Quote from stasbz:
could you tell me where can i find "chapter 4 of Harris"
from this thread
http://www.elitetrader.com/vb/showthread.php?s=&postid=1587604&highlight=dom+or+wall#post1587604
Is this what you are looking for ?
http://www.elitetrader.com/vb/showt...erpage=6&highlight=dom or wall&pagenumber=881

, I thought I would continue the series. Jack has said many times to pay attention to all market orders greater than 50, so here is a de-gapped chart with a cumulative delta volume filter of trades > 50. So easy, even a p/a trader can do it.