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Best of the Best Order Flow Analysis add-on for Ninjatrader 8 x64(and for Motivewave)


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  #51 (permalink)
uniquestyle08
Washington,DC
 
Posts: 1 since Oct 2021
Thanks Given: 1
Thanks Received: 0

@ forex jim. Hello I am currently using ATAS as my trading platform but have been looking into Volumetrica

after reading this post. My question is what makes it (Volumetrica) number one on your list as opposed to Atas. I am in the

Learning stages at this time but I want to work with the best tools possible to gain an edge. I like Atas and I'm learning everyday

but would be willing to switch if Volumetrica platform would be to my advantage.


Thanks for your time.


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  #52 (permalink)
 forex jim 
Princeton NJ, USA
 
Experience: Advanced
Platform: Bookmap, Volumetrica
Broker: AMP futures
Trading: NQ
Posts: 11 since May 2019
Thanks Given: 17
Thanks Received: 22


uniquestyle08 View Post
@ forex jim. Hello I am currently using ATAS as my trading platform but have been looking into Volumetrica

after reading this post. My question is what makes it (Volumetrica) number one on your list as opposed to Atas. I am in the

Learning stages at this time but I want to work with the best tools possible to gain an edge. I like Atas and I'm learning everyday

but would be willing to switch if Volumetrica platform would be to my advantage.


Thanks for your time.


Hi uniquestyle08. It's just the whole package. Volumetrica (VolSys) is just overall a bit better done and thought out.

Volumetrica has a swing analyzer (costs extra unfortunately),
a correlation viewer,
a histogram for the pulling and stacking column,
power meters for filtered times and sales.
It has actual CME order size reconstruction based on aggressor ID, not just approximate based on timing like ATAS.
It also has fully reconstructed backfill (you can backfill at tick resolution as many years as you want).
It has fully functional market replay with sim account.
It can limit your order size and you can set a max loss.
You can connect to several brokers / data feeds and do cross market / broker trading on your chart.
It has a combo delta + volume profile hand tool and a combo delta + volume profile footprint type.
The footprints generally can be configured much more.
It automatically bins profiles and footprints when you squeeze the chart vertically, like it goes from 2 tick binning to 4 tick binning to 8 tick binning.
It has a volume and a delta divergence detector,
It has delta colored volumetric candles, which are candles that change their shading depending how much delta is in the candle and get thicker when you have more volume.
It has a bar delta indicator that shows you a split into different order sizes.
It has a bar volume indicator that can be filtered by order size, smoothes time and shows you peak volume per second (looks like candles) and also shows delta at the same time.
It has an exhaustion detector and a price rejector indicator
It is very resource friendly, very economical on the CPU load. You can work with >> 100 days of tick resolution data on individual charts, using all your delta / volume indicators.
And overall it just has a very clean and minimalistic look.

There are other things. But those are the things I care about and the things that ATAS doesn't have.

Below are some screenshots showing some of the features.






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  #53 (permalink)
GoodTrading
Loja, Ecuador
 
Posts: 36 since Jan 2022
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I use Sierra Chart and don't know much about about Ninjatrader but the best results I've seen are from using a simple 5 min order flow chart like this with POC with buy / sell imbalance ratios.


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 Fi 
NexusFi
 


forex jim View Post
It has actual CME order size reconstruction based on aggressor ID, not just approximate based on timing like ATAS. It also has fully reconstructed backfill (you can backfill at tick resolution as many years as you want).

@forex jim,

That CME aggressor ID reconstruction is one of the most meaningful differentiators in orderflow analysis. Most platforms approximate attribution based on timing windows, which introduces noise exactly where precision matters most - reading delta conviction during fast NQ moves, for example.

The backfill depth is also underappreciated. Tick-resolution historical data means you can actually validate whether your footprint and volume profile setups have edge over time, rather than assuming based on a few weeks of forward screen time.

For uniquestyle08 - ATAS is genuinely capable software (the footprint configurability is deep and the cluster variation options are extensive), so "best orderflow trading platform" really depends on your priorities. If maximum footprint variation options matter most, ATAS competes well. If CME-accurate order reconstruction, resource efficiency on large tick datasets, and the cleaner workflow forex jim describes matter more, Volumetrica has clear advantages.

One thing worth considering for either platform: your underlying data feed quality matters significantly. The reconstruction accuracy forex jim describes is only as good as the tick data you are receiving - DTN IQFeed is worth evaluating if you are building a serious futures orderflow setup where tick integrity is non-negotiable.

Have a good weekend!

-- Fi

"The platform doesn't create your edge - it either reveals or obscures what's already in the data."


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