Sweep-to-Fill Analysis



Core logic: When a single trade instantly consumes more than 10 price levels on the order book, it indicates that the main force is extremely eager, building a position regardless of cost.

"Detect aggressive sweep-to-fill behavior: main capital aggressively 'sweeps' without regard to price difference, instantly clearing multiple resistance levels. This kind of 'irrational cross-price transaction' is usually a precursor signal that the main upward wave is beginning."
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