TF Order Flow V 1.5

Hello, I'm having trouble setting up the indicator, could you make an explanatory video to help me?
Obs:Whenever I activate tick replay the graph disappears.

the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work  in volatile market

Dear mike83. delta means velocities always. There are a lot of velocities inside markets. Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc. For that reason we are developing our particular order flow, because we work with deltas. Everything depends on you and the kind of trader you are (I mean scalper, swing, long term investor) because this is a game of strategies. The opposite velocities are always equivalent speed sign, is signal of movement. Delta means commitment of traders at the end.

Trader2, Please suggest some books or materials to understand more about Deltas in stock market similar  "Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc."

I have prepared a sample delta like below for o,H,L,C are they correct?

   Date
Open
High
Low
Close
Shares Traded
28/07/17
-0.00663
-0.00878
-0.0061
-0.000603759
-0.334557409
27/07/17
0.007973
0.008867
0.003969
-9.98E-06
0.456971965
26/07/17
-0.00269
0.001463
0.001694
0.005629958
0.065330486
25/07/17
0.007422
0.00293
0.002974
-0.000185624
0.062814699
24/07/17
0.003758
0.005779
0.008294
0.00515872
-0.069226852

Hello, I'm having trouble setting up the indicator, could you make an explanatory video to help me?
Obs:Whenever I activate tick replay the graph disappears.

Yes I have seen this. Seems is a NinjaTrader issue. Basically it reports the bars values (high, low, open, close) but no data. So the indicator can only show that, the footprints it can't since there is not data there. Once I add filtering even the candles are going away in that case because I will have to calculate them using orders instead of the value reported by Ninjatrader.

the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work  in volatile market

Dear mike83. delta means velocities always. There are a lot of velocities inside markets. Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc. For that reason we are developing our particular order flow, because we work with deltas. Everything depends on you and the kind of trader you are (I mean scalper, swing, long term investor) because this is a game of strategies. The opposite velocities are always equivalent speed sign, is signal of movement. Delta means commitment of traders at the end.

Trader2, Please suggest some books or materials to understand more about Deltas in stock market similar  "Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc."

I have prepared a sample delta like below for o,H,L,C are they correct?

   Date
Open
High
Low
Close
Shares Traded
28/07/17
-0.00663
-0.00878
-0.0061
-0.000603759
-0.334557409
27/07/17
0.007973
0.008867
0.003969
-9.98E-06
0.456971965
26/07/17
-0.00269
0.001463
0.001694
0.005629958
0.065330486
25/07/17
0.007422
0.00293
0.002974
-0.000185624
0.062814699
24/07/17
0.003758
0.005779
0.008294
0.00515872
-0.069226852

There is a course we provide for this with around 20 conferences (would have to count properly but is close to this number) on how they are defined and how to use them. We have some students currently passing it. That's one of the reasons we have being so busy lately. Aside from joining NinjaTrader ecosystem and working on the next release.

http://tradingfuturo.com/en/advanced-trading-course/

ola como faco pra intalar o indicador trader flow?

This is portuguese. We need to use translator:

Você precisa importar como addon

the delta of several previous bars is used to generate signals but i dont know whats the calculation and algorithm used. but i believe it will work  in volatile market

Dear mike83. delta means velocities always. There are a lot of velocities inside markets. Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc. For that reason we are developing our particular order flow, because we work with deltas. Everything depends on you and the kind of trader you are (I mean scalper, swing, long term investor) because this is a game of strategies. The opposite velocities are always equivalent speed sign, is signal of movement. Delta means commitment of traders at the end.

Trader2, Please suggest some books or materials to understand more about Deltas in stock market similar  "Delta to the ASK, delta To the BID, diagonal delta, momentum delta, delta of a value area, horizontal delta, delta difference, limit delta and a large etc."

I have prepared a sample delta like below for o,H,L,C are they correct?

   Date
Open
High
Low
Close
Shares Traded
28/07/17
-0.00663
-0.00878
-0.0061
-0.000603759
-0.334557409
27/07/17
0.007973
0.008867
0.003969
-9.98E-06
0.456971965
26/07/17
-0.00269
0.001463
0.001694
0.005629958
0.065330486
25/07/17
0.007422
0.00293
0.002974
-0.000185624
0.062814699
24/07/17
0.003758
0.005779
0.008294
0.00515872
-0.069226852
Well, I cannot recommend any book, because this is not a trivial analysis. Delta is a differential variable like COT (commitment of traders). Those analysis are in differential mathematical ways, and the books are really difficult to understand for most of the people. beside we do not have any book to recommend you. We are developing our ¨TF_order flow¨ using every possible delta representation in order to follow the advance of price. We are, I mean our team, a counting order team and we use deltas in order to count every order hitting markets to determining possible price actions. That is the only way to see bearish or bullish market forces. The velocity of orders is the key to see price action. Everything is inside crossing order microstructure and you only can measure the speed of this. The Open, High, Low, and Close are not an important data to the market microstructure, because those are global macrostructure analysis. 

> Interesante indicador, gracias por ponerlo a nuestro alcance.

De Nada, pero si mucho trabajo. Todavía queda.

