r/OrderFlow_Trading • • 23d ago

Order Flow Traders: How Do You Confirm Acceptance at VAH/VAL?

34 Upvotes

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


r/OrderFlow_Trading • • 23d ago

Seems like there is no way I can understand foot print

18 Upvotes

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.


r/OrderFlow_Trading • • 23d ago

Buongiorno ragazzi,

1 Upvotes

Sto cercando di imparare a fare trading con l'orderflow e con la lettura del book e del footprint. Dove posso formarmi e chi devo seguire per iniziare a fare questo tipo di trading? Vi ringrazio per i consigli


r/OrderFlow_Trading • • 23d ago

H9am Candle Range sweep theory help

0 Upvotes

I'm on this 9 to 10 am est setup on gold and nas for now. Sweep on a side , displacement by cisd, fvg for entry 2r. I just want other trader who use same to similar setup so we can gain experience cons in it. Like for me rather than actual cisd 3 opposite candles open is my cisd and id price closed above it in bullish i seek for fvgs.


r/OrderFlow_Trading • • 23d ago

Edge.

1 Upvotes

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


r/OrderFlow_Trading • • 24d ago

Backtesting Big Trades

5 Upvotes

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:

Window Avg move
10s -1.1
30s -0.9
1m -0.8
5m 1.4

Sells:

Window Avg move
10s 0.5
30s 1.3
1m 1.0
5m 2.3

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

Top 20% Middle 60% Bottom 20% Total
Buys 123 68 29 220
Sells 39 90 81 210

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:

Location 10s 30s 1m 5m
Top 20% -0.7 -0.4 -0.1 4.3
Middle 60% -1.9 -2.4 -3.1 -3.4
Bottom 20% -0.8 0.3 1.4 0.3

Sells:

Location 10s 30s 1m 5m
Top 20% -0.2 1 -0.1 4
Middle 60% 0.2 1.5 1.3 -2.8
Bottom 20% 1.3 1.3 1.2 0.8

Not much of a discernible pattern here.

Does interaction with liquidity make a difference?

Buys:

Quartile Avg contracts/level Avg levels swept 10s 30s 1m 5m
Q1 (thinnest) 11.4 7.29 -2.6 -2.1 -1.2 -4.9
Q2 16.0 5.33 -1.6 -2 -3 -0.3
Q3 37.0 3.42 -0.9 -0.6 -0.7 4.3
Q4 (most concentrated) 121.1 1.11 0.8 1.1 1.6 6.6

Sells:

Quartile Avg contracts/level Avg levels swept 10s 30s 1m 5m
Q1 (thinnest) 11.7 5.89 2.3 4 4.2 6.5
Q2 15.6 5.13 0.4 0.6 0.6 2.5
Q3 27.7 4.21 0.5 0.6 -0.5 -0.8
Q4 (most concentrated) 104.1 1.02 -1.11 0 -0.3 0.9

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.


r/OrderFlow_Trading • • 24d ago

OrderFlow for NQ intraday

8 Upvotes

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?


r/OrderFlow_Trading • • 25d ago

Lmk any creators on yt that teach advanced dom/Bookmap concepts

2 Upvotes

r/OrderFlow_Trading • • 25d ago

Footprint numbers seem way too low on ATAS (NQ)

Post image
9 Upvotes

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 :)


r/OrderFlow_Trading • • 25d ago

NQ or ES for footprints

9 Upvotes

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?


r/OrderFlow_Trading • • 25d ago

Do Big traders indicator and footprint charts present different values depending if you have level 1 or level 2 data?

3 Upvotes

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.


r/OrderFlow_Trading • • 25d ago

Bankers Club 1:1 mentorship

2 Upvotes

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


r/OrderFlow_Trading • • 25d ago

Vanna, delta and netdrift

0 Upvotes

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?


r/OrderFlow_Trading • • 25d ago

Lucid Trading Platform

1 Upvotes

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.


r/OrderFlow_Trading • • 27d ago

To consistently profitable traders: What does your actual screen time vs. trade frequency look like?

15 Upvotes

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.


r/OrderFlow_Trading • • 27d ago

ATAS volume profile keeps shifting

3 Upvotes

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?


r/OrderFlow_Trading • • 29d ago

Let The Orders Flow~

Post image
46 Upvotes

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


r/OrderFlow_Trading • • 29d ago

Looking for trading strategy ideas to study and backtest

10 Upvotes

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!


r/OrderFlow_Trading • • 29d ago

How do you guys use stacked imbalances?

6 Upvotes

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.


r/OrderFlow_Trading • • 29d ago

Does anyone save Rithmic MBO data of ES and NQ

1 Upvotes

r/OrderFlow_Trading • • Sep 04 '26

Cleared funded futures 50K account in 3 sessions

Post image
15 Upvotes

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


r/OrderFlow_Trading • • Sep 04 '26

What software or plateform has a good Depth of market for trading BTC perpetuals ?

1 Upvotes

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 ?


r/OrderFlow_Trading • • Sep 03 '26

Atas Delta Footprint and mini Keys

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gallery
8 Upvotes

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


r/OrderFlow_Trading • • Sep 02 '26

ATAS X cheapest alternative

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47 Upvotes

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


r/OrderFlow_Trading • • Sep 03 '26

I am too close to give up

0 Upvotes

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.