PATTERN · ORDERBOOK — WATCHES ONE SIDE
Hot Wall
Unusual volume per order at one level
FIRES WHEN
Fires when a level’s volume-per-order beats N× the side average — few orders, huge size: someone big is there.
Volume-per-order is size divided by the number of orders behind it. When one level’s volume-per-order dwarfs the side average, the size there is concentrated in few hands — retail crowds do not queue like that.
HOW TRADERS READ IT
A hot wall is a stealth footprint: fewer orders, huge average size, often a single participant working a level. Watch whether the size is defended or pulled — a pulled hot wall says the interest was never real.
SETTINGS
| Setting | What it does | e.g. |
|---|---|---|
| Side | Which half of the book this pattern watches | BID / OFFER |
| Multiplier (N×) | How many times the average vol/order counts as hot | 3 |
| Depth | Average over the top 5 or top 10 levels | 5 / 10 |
| Auto-watch after eaten % · optional | Optional: when the alerted level loses this % of its volume, a Wall Eaten watch is created for you automatically |
Raise the multiplier to only see extreme concentration; lower it to catch quieter accumulation earlier.
CHAINED WATCH
If you set “auto-watch after eaten %”, the system arms a Wall Eaten watch on the alerted level for you the moment this pattern fires. It appears in your rules list like any other rule — created by the system, deactivatable like the rest.
THE ALERT
Every alert lands in Telegram with a Replay link that opens the book at the exact firing moment.
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