u/Intelligent-Fun8556

Spent a few months building this for my NQ/GC scalping — finally cleaned it up enough to share.

What it does:

Volume Profile + VWAP (POC, VAH, VAL, HVN/LVN) with clean session logic

Large Trade Sweep Detector (auto thresholds, multiple marker styles)

Cumulative Delta (CVD) with absorption/exhaustion/divergence

Confluence Engine (core idea)

10-factor scoring (flow, VA location, VWAP/POC alignment, divergences, etc.)

RSI “price-level” gate to avoid counter-trend entries

CMF confirmation bonus

Optional ATR trailing stop

Outputs ▲/▼ signals with score + SL/TP levels

Why I built it:

Was juggling 4+ tools and still second-guessing entries. Wanted one system that scores confluence and stays quiet otherwise.

Caveats:

NT8 only

Best on liquid futures (NQ/ES/GC/CL)

Needs tuning — not plug-and-play alpha

Built it for myself first. Curious if others here would actually use something like this or see flaws in the approach.

Interested in Demo ? Let me know so I can share a demo !

reddit.com
u/Intelligent-Fun8556 — 10 days ago

Spent a few months building this for my NQ/GC scalping — finally cleaned it up enough to share.

What it does:

Volume Profile + VWAP (POC, VAH, VAL, HVN/LVN) with clean session logic

Large Trade Sweep Detector (auto thresholds, multiple marker styles)

Cumulative Delta (CVD) with absorption/exhaustion/divergence

Confluence Engine

10-factor scoring (flow, VA location, VWAP/POC alignment, divergences, etc.)

RSI “price-level” gate to avoid counter-trend entries

CMF confirmation bonus

Optional ATR trailing stop

Outputs ▲/▼ signals with score + SL/TP levels

Why I built it:

Was juggling 4+ tools and still second-guessing entries. Wanted one system that scores confluence and stays quiet otherwise.

Caveats: NT8 only

Best on liquid futures (NQ/ES/GC/CL)

Needs tuning — not plug-and-play alpha

Built it for myself first. Curious if others here would actually use something like this or see flaws in the approach. If you are interested in demo DM i can share code.

reddit.com
u/Intelligent-Fun8556 — 10 days ago

https://ntcharttrader.com/volumeai - The HUD, you can minimize too !

Spent the last few months building this for my own NQ/GC scalping setup and finally cleaned it up enough to share. Posting it here because I wish someone had built this combo for me 18 months ago.

What it does :--

  • Volume Profile lines — POC, VAH, VAL, VWAP, plus configurable HVN/LVN. Current session extends to right edge, previous-day lines bound to yesterday's range. Per-line color/width/dash.
  • Large Trade Sweep Detector — auto-detects institutional aggressor sweeps as they hit the tape. Pick your marker style: Bubble, Triangle, ▲▼ Arrow, or 🐂🐻 emoji. Tier-scaled sizing (S/M/L/XL). Auto-thresholds tuned per instrument family (NQ, ES, GC, CL, treasuries, currencies, grains).
  • Cumulative Delta — standalone CVD with absorption, exhaustion, and divergence detection. Color-coded line + bar coloring.
  • Confluence Signal Engine — what I actually trade off. 10-factor scoring (proximity to VA edges, recent aggressor flow, CVD direction, profile shape, divergences, POC/VWAP alignment) plus 3 proprietary filters.
    • RSI hard gate — uses a RSI-as-price-level. Long signals only fire when price is above the level. Killed most of my counter-trend losers.
    • CMF accumulation/distribution bonus — adds confluence weight when money flow agrees with signal direction.
    • ATR Trailing Stop option — adaptive stop that follows the trend instead of fixed S/R.

Signals fire as ▲/▼ arrows with score badge (e.g. "BUY 11/8") and dotted SL/TP lines with exact price labels. Three aggressiveness presets — Conservative / Balanced / Aggressive — so you can dial in your own definition of a setup.

Why I bothered building it:

I was running 4 separate indicators and was paying 59/- pm for orderflow + on NinjaTraders and constantly eyeballing whether they agreed. Wanted ONE thing that scored confluence automatically and shut up when nothing was setting up. Built that.

Honest caveats:

NinjaTrader 8 only LIVE data needed — Not required -Lifetime or active sub for the volumetric bars or Orderflow + [ works on the free version. If you have Order Flow+ the buy/sell separation gets more precise (HUD literally tells you TICK vs EST so you know which mode you're in). But you don't need it.]

