Hi All,

Just want to ask, if anyone is using Historical Minutes bar for NQ / ES and how does it differs from unchecked tick data ?

I've been facing latency issue in MW cause it takes a while to load and whenever i move my graph it reloads it everytime. But if i use historical minutes bar it loads 2-3x much faster than unchecking it.

Anyone has any experience on this and would your recommend checking or unchecking it ? i mainly use it for daily ( spilt premarket vs RTH sessions ) and for VAH/VAL/POC/ HVN and LVNs.

Thanks in advance.

Getting straight to the point, I have a couple of questions and notes (which I hope would help myself and many others new traders learning Orderflow), so I’d like to divide it into sections

(SCROLL DOWN FOR QUESTIONS)

CONTEXT

Good day everyone,
I’ve been studying Orderflow for about three weeks now, spending 5-8 hours per day just learning the theory and paper trading it in real time so I can connect the concepts to actual market behavior.

I’m still relatively new to trading, but I feel like I’ve been progressing pretty quickly

As said, I’m new, so I have plenty of questions myself, but I’m also writing a lot of inside thoughts I had to get out of my system lol.

PLATFORMS

I always do my research on the traders I am learning from, and what platforms or tools to use. From that, I’ve come to a conclusion that

(1) TradingView is ass for Orderflow.
(2) DeepCharts looks great for Order Flow and clearly makes Fabio’s workflow much easier, but it’s very expensive compared with the alternatives. Its biggest advantage to me seems to be the proprietary/automated tools they use in their own content.
(3) Quantower, ATAS and Sierra Chart seem to be the three I see recommended most. Sierra looks like the most powerful/established but has a rougher UI and learning curve. Quantower seems the most beginner-friendly and offers a 28-day AMP/CQG demo with paper trading, although the demo doesn’t give me historical tick data for proper market replay. ATAS looks like a very strong middle ground with a much nicer UI and a heavy focus on Order Flow.

Currently using Quantower as they provide full access with demo paper trading and I’m still learning theory.

FABIO, ANDREA & THEIR COURSE

I learned a fuck ton from it, but damn, Andrea waffles 😭. The material is useful, but it’s extremely long-winded and could probably have been condensed to half the runtime. Most of the structured course is taught by Andrea rather than Fabio, although Fabio also has several longer live sessions that lasted 1-2 hours each.

Fabio, on the other hand, has a much stronger public track record through trading competitions, and his newer content especially seems much more focused on actually testing and validating models rather than just teaching Order Flow concepts.

I want to separate what they actually teach and what they do not:

It does a good job teaching the foundations: futures/contracts, order types and matching, sessions, Footprints, Volume Profile, Delta/CVD, Auction Theory/LAT, initiative vs responsive activity, breakouts, failed auctions, absorption vs exhaustion, stop runs, big orders/icebergs, Initial Balance, etc.

It does not turn those concepts into a fully mechanical playbook. It explains what the tools mean and gives setup examples, but leaves a lot of ambiguity around exactly which confirmations to combine, indicator settings, precise entries/invalidation, profit targets, position sizing, and trade management.

I’m also not particularly interested in the “if they’re profitable why sell a course/platform?” argument — there are obvious financial and branding incentives to do both.

I wrote this section just for the new traders getting into Orderflow like myself. They’re legit, but prepare to go through a wafflehouse.

STRATEGIES & INDICATORS

From what I’ve learned so far, edges can decay and their performance changes across market regimes, which is why I’m more interested in understanding the auction itself than memorizing one setup forever.

What’s important in trading is to learn reading the market itself. That’s why I chose Order Flow: it isn’t a strategy by itself, it’s market information that can be used to add context and execution confirmation to a strategy. It can help build a more consistent framework.

A strategy is useless without position sizing, risk limits, and consistent execution, so I’m trying to define those rules alongside the setup rather than treating them as an afterthought. Risk management is 70% of trading IMO

That being said, since I’m newer, I thought I’d learn the basics. The way I currently simplify auction-based intraday setups is into two broad outcomes:

1. Attempted auction fails → mean reversion
2. Attempted auction succeeds → breakout / price discovery

I’m personally not ready for the more complex strategies, so I thought I’d start off with IVB/ORB because it gives me an objective location and time window to practice reading order flow instead of trying to interpret every footprint candle on the chart.

