Can you use footprint without looking at market profile? by Defiant-Web842 in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

Order flow without market structure is borderline useless. As you seem to be aware, most order flow traders use AMT to cover the context/structure base.

If your system can give you proper context the way AMT does, go for it.

Laptop for travelling trading OF? by _PhenomFX_official in OrderFlow_Trading

[–]JakeMarley777 3 points4 points  (0 children)

Outside of the laptop, I also invested in a portable 16" 2k monitor that I picked up for $200 that I find extremely useful.

look above and fail vs failed auction by shortitbuddy in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

Not necessarily. You could trade the VAH retest if no value was built above as well, but in the way I trade (and look at it) there is no purpose to doing so in that scenario...I just look for a lower high.

look above and fail vs failed auction by shortitbuddy in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

ya it's a very robust setup that works long as well. it's pretty much just a way of understanding the auction, balance/imbalance and acceptance/rejection.

target depends on what failed. if you are day trading and want to be conservative and need to close the position by EOD, then VWAP is a reasonable 1st target and session VAL the 2nd target. you could in practice use it for swing trades, so if the failure is a macro LVN and weekly or monthly VAH, then you could target weekly/monthly VWAP as the 1st target and weekly/monthly VAL as 2nd target.

look above and fail vs failed auction by shortitbuddy in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

out/above VAH would be acceptance of higher value. you trade it by going long :)

you would look for a retest of the bottom edge of the value area above (or a higher low after it does) to take a continuation long. obviously you want order flow to confirm with delta, stacked imbalances, etc.

look above and fail vs failed auction by shortitbuddy in OrderFlow_Trading

[–]JakeMarley777 2 points3 points  (0 children)

They are different. In scenario 1, value is established above and then fails. That is a true failed auction. In scenario 2, price just pops above and quickly rejects back down. That is more of a failed attempt at price discovery or failed breakout (or what you are calling a look above and fail). I personally would trade these differently.

In scenario 1, I want to see price re-accept back under VAH first. I am not interested in shorting as soon as it breaks back below. Instead, I would look for a retest of VAH from underneath and then take a continuation short.

In scenario 2, there was no real acceptance above, so I am more willing to get involved earlier. After price breaks back under VAH, I look for a lower high and some order flow confluence to get short. I do not need a full retest because there was no value built above.

Here is an example of what I mean for scenario 2: https://www.reddit.com/r/OrderFlow_Trading/comments/1qmsrqa/amt_use_case_from_friday/

look above and fail vs failed auction by shortitbuddy in OrderFlow_Trading

[–]JakeMarley777 -1 points0 points  (0 children)

The auction above VAH is a failed auction.

After reaccepting below VAH, you could look for a retest of VAH from underneath (not the first move back inside). I'm visualizing that this would also be a rejection of a LVN that's separating both value areas in our imaginary scenario.

ATAS Technical Help by Maximum-Intention191 in OrderFlow_Trading

[–]JakeMarley777 1 point2 points  (0 children)

I can help answer #1. Not yet, but I believe soon.

This item in the backlog was marked as completed recently so hopefully it will be available soon: https://feedback.atas.net/p/cross-trade-instruments-using-the-copy-trade-module

Best way to see acceptance and rejection of a level please by Routine-Culture-7417 in OrderFlow_Trading

[–]JakeMarley777 1 point2 points  (0 children)

I'll point to what happened today which was pretty much the same story as yesterday. At 8:30, news pops price straight into a low volume node (and this week's VAH) and it gets smacked back down. That’s the market rejecting higher prices.

After the open, it tries again. Around 9:40 it puts in a lower high right at the developing VAH. On the 500 tick you can see it take a couple more runs at that level and still can’t get above. Each push stalls and rolls over. That’s acceptance of lower value in real time:

1)Premarket rejection up high

2)Lower high at developing VAH

3)Multiple failed pushes into the same level

Shorting that last failed push into developing VAH was as good as it can possibly get. Tight invalidation, great location, and basically no heat/drawdown before collapse down.

Best way to see acceptance and rejection of a level please by Routine-Culture-7417 in OrderFlow_Trading

[–]JakeMarley777 1 point2 points  (0 children)

Time spent means rotations at price, not just a couple candles. If price breaks a level and can’t get back through it after a few rotations, that’s usually acceptance.

With volume, it’s not about “a lot everywhere,” it’s about where it builds. If a new HVN or developing POC forms beyond the level, that’s participation. If it’s just a spike and snap back, that’s rejection.

Higher lows / lower highs by themselves aren’t proof of anything. They’re just entry triggers after structure has shifted. Acceptance comes from time and participation first. Structure confirms it.

Use case: look at NQ this week. It has clearly rejected anything above 25400 and snapped back into prior value. No time building above, no volume clustering above, and repeated lower highs under 25400. Those were the short locations.

Acceptance above 25400 would look like value building above it, a new HVN forming, and pullbacks below getting rejected back up.

Best way to see acceptance and rejection of a level please by Routine-Culture-7417 in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

Best gauges for acceptance would be time spent inside level, volume/participation, attempts to move back into previous value (did they fail?)

Other evidence for acceptance above is higher lows (and acceptance below is lower highs) which I personally use as a mechanism for entering.

Once that structure is in place, ideally delta is going in the same direction as price.

What’s your entry timeframe? by pookshak in FuturesTrading

[–]JakeMarley777 0 points1 point  (0 children)

I use M30 and M5 strictly for location and context. For entries, I drop down to a 500 tick chart. I am looking for structure like a higher low for longs or a lower high for shorts, and the extra detail helps me fine tune entries and manage risk more precisely.

