The key to using Order Flow trading is to determine market depth. This describes the places where Market participants have taken positions or the zone they have transacted. The Order Flow is like a list of trades and helps to know how other traders are placed in the market.
Vtrender helps you to stay on top of the Market by understanding Order Flow. This increases your flexibility, your data analysis capability and your winning trade signals. And you make your existing systems better.
NF
BNF
Room Chat
08:48 Vtrender Live : 5 in NF charts additional- https://join.me/530-694-241
08:48 Vtrender Live : 30 min NF and BNF charts – https://global.gotomeeting.com/join/426415277
08:49 Vtrender Live : 5 min BNF charts additional- https://zoom.us/j/8647754688?pwd=Z3NYU0tja0J3SE4zVkIydGdQY2FEZz09
08:57 Shai : GM all
08:57 Shai : ref linje for the open is at 13025 this morning
08:58 Shai : NF was a neutral day on friday
08:58 Shai : larger range remains 12903- 13147
08:58 Shai : BNF 29650 ref line for the day
08:59 Shai : friday’s auction did not probe abv thursday’s highs and hence acceptance abv 29650 to watch
08:59 Shai : range reamins 30028- 29272
09:05 Rusi : Gm all
09:09 Romen : GM to all
09:10 Rohan : GM All
09:12 Uttam : Good Morning All 🙂
09:12 Augustin : Gm all
09:12 Rusi : Gm
09:13 Pratik : GM
09:15 Abhinav : Good morning
09:16 Shankar : Good Morning All!
09:16 Chandrashekhar : GM all
09:16 Uma : Gm all
09:20 Uma : It is OTD downwards rt
09:20 Shai : Open in range and value
09:20 Uttam : volumes also so far on the lower side
09:24 Ankush Jain : 13000 ce/pe can work today?
09:26 Shai : unsettled market
09:26 Shai : let it settle
09:26 Ankush Jain : ok
09:30 Shai : NF to tgt 13075 sl below 10019
09:30 Uttam : 13019*
09:31 Uttam : BNF needs to get above 29672 & sustain
09:32 Shai : 13019*
09:38 Rajesh G : test
09:40 KK : low vol
09:42 Himanshu : GM all
09:43 Shai : 122 doable in that 13000 ce
09:43 Uttam : thanks Shai, holding from 103
09:46 Abhinav : too early to say it looks like an ORR?
09:46 Uttam : OAIR
09:47 Uttam : prev range & value with low volumes
09:47 Uttam : both have compelted 80% up in Fridays balanced profile
09:47 Abhinav : ok
09:49 Uttam : 13000pe OI on the rise since open
09:50 Augustin : buyers above friday’s VAH confirm upward bias?
09:51 Sanjib : boom boom
09:51 Uttam : BNF getting some greens
09:51 Shai : 13065 book half- (09:30) Shai : NF to tgt 13075 sl below 10019
09:52 Shai : sl at 13038 on rest
09:52 MJ : o=h spot bnf
09:52 Shai : 120 done- (09:43) Shai : 122 doable in that 13000 ce
09:52 Uttam : +1
09:52 Sanjib : +1 Shai
09:52 Chandrashekhar : +1 shai
09:52 Sadees : +1 Shai
09:52 Shai : green band in NF was the cue
10:00 Chandrashekhar : +1 Shai, those bands started from 13000 levels..which acted as support on Friday
10:02 Uttam : that 517 green & 245 at top in BNF stalling the move
10:04 Rajiv Ohri : Shai ar we still long with 038 as SL
10:05 Uttam : (09:51) Shai : 13065 book half- (09:30) Shai : NF to tgt 13075 sl below 10019(09:52) Shai : sl at 13038 on rest
10:06 Shai : Book out balance also
10:06 Shai : that 13000 ce pe comes into play now
10:06 Rajiv Ohri : Thanks
10:06 Shai : 201 cmp
10:06 Shai : 232 sl tgt 159
10:07 Manoj : are you conveying sell the straddle
10:07 Manoj : 13000
10:08 Jitender : ys Manoj
10:08 Gopi : jit, bnf view ?
10:09 Romen : what does 13000 ce pe mean?
10:09 Jitender : 710-680 has seller…..630 is ST pivot
10:09 Jitender : Romen..he means watchn the 13k ce n pe
10:10 Jitender : and call was to sell both,,,as a combo
10:10 MJ : thanks Jit.
10:10 Jitender : wc
10:10 Romen : ok. thanks.
