aotegaoteg

Another free one here I am currently using.
https://www.mascapital.uk/ninjatrader-8-auto-login-auto-cleaner-setup-usage-guide/
 
🔥 Download Free NinjaTrader 8 Indicators for Trading | MASCAPITAL https://share.google/iCqFPCcMpUKGQGR78

A Windows utility for **NinjaTrader 8.1.x**: The product name, program name, project, and namespace are all **NTOptimizer**, and the compiled output is **NTOptimizer.exe**. The program targets **.NET Framework 4.8**.
It primarily does two things:
1. Cleans up the local cache/database directory under **`Documents\NinjaTrader 8\`**.
2. Starts NinjaTrader with higher priority and automatically recognizes the input fields and buttons in the login window through **UI Automation**, automatically filling in login information and triggering the login.
The compiled files are shown below. After decompression, simply run the .exe file.

NTOptimizer.zip README.txt

Unfortunately, I'm a systematic trader and run my system on a reasonable inexpensive VPS 24/7 instead of gambling, sorry i meant scalping 😉 ,
I'm able to hold trades for a significant duration and keep to the rule of capital preservation first,
The 10 years wasn't wasted, in fact 2025 it was profitable, and the reason was due to increased volatility, 
most trader may not be aware that 2025 was the most volatile year compared to the last 20 years for NQ and these are the sort of insights, you can only find during backtesting, so in fact i disagree when you say its a big waste of time.
Here is a 12M chart of NQ with only an ATR indicator with 1 period set
 

Unfortunately, I'm a systematic trader and run my system on a reasonable inexpensive VPS 24/7 instead of gambling, sorry i meant scalping 😉 ,
I'm able to hold trades for a significant duration and keep to the rule of capital preservation first,
The 10 years wasn't wasted, in fact 2025 it was profitable, and the reason was due to increased volatility, 
most trader may not be aware that 2025 was the most volatile year compared to the last 20 years for NQ and these are the sort of insights, you can only find during backtesting, so in fact i disagree when you say its a big waste of time.
Here is a 12M chart of NQ with only an ATR indicator with 1 period set
 

Unfortunately, I'm a systematic trader and run my system on a reasonable inexpensive VPS 24/7 instead of gambling, sorry i meant scalping 😉 ,
I'm able to hold trades for a significant duration and keep to the rule of capital preservation first,
The 10 years wasn't wasted, in fact 2025 it was profitable, and the reason was due to increased volatility, 
most trader may not be aware that 2025 was the most volatile year compared to the last 20 years for NQ and these are the sort of insights, you can only find during backtesting, so in fact i disagree when you say its a big waste of time.
Here is a 12M chart of NQ with only an ATR indicator with 1 period set
 

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.

we need to edu their full suite of products. they are definitely very promising. 

up

I didnt think you would trade out of it. It was just a quick visual to see if market is in range bound or side way.
I believe, if I remember, the RightLineTrading has an indicator for spotting consolidation.

its a great tool for trending markets not for a choppy sideways areas.
its not bad at all, you should keep it on the side of your screen so you can make sure you are at the right side of the market.
its also a wonderful tool for scalping depends what time frame you are using.
obviously they only show you the nice section of a chart where you could even trade just with a moving average lol.
if you try to use it on a sideways section you will lose your butt because by the time you enter- the market  already changed direction.
but again- i think its a very good tool and if you combine it with mpace and xpace of mbox ( you can get it from brokey ) then you have an amazing little system.
just my 7 cents lol
Traderbeauty Jane

Just use the drawing tool and draw a box🤪

Markets are typically in a trending or consolidating state. Trends are straightforward to spot, but drawing a simple box around price during consolidation is where most traders get wrecked, due to false breakouts, 
and these are where the deadly traps are often set.
Conversely, by the time price confirms its direction, it's often too late to 
join without having been caught earlier. The other scenarios are, if your strategy is to wait for a pullback after the price has confirmed the direction after the consolidating state you cannot be certain that price will not reverse entirely after the pull back.
I've yet to find any indicators that reliably combat all these scenarios without trapping you in a trade. Meanwhile, the professionals are building their positions during the consolidation state i believe ideally this is the time to buy or sell in small quantities, and after the direction has been confirmed, its best to add to the position as the trend develops.
 

The BSG Vwap is pretty good at that. It's designed to trade like that. 

you can try Darvas box, chop index, bollinger squeeze, etc.

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.

@apmooHey!! any chance you can help with these?OptimalOrderflow_Pack_v420_10_10_11.zipOptimalRenkoPack_v3point506.zipOptimalOrderflow_Pack.zip

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.

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.

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.

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.

Totally agree with what you wrote

Thank you for sharing with us your observations. 👍

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 ....

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.

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.