Orderflow
Read NQ and ES as an auction: value, footprint, delta, setups, execution and quant validation. Foundation → Professional. Lessons marked in production are being finalized.
M0 Foundations
What trading is, the language, the contracts, and the checklist — before you touch a chart.
0/9 completedModule M0
M0 · FOUNDATIONS — CONCEPT DEPENDENCY MINI-GRAPH
M0 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M0.01What trading really is
- M0.02Core terminology
- M0.03Order types and order matching
- M0.04Trading sessions: ET first, Vietnam time second
- M0.05NQ, ES, MNQ, MES contracts & margin
- M0.06Four questions before every trade
- M0.07Choosing software & data
- M0.08Basis & fair value: why ES ≠ SPX
- M0.09Reading a price chart: bars, candles, timeframes and volume
M1 Auction Theory
Read any session as an auction: who is in control, who is trapped, accepted or rejected.
0/8 completedModule M1
M1 · AUCTION THEORY — CONCEPT DEPENDENCY MINI-GRAPH
M1 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
M2 Context: Volume & Time
Measure value: POC, VAH/VAL, HVN/LVN, Market Profile structure, Initial Balance.
0/12 completedModule M2
M2 · CONTEXT: VOLUME & TIME — CONCEPT DEPENDENCY MINI-GRAPH
M2 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M2.01Point of Control (POC)
- M2.02Value Area High & Low (VAH/VAL)
- M2.03High & Low Volume Nodes (HVN/LVN)
- M2.04Composite profiles
- M2.05Profile shapes
- M2.06Market Profile structure
- M2.07Initial Balance
- M2.08Single prints
- M2.09Poor highs & lows
- M2.10Multi-session structure
- M2.11Overnight inventory
- M2.12Shelf & ledge
M3 Orderflow Tools
Footprint, delta, CVD, DOM, heatmap — the auction's fingerprints, tool by tool.
0/16 completedModule M3
M3 · ORDERFLOW TOOLS — CONCEPT DEPENDENCY MINI-GRAPH
M3 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M3.01Reading the footprint
- M3.02Absorption & exhaustion
- M3.03Imbalance & stacking
- M3.04Bid, ask & delta
- M3.05CVD & divergence
- M3.06Delta profile
- M3.07VWAP & anchored VWAP
- M3.08DOM & liquidity
- M3.09Time & Sales
- M3.10Heatmap & liquidity walls
- M3.11Bubbles & sweeps
- M3.12Spoofing & layering
- M3.13Data & settings behind the numbers
- M3.14Choosing the right tool for the context
- M3.15Combining tools: a confluence workflow
- M3.16Avoiding indicator overload
M4 Session Prep & Levels
The morning sheet: acceptance, the open, your level map and a scorable order-flow confirmation rule.
0/9 completedModule M4
M4 · SESSION PREP & LEVELS — CONCEPT DEPENDENCY MINI-GRAPH
M4 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M4.01Acceptance: the market’s verdict
- M4.02Reading the open
- M4.03Day types in practice
- M4.04VWAP as a reference
- M4.05Initial Balance in session prep
- M4.06Overnight inventory & unfinished business
- M4.07Daily, weekly & monthly level map
- M4.08Putting every signal on the map
- M4.09Order-flow confirmation at a zone: write it so it can be scored
M5 Setups
Twelve reversal & continuation setups — and how to tell them apart.
0/14 completedModule M5
M5 · SETUPS — CONCEPT DEPENDENCY MINI-GRAPH
M5 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M5.01Failed breakout at a level
- M5.02Absorption reversal
- M5.03Exhaustion into a level
- M5.04Double top/bottom with delta divergence
- M5.05Liquidity-sweep reversal
- M5.06Opening reversal
- M5.07Breakout–retest continuation
- M5.08Pullback to VWAP or value
- M5.09Stacked-imbalance continuation
- M5.10Initial-balance breakout
- M5.11Trend-day continuation
- M5.12Second leg after news
- M5.13Telling setups apart
- M5.14Entry patterns with R:R attached
M6 Entry & Trade Management
Four entry families, stops, targets, position sizing — and when NOT to re-enter.
0/11 completedModule M6
M6 · ENTRY & TRADE MANAGEMENT — CONCEPT DEPENDENCY MINI-GRAPH
M6 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M6.01Setup vs entry: the four entry families
- M6.02Breakout entries
- M6.03Pullback and retest entries
- M6.04Rejection entries
- M6.05Continuation entries
- M6.06Order types for entries
- M6.07Choosing your entry family
- M6.08Stops & targets
- M6.09Position sizing
- M6.10When NOT to re-enter
- M6.11Trade management & profit-taking
M7 Trading System & Psychology
Routines, journaling, the trading plan, biases, drawdown — process over outcome.
0/12 completedModule M7
M7 · TRADING SYSTEM & PSYCHOLOGY — CONCEPT DEPENDENCY MINI-GRAPH
M7 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M7.01Pre-session routine
- M7.02During-session routine
- M7.03Post-session routine & journaling
- M7.04Building your trading plan
- M7.05Cognitive biases in trading
- M7.06Fear, greed, FOMO & revenge
- M7.07Process vs outcome
- M7.08Surviving drawdown
- M7.09The one-page plan
- M7.10Validating a method before trusting it
- M7.11The weekly review
- M7.12The psychology of size
M8 Macro & Market Context
Fed, inflation, jobs, risk-on/risk-off, VIX and what moves NQ — the weather around your auction.
0/6 completedModule M8
M8 · MACRO & MARKET CONTEXT — CONCEPT DEPENDENCY MINI-GRAPH
M8 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
M9 Options for the orderflow trader: a taster
A short taster of gamma, walls and expiry: options as context, never as entry signals. The full course is Optionflow.
0/14 completedModule M9
M9 · OPTIONS FOR THE ORDERFLOW TRADER: A TASTER — CONCEPT DEPENDENCY MINI-GRAPH
M9 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M9.01Options contracts & payoff
- M9.02Time value, theta & gamma into expiry
- M9.03IV, skew & expected range
- M9.04Open interest & GEX/DEX maps
- M9.05Call walls & put walls
- M9.06Expiry day: OPEX & 0DTE
- M9.07Vanna, charm & pinning
- M9.08Reading dealer positioning
- M9.09Combining options flow with order flow
- M9.10Gamma flips & their footprints
- M9.11Event trading with options context
- M9.12Building an options-flow dashboard
- M9.13Options flow as context, not signals
- M9.14Capstone: full-market synthesis
M10 Quant Validation
Backtests, costs in ticks, walk-forward, Deflated Sharpe, PBO, lockbox discipline and prop-firm math — prove an edge before you trust it.
0/8 completedModule M10
M10 · QUANT VALIDATION — CONCEPT DEPENDENCY MINI-GRAPH
M10 Knowledge Web: Prerequisites ← Focus Lesson → Unlocks Next
- M10.01Why most backtests lie
- M10.02Costs & slippage in ticks (NQ/ES)
- M10.03In-sample, out-of-sample & walk-forward analysisIn production
- M10.04Multiple testing & the Deflated Sharpe Ratio
- M10.05Probability of Backtest Overfitting (CSCV)In production
- M10.06Lockbox discipline: hold-out, pre-registration & the research logIn production
- M10.07Testing an order-flow idea properly: Order Flow ImbalanceIn production
- M10.08Prop-firm rule math