10:10 Siddhesh : Sell CE and PE both?
10:11 Jitender : wc guys
10:11 Uttam : NF getting ready for a C side
10:11 Uttam : BNF has similar A side singles at both ends
10:11 Uttam : B is right in middle
10:12 Uttam : yes – (10:10) Siddhesh : Sell CE and PE both?
10:12 Viswas : .95 at high in both jit
10:12 MJ : bnf has band.
10:12 MJ : blue one to follow.
10:12 Uttam : stuck green getting ot in BNf looks like
10:12 Siddhesh : Thanks
10:12 Uttam : no follow up below VWAP if they were fresh reds
10:13 Jitender : didnt get u (10:12) Viswas : .95 at high in both jit
10:16 Shai : very interesting Viswas. That is a very old school methodology
10:16 Shai : how long have you been trading?
10:18 Uttam : I think Viswas wants to say algos at play as MJ once commented in the room that when highs are in decimal points it means algos doing it
10:18 Jitender : irrelevant nowadays
10:18 Jitender : multiple algo’s run the show now
10:19 Uttam : BNF looks good for a C side too on up
10:19 Shai : it’s a theory from pre algo days. 0.95 at highs was considered a top
10:19 Uttam : another 501 green
10:19 Shai : but algos came and disrupted that entire thing
10:19 Jitender : yh bata price 🙂 (10:19) Shai : it’s a theory from pre algo days. 0.95 at highs was considered a top
10:19 Viswas : it works sir, not alway but 80% of the time in all segments. doing live testing from last 2.5yr.
10:19 Shai : maybe 15 years back people were doing it
10:20 Shai : yes bata it wa scalled :)- (10:19) Jitender : yh bata price 🙂 (10:19) Shai : it’s a theory from pre algo days. 0.95 at highs was considered a top
10:20 Uttam : @Viswas BNF high & low both has 0.95 so how will you take it?
10:20 MJ : OAIR then 🙂
10:21 MJ : premium eating.
10:21 Uttam : that we knew in the open itself
10:21 MJ : MP and OF over other tactics in order of importance.
10:21 Uttam : (10:12) Uttam : stuck green getting ot in BNf looks like(10:12) Uttam : no follow up below VWAP if they were fresh reds
10:22 MJ : 630 gave bounce @jit.
10:22 Shai : One hot at 13080/ 83 in C can come
10:22 Uttam : aaya kya? – (10:11) Uttam : NF getting ready for a C side
10:22 Shai : hit*
10:22 Viswas : first they follow the trend to take same side algo, later they eat opposite side algo. as per my observation. not taking trades by seeing only algos, sometimes they not work
10:23 Jitender : yes MJ 🙂
10:23 Jitender : daily bread n butter..almost tere..2 trades..both btfd
10:23 MJ : stfr btfd done.
10:23 Viswas : but in swing trading they eat those algos on next day or within 5 days
10:24 Uttam : B inside A and so far C inside B in BNF
10:24 Jitender : grt M
10:24 Uttam : you went long MJ 🙂 – (10:12) MJ : bnf has band.(10:12) MJ : blue one to follow.
10:25 MJ : 630 pivot trade UG.
10:25 Uttam : 29720 next hurlde in BNF to sustain
10:26 Sanjib : VIX uo 4.39%
10:26 Sanjib : *up
10:27 Uttam : so you went long on 630 inspite of red band about which you had msgd MJ?
10:27 Jitender : Sanjib..dec is long series…straddle buys n hedges will happen tis week
10:27 Uttam : BNFffff
10:27 Uttam : NF C side is here
10:27 Sanjib : OK Jit. Thanks
10:27 Augustin : Next ref in BNF is 29949?
10:28 Sanjib : 742 green flag #BNF?
10:28 Uttam : 29850 pull back high of that Trend Day Augustin
10:28 Uttam : if BNF manages to get above 29780
10:28 Augustin : Ok
10:28 MJ : 742 contract bnf. waddup?
10:29 Uttam : (10:19) Uttam : BNF looks good for a C side too on up(10:19) Uttam : another 501 green
10:29 Augustin : @Uttam – Am referring to MPLite for prev levels.. You keep notes?
10:32 Uttam : that is nice A +1 – (10:29) Augustin : @Uttam – Am referring to MPLite for prev levels.. You keep notes?
