Definition
#Measures the percentage of total executions in the current rolling window that come from aggressive buy trades.
Formula & calculation
#(Buy Trade Count / Total Trade Count) × 100Units & range
% (0–100).
Interpretation
#Higher values indicate buy-side executions are making up more of the current trade flow.
Practical usage
#Useful for evaluating whether more individual trades are arriving on the buy side.
Common mistakes
#Frequent interpretation traps and misuse patterns to avoid when applying this metric.
- Confusing more trades with larger average trade size.
Timeframe note
#This metric applies to rolling windows such as 5m, 15m, and 60m. The underlying definition stays the same; what changes is the time horizon used to measure it. Shorter windows react faster, while longer windows smooth noise and emphasize broader structure.
5m
Faster response to fresh changes in activity and short-horizon structure.
15m
Balanced view between responsiveness and persistence.
60m
Broader context that is slower but more stable.