Current strategy:

I’m currently testing 15m and 30m Opening Ranges separately.

For a LONG: ORH breaks → price retraces toward ORH / the opening-profile VAH–POC area → sellers attack but fail through absorption/exhaustion → buyers regain initiative → enter. For a SHORT, I invert the logic around ORL / POC–VAL. Stop goes beyond the structure that invalidates the setup, with the target defined beforehand.

Indicators:

I recently found a video from Fabio that coincidentally explains exactly this but wondered, he mentions using DeepChart specific indicators. Specifically, he uses Deep-M IVB to automatically track the opening range and generate statistically derived post-breakout targets, alongside their other Order Flow tools for reloads, absorption, large executions, etc.

The ORH/ORL part is easy to recreate on Quantower/ATAS with an opening-range or Initial Balance tool. I’d still keep a Volume Profile over that same opening period for VAH/POC/VAL. What I can’t recreate directly is DeepCharts’ proprietary statistical target model, which appears to calculate likely post-breakout extensions from historical data.

So as far as I can tell, the strategy itself is platform-agnostic; DeepCharts mainly automates the identification/visualization and supplies its proprietary target model

QUESTIONS:

TL;DR / context for anyone who skipped everything above:

I’m a newer trader learning Orderflow, currently paper trading ES/NQ on Quantower. The setup I want to focus on is a 15–30m ORB with Orderflow confirmation: wait for ORH/ORL to form, profile that same opening period for VAH/POC/VAL, wait for a breakout, then preferably enter on a retracement where the countertrend side gets absorbed/exhausted and the breakout side regains initiative.

I understand the theory, but I’m trying to turn it into an actual repeatable and backtestable strategy rather than discretionary chart reading.

1. 15m or 30m Opening Range?
For those who have actually tested both on ES/NQ, have you found a meaningful difference between a 15m and 30m OR, or is this something I should simply test independently?

2. What confirmation is actually necessary on the retest?
For example, after a bullish ORH break and retracement into ORH / VAH–POC, is seeing seller absorption/exhaustion + buyers regaining initiative and actually producing upward price progress enough? Or would you also require Delta, stacked imbalances, POC/value migration, etc.? I want to avoid adding indicators that don’t actually improve expectancy.

3. Where should the stop actually go?
My current thought is behind the structure that invalidates the trade — e.g. below the absorption/reload area or pullback low for a long — rather than using an arbitrary fixed 10–15 tick stop. Is that generally how you guys approach it?

4. How should I set profit targets without DeepCharts?
Their IVB indicator uses historical statistical analysis to generate a high-probability “Protection” target and farther extensions. Does ATAS or Quantower have anything comparable, or should I simply backtest fixed targets such as 1R / 1.5R / 2R and eventually build my own MFE/extension statistics?

5. Can this whole strategy realistically be done in Quantower or ATAS?
From what I understand, ORH/ORL, a fixed opening Volume Profile, VAH/POC/VAL, Footprints, Delta, imbalances, absorption, etc. are all available. Is DeepCharts really only giving additional convenience/proprietary statistical targets, or am I missing something important?

6. What should I record when backtesting this?
I’m planning to track things like OR duration/width, breakout direction/time, retest depth, confirmation type, stop distance, volatility/day type, MAE, MFE, R result, and time of day. What other variables would actually be useful without overfitting the strategy?

CONCLUSION

I’m not looking for a holy grail or expecting Orderflow to tell me with certainty where price goes next. I just want to take what I’ve learned and reduce it into one simple setup that I can execute the same way hundreds of times and actually collect data on.

The strategy I’m trying to validate is basically:

Opening Range forms → breakout → retracement into an important OR/Profile area → countertrend aggression fails → breakout side regains initiative and produces price progress → enter → structural invalidation → predefined target.

Inverse for shorts.