10:32 Uttam : yes I have a dairy where I mark daily levels
10:33 Augustin : Got it. Tks
10:33 Uttam : diary*
10:34 Uttam : BNF has 10 more mins for that C side
10:34 Uttam : je baat
10:34 Uttam : boom boom
10:35 Uttam : 1698 red with 0s at top though lot of time left in this bar
10:35 Uttam : 29835 – (10:28) Uttam : 29850 pull back high of that Trend Day Augustin
10:35 Shai : 13084.5- and in C – (10:22) Shai : One shot at 13080/ 83 in C can come
10:35 Uttam : +1
10:35 Jitender : bata taken out Vishwas…630 gave DT also 🙂
10:36 Viswas : yes jit. now lower one pending.
10:37 Jitender : cool
10:38 Shai : BNF auction looks over
10:38 MJ : c highs with 0s
10:38 MJ : in both.
10:38 Uttam : unable to stay above IBH
10:38 Uttam : 29850 imp ref in it
10:38 Uttam : it gets taken out then can go for 30100
10:39 Uttam : with 299970 minor hurdle
10:39 Uttam : NF seems to be leaving a C side ext handle
10:40 Uttam : 13122 is the TRend Day ext handle in it
10:40 Uttam : BNF 29858 new high
10:41 Shai : o’s taken out BNF
10:41 Uttam : 13000pe OI surpaases that of CE
10:42 Uttam : 37L to 33.7L now
10:42 Arjun : can we say C has volume ?
10:43 Uttam : yes vols coming in both
10:43 Shai : yes
10:44 Uttam : (10:39) Uttam : with 299970 minor hurdle(10:40) Uttam : 13122 is the TRend Day ext handle in it
10:44 Uttam : NF almost tags that Trend day ext handle
10:44 K2dt : wwoww
10:44 K2dt : super it was
10:44 Augustin : When price has moved away a lot, do we wait for vwap test to go long?
10:46 Viren : Nifty Showing Big Neg Back to Back COT red above 1000
10:46 Viren : and near previous point of crime area ?
10:47 Shai : profit booking
10:47 Shai : 13080 can be restested
10:58 Gopi : 40 points premium in nfty
11:05 Shai : I have to do a quick logoff and login to get yesterday’s holiday updated. Please bear. will take less than 1 min.
11:07 Shai : And back
11:07 Shai : 13080 is now a new supp for NF
11:07 Shai : we have to buy dips till that holds
11:07 Shai : A resest would be nice
11:08 Shai : Early mins of a trend setup
11:08 Shai : If E>D we work trend day
11:08 Bhuvan : shai 13000 combo is still a hold ?
11:09 Shai : we have to exit that on dip – 202 still gettabel to exit
11:09 Shai : 119 likely to hold in 13000 ce
11:10 Bhuvan : ok shai
11:20 Rajesh G : test
11:29 Uttam : BNF just missed tagging the 1.5 IB of 29923
11:32 Prashant : One question. What is this thick fat white line at 13104? DPOC is different, right at 13110?
11:32 Uttam : C side extension handle being saved in both so far
11:33 Uttam : that is also the POC but gets updated on the 5min TF – (11:32) Prashant : One question. What is this thick fat white line at 13104? DPOC is different, right at 13110?
11:35 Prashant : DPOC is deay’s poc, where max vol has been done, right?
11:35 Prashant : day’s
11:43 Prashant : mplite shows 13105.65 as today’s vpoc
11:45 Prashant : room chart has it 13110 for a while now. What is what goes over my head sometimes.
11:46 Uttam : we have almost equal vols at 13105 & 13110 it means – simple 🙂
11:47 Uttam : MPLite has 2 color bands in todays profile
11:47 Uttam : the pink color is the dPOC & the lighter brown one is a HVN
11:48 MJ : 30k ce writers can get a scare today?
11:48 MJ : 13.1L oi there.
11:51 Shai : if you look at the Volume histogram on the 30 min chart link, the diff is minor between the 2 volumes – (11:45) Prashant : room chart has it 13110 for a while now. What is what goes over my head sometimes.
11:51 Shai : https://global.gotomeeting.com/join/426415277
11:52 Shai : so what really happens is that the 5 min chart has a rotation factor of 5 mins which makes it the first to pick up the vol change, though it is only few mins only
11:52 Shai : but on a 30 min rotation the vol profile will show more volume in the 30 min charts
11:53 Shai : Buy NF abv 13118 sl of 13098 tgt 13152
11:54 Prashant : thanks…i hope i remember it
11:54 Shai : exit from the 13000 ce pe pair
11:55 Shai : o’s abv 13117
11:55 Uttam : boom boom
11:55 Chandrashekhar : reds @ 13130 , old business Shai?
