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
08:51 Chandrashekhar : GM all
08:54 Arcchit Agarwal : Good Morning All
08:55 Vtrender Live : 30 min charts – https://global.gotomeeting.com/join/460501157
08:56 Vtrender Live : 5 min NF charts – https://meeting.zoho.in/meeting/join?key=1375844006
08:56 Himanshu : gm all
08:57 Vtrender Live : 5 min BNF charts – https://zoom.us/j/8647754788?pwd=MXN6azg0OGFwQVhFMTlvY0c5U2ZJZz09
08:58 Manik : GM all
08:59 Naren : GM All.
09:04 Himanshu : GOOOOD Morning all
09:04 Shai : GM all
09:05 Shai : 11377 ref line for the open today
09:05 Shai : Auction strays bullish as along as 11377 holds
09:05 Shai : tgts higher are 11595 and the big one at 11540
09:05 Shai : watch 11525 at the open to hold
09:05 Ankush Jain : 11495?
09:06 Shai : 21960 a supp in BNF now since it was taken out friday
09:06 Ankush Jain : Shai NF tgts again pls
09:07 Shai : 11495* and 11540
09:10 Shai : 22440 and 22580 to watch on upsides in BNF
09:10 Chandrashekhar : Room charts getting reloaded/refreshed for anyone?
09:11 Ankush Jain : it looks fine
09:11 Chandrashekhar : re-loading every minute..
09:11 Himanshu : check your net
09:11 Uttam : Good Morning All 🙂
09:11 Himanshu : its ok here.
09:11 Himanshu : GM – UG
09:11 Aditya09 : gm all
09:11 Gopi : gm
09:11 Amit Jain : gm all
09:13 Prashant : Chat gets reloaded to 8.59 a.m.
09:13 Prashant : all the text in between goes off
09:15 Uttam : boom boom mode BNF is in?
09:15 Chandrashekhar : BNF has O-L as well Uttam
09:15 Favas : any issue with zerodha?
09:15 Uttam : 22500ce from 299-393 done
09:16 Favas : not login
09:16 Uttam : 22580 here
09:16 Uttam : going for 22992
09:16 Shai : going for 11540
09:16 Uttam : 🙂
09:19 Ankush Jain : almost there
09:19 Shai : 11536
09:19 Ankush Jain : zoho chrts fine,
09:19 Ankush Jain : room NF chrt now ok
09:20 Ankush Jain : 0s in NF
09:21 Vishnu : 1.45 dt done
09:22 Shai : book if in – (09:16) Shai : going for 11540
09:23 Shai : next review if 11540 is crossed
09:23 Chetan N : k
09:23 Shai : 89 to 105 done in 11500 ce
09:23 Ankush Jain : +1
09:23 Uttam : +1 sHAI
09:23 K2dt : super chief
09:23 K2dt : 88-102 here
09:23 Vishnu : +1 shai
09:23 Chetan N : +1 shai
09:24 Chandrashekhar : +1 Shai
09:25 Shai : +1- (09:23) K2dt : 88-102 here
09:26 Shai : 11540 is a very strong ref
09:26 Shai : I anticpate 11420 again today later if that is not taken out
09:27 K2dt : chief vix :)))
09:30 KK : UG, Bnf next booking after 22714 at 860 ?
09:35 Shai : tcs, infy, icici and hdfc
09:35 Shai : combinatio n of IT and banks in gains
09:37 Manik : Open Drive open?
09:39 Vishnu : 2.2 dt
09:41 K2dt : how to zoom zoho browser in chrome guys?
09:41 K2dt : congrats V
09:42 Amit Jain : pinch to zoom k .
09:42 K2dt : in pc i meant , Amit
09:42 Ankush Jain : anybody else facing issues with Zerodha?
09:44 Shai : 11530 sl for 11577 now
09:44 Shai : stay long abv 11530
09:44 Uttam : 22600 from 383-456 2nd round done in BNF
09:45 Vishnu : +1
09:45 Uttam : (09:15) Uttam : boom boom mode BNF is in?
09:46 Prashant : order not going in zerodha
09:46 Vyom : ya facing same issue in zerodha
09:48 Chandrashekhar : Zerodha has server issues….