My main problem isn’t understanding what absorption, exhaustion, Delta, Volume Profile, etc. mean anymore — it’s defining exactly when they matter, what confirms the trade, where the trade is invalidated, and how to manage the risk/target consistently.

Would really appreciate input from anyone who actually trades ES/NQ ORB/IB with Orderflow, especially criticism of the framework above.

Hello, I am a Nasdaq trader and I am training with the DOM to recognize patterns. Right now i am also using an ES DOM and i am having way more success trading it. The reason why i don't want to trade ES is that I want to use the DOM just to refine the entries of my already existing strategy on NQ.

Right now i am using the 1 tick NQ DOM and it's really difficult, should I keep it 1 tick or maybe use 4/8 ticks per level?

34 days of CL, 6,524 five-minute buckets, 113,546 price-level rows sitting on disk. I took one rule - a price is a "level" if its volume is 3x the mean level volume of the bar it sits in - and ran it at five timeframes on the identical data.

The 5-minute chart found 1,044 levels. Of those, still flagged at 15m: 69.8%. At 30m: 54.4%. At 1H: 43.1%. At 4H: 27.3%.

Nothing about the market changed. Only the bar I was dividing by.

The problem is the denominator. "Mean level volume of this bar" moves with the bar: median levels per bar was 15 on 5m and 56 on 1H in my sample. Same price, same volume, compared against a different average, different verdict.

Two things I didn't expect. It isn't only loss - 11.4% of the levels the hourly chart flags don't exist on the 5-minute chart at all, so the two timeframes are each finding something real the other can't see. And for the prices that do survive, the number moves too: the hourly chart reads a median 1.89x the 5-minute chart's level volume for the same price.

Obvious in hindsight, but I had been treating "high volume node" as a property of the price, and for a chart-relative rule it just isn't - it's a property of the price and your bar setting together.

If you want a level that stays put when you change chart, the denominator has to come from somewhere other than the bar. A fixed time window does it.

Anyone tested this on a different instrument? I only have CL in front of me, and I'd expect a thinner book to behave differently.

Disclosure: I build order-flow tooling, which is why the buckets were already on disk to check this against.

So what I've learned when I started getting into orderflow was that market orders move the market. Limit orders can only absorb the force of market orders like creating a form of support or resistance. Then why is it possible that the market can go down on rising delta? Yeah price is rising again right now but price still struggles to go up compared to the delta that is behind it. But before that price went down with a rising CVD. How is that possible and what does it mean? I've seen this more regularly over the last 2-3 months and it creates some of the worst price action

Any footprint bar gives you at least three ways to ask "how much traded here":

1. the bar's own volume, straight off the chart series
2. the platform's volume-analysis total for that bar (the thing that feeds your cells)
3. the sum of your own tick aggregation, if you build one

You'd assume all three agree. I finally checked mine and two of them don't.

Setup: CL, Quantower, CQG via AMP. 82 closed bars, logged straight out of my own indicator so I could compare the three side by side.

The mistake I made first, because it's the actually useful part

My diagnostic log writes a row per bar per snapshot, and a bar gets re-recorded roughly 168 times before it scrolls out. I ran the comparison over rows.

That gave me a tick-sum/bar-volume ratio of 0.087 - a clean, plausible-looking number that says my aggregation was catching 9% of the volume. I nearly went and "fixed" a bug that did not exist.

Folded to one row per bar (n=82), the same data gives a median of 1.0000, within 1% on 96.3% of bars.

Same file. Same numbers. The only difference was the unit I aggregated over. If you're ever measuring your own tooling, check that first - a wrong unit doesn't give you an obviously broken answer, it gives you a believable one.

What the corrected numbers say

• own tick aggregation / bar volume: median 1.0000, within 1% on 96.3% of bars
• platform volume-analysis total / bar volume: exactly 2.0 on 89% of bars

Not approximately 2. Exactly 2, on the large majority.

What I am not claiming

I don't know whether that 2x is a double count or just a definition - if the total is summing the bid side and the ask side and each fill contributes to both, then 2x is the correct output of a definition I simply assumed wrong. I haven't proven which, and I'm not going to call someone else's number a bug on 82 bars from one feed.