11:56 Bhuvan : done shai
11:56 MJ : 0s in middle.
11:56 Viswas : somone booked huge 1585
11:56 MJ : 0 in middle of the bar guys.
11:56 Bhuvan : shai sold 12800pe and 13300ce
11:56 Shai : Book 13128- (11:53) Shai : Buy NF abv 13118 sl of 13098 tgt 13152
11:58 Uttam : BNF needs to make new highs
11:58 Uttam : lets go BNF
11:59 Uttam : dPOC shifts higher to 29830 in it
11:59 Shai : only booked cos of taht 1500 red
11:59 Sumeet : 1 lakh biggie
12:00 Viswas : 865 guy booked shai?
12:03 Uttam : dead vols in BNF
12:05 Shai : second reason for that exit was green tgt came small at 13127 and was done
12:05 Shai : these red band is the same green closing
12:06 Shai : 13095 supp as red band
12:17 Shai : Buy NF again 13114 sl of 13094 tgt 13152
12:17 Shai : red band closes
12:27 Bhuvan : what was this ?
12:28 MJ : Tornado!
12:28 MJ : illiquid tornado.
12:28 Shai : NF stopped longs
12:28 Shai : exit
12:29 Jitender : algo (12:27) Bhuvan : what was this ?
12:29 Shai : 13073 supp 2
12:30 Uttam : low volumes so a big order giving a swipe down in both
12:30 Uttam : 1788 red with 0s in BNF
12:31 Uttam : (12:03) Uttam : dead vols in BNF
12:37 MJ : Jit, where you sniffed algo activity? Somewhere earlier than this 0 bar?
12:40 Kailash : in BNF no Ib or green band since morning
12:42 Shai : This supply is big- (12:30) Uttam : 1788 red with 0s in BNF
12:42 Uttam : yes BNF stalled exactly at that level in the next 2 bars
12:42 Shai : 29512 can come on tah red sl abv 29855
12:44 Uttam : that red came at IBH plus just above PDH
12:44 Uttam : right now locked between 29700 & 29790 BNF
12:55 Viswas : RIL zoom, isko kya hua
12:56 Anuj null : idea has raised some tarrifs
13:00 Jitender : didnt MJ….was just commenting
13:02 Shai : BNF exit shorts at cost- (12:42) Shai : 29512 can come on tah red sl abv 29855
13:02 Shai : 29750
13:02 Shai : flat here – no trade open
13:02 Uttam : messy profile in BNF so could just keep repariing it all day
13:03 Uttam : can NF take that F period selling tial out?
13:05 Uttam : 29790-29700-29610 is the zone it is in now BNF
13:06 Sanjib : chart stuck
13:06 Prateeek : room chart stuck
13:06 Uttam : BNF going for dPOC tag
13:06 Uttam : (13:03) Uttam : can NF take that F period selling tial out?
13:07 Viswas : charts stuck
13:08 Rajesh G : shai why did u close bnf shorts
13:08 Uttam : did not sustain below VWAP R
13:09 Rajesh G : ok
13:09 Uttam : that measn seller not doing a good job
13:09 Rajesh G : thanks UG
13:09 Uttam : 🙂 _/\_
13:11 Gopi : charts fine ?
13:11 Sanjib : stuck
13:12 Prateeek : stuck
13:16 Vidhyasagar Lingesan : UG.. 29790 it is
13:16 Shai : charts fine?
13:17 Rajiv Ohri : y
13:17 Vidhyasagar Lingesan : Now yes
13:17 Prateeek : yes chief. now
13:22 Shai : +1
13:31 Uttam : 29700
13:36 Rajesh G : test
13:37 Uttam : BNF upto something her
13:37 Uttam : here
13:41 Uttam : forcing those shorts to exit looks like
13:41 Sumeet : with a tiranga bars on top…
13:49 Shai : 🙂
13:49 Shai : It is 🙂
13:49 Shai : locals playing 15 point rotations
13:50 MJ : Lol shai
13:50 MJ : locals are still reading margin doc 😛
13:50 MJ : Tiranga bar! @Sumeet nice one.
13:53 Shai : Auction stalled in a P after that C side break up today
13:53 Shai : A close abv 13152 is bullish today
13:53 Shai : 13020 looks secure into thursday morning
13:54 Shai : 47 still doable in 13000 pe with sl abv 71
13:55 Bhuvan : shai i have sold 12800 pe and 13300ce , can i switch to 12900pe or 12950pe?
