Wednesday, 22 October 2014


After a lot of work I have finally integrated order flow bars (called volume imbalance in MarketDelta) and the Steidlmayer dynamic Market Profile into my trading pictures.

The dynamic Market Profile is very much the same as the splitting into distributions that I have been doing for years. Adding the order flow bars is as close to perfection as I can get I think. I use my original EL pictures and filter them with the order flow bars. I've been trading a lot of ES over the last 10 days to validate what I'm doing and it has gone rather well. Identifying key turning points and the order flow is very clear. The added activity of the HFTs was an added bonus as their presence and direction was pretty easy to see during those few days last week when things were crazy with volatility.

The chart below of the FESX shows a clear read of the order flow. The red arrow shows the trend resuming.

I'm hoping to get the ebook finished over the Xmas period and it will be going into the full details of what I have been doing.


  1. Hi Tom
    The focus has always tended to be on winning trades. Anyone who has followed you long enough will know that you trade with wide stops and get out when order flow tells you. Would be great to see some analysis on a couple of trades where you took a loss, and some of the thinking behind the decision. Thanks