Scalping on the Electricity Market

Why scalping is natural here

• Products are short: 15-minute and hourly contracts.
• The order book is live and shows real interest.
• Intra-hour volatility can be extreme.
• Positions must be closed before delivery anyway — there is no point in holding long.

What to watch first

1. Order book imbalance

   Sudden appearance or disappearance of large limit orders.

2. Crossing into and out of negative territory

   The moment price crosses zero often produces a fast impulse.

3. Short-term weather updates

   Sudden changes in wind/solar forecasts during the day.

4. Reaction to news

   Outages, block trips, political statements — price can jump in seconds.

Specifics of scalping here

• Spreads can become very wide in stress moments (examples from the video: –1,200 / –900).
• Time-stop discipline is mandatory: the position must not “hang” until delivery.
• Fees and execution speed are critical.

Agent idea

Order Book Scalper Agent

Monitors only the order book + the last 5–15 minutes of price action on selected 15-min products.

Issues very short signals with a clear time-stop and position size.

Can be filtered to trade only in high-volatility regimes or when approaching negative prices.