Big Trade, Order Flow
24 August 2026
Relatively large amount of buying or selling executed at/near the same price or within a short period.
Big trade + price reaction = the real information
For your Felix Ma 888 system, I would treat it like this:
BIG ORDER → LOCATION → RESPONSE → CONFIRMATION → ENTRY
Your framework can become:
Previous Day Volume Profile
↓
POC / HVN / LVN
↓
Anchored VWAP
↓
Price reaches important location
↓
Watch order flow
↓
Identify unusually large trades
↓
Observe whether price accepts or rejects
↓
Enter only after confirmation
So don't ask:
“Where are the big trades?”
Ask:
“Where are big trades occurring, and what is price doing afterward?”
That is the institutional-grade way to interpret order flow.