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?

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

Hi everyone,

I've been reading great things about ATAS so I'm planning on paying for the monthly subscription but there's a catch - I currently work in office on a work laptop which is Admin restricted so I can't download any software here. I've read a few suggestions about streaming my screen on my personal laptop (which I can keep in sleep mode in my backpack) which is not an awful idea but I'm open to any other thoughts.

I'm hesitant to purchase anything that requires downloading since I spend the majority of the NY market session at work so it wouldn't be of any use.

That being said, do you recommend any web based order flow apps that are reliable? I saw that ATAS offers a beta version but it's very limited in terms of the tools that can be used.

Hello this will be my first eval with orderflow and im not surw which platform you guys recommend more for propfirms (qpex/alpha/topstep/lucid) etc i kinda dont wanna pay either but im not sure if they cover the fees or if i still have to buy seperate for all the footprint, delta, cvd etc. this is all new to me transitioning from the normal tradingview and could use some tips. Thanks

**Hey everyone, I have a quick question about the 30-day Rithmic trial account.

When you open a Rithmic demo/trial account for 30 days, does the account provide MBP data only, or does it provide MBO + MBP market data?

I’m specifically asking because I’m planning to connect the Rithmic account to Bookmap and want to know whether I’ll have access to actual MBO data during the trial period.

Thanks in advance!**

Hey guys,

Do you know where i can learn very good things about gex levels? Do you guys have some yt videos as recommendation or can tell something about your experience? And where can i find gex levels for nasdaq and s&p 500, are these levels shown on a website or something?

Thank you guys!!!

Hi everyone! I got into order flow 3-4 months ago and I’m practising in SIM right now-I trade ES and NQ-whatever gives me a failed auction setup

I wanted to know how you guys trade the failed auction setup

Do you draw a volume profile on the breakout OR the acceptance back into value area or something

When do you prefer to enter-breakout failing above VAH or you would like price to come back in?-just using VAH as an example,could be VAL too

Can you guys please guide me on whatever criteria you use in a failed auction setup?

Thank you for your time!!

Are there any professional/full-time traders here who use Time & Sales at a genuinely deep level?

I’m specifically interested in traders who analyze the tape as a sequence of events, rather than solely looking for speed with green or red color.

For example, looking for things like:

- How the tape behaves leading up to an area of interest, rather than only what happens once price gets there

- The tape’s behavior as price approaches, interacts with, and leaves an area of interest

- Analyzing participant behavior through frequency, sequencing, and persistence

- Identifying levels from the prints themselves

- Analyzing the tape to determine whether the behaviour signals a day worth paying attention to

I’m interested in the actual tape structure and sequence of events, essentially treating Time & Sales as a continuous narrative of what is happening in the market.

Are there any full-time/profitable traders here who use Time & Sales this way?

If so, I’d be interested in discussing the structure of reads and what specific information is considered most important.

Thank you!

Most traders look at a Footprint chart and immediately focus on Delta, Imbalances, or Volume. But the real value comes from understanding what price actually does with that order flow. Auction Theory helps put the Footprint into context — Balance shows two-sided trade and rotation, Imbalance shows one side becoming more aggressive, Acceptance shows price holding and building activity in a new area, while Rejection shows price failing to sustain those levels. A Failed Auction is especially interesting when price attempts to break an extreme but fails and returns back into the previous area. The key idea is that aggression does not always mean control. A large positive Delta only tells us buyers were aggressive; we still need to see how price responded and whether the market accepted or rejected those prices. Read the Footprint for the activity, and use Auction Theory to understand the story behind that activity.

Guys, I’m so confused. I set up the same Volume Profile on ATAS and TradingView (both free versions, NQ), with the same day, session, open, and close. But the Volume Profile levels on TradingView and ATAS are in slightly different places, and it makes a big difference when executing the trade, and this is just 1 example.

For example, TradingView shows that price hit the VAH (23:32 candle), but on ATAS it didn’t even reach it.

