is, there are volumes in the glass, there are 200 futures, 300, 200. And here you are, one and a half

[14:12] 300, 200. And here you are, one and a half accidents. It is very important to pay attention to those places where there is a large volume, where there is a large volume, support and resistance levels arise, of course, if you see

[14:26] this volume going against the correction in oil, then you can enter directly from such a volume with the aim of a good strong movement. Well, there are still some nuances. Within the allotted time, I will not be able to. You convey which influence an even more

[14:40] accurate entry further

[15:01] example this deal was made recently you see literally at the price the other day that is The point is that you see the volumes are filling the cluster 1000 you ssia the trend is looking general upward according to the theory to a minimum higher than the previous one here if anyone hears me I

[15:17] work with many traders there I teach people all the time I say one phrase never go against the trend never go against up Whatever clusters you see now for sale they cannot entry points cannot go against the trend We

[15:32] never go but you can see the next ve for example oil is going down and we will slightly correct downwards in the glass you will see we will volumes will collect Look orders are hanging 100 futures 130 90 80 small

[15:48] right so if we eat them the price should not

[16:00] Well look For example 104 810 you see 100 example 104 810 you see 100 futures another 90 put That is, we see, for example, oil is falling, and here, little by little, orders are being placed, they are being eaten up,

[16:13] volumes are being collected, right on the volumes, everything is shown, watch the video for about three or four minutes, this is the main thing you need to see, they went up a little, now you see again, orders were placed

[16:30] against them, and the US is in this range, IT accumulation. But the most amazing thing is that you will see a high density of orders below, that is, they are holding back. The market is important that is, they are holding back. The market is important to understand that further down we are Well, it is unlikely that we will

[16:44] fall immediately, so here you can find some good entry points. Well, this video shows an example of a similar situation a little earlier and

[16:59] why, in order for fuel to appear, go higher, you see, these orders are standing, they need to be eaten somehow if the price goes up now, tell people to buy. But who will buy

[17:14] correctly? And if the market is held back a little, here they are holding back the market, volumes appear, what is happening, a major player

[17:29] is set up, sell sell, and then he Nantes scares this crowd, that is, orders will begin to move, 100 futures above 100 futures higher, higher, that is, here This density will

[17:44] who is short in this area will become fuel for the price to move up. Now look, follow it, here's the IT accumulation, they understood the

[17:57] here's the IT accumulation, they understood the statement, 200 has already increased, 300 futures have become more, the order has become, and so on, even

[18:09] higher, hundreds are appearing, everyone has started to scare the crowd. As soon as they started to move this density a little higher, everyone who was short understands that we are not going down. was short understands that we are not going down. They are already nervous, they think the

[18:31] with the movement, it's time for the big players to feel great again, you see the orders. Already 200, 200, 200, more and more, the volumes were hundreds, and already 200, you see, hundreds are already higher, higher, it is all starting. It's not for nothing that

[18:47] they are already smoothly, smoothly scaring the crowd and now, look. Now 100, 100 now, look. Now 100, 100 will be

[18:59] Here I am showing with the mouse that the orders are already holding the level of 180 futures almost 200 holding the level of 180 futures almost 200 you see Already 200 added now another hundred You see it went higher now a little higher that is they are

[19:13] starting to put this whole density there lower higher lower higher even if they are eaten they still go Long in the right direction therefore seeing high density taking in the Lower density the

[19:29] main ones you will often find good entry points into a position Especially if it goes in the direction of the trend but on the correction against oil there against other guides now while the work is still ongoing

[19:42] Look They are a major player, he also did not take it so directly, he wanted at once and also did not take it so directly, he wanted at once and pushed the market they are carefully saturated, pushed the market they are carefully saturated, saturated and then they deliver,

[20:00] right further Everything is simple now there will be one more attempt another 100 futures 200 one more attempt another 100 futures 200 documents again 100 worked Now another

[20:13] watch you will often notice such a picture especially there 200 300 increase a major player he also increase a major player he also scared the crowd not directly Scared it immediately

[20:27] scared the crowd not directly Scared it immediately went like that happens and everything is fine That is, a very important factor

[20:40] that influences trading is to see how the big guys act against the the big guys act against the crowd on the right, that the arrow rises

[21:00] moved higher, another hundred more, everything is on the impulse, they started pushing, definitely, right now, activity has started 1 2T times the impulse, that's all. We are waiting for further

