aotegaoteg

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.

The Market replay data provided by Ninjatrader is limited, where do you propose to find  5 years of data to tweak? also to be consistent and to build statistics of how well a strategy can perform over time, backtesting provides essential historical metrics across different market conditions and MT5 would not provide this because the data in MT5 is inconsistence, i would not touch MT5 with a barge pole

https://workupload.com/file/eEHBdCccSF9
tap the like button for me pls
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https://workupload.com/archive/dzGzvcVqBu
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MarketReplayDumpStrategyNT8.zip

Forgot to mention put any number in the machine id field.
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https://workupload.com/file/YCejV8vGGSC
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There was a previous post already of https://www.tradingcoders.com/ however the link has expired and don't know if these indicators were included or not
 
 
TCMirrorLines_NT8.zip TCSideBiasIndicators_NT8.zip

A couple more 
https://workupload.com/archive/BQT3a8zqXY
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you don't need dynotrading, just look for the supertrend indicator, good luck

https://workupload.com/file/ktTB8XnbUqW
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https://workupload.com/file/hD4yhsg7tB8
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I bought a few month ago. Need to be fix.
https://workupload.com/archive/7cWprRuDvE

Another bot?🤓

Can you sent me also?

correct link https://www.mediafire.com/file/oomgv671n7rfic6/Advanced_GET_9.1_EOD_Dashboard_Edition_Work.rar/file

then we are already two

https://www.ashkon.com/ts.html
Greetings.

Original files use under Ninjatrader Jack Sparrow..
SniperBar.zip SniperSlingshotv19.zip Recommended-Profit-Target-and-Stop-Loss.pdf

I would appreciate to be upgraded to VIP Thank you

Hi here i am attaching the bestorderflow.com trial.
can anyone deobfuscate it and share?
https://best0rderflow.com/images/tri...rflowTRIAL.zip
replace 0 with o (alphabet o) in the url

https://ninjacoding.net/ninjatrader/adapters/Binance

https://www.sendspace.com/file/en4m4a
 
untest, provide your feedback

https://www.sendspace.com/file/fjsswb

https://www.sendspace.com/file/fjsswb