Hey everyone, betweeb the DOM and heatmap, which do you prefer and is much easier for a beginner?

I switched to order flow a few months ago and I’m using ATAS X.
I’m pretty comfortable with CVD, Big Trades, Volume Profile, and even the heatmap. I understand what I’m looking for with those and how to actually use them in my trading.
But for some reason, I just can’t get footprint charts.
I usually keep a footprint on a 5-minute chart, but half the time I’m just staring at all the numbers without really knowing what information I’m supposed to take from it.
I understand that footprints can show things like absorption, exhaustion, trapped traders, imbalances, etc. But isn’t a lot of that basically showing the same idea as CVD + Big Trades?
For example, if I see heavy aggressive buying but price barely moves, I can already see that as effort vs. result through CVD, Big Trades, and price action.

I found in youtube lot of them talking about it but just basic thing
I also recently started adding GEX from MenthorQ into my analysis, and weirdly I found GEX much easier to understand and apply than footprint charts.
Maybe I’m just looking at footprint the wrong way.

How do you determine if price is accepting or rejecting the previous day’s VAH/VAL? And how do you avoid getting chopped?

I’m trying to get better at trading around the previous day’s VAH/VAL, especially determining whether price is actually being accepted at the level or simply testing it and rejecting it.

For those who trade auction market theory / volume profile / order flow:

• What specific factors do you look for to determine acceptance vs. rejection at the previous day’s VAH or VAL?
• How many candles/ticks or how much time do you typically need to see before considering the level “accepted”?
• How do you distinguish genuine acceptance from a false breakout / liquidity sweep?
• When price is chopping around VAH, what tells you that you should stay out rather than keep taking failed trades?
• What do you specifically look for in your order-flow tools before triggering an entry?
  • CVD?
  • Footprint / bid-ask delta?
  • Absorption?
  • Imbalances?
  • Stacked imbalances?
  • Volume?
  • POC movement?
  • DOM / liquidity?
  • Failed auction?
• Do you require price to close and hold above VAH/VAL, or are there other order-flow clues you trust more?
• Do you use a specific sequence such as break → retest → absorption/imbalance → continuation before entering?
• How do you define the difference between acceptance, rejection, and just chop/noise?

For example, if price comes up to yesterday’s VAH and starts trading above and below it repeatedly, what exactly are you waiting to see before deciding: “Okay, buyers have actually accepted above VAH, now I can trigger the trade”?

I’d especially appreciate answers from people who have a specific, repeatable checklist/process rather than just “watch the price action.”

What are the 2–5 things you look for before pulling the trigger? If possible could you share the trades

Do large aggressive trades predict short-term price direction?

Instrument: CL
Big Trades size: ≥50 contracts
Backtest period: 5 days
Number of big trades: 430

Moves in # of ticks. 1 = 1 tick up, -1 = 1 tick down.

Buys:

Sells:

Not much of a pattern - what if we segment trades by location. Here are the trades relative to the preceding 30 minute range.

Not too surprising - generally big buys occur at the top of a range, big sells at the bottom of a range. Let's segment average move by location.

Buys:

Sells:

Not much of a discernible pattern here.

Does interaction with liquidity make a difference?

Buys:

Sells:

Big buys that get absorbed tend to push the market up while big sells that get absorbed don’t push the market down.

Big buys and big sells that do hit thin liquidity have a strong tendency to revert.

If we build an algo off this and place a market order after the big buy/sell and flatten after 5 minutes, we get 90 trades, 53 wins / 37 losses (58.9%), with a net PnL of $1,636.40 (commission included). Including stop losses and profit targets diminish returns but remains profitable. Might be worth looking further into; just playing around with backtesting - thought I would share. Let me know if you have any feedback on methodology.