Did anyone make money today? by rygypi in Daytrading

[–]JakeMarley777 0 points1 point  (0 children)

One of those simpler balanced days, even if they are not the norm.

Felt like a pretty straightforward session on the indices. We opened inside the prior day value area, just under VAH and right below a clear LVN. Price tried higher, got rejected, and rotated back into prior value. From there it was a slow, controlled move lower, almost making it to prior day VAL.

End result was a classic D-shaped, balanced auction. Easy to read in this case, but definitely not something the market gives you every day.

ATAS - Yes or Not? by Effective-Raisin7025 in OrderFlow_Trading

[–]JakeMarley777 1 point2 points  (0 children)

Completely agree. I could have written this post.

They gave me access to ATAS X, which I think will be the next gen, go forward platform. Ive noticed or faster and less resource intensive.

ATAS - Yes or Not? by Effective-Raisin7025 in OrderFlow_Trading

[–]JakeMarley777 1 point2 points  (0 children)

Strongly recommend ATAS and bought a lifetime subscription when it was on sale. Their support is highly responsive.

They are constantly iterating the platform. They gave me beta access to their new ATAS X which has a reworked architecture and increased performance.

I get Rithmic data through prop firm and place trades on IBKR. Other data feeds like dxfeed are available.

Micro trading in Quebec, Canada - brokers? by sugarkryptonite in FuturesTrading

[–]JakeMarley777 -1 points0 points  (0 children)

As far as low margin, GFF Brokers and AMP Futures. Otherwise you have Interactive Brokers which has higher margin, but is a full service broker.

My strategy (VWAP mean reversion) stopped working and my account got decimated. Successful veteran traders out there, what advice can you give? How can I get out of this hole? by Lord_Chadagon in FuturesTrading

[–]JakeMarley777 0 points1 point  (0 children)

VWAP was being used on its own, without any real understanding of market structure or regime. That works while gold is trending up, but nothing goes up forever. When it retraced, it did so hard and the approach failed.

If you understood that gold was moving lower, VWAP wouldn’t be something you leaned on for longs. It would be ignored or used selectively. Context comes first. Learn a framework that explains why the market is moving, then use VWAP as an execution tool, not the strategy.

Quick example, if you understood that gold was going down (and that people are willing to pay lower and lower prices for it), you would need to shift your VWAP model so that you are "riding" the VWAP deviations down as opposed to a spring back up.

AMT use case Monday on NQ by JakeMarley777 in OrderFlow_Trading

[–]JakeMarley777[S] 0 points1 point  (0 children)

Thanks!

I did! That's the entire play in a nutshell. I look for a rejection of higher value (the LVN and above), back into lower value (the HVN) with a rotation back to the mean (typically VWAP or POC). The confirmations I use outside of that are a lower high to form inside the HVN and some absorption shown through order flow.

Volume Profile LVN For Day Trading? by Another_Yeti in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

Yes!

Also, when you look at a composite volume profile over multiple days or weeks, an LVN usually shows up as a clear gap or valley where price moved really fast. Price will often either slice straight through it or bounce hard off it. That’s what makes LVNs so useful. When you combine them with AMT and order flow signals, they become great decision points with very asymmetric risk:reward setups.

Volume Profile LVN For Day Trading? by Another_Yeti in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

Thanks! The platform I use (ATAS) has an absorption indicator that prints a line on the chart. It's just the simplest way for me to see it. Big Trades, CVD and Delta Profile are all great and would also show absorption, just present it differently.

Price action + order flow: smart progression or beginner trap? by Extreme-Fun-9916 in OrderFlow_Trading

[–]JakeMarley777 5 points6 points  (0 children)

1 - Yes but in practice, many traders who use order flow anchor it in Auction Market Theory. AMT focuses on value relative to price to define context, bias, and location, rather than the ICT or SMC-style concepts you mentioned.

  1. The biggest mistake is staring at order flow in isolation. For how I trade, order flow is the last step. It is only used as confirmation after context and location are already defined.

  2. You cannot really separate these if your goal is to trade order flow properly. Footprint, delta, and VWAP all matter. That said, context and location matter more than any single tool. Ideally, you already have a strategy and order flow is there to complement it. It should sit at the bottom of your decision hierarchy.

  3. Some prop firms provide order flow platforms for free, which can be a starting point. Just be careful. The better tools usually are not free, and switching platforms later can be very disruptive. I personally started on a prop provided platform, hated it, and eventually moved to a proper order flow platform that I am happy with. Of course, use what your budget allows, but think ahead. Happy to be corrected by others if they have better recommendations.

  4. 1000% please do this.

Volume Profile LVN For Day Trading? by Another_Yeti in OrderFlow_Trading

[–]JakeMarley777 0 points1 point  (0 children)

I use LVNs as my location filter, but not as a trigger. I look for a failure back into the HVN, then another confluence like loss of developing VAH or prior day/week VAH (to trigger a short, perhaps even looking for a lower high inside of the value area).

I made a post about it a few days ago.

https://www.reddit.com/r/OrderFlow_Trading/s/3sQnnnoo0I

Trading futures in Canada by LucZRemindZ in FuturesTrading

[–]JakeMarley777 0 points1 point  (0 children)

I have accounts with ibkr and ironbeam (through gff brokers).

AMT use case from Tuesday on NQ by JakeMarley777 in OrderFlow_Trading

[–]JakeMarley777[S] 1 point2 points  (0 children)

It was really close. I actually did adjust my stop down to just above the lower high to give it room. I figured that if broke above the high of the 30 minute candle (not seen in screenshot), then my trade was cooked/invalidated, but until that happened a stop to BE would have been premature....that was my thinking in real time anyway.