Continuously refining order flow analysis skills, my biggest realization recently: possessing large amounts of order book and trade data does not equate to grasping market reality. The secondary order book has never been straightforward or transparent; major players create false supply and demand through fake orders, cancellations, and iceberg orders, while massive data is mixed with a lot of noise.

What truly separates traders and deepens professional expertise has never been the ability to interpret many numbers, but rather the judgment to see through the surface layer of data: distinguishing real trades from bait orders, identifying liquidity absorption and distribution, and interpreting order behavior in the context of market conditions.

Step out of the misconception that "having data means mastering the market," learn to strip away illusions from the order book, read the true capital battle logic, and only then will the understanding and practical ability of order flow truly take root.