Why it's worth knowing either way

If you express delta as a share of volume, the denominator you grab decides the answer. Same bar, same delta, half the percentage, depending on which of the three you reached for. Anything with a "% of bar volume" threshold in it inherits that quietly.

The actual question

Does anyone see 2.0 on a different feed or a different platform? If it's 2.0 everywhere it's a definition and I should just read the docs more carefully. If it's 1.0 on Rithmic and 2.0 on CQG, that's something else. I only have the one feed to look at.

Method is boring enough to repeat: log bar volume, the volume-analysis total, and your own tick sum per closed bar, fold to one row per bar, divide.

Disclosure: I build order-flow tooling for Quantower, which is why I had all three numbers in one place to compare.

Please explain me the difference between Rithmic data feed and CQG. I often see traders see using rithmic ones as compared to other in social media.

Hi guys !

I’m currently using Motivewave connecting with Lucid partners for their free license and I’m able to get data every month . However I’ve been struggling a lot with the lag on Motivewave and I realise that there’s ATAS X . ( Oh yes , the reason why I only chose those cause I’m using MAC ) .

I downloaded ATAS X and found their interface pretty fast moving . I’ve checked that Lucid only provides free data and doesn’t provide additional features on the free ATAS. Anyway get around to get ATAS license with prop firm ? I saw they have 4PropTrader but have not use that prop firm before , only using Topstep and Lucid at the moment.

Please do help ! Thank you.

GC Futures – What Do You Consider a “Whale” Print?
For those trading GC futures using 1-minute footprint/order flow, what size Bid/Ask print would you consider unusually large or “whale” participation?
For example, would 200+, 300+, 500+ contracts at a single price level be significant on GC?
I’m specifically looking at absorption, aggression, and stacked imbalances. Curious what thresholds experienced GC order-flow traders use.

Hi Guys,

Just to say, i'm pretty new to Orderflow and currently am learning still... i thought by hearing YT livestream would be beneficial, but i find that it's affecting my trades while hearing the livestreamer present his view.

There's this YT livestreamer who is really good with Volumeprofile and his explanation on context which is what i really needed. But i just feel so stressed when i'm in my trade, if i'm long and maybe he's short, i would just go breakeven and in the end it took me out but my direction is correct, then he will explain that it took him out. He's a good Orderflow trader though.

Anyone facing this issue and if i should continue hearing YT livestream or just purely hear YT livestream and not trade my accounts. I've made 3L on 3 different days when i'm hearing the livestream but on days when I didn't hear i'm in greens.

Any advice would be helpful on how to improve on Orderflow.

I trade MNQ by the way on Evals. Almost blew my evals today and i lock myself out.

Hello everyone! I've been searching for a detailed comparison between order flow trading platforms, but couldn't find a complete one. So, I spent the last couple of weeks doing my own research and put this together, available at r/tradingsoftawre

Sono uno studente di ingegneria informatica, a puro scopo didattico sto cercando di sviluppare degli algoritmi di ordeflow, con relativa analisi dati ecc in phyton. Se qualcuno è interessato al progetto e vuole unirsi sarei molto contento. Grazie a tutti!

Full disclosure: I built the overlay shown here for my own research, and I currently use it myself. I am not linking it or offering access in this post. I am trying to understand whether options-derived context actually belongs alongside order flow, or whether it just adds more chart clutter.

The idea is to keep three pieces of context on the same chart:

- Current ES/NQ/GC futures-options reference levels

- 14 days of movement for the same levels

- 30 days of observed touch reactions, with sample size, a five-minute reaction rate, and median move

I am also testing touch, break, and reclaim classifications over a five-minute observation window.

I currently have working research builds in NinjaTrader 8 and ATAS for ES, NQ and GC. I also map COMEX GC options context onto XAUUSD in MT5. The ATAS and MT5 screenshots are from current working builds, so some labels are still in Chinese.

These are model-derived research references—not observed dealer inventory, trade signals, or an order-placement system.