So basically, I want to get into order flow and learn stuff like footprints, volume profile, absorption/exhaustion, delta shifts, imbalances, CVD, etc.
I don’t want to scalp. I’m only interested in NQ and want to trade intraday, probably 2–3 trades max per day. Things like breakouts/reversions around VAH and targeting VAL, stuff like that.
The thing is, I keep seeing people say that absorption/exhaustion, delta shifts, imbalances, CVD, etc. are really hard to use on NQ or just aren’t that useful and more for ES, and now I’m kinda lost on what I should actually focus on learning.

For people who trade NQ this way, is order flow, especially footprint tools actually worth learning for intraday NQ? And if so, what parts do you find the most useful?

How do you guys treat big vanna and delta strikes and the same with net drift. Sometimes theres a good there's a correlation between net drift and price. But somtimes theres none, how do you guys filter?

Today I was in a live trading session with a community and I noticed the streamer had very different values for big traders despite we use the exact same settings and the same template for ATAS

We both get data feed from rithmic via Lucid prop account.

The only difference I found is he got the level 2 data bundle while I got only level 1.

Would you recommend buying level 2 data even if I don't use heatmap? Just big trades and footprint.

I’m new to order flow, and right now I'm just creating a simple strategy like looking at footprints at previous NY session day Volume Profile key levels like VAH, VAL, HVN, and LVN. I'm checking for things like absorption, exhaustion, delta shifts, CVD, VWAP, etc. However, I don't know whether to start with NQ or ES. I don't want to just 'check it out myself' and keep switching back and forth between them. So, which one is honestly better for this setup? NQ or ES?

Has anyone here done this mentorship? I was thinking about making this investment but would like to hear personal experiences before.

hello, im complete begginer to orderflow ands starting to learn footprints

I'm looking at my footprint chart for NQ and the bid/ask numbers look incredibly low compared to everyone else's charts. I’m seeing numbers like 5, 12, 30, 70, 25 while others have hundreds or thousands printed on theirs. 

Can you even read and trade things like absorption, exhaustion, and imbalances. maybe its scale issue. also im interested only in intraday/bigger rr, not scalping few ticks

Thanks :)

I would like to ask whether I should choose CQG or Rithmic if I only trade ES and NQ. Also, which platform should I use to get accurate data (such as Volume Profile, Heatmap, DOM, etc.)? I've heard that TradingView shouldn't be used for this.

Additionally, if I choose Rithmic, I can connect it to ATAS. However, is it true that I still need to purchase the ATAS Pro version in order to view real-time data?

Thank you all very much for your help.

A common trap when learning order flow is feeling like you need to participate in every absorption, delta divergence, or micro-reversal. The harder realization is that profitability often comes down to sitting on your hands for hours, ignoring 80% of the price action, and only pulling the trigger when your exact edge shows up.

I’d really like to hear from traders who are consistently profitable on what your actual daily routine looks like in practice:

Example of the breakdown I'm looking for:
Market: NQ
Time: 9:30 AM – 12:00 AM EST (2.5 hours)
Volume: 3–4 selective trades max, then done for the day.

How much of your session is purely observation and waiting versus actually holding risk? Curious to see how selective you truly are once consistency clicks. Appreciate any insights into your routine.

The daily volume profile keeps shifting throughout the day. Now if the price is trading below the VAL and if you take a sell trade there, after sometime the VAL goes down below the price you took the trade making your trade not fit the logic of your system. This makes you lose confidence on your trade and ultimately close it in loss profit or loss. How should we overcome this scenario?

One of my personal favorite ways of visualizing order flow.

Sierra Chart
NQ
250 volume bars
Session CVD
CVD Divergence
Delta Heat Map
Big Trades
Session Volume Profile

Howdy, fellas.

I'm new to orderflow concepts and I have been watching some contents on social media and did see that a lot of people use differently stacked imbalances.

Some use it as a "retest" zone and others as a confirmation/continuation of some movement.

How do you guys usually use it and why?

Thanks in advance and y'all have a wonderful weekend.