> Hay forma de que el perfil permanezca anclado al margen derecho al desplazar el gráfico horizontalmente?

Estaba pensando en esto. Realmente si se queda "anclado" cuando se mueve a la izquierda. El asunto es cuando se mueve a la derecha. Esto es el comportamiento de Ninjatrader pero quiza leyendo un poco la documentación vea como "anclarlo" haciendo algunas mediciones. Esto no es alta prioridad porque es algo mas bien cosmetico y no interfiere con el Trading, pero ok lo tendre en cuenta.

> Los imbalances son calculados de forma diagonal u horizontal?, tengo la impresión que es de la segunda forma.

Horizontal. En la proxima versión pretendo ponerlos ademas diagonal y diagonal+horizontal como en el gomi. Esto no es que sea complicado pero como la gente tenia el problema de que no tenia nada por el problema de la expiración decidi recortar el desarrollo y hacer un release. Entonces algo mejor que nada.

> Hay posibilidad de agregar cálculo de imbalance de modo porcentual?

Si se puede poner pero tendria que decirme esto en detalles como sería. Sería digamos que si el bid es menor que el ask ejemplo un 20% o menor marcar un desbalance? Es la forma que se me ocurre.

whether  the  diagnol  imbalance  calculation  is  in  the  offing?

Thanks  a  ton  for  this  fascinating  stuff!

can  i  put  4  (for  300 % imbalance  as  ratio)

is  there  anything  to  do  with  min size  filter?

El problema de todo es el espacio de la pantalla. Hay variables que no podemos representar dentro de la vela a no ser de forma gráfica como el imbalance diagonal u horizontal. En mi idea particular me gusta trabajar con números pero no todo se puede poner en números desgraciadamente dentro de la pantalla ya que sería tedioso y muy complejo para muchos, y hay traders que prefieren la información gráfica. De todas maneras si sabes que el umbral es 2 ó 3, el que escojas claro, es muy sencillo imaginar cuán fuerte es el imbalance. Lo importante en una vela a mi entender es ver donde ocurre el imbalance, pues es un punto clave en las estrategias de trading de muchos retail que usan order flow. También creo que muchos traders no conocen el verdadero significado de un order flow, y eso es algo muy importante ya que lo ven como análisis de volumen clásico y no interpretan bien su lógica matemática. La palabra ¨flow¨ en español se traduce flujo, y flujo envuelve velocidad y aceleración de las órdenes en este caso. Por lo tanto el order flow es para medir velocidades dentro de un mercado, y los imbalances se convierten en algo muy importante al ser una señal de aumento de las velocidades parciales. Nuestra versión de pago, sin duda tendrá patrones bien estudiados y útiles para el trader, y tenemos muchos patrones poderosos que tenemos que incorporar en esa versión y necesitamos espacio dentro de la pantalla. Ese es nuestro mayor obstaculo, el espacio en pantalla.

Sin dudas el order flow es fascinante, y es una herramienta destinada para el estudio profesional del trading (Realmente la más poderosa). Todavía hay mucha gente que prefiere la macroestructura del precio al order flow que trabaja con la microestructura. Pero esa tendencia va en descenso año por año, y la mayoría ya comienza a entender su importancia en el trading moderno. No es una herramienta fácil de entender, eso lo sabemos. Por eso una gran parte le minimiza su uso al filtrado de operativas como he leido en foros de trading, pero una vez que la dominas, es increíble el poder de esta herramienta para convertirse en ganador en la era de las altas velocidades del trading moderno. Todo el análisis derivado de un order flow es de valor incalculable en el trading moderno. Por ese motivo hemos puesto al alcance una versión gratuita con fines educativos de esta magnífica herramienta a un nivel básico primeramente para que los traders se vayan adaptando a su uso. Saludos y gracias por sus invaluables consejos.

New version of TF Order Flow 1.5 This new version brings a Book of Orders, The Naked POC and visual marks of imbalances. Two faults corrected a serious one in the cumulative delta and a light one that did not allow to show other indicators in the graph. The mark of the imbalances is a rectangle, in the next version will be placed as an option and display the text in bold and / or larger. Which does not provide information in these cases x Fixed an error in the cumulative delta (it was calculated from the first rendered bar instead of from the first bar as it should be) + The naked POC was added by candles or the POC by candle Has not yet been touched by the price + Added a visual mark for the horizontal imbalances This new version features an Order Book, naked POC and visual marks for imbalances. Corrects two problems one serious in the cummulative delta and on slight that prevented other indicators to show up in the same chart. The imbalances mark as for now is a small rectangle, in the next version this would be an option and will also add capacity to show bold text and / or larger case. Changelog x Fixed bug that prevented other indicators in the same chart + Text in footers can be configured now + Option to hide volume profile x Made border of higher volume in footprint of one pixel and small correction + Can change color of volume profile, text, etc. + Added Order book + Added border to volume and delta in volume / delta profile for better visuals x better hidding of COT numbers in chart compact view + hidding of graphic delta if too small + hidding volume / bid / ask footer in packed chart since it Diseases







HAI IM NOT ABLE TO INSTALL IT TO NINJA TRADER 8 CAN YOU PLEASE HELP ME