LessonsIndicator atlasFlow: who is aggressive
Bursts, walls and icebergs
Clashes between participants computed from public trade data, without guesswork.
How we compute it
Burst: small orders from at least 4 different takers on one side within 2 seconds, together above a threshold. Wall: one maker at one price absorbed more than a threshold from at least 3 orders. Iceberg: a wall that absorbed at least 2× more than the whole level ever showed in the book (an order refreshed after each fill).
How to read it
- A wall at the level where price stopped explains why it stopped.
- An iceberg is hidden liquidity: the book showed less than was really resting.
Traps
- A wall can disappear at any moment; it describes what happened, it is not a promise.
Combine with
- With the heatmap and DOM: visible liquidity versus liquidity actually absorbed.
In Charts
Indicators → Bursts and walls