Support thread for Trading Futuro Order Flow Indicator Help and Questions

Hi sinox. Let think about the filter. Flash order is just in level II. Big size about limit order is only posible there in level II (Ask or bid). Volume is an extensive variable and there is a new concept in order to identify whom move the price. To reduce noise, the filter should be in level II in order to see when there is spoofing or not. Delta is an intensive variable like COT, and there is not flash order, because it is a market order. I mean a differential variable, and every market order is executing instantly. For that reason market order cannot create noise. it is just an executed aggressor against ask or bid volume (posible flash orders). Remember there is a crossing order and it is just one volume for crossing. Filter between 10-20 in market order????, it is not clear for me yet...Big size Market orders cannot create noise and just flash orders can create noise because those are visible limit orders for the trader. Can you explain in detail please everything about that filter??

Hi all,

of course we know all kind of orders and how they work..lets say in another way the filter idea...

In order to trap the price in the avarage of market orders traded.
example
if I apply a filter (ex green) for pressure between min 100 max 200 all delta footer bars will be created accordenly size traded as the filter set.
If I apply another filter overlapped in the same panel (ex lime green) min 201 to 300/infinite soon i noticed of what is happening on that levels, and of course it is rispecting LEVELII for sure becouse of a flash orders traded.
I hope is clear.
Thanks

sinox wrote:
Hi all,

of course we know all kind of orders and how they work..lets say in another way the filter idea...

In order to trap the price in the avarage of market orders traded.
example
if I apply a filter (ex green) for pressure between min 100  max 200 all delta footer bars will be created accordenly size traded as the filter set.
If I apply another filter overlapped in the same panel (ex lime green) min 201 to 300/infinite soon i noticed of what is happening on that levels, and of course it is rispecting LEVELII for sure becouse of a flash orders traded.
I hope is clear.
Thanks

Sure okay, we are going to put some filtering option, but in other versions. We are going to release the 1.4 version soon. Thanks for all.  :D :D

hi ok no prob

I have this feeling that current noise filtering of all indicators is... quite primitive. I am gonna talk with my brother about this. He works a lot with noise in telecomunications.

Hi all,
Waldo please consider:
1)
https://gyazo.com/50f4d28eb50be182af7e2c731af0a788
ΔMax=ΔM
ΔMin=Δm
For better squize
-------------------------------------
2)
When in bar color Solid is possible to have an imbalance information like a bold number?
https://gyazo.com/2a4bdc90132089eb8600379bb3e0877f

Thanks

sinox wrote:
Hi all,
Waldo please consider:
1)
https://gyazo.com/50f4d28eb50be182af7e2c731af0a788
ΔMax=ΔM
ΔMin=Δm
For better squize
-------------------------------------
2)
When in bar color Solid is possible to have an imbalance information like a bold number?
https://gyazo.com/2a4bdc90132089eb8600379bb3e0877f

Thanks

1) Yes I almost release it in this version but we were tight in time and were killing a "bug" in the profile before release. It was a bug in NinjaTrader actually, so I added a workaround. What I am going to do is let you put whatever text you want there.

2) Sure but I will have to do some research on this or have your help. I have a document too.

Next release will have to be between you all and me. I have some things already explained and the course videos however so I have material to keep advancing. Yesterday I found a problem that was spinning my mind. Not big deal is just that other indicators are not visible when loaded with TF in the same chart. I will release that fix in the next version.

BTW I notice something in your footer. This cum delta / volume you want it?

When the PAYMENT VERSION will be out? I am waiting for it. Thanks

Hi sinox. I still want to add some things to the free version. I want to have a good free version so people can truly improve their trading so they find easy to pay for the pro.

@waldo

can you please provide DELTA FINISH also?

Thanks

Hi. I don't get what you want. Delta is actually delta close per bar.

waldo wrote:
Hi. I don't get what you want. Delta is actually delta close per bar.

It appears like Delta Finish is close to "COT" values. Just that it would pick either COT high or COT low - based on where the price touched last ( low or high ). 
in Summary: 
Delta Finish = COT high - if the price last touched was High before close of of the bar 

Delta Finish = COT Low - if the price last touched was low before close of the bar

GOMI Footprint indicator has inbuilt Delta Finish in case you want to check.

Hope this helps

It would be nice to have the imbalances marked as squares-rectangles with different colors (Sell,Red - Buy,Green) instead of painting buy/sell imbalances with a single colored number with the option to remove the diagonal line..also stacked imbalances (3 minimum) should create an extension line (market generated support/resistance).
Thanks for all your effort!

neo269 wrote:

waldo wrote:
Hi. I don't get what you want. Delta is actually delta close per bar.

It appears like Delta Finish is close to "COT" values. Just that it would pick either COT high or COT low - based on where the price touched last ( low or high ). 
in Summary: 
Delta Finish = COT high - if the price last touched was High before close of of the bar 

Delta Finish = COT Low - if the price last touched was low before close of the bar

GOMI Footprint indicator has inbuilt Delta Finish in case you want to check.

Hope this helps

We have delta finish in Pro version, this one is educational.