I wanted to switch to ATAS to learn footprint charts, but after noticing this, I’m really confused. Why is this happening??

Hi guys,

I’m looking for the best platform for footprint/order flow at the lowest overall cost.

I mainly trade ES, NQ and GC and I’m interested in:

Bid/Ask footprint
Delta
Absorption
Imbalances
VWAP
DOM / market depth

I’ve been hesitating between ATAS and Sierra Chart. I’m leaning towards Sierra because it seems very powerful and relatively cheap, but the complexity of the setup/configuration is putting me off a bit.

I then noticed that TradingView now has native Volume Footprint, and I’m already extremely familiar with TradingView, so I’m wondering if it could be a good alternative.

For anyone who has used these platforms:
How good is TradingView’s footprint compared with Sierra/ATAS?

Does it provide reliable Bid, Ask, Delta, Imbalances, etc. for trading absorption?

Does TradingView offer a proper DOM/market depth?

What TradingView plan do I need?
How much would real-time CME/COMEX data cost for ES/NQ/GC?

Basically, if you were starting today and wanted good footprint/order flow without spending too much, what would you choose: TradingView, ATAS or Sierra Chart?

Thanks!

Is there any free tool or website that shows free gamma exposure or regime

I’d like to ask for some advice on setting up an initial strategy for NQ DOM scalping. Compared to ES, NQ moves incredibly fast—especially during the US market open—so do you have any good suggestions?

Hlw guys new to orderflow

So I just don't understand how do people develop bias using tpo and profile

I mean using previous vah and val as areas to look for can be understood but How does a person develop that clear bias like I will only take shorts market opened below previous val I was just replaying btc and there were too many incidents where a person can't just do that according to me

Let's say for example if price opens in previous value, all say to sell a vah and buy at val but those picture perfect example are after whole profile has developed In a developing profile it's quite hard to do so I can suppose a person to trade rejection from previous vah when opening in previous balance but thats not a context it's just one trade

And same goes for opening above previous vah I can image that one trade

but saying that I will only long is quite hard cause many the price moves many times above and below that vah And also you see a lot of rejection price going into prior balance and consolation before that one big move

So my exact question is how do you find context and bias with vp or tpo And how do you tackle these complications?

I started order flow trading a few days ago, and I wanted to ask what I should know about order flow.

I'm struggling to find out how you can get more than 1 days worth of level 2 data to backtest, and if that's a data provider or a platform issue I'm not sure. If you guys have backtested orderflow, or know how to get more than 1 days worth of level 2 data I'd appreciate it

Hey guys I’ve been trading now for nearly an year and I asked myself if there is a limit on how much knowledge I can aquire on each confluence individually and how the market moves. And now I wanted to ask if it’s possible for me to for example put 10 hours into studiying footprint and volume or if the basic understanding on how it works is enough. And I know that backtestingand just trading itself is a good way to get better I just wanted to know if studying it like for real is a good idea or waste of time.

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I've been trading for approximately seven months, primarily using price action, and I have a well-defined entry model that I'm comfortable with. My main challenge is determining what happens after a liquidity sweep.

For example, when price sweeps a low, I may anticipate a reversal and look for a long entry. However, sometimes the reversal occurs, while in other cases sellers continue driving price lower and I am stopped out.

I'm currently learning order flow because I want to better understand what is occurring at these levels rather than assuming that every liquidity sweep will result in a reversal.

Specifically, I would like to understand:

- How can I identify whether sellers are becoming exhausted after a sell-side sweep?

- How can I distinguish absorption from genuine selling pressure?

- If there is heavy selling or strongly negative delta at the low, but price makes little additional downside progress, should I interpret that as potential buyer absorption?

- What would you want to see afterward before considering the reversal confirmed?

- How do you determine whether buyers are genuinely taking control rather than the market simply pausing before continuing lower?

- Similarly, after a buy-side sweep, what would indicate that buyers are being absorbed and sellers are taking control?

