Orderflow, Big Trades and Delta footprint (Deep trades)

Tech/Trading Concepts Covered (Order Flow, Footprints, Big Trades)

• Order flow is not strictly required for profitability, but the speaker argues it provides a major edge because price movement is driven by incoming order flow, not just candle formations.
• Key “level” framework (support/resistance):
  • Uses daily “view up” levels and RTH (regular trading hours) view up levels.
  • Mentions multiple converted/derived levels, including:
    • Option-based levels (converted from SPX to ES)
    • GEX levels such as GEX 2, GEX 4, and GEX 5
  • Strategy concept: wait for price to touch/return to these levels, then use order flow/footprint evidence to decide entries/exits.

Footprint / Big Trades How-To (What the speaker looks for)

1) “Separated trades” vs aggregated clusters

• Footprints show big trades / deep trades (large aggressor activity).
• The speaker distinguishes:
  • Separated trade: very concentrated selling at one price level
    • Example: “159 sellers… literally one order” dropping in milliseconds.
  • Aggregated cumulative / aggregated cluster: sellers distributed across a range
    • Example: “409 sellers” from 06 to 02 over a 4-point range.
• Interpretation approach:
  • If large selling clusters appear at a long-target level (e.g., view up), then price rejection/absorption can present a long opportunity.

2) Using negative/positive delta “outliers” as confirmation

• The footprint read focuses on delta imbalances:
  • For longs after price comes into a support level: look for big negative delta clusters that become absorbed once price trades back above them.
  • For shorts (similarly): look for big positive delta clusters that fail.
• Example imbalance style readings:
  • “All filled auction / biggest imbalance possible” (e.g., delta around -16 with matching volume).
  • Large negative delta outliers mentioned include -1200, -1290, -103, -276, -139, etc. (exact figures vary by example).

3) Confirmation timing / holding above the imbalance

• A recurring rule: after the footprint shows the seller cluster/outlier at the level, the speaker watches for price to trade back above it and “hold” briefly (quoted guidance like 5–10 seconds).
• If the market only pops briefly and immediately rejects, the speaker says this is not the desired setup (“quick… not what I’m searching for”), even if an outlier was present.

4) Entry style and risk placement

• Stop placement:
  • Typically below structure or below the view-up level
  • Sometimes around a 3–4 point stop loss (in some examples).
• Exit/risk behavior:
  • Often uses break-even if price moves a few points in the expected direction (examples mention moving ~5–6 points to break-even).
• Take-profit approach:
  • On ES, the speaker claims a goal of about ~10 points/day, then stopping (later mentioning being “done very quickly”).

Platform / Product Feature Discussion (Deep trades & footprint tools)

• Deep trades is compared to older footprint platforms:
  • The speaker says “big trades” concepts are not new and existed long before.
  • Named platforms with similar functionality: NinjaTrader, MotiveWave, ATAS.
  • Claim: Deep charts show numbers that are “100% equal” to those platforms (same values at the same locations).
• Cost/value opinion:
  • The speaker says ATAS is cheaper than Deep charts.
  • Notes Deep charts can be noisy, and they experienced bugginess earlier.

Reviews/Guides/Tutorial Takeaways Highlighted

• Does order flow matter? Not required, but provides a “really big edge.”
• Main “how-to” workflow:
  1. Mark view-up / GEX / VWAP-based confluence levels.
  2. Wait for price to react at the level.
  3. On the footprint, locate:
     • outliers (large negative/positive delta spikes),
     • clusters of negative delta for longs (or positive for shorts),
     • verify absorption by checking if price holds above the imbalance for a moment.
  4. Enter quickly (mentions using hotkeys / touch entries) and place stops below key structure.

Extra Confluence Sources Mentioned

The speaker recommends combining footprint/big-trade signals with:

• VWAP (especially RTH VWAP)
• Previous day value area high/low
• Weekly profile levels

They repeatedly emphasize VWAP confluence as important.

Main Speakers / Sources

• Primary speaker: The YouTube video narrator (not named in subtitles).
• Tools/platforms referenced (sources/examples): Deep Charts, ATAS, NinjaTrader, MotiveWave.