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Showing content with the highest reputation on 01/17/2026 in all areas

  1. Manually copy these to bin: https://workupload.com/file/TKxA7YEwbBC
    6 points
  2. I have been backtesting nearly 10 years of historical data across different asset classes using Ninjatrader market replay data. What I'm about to describe may be controversial, but I have to say it: using order flow as a strategy does not work and provides no real edge. I backtested the following order flow strategies using high-quality data: Footprint Absorption Imbalance Delta Delta divergence Cumulative Volume Delta Volume Profile Iceberg Order block Market depth I can conclude that 90% of these strategies produced no meaningful results. After digging deeper to confirm this, I discovered changes that occurred in 2017 to the real-time streaming trading data distributed by the CME. In 2017, the CME significantly altered order flow data through the introduction of the Market by Order MBO data format, which is now used by most retail traders and trading platforms. This new format changed how trading data is streamed to platforms. It's well documented that these changes obstructed the visibility of traditional order flow data compared to pre-MBO feeds. The current MBO format obscures aggregated orders at price levels and provides only snapshots of executed trades. This masks resting orders, making footprint analysis and similar techniques far more complicated. So why do many traders still try using order flow strategies for day trading if they're largely useless? As I noted earlier, 90% of these strategies produced no meaningful results. The only ones I found with some potential edge are those focused on imbalances between bids and asks. Additionally, analyzing delta and cumulative volume delta can help spot traps and divergences in buying versus selling pressure. Other strategies, like absorption and iceberg orders, are simply not visible in the streaming data.
    4 points
  3. Replace dll with this and give it a try: https://workupload.com/file/aEDqjvWUaec
    3 points
  4. 2026.01.09 version https://workupload.com/file/xSkVnPU29u5
    2 points
  5. alodante

    A+ Setups

    updated files https://workupload.com/archive/gh9UmmFq5N
    2 points
  6. Happy New Year! https://workupload.com/file/rRJ2895QreZ (Non Edu) More about the indicator https://infinity.nt8.ninza.co/
    1 point
  7. LoneBladeRGC

    VWAP Flux

    Anyone has the educated version of VWAP Flux indy by Ninza?
    1 point
  8. FCScalper

    Delta scalper

    Make sure you enable tick replay and have at least 3 days of data on your chart. Good use on the 2000 volume chart and 4 minute chart. scalping the next candle, or wait for the signal candle to be violated high or low of the signal and then reverse too. Also great for support and resistence, will leave here a 5 min chart with boxes show that. DeltaScalperNT8.zip
    1 point
  9. https://workupload.com/archive/Hgc3a7xHtZ @apmoo @redux @kimsam please
    1 point
  10. Swap these out and let me know: https://workupload.com/archive/QMBzzEgxTP
    1 point
  11. Yes agreed it imbalances do work for nq (10tick agregation) as those are really thin markets and es (4 tick ag) all i check is imbalances ,stacked imbalances, nothing else as is proven to not work.. maybee for a hft program but im not gonna waste my energy following that nonsense that is out of my reach ,apply a heard mentalitty and dont scalp 1 or 2 ticks ,loooses will be bigger try holding to winners as much as you can thats the approach nothing else to do ....
    1 point
  12. Thank you for sharing with us your observations. 👍
    1 point
  13. Totally agree with what you wrote
    1 point
  14. deman

    S M M - NT8

    He pushed the release, says sometime in January, he is still fine-tuning.
    1 point
  15. 1 point
  16. 1 point
  17. Welcome to Indo-Investasi.com. Please feel free to browse around and get to know the others. If you have any questions please don't hesitate to ask.
    1 point
  18. N9T

    quantvue.io

    I didnt test much. Try it and let me know. https://workupload.com/file/9Q3m2fmmkpq
    1 point
  19. Boka

    quantvue.io

    @apmoo @kimsam @redux Please help us to educate the Qzeus 1.2 version.. thanks QZeus_1_2_0_3_RC_VendorATS.zip
    1 point
  20. wertamido

    Quaderr

    up
    1 point
  21. I’m currently developing two projects that are nearing completion, which is why I’ve started this third project: an MBO suite (along with some other L2/L1 indicators). If you can bear with me for a bit, I'll be able to offer you a very solid alternative."
    1 point
  22. Welcome to Indo-Investasi.com. Please feel free to browse around and get to know the others. If you have any questions please don't hesitate to ask.
    1 point
  23. XandarT

    Quaderr

    Yes, I checked, they are not there. If someone has them, it would be truly appreciated
    1 point
  24. dont waste money and time on joey/timeless shitty algo, they are clickbait and useless. he keeps changing templates every other day and post the best result based on what worked. same s*** as his last ones.
    1 point
  25. Rubén Villahermosa - Advanced Wyckoff Course + Volume Profile https://mega.nz/folder/BflzFaDS#faiiSE8hE9Tgrfe8gddTtg Enjoy.
    1 point
  26. Have it here: https://limewire.com/d/6EAiV#XLDmPQ5Dtx
    1 point

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