[21:13] upward impulse and that's it. Well, of course, you see the upper part of the volumes is 1.300 from here now we should accelerate and go higher because everyone who is short here will start buying now. Here they are buying and we

[21:27] are flying with losses, they are buying correctly, already half. Of course, they are with losses, those who went down are forced to lose losses, and those who were long, they feel it perfectly well, that is, it was necessary there. Buy off at the bottom, yes, these

[21:43] Buy off at the bottom, yes, these smart guys. No, it was not necessary, they should have thought a little initially, before the moment when they entered the position, they were already in it. It happens that if you don’t go against the trend, it almost never happens

[21:59] against the trend. Here the py shoot and we go further. shoot and we go further. Why, you understand, why they go against the trend, psychology is designed that way. That everyone in the market wants to feel above the market,

[22:13] smarter than the market, he He wants to catch this reversal, the peak is at the very bottom, enter here. Take probability theory, there is an upward trend, an impulse, Up, and you catch a upward trend, an impulse, Up, and you catch a reversal. How many attempts will there be?

[22:30] Tell me why? And out of 100 market will reverse once. Everyone catches this one reversal. But if you do the

[22:44] opposite, follow the trend, don't catch a reversal, that is, the market will sink reversal, that is, the market will sink 99 attempts, they will pull you into the plus. Well, if you believe the theory, it is probably extremely simple, so rule against the theory, not them, not the

[22:59] trend, not IDM, and then you will not have problems. Then I don’t know any other place in the market where you can lose, unless you go against the trend. If the prop is lost, this is the one that often

[23:14] often happens. And how do you get there? Well, okay, you will have 100 trades following the trend, and you accidentally catch one reversal. Everything in general, you don’t need to go against the trend, don’t go against the trend, then you are

[23:28] good at playing on the rise. Yes, and not on the attack. Why is there a downward trend, there is an upward trend. Do you mean that on the rise you need to make money there and there, and Naro and What's the main thing is that the trend is going or we're falling, which means

[23:43] adjusting to a downward movement, but we're not trying to put our handles in place and think when we're falling. Now we'll catch the price and it will reverse. The load is too high, it will break through and continue to

[23:56] and continue to move. Understood? Then look. What's the point? Scalping by stack

[24:14] today, for intraday trading and for fast trading, if you need to find ultra-precise entry points, whether you like it or not, you need to use special equipment. The drive is a

[24:30] qp drive. I showed it as an example. You can go to the qp.ru website, please download it. There are free versions for 2 weeks and try to see those moments in action. At least the basics of the basics that I just talked about. This is just the

[24:47] basics. If you have any questions for me, ask for a license. How much does your course cost? ask for a license. How much does your course cost? Tell me, I'm not selling anything by stack now.

[25:01] trades while ignoring flats. I don't understand the question. Can you work without a PSA? Are there any situations when? If you can't manually

[25:13] when? If you can't manually close losing trades manually. EU No I don't recommend it without a plot, not a river,

[25:30] breaks thanks to the glass. I work with the farthest stop of 200 points. Have you used it or tried it? I tried it, I know it from

[25:43] tried it? I tried it, I know it from studying, I see the same volumes, Volfix, what does it show? There on the hourly timeframe on the DNA. Well, intraday, where the volumes go, it holds, I see the same volumes here in the drive. Why do I need it when I already

[25:59] only see Volfix? I know that it says certain algorithms, the same certain algorithms, the same Trade Feed, the same deltas. I don't have this aggregated trade feed at all in Fix, so I don't see any impacts on the

[26:12] market. Okay, somewhere with Delta, I can still see some nuances, so I can't say that Volfix is ​​a good or bad program, but at this stage, I

[26:25] know due to the lack of certain tools there, it won't give me the full information I need. Although all traders use and work well traders use and work well with Fix. The same Alexander, what

[26:39] education do you have? I was talking about him. He can buy technical economic two you two are higher Thank you investments or trading that's

[26:51] who to choose for the flag Understandable That's how to distinguish a pack of crooks from non-crooks, which means the first one means they are swindlers all the deals are on paper and virtual and therefore not swindlers They remember all the deals just all the deals

[27:07] at what level they took place and that's the first question yes The second one is not swindlers and like Alexander, for example, he is not a swindler because he rarely gives these swindler because he rarely gives these seminars swindlers the market they don't even see in the

[27:23] seminars swindlers the market they don't even see in the city tables to people who I would be very careful km

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