So far we know that SL4 is incredibly complex and uses some form of AI to monitor MM action. I asked this question a while ago and I'll repeat it: How do you know what a MM has on his book, so that you can say he is long, short etc? Obviously you can cumulate his buying or selling but you have no way of knowing if it's for his account, for a customer, offsetting a short, part of a hedge, how big a customer order he is working might be, etc.
Also, what would be the typical holding period and profit expectation for a trade? Does the s/w signal exits or is trade management up to the user?
Thanks for your time, and congratulations on what appears to be a breakthrough product and a very helpful website.
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My pleasure to respond.......
I must be careful to address only those intricacies of your question which will not cauuse, by reason of my response, to reveal the existence or development of market maker mirror stealthing systems which will lead other trader Think Tanks to the same breakthroughs...
However, permit me to address MM activity and aggregation of order flow, deployment of discretionary activity and engagement, market optimal determination entry and exit surgical incision movement.........
Essentially the market maker has what can be seen and is a identical responsibility reflective of the firms proprietary trading account in addition to its institutional customer base......
The mm MUST achieve the best perceived strategic solution for gain or realization of value capture during the course of the day...
This activity is scrupulously monitored, tracked, appraised, and capitalized upon by the firms risk and performance appraisal team....
Should the market maker not provide a direct and ostensibly apparent return in terms of strict performance measurements which in the least light of review emulates their activity for their firm....they risk the loss of that institutional customer or in the least resppect the loss of precious order flow which strikes at the very heart of their data intelligence flow.......and is the essential primary predeterminate for their trade decisions............

Also, what would be the typical holding period and profit expectation for a trade? Does the s/w signal exits or is trade management up to the user?
Thanks for your time, and congratulations on what appears to be a breakthrough product and a very helpful website.
****************************************************
My pleasure to respond.......
I must be careful to address only those intricacies of your question which will not cauuse, by reason of my response, to reveal the existence or development of market maker mirror stealthing systems which will lead other trader Think Tanks to the same breakthroughs...
However, permit me to address MM activity and aggregation of order flow, deployment of discretionary activity and engagement, market optimal determination entry and exit surgical incision movement.........
Essentially the market maker has what can be seen and is a identical responsibility reflective of the firms proprietary trading account in addition to its institutional customer base......
The mm MUST achieve the best perceived strategic solution for gain or realization of value capture during the course of the day...
This activity is scrupulously monitored, tracked, appraised, and capitalized upon by the firms risk and performance appraisal team....
Should the market maker not provide a direct and ostensibly apparent return in terms of strict performance measurements which in the least light of review emulates their activity for their firm....they risk the loss of that institutional customer or in the least resppect the loss of precious order flow which strikes at the very heart of their data intelligence flow.......and is the essential primary predeterminate for their trade decisions............
