market microstructure

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Hello everybody

i would like to know if some one of you use metatrader in order to capture the market microstructure in orderto build some ea ?

Do you have a specific econometric model in mind to suggest or simply a paper ???

Thanks and all the best

UKALGO

[meikel]

ukalgo wrote >>

market microstructure

specific econometric model

´whats that ?

i am programmer, no master of economical science

[[Deleted]]

it s a way to define equilibrium that capture the differents players.

UKALGO