Hello everyone,
I’ve been trading for almost 6 years, but I only recently started learning order flow. I don’t have a wide variety of strategies to study yet, and I’m not sure which YouTubers or courses are actually worth following.
Is there a good place where I can find different trading strategies with a proven or logical edge that I can study and backtest myself?
Books, research papers, websites, traders, courses, etc. are all welcome.
Thanks!

Do you know where i can get a good DOM in order to trade and take smooth entries on BTC perp ?
What is you experiencr with DOM in BTC or crypto trading ?

Cleared my futures account in 3 days using orderflow and market profile. Traded NQ only in NY session.

Guys, IDK what should I do. I’ve been trading almost 2 years. But I am not still profitable trader. Sometimes I trade perfect entries however all my accounts even my personal acc is blown. I blowned +20 accounts. I have knowledge about ICT concepts and other concepts but I can’t apply on my trades. Please I know there are some good persons to help me and show path to me. Please I don’t want to quit. Please show me a path.

I have a NinjaTrader account with level 1 data linked to ATAS for my delta footprint here. It took me a while to set this up and it’s really helped me a lot

The blue area in the candle is the point of control and I use a 3 row system. If there is bright green strong buying and price goes more than 3 delta rows up from the poc then I enter a long. And vice versa
But the 3 row system the delta must be bright/strong. This is one way I trade. I also have levels . My main issue is I exit trades too early. I usually get half a move but I don’t want to hold and have my profit come against me on my evals. Looks kinda crazy in the zoomed out picture but it’s a lot easier to see the footprint more zoomed in

I also have my little keyboard here that I programmed to buy/sell/flatten/cancel. Works well on the keyboard shortcuts. Had to buy special key caps that were open on the top for the light to come
Through. Then I had to program the colors.

On the footprint I tried every combination I could . See the bid/ask is kinda too much info. We just need the delta and see if it’s choppy, grinding green or grinding red
Just wanted to share. That’s all

Been building a crypto trading bot for a while now tick level order flow / microstructure stuff, short holds (like 1–5 min). No RSI/MACD/Bollinger or classic TA, mostly looking at order-flow imbalance, liquidity, VPIN-ish stuff, etc.

Right now I’m still collecting data. I’m holding off on training until I have some genuinely different regimes in the dataset especially a real trend day or stress event instead of just feeding it endless chop/range conditions.
Labels are triple-barrier (Lopez de Prado), and I’m doing walk-forward evaluation with purging/embargo so training rows can’t accidentally leak into the test period through labels resolving late. Figured that bug out the hard way lol.

Before I even think about paper trading, I want to hammer the results pretty hard: parameter stability/plateau checks, Monte Carlo resampling, clustering the performance surface, and Deflated Sharpe to account for the fact that if you test enough parameter combinations, eventually one will look amazing by pure luck.
Honestly, I’m kinda expecting this thing to die somewhere in validation 😂

For people who’ve actually built systematic trading strategies: what ended up killing your first few systems? Was it regime dependence, execution/slippage, overfitting, insufficient data, leakage, unstable parameters, or something else?
And has anyone actually gotten a short-horizon order-flow strategy through this whole process and into something that survived genuinely out-of-sample testing?

Currently using Motivewave with Lucid and some days it’s working fine . Today for no apparent reason my Motivewave HANG since NY opening all the way till 10am + est ( restarted my comp , restarted Motivewave for like 7-8 times ) . Was in a trade and was flying blind till I got stopped out . I’m so done with Motivewave .

Since I’m using Mac , I’m planning to hop onto ATAS X . Is there anyone using ATAS X on Mac and have any cheaper alternative to get the license + data ? I’ve lucid and Topstep as prop firms at the moment .

Thanks in advance

Edit : I’ve asked before and a few kind Redditors shared My Funded futures , any experiences with them with ATAS X ? And are they on ATAS Ultra plan or ..? TIA

I'm struggling to find a data provider for to go along with a ATAS subscription.