T2G Chasing Order Detection — MBO
The market sees a moved order.
T2G reveals a real chasing order
T2G does not just display a moved order.
The addon tracks the same ID through MBO, measures its directional repricings, and reveals when execution pursuit becomes a truly usable DOM read.
25 lots · same ID 32 moves · 25 ticks · 0:23
Final location: +1 tick
Final location: +1 tick
Bearish chasing confirmed The participant is chasing execution in the direction of momentum.
Usable short read · stop 2 ticks above
Usable short read · stop 2 ticks above
32 moves
repricings by the same ID
25 ticks traveled
from initial location
0:23 lifetime
pattern persistence
+1 final offset
distance to execution
Moved
A single replace can be technical, defensive, or neutral.
By itself, it does not create a tradeable read.
By itself, it does not create a tradeable read.
Chasing
When the same ID reprices again and again in the same direction, T2G detects execution intent.
This is no longer a simple book update. It is readable, tradeable microstructure behavior.
This is no longer a simple book update. It is readable, tradeable microstructure behavior.
01
MBO ID tracking
Precise order-by-order tracking of the same participant
02
Directional repricing
Counting successive moves in one direction
03
Temporal validation
Ticks, duration, speed, and pattern persistence
04
CH label
The label appears only when all thresholds are validated
MBO data source
Same ID single participant
Moved ≠ CH T2G distinction
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