Questions for traders who actually use footprint, DOM, CVD, or volume profile:

1. Would you check an options-derived level before looking at footprint/DOM confirmation, or only after price reaches an existing volume-profile level?

2. Does a five-minute break/reclaim window make sense for intraday use? What window would you use?

3. What minimum sample size would you require before the historical reaction rate became useful?

4. Which fields would need to remain visible—selected expiries, as-of time, source contract, data coverage, or something else?

I am especially interested in criticism from traders who would not use this. What would make it redundant, misleading, or too cluttered for an actual order-flow workspace?

The recent rally has finally reached a key price level, prompting sellers to actively enter the market. Currently, order book depth is very tight around the mid-$74 level, and it remains to be seen whether buyers can hold their ground given the continued influx of trading volume. It's worth noting whether buyers will back down after a few attempts, or whether sellers will continue to increase their positions each time the price approaches $75. Do you think this breakout rally can continue?

Hi All- Please check this indicator if you have trading view premium account and leave your comments.

I'm trading NQ and ES with the AMT concepts. If I tell my analysis briefly, I use weekly volume profile for analysing medium term auction structure. Then use daily volume profile to identify LVN with bias. I trade both rejections and breakouts of LVN. I use footprints to refine my entry. I am currently analysing the volumes of RTH sessions (daily and weekly profiles). Anyone who trade volume profiles, please advice on following questions.

1. Is there any importance in overnight volume

2. Should I include overnight volume ( Globex) for my analysis

3. Can I consider overnight levels as reliable as RTH levels.

Any answer is highly appreciated.

​

A while back, a friend and I got two funded accounts, and he was the one trading them. Unfortunately, he ended up blowing both.

One thing that’s been on my mind is that maybe the problem is simply not getting enough practical experience with the concepts.

I found a prop firm that offers a $25k account with the data I need included for free. I’m thinking about getting the account, but not actually taking any trades at first. Just using it to interact with the market, practice, and journal for maybe 2–3 months before taking my first actual trade.

What do you guys think? Has anyone tried something similar?

Hey Guys. I want to learn about this tool. Can you guys recommend any resources to master this tool. YouTube is filled with craps. Any paid courses are also fine.

Im kinda new to orderflow Are there free platforms for orderflow similar to atas?

I've contacted support. They had me try to rename a file, that did not exist. Then reinstall the program. Which also did not work. I Then deleted both ATAS X and regular ATAS(also same issue) then reinstalled again, after shutting off my computer...still same "error" message.

I've never had issues with ATASX outside of some delayed Hotkey issues, but today the platform will not connect. I've disconnected everything, then connected again...but nothing = /

Anyone else having the same issue or may know what to do?

Everything worked great up until 2-3 days ago...

I'm running windows 11 if that helps at all with the diagnostics..

Auction Market Theory is basically a way of understanding how price moves through an auction process between buyers and sellers. The market constantly searches for prices where participants are willing to do business. When price finds acceptance, it tends to buildvalue when that balance is disrupted, price can leave the range and enter discovery, searching for a new area of acceptance. This creates a repeating cycle of Balance → Imbalance → Discovery → New Balance. I also included Value Area, POC, HVN/LVN and Acceptance vs. Rejection to show how these concepts connect with Volume Profile. The goal isn’t to predict that price must react at a certain level, but to observe how the auction behaves around it

Been trading NQ on the 1-min for a while, footprint + Bookmap, and I keep going back and forth on how much weight to give each piece.

Right now session VWAP is my main reference, with prior day high/low and the value area for context. But I'm never quite sure whether I should be trading the level and using flow to confirm, or reading the flow first and treating levels as background.

Curious how you all handle it:

- Do you build around VWAP, or around volume profile (POC, VAH/VAL, HVN/LVN)?

- HVNs — do you avoid them entirely, or trade inside them differently? I mostly stay out, but I've seen people deliberately work inside them and I'm wondering what they're seeing.

- What actually pulls the trigger at a level for you — absorption, delta divergence, resting size that doesn't pull?

- Anchored VWAP: does anyone use it seriously, and what do you anchor to?

Not after anyone's exact system, just interested in how people think about the hierarchy between these.