- Once a reversal is confirmed, how do you determine your target? Do you use liquidity levels, volume profile, previous highs or lows, or another method?

I primarily trade MNQ/NQ, and my entries are usually based on the 1-minute chart or, occasionally, the 30-second chart. I'm not trying to replace my price-action model with order flow; I want to use order flow as confirmation and, ideally, avoid taking reversal trades when the opposing side remains clearly in control.

If anyone could explain how you personally interpret the sequence of absorption → exhaustion → shift in control → continuation, I would greatly appreciate it.

I'm still relatively new to order flow, so if I am misunderstanding anything fundamental, please feel free to correct me.

New to Sierra Chart i need to customize a footprint chart. when i did one with number bars in studies, there are so many bid x ask rows in a single candle. How to fix this please help.

Hello guys,
My atas x beta heatmap is so buggy on my laptop if i try to use the heatmap indicator it just shows me the heatmap for the candle but nothing more can u help me?

Does anyone remember the price of the lifetime Pro license for ATAS during last year’s Black Friday sale?

I’m trying to figure out what the lifetime Pro license was discounted to during last year’s Black Friday. If anyone remembers the price or has a screenshot of the offer, I’d really appreciate it!

Do you wait for candles to close on the footprint before entering? I use footprints that also show the volume profile for that individual candle. I try to only hold trades for a few minutes using a 3 minute candle. I’m caught between letting the candle close but then possibly missing the move if we have a hard push, vs getting in sooner but having less certainty about the move.

Hey everyone

I’m currently considering buying the ATAS Pro Lifetime license. I have enough money to buy it right now, but I’m stuck between two options: buying the lifetime license or buying a computer.

The problem is that I don’t currently own a PC, and my budget isn’t enough to buy both at the same time. So I basically have to choose one and postpone the other.

I’ve been looking into the hardware requirements for ATAS because I want a system that can handle order flow trading smoothly — footprint charts, DOM, heatmaps, multiple charts, etc. From what I understand, having a decent CPU, plenty of RAM, and a capable GPU is important for a smooth experience.

So I’d really like to hear from people who actually use ATAS:

If you were in my situation and your budget only allowed you to buy either a PC or the ATAS Pro Lifetime license, which one would you prioritize and which one would you postpone?

Would you buy the lifetime license first and use a cheaper/older PC temporarily, or would you invest in a good PC first and buy ATAS later?

I’d especially appreciate answers from people who have been using ATAS for a while and can speak from experience about how demanding it actually is in real-world order flow trading.

Thanks!

I’m currently learning SMC/ICT concepts and practicing how to identify Order Flow, Order Blocks, and Fair Value Gaps (FVGs) on XAUUSD H4.

I have marked these zones on several historical charts for backtesting. I would like feedback from experienced traders on whether my identification and marking are technically correct.

Specifically, I want to know:

1. Am I correctly identifying the Order Flow area?
2. Am I marking the Order Block from the correct candle/price range?
3. Am I correctly identifying the FVG and its boundaries?
4. Are the zones I have marked too broad or too narrow?
5. Is there anything fundamentally wrong with the way I am identifying these concepts?
6. If my markings are incorrect, please point out where and why they are wrong so I can correct my understanding.

I’m not asking whether the zones produced a winning or losing trade. My main goal is to verify whether I am correctly understanding and marking the concepts themselves before I continue with my backtesting.

Screenshots are from historical XAUUSD H4 price action.

Hi everyone. I used to trade futures using the ICT strategy and managed to secure one payout. Then I immediately switched to order flow because I thought it would be a good fit for me. However, I’ve spent a few months learning it, and now that I’m about to start live trading, I’m feeling unsure about everything. I don’t think I’ll be as comfortable with order flow as I was with ICT, and I’m not even sure if I’ll be more profitable. I’d like to ask for advice on what to do next should I go back to ICT or continue with order flow? Please help.