My own, built on simple old VBA years ago. I no longer day trade, & have moved platforms, so I don't get Chi-X minuta data anymore. I've just rolled back my code to a pre-Chi-X version. Subsequently, it's less reliable even with some threshold tweeks. Swing trades are OK, and the occasional anomaly pops up.
Speaking of anomalies @semi retired, the other one had a Close Auction with an orchestrated 2 party buy-sell which was indicative of - "get your hands down the back of that couch in preparation". Going into Easter has been less real trades to hide amongst.