  • Best on liquid futures (NQ/ES/CL/GC). Built-in auto-thresholds don't help much on illiquid stuff
  • Took me 6 months to dial in the scoring weights. Don't expect to load it and have it work for your style without tweaking the thresholds

Pricing: monthly / lifetime. Free trial for new licenses. No subscription required if you go lifetime. ( Special pricing for Software Sunday only! )

Site: ntcharttrader.com/volumeai

Happy to answer any technical questions in the comments — Roast away if something looks off in the screenshots.

https://preview.redd.it/w4b3x4nu0wyg1.png?width=1625&format=png&auto=webp&s=68d7aad505e51264048bf1f94b66351cb7ea47cc

https://preview.redd.it/cgeamdl51wyg1.png?width=1624&format=png&auto=webp&s=272591baba580012b1923c19f957e187afb66fd4

Volume - Order Flow for NinjaTrader 8

reddit.com
u/Intelligent-Fun8556 — 11 days ago

The setup looks perfect. You enter… And the market moves the other way. Because price only shows you what already moved. Footprint charts, delta, and volume spikes don’t give you an edge by themselves. They just give you more data to misinterpret faster. The real edge is knowing: when size actually matters when absorption is happening when a breakout is fake vs real Most traders don’t lack tools. They lack clarity under pressure

reddit.com
u/Intelligent-Fun8556 — 11 days ago
▲ 1 r/TakeProfitTrader+2 crossposts

The setup looks perfect. You enter… and the market moves the other way. That’s because price only shows you what has already happened, not what’s actively driving the market.

What truly moves the market is order flow—who’s buying, who’s selling, and where serious size is positioned. If you can’t see that clearly, you’re essentially trading blind.

That’s exactly what VolumeAI is built to solve. It’s a complete order flow intelligence suite for NinjaTrader 8, designed to show you who’s in control in real time.

VolumeAI brings together four powerful tools into one system: Volume Profile, Large Trade Detection, Cumulative Delta, and a Confluence Signal Engine. Each component works together to give you a clearer, deeper understanding of market behavior.

With Volume Profile, you get key levels like POC, VAH, VAL, VWAP, and high and low volume nodes for both current and previous sessions. This allows you to instantly identify where the market is accepting or rejecting price.

Large Trade Sweep Detection highlights the exact moments when institutional-sized orders hit the tape. You’re not seeing retail noise—you’re seeing real participation as it happens.

Cumulative Delta lets you track aggressive buying and selling in real time. You can spot absorption, exhaustion, and divergence before price even reacts, giving you an early edge.

Then comes the Confluence Signal Engine. It evaluates ten independent factors on every bar. When order flow, volume structure, and market positioning align, you get a high-conviction BUY or SELL signal—complete with score, stop, and target.

All of this is presented in a clean, real-time HUD. You can instantly see session bias, buyer versus seller pressure, divergences, and large trade activity—all at a glance, without noise.

VolumeAI is built for live trading, not just for screenshots. It’s designed to help you make decisions with clarity and confidence.

Start practicing with real order flow intelligence using VolumeAI @ http://ntcharttrader.com/volumeAI

reddit.com
u/Intelligent-Fun8556 — 12 days ago

I’ve been developing a strategy in NinjaTrader 8 and tested it today on a SIM account using 1 MNQ contract (both buy and sell). It ended the day with about $200 in profit.

I’m trying to figure out whether results like this can realistically sustain over a longer period, or if this is just the usual “SIM account honeymoon phase.” The performance metrics look solid for a single day, but I know that doesn’t mean much without real‑market conditions, slippage, commissions, volatility changes, etc.

For anyone who has built automated strategies or traded MNQ live:

  • How did your SIM results compare to your live results?
  • What signs should I look for to know whether a strategy is actually robust?
  • Is a single‑day profit like this basically meaningless without a much larger sample size?

Any insight from people with experience in algo trading or NinjaTrader would be appreciated.

https://preview.redd.it/043fvqb6p6yg1.png?width=805&format=png&auto=webp&s=afaefbfb007d6d58647e75edb9cc1244b58d3c5e

https://preview.redd.it/a94s3wg8p6yg1.png?width=1573&format=png&auto=webp&s=ca969785288d03b8d11287169188979851da9f1a

reddit.com
u/Intelligent-Fun8556 — 14 days ago