13:57 MJ : K moves expected chief?
14:02 Shai : not sure
14:02 Shai : time to switch positionals is near clsoe not mid day or on increased vols
14:03 Shai : Any close abv 13150 will hit 13300 though as we have singles
14:03 MJ : Okay bossman.
14:03 MJ : thanks.
14:07 Shai : Buy 13100 ce at 99 sl of 79 tgt 135
14:08 Shai : This green band tgts 13171 plus
14:12 MJ : hellow pwh!
14:14 MJ : 2000 reds bnf
14:15 Shai : book at 101- (14:07) Shai : Buy 13100 ce at 99 sl of 79 tgt 135
14:15 Shai : Not giving confidence to hold
14:18 Gopi : does icici bnk help to get 30k
14:22 MJ : need to trade above 2k contract in bnf.
14:22 MJ : then majja.
14:32 Rajan Modi : Shai; any open trade now?
14:32 K2dt : UG u givin a spike?
14:34 Shai : cn spike
14:34 Shai : bands give trades- no bands open- (14:32) Rajan Modi: Shai; any open trade now?
14:35 Shai : next green band and abv 13155 can tgt 13200
14:35 Shai : till then we wait
14:35 Shai : that long in 13100 ce was good but he bailed out in that pink band
14:35 Shai : pink box**
14:38 MJ : 30k and 13200 mcdreamy!
14:38 MJ : 50 mins for it.
14:39 Shai : jumpy market
14:39 MJ : Very chief.
14:39 MJ : Feels like hampi roads.
14:40 Prashant : That is some understatement..
14:40 Viswas : ce not make highs, but pe make new lows
14:40 Arjun : is it becuae of new margin rules?
14:40 Shai : SL of 12126 into close
14:40 MJ : 13126*
14:41 Shai : looking for a spike to 13200
14:41 Shai : Thanks MJ- (14:40) MJ : 13126*
14:41 Shai : 40 point prem is there but it is normal fr day 1 and day 2
14:42 Uttam : BNF 29960 high
14:42 Uttam : 29970 nikalo and lets get to 30100
14:42 MJ : pes melting in bnf.
14:43 Shai : 44 now- (13:54) Shai : 47 still doable in 13000 pe with sl abv 71
14:43 Uttam : (13:31) Uttam : 29700(13:37) Uttam : BNF upto something her(13:37) Uttam : here
14:44 Bhuvan : went for 12900pe @34 now 24.8, shai it can be carried for tomorrow ?
14:44 Uttam : from that 29699.5 low BNF gave a run upto 29960
14:45 Shai : 13020 sl into thurs morning
14:46 Rajiv Ohri : Shai spike time is till?
14:48 Shai : 3.10
14:56 Uttam : 29971
14:57 Uttam : BNF to the dot
14:57 Uttam : NF get abv that 13162
14:58 Uttam : and lets do 13191
14:58 Uttam : 30056 is 2 IB in BNF
14:58 Uttam : 30100 is the hvn above it
15:00 Prashant : Only 780 vol in nf
15:01 Shai : yes poor
15:01 Shai : explains the spikes also we saw
15:01 Uttam : +1
15:07 Shai : put exit orders near 12190
15:07 MJ : finally L gets higher high in nf.
15:07 Shai : 13190**
15:07 Uttam : 🙂
15:08 Viswas : slow mov. today
15:08 Uttam : to spike or not to spike…
15:13 Viswas : hdfcb slides
15:14 Viswas : dpoc in focus?
15:17 Shai : exit all day longs – pink is non carry of longs
15:17 MJ : shai 13200 ce can stay short?
15:18 MJ : Or too close to comfort? 45 right now.
15:18 MJ : booking at open thought.
15:18 Shai : 13300 safer
15:18 MJ : based on these reds. Okay chief.
15:18 MJ : thanks
15:19 Bhuvan : shai carrying 13250 , 13300 ce with 12900pe n 12850 pe ?
15:19 Bhuvan : is it safe
15:19 MJ : bnf doesn’t like my idea to sell something. 😀
15:19 Shai : 13000- 13000 range
15:19 Shai : 13300- 13000*
15:21 Himanshu : Chief – BNF range
15:29 Uttam : thanks All 🙂 have a lovely evening
15:29 Shai : 30170- 29288 BNF
15:29 Shai : Bye all
15:29 Shai : Have a nic eevening
15:39 Himanshu : k