09:49 Shai : exit long at cost- (09:44) Shai : 11530 sl for 11577 now
09:49 Shai : we wait into B
09:51 Vishnu : all out with 2.2 dt .
09:52 Uttam : congo V
09:52 Vishnu : hnks
09:52 Vishnu : tnx
09:56 Muralidhar : @Shai IB Range is already 103…… can we deduct that Day may turnout to be Normal to Normal Variation Day?
09:57 Shai : Comgrats Vishnu- (09:51) Vishnu : all out with 2.2 dt .
09:57 Vishnu : tnx shai
09:57 Shai : 50- 50 but you never bet against OTF- (09:56) Muralidhar : @Shai IB Range is already 103…… can we deduct that Day may turnout to be Normal to Normal Variation Day?
09:58 Rajesh G : shai your 9.16 message is not appearing in chat room here with me
09:58 Shai : As long as 11530- vwap holds, no short
09:58 Rajesh G : all other messages before and after are appearing
09:59 Shai : which message?
09:59 Sumeet : Rajesh, that happens if your connection drops in the middle. If you log out and re enter the chat, it re appears…
10:00 Ankush Jain : just refresh
10:11 Shai : 22620 supp in BNF
10:12 Shai : end of auction bar at 09.45 in BNF
10:12 Shai : could move into a P\
10:12 Shai : P*
10:13 Shai : 11540- 11560 is the zone I want to watch for the rest of this month
10:14 Shai : 20 point range given as premium is moving a 20 point band here
10:14 Himanshu : OH no Chief – covered 23500 CE 98 – 83
10:14 Ankush Jain : very narrow zone
10:14 Himanshu : thought C might give jitters
10:15 Shai : C in
10:15 Shai : eyes at 11530
10:22 Shai : 11530
10:23 Himanshu : Chief – Old Suppliers of 22700 active or profit booking here
10:24 Shai : 0’s is profit booking no?
10:24 Himanshu : Yes Sir
10:24 Shai : 09.45 was end of auction bar
10:24 Himanshu : 9,45 Zeros
10:24 Himanshu : yes
10:25 Himanshu : End of Auction – Zero is awesom
10:25 Himanshu : I had good postion at 23500CE On A end at 98 – covered in jiffy ,,
10:26 Shai : indeed – (10:25) Himanshu : End of Auction – Zero is awesom
10:27 Himanshu : Since 23500 CE is 2 Atr – but have observed .. when in contra – 15/20 points at least one time booking is good or else – one more attempt and we loose profit
10:29 Prashant : dVAL is only 5 points lower than VPAW while DVAH is 27 points higher. Is that ok??
10:29 Shai : vpaw?
10:30 Prashant : vwap
10:30 Shai : value does not connect to vwap
10:30 Shai : diff tools they are
10:30 Shai : vwap is avg weighted
10:31 Shai : value is 1 SD
10:31 Prashant : isnt dvah/L some s.d around vwap?
10:31 Shai : no 1 SD of built volume- total
10:32 Prashant : Shai, please some gyaan on dpoc, dvah, dval this thursday. Please.
10:40 Devkant : Shai could you please adjust NIFTY charts
10:41 Devkant : My bad it was ok
11:00 Rajesh G : test
11:05 Sumeet : any news ?
11:05 K2dt : massive vols
11:08 Vyom : Shai good to go long with 0s as stop?
11:08 Vyom : Uttam?
11:09 Shai : 11530 sl remains for longs
11:09 Shai : this is a long only market
11:09 K2dt : 108-125 11.5kce
11:09 Shai : (09:58) Shai : As long as 11530- vwap holds, no short
11:09 Vyom : thanks shai
11:11 Ankush Jain : 0s at top in NF
11:11 Ankush Jain : end of auction?
11:11 K2dt : vpoc also shifts above..need to trail
11:11 Ankush Jain : Shai what could be new trailing SL of longs?
11:12 Himanshu : Chief -Big seller here,,
11:12 Himanshu : in NF
11:12 K2dt : H i think those r SLs…mix of orders as 0s in middle
11:14 Shai : Intra – Buy NF 11560- 62 sl of 11528 tgt 11610/ 11655
11:14 Shai : 11530- (11:11) Ankush Jain: Shai what could be new trailing SL of longs?
11:14 Ankush Jain : thanks
11:26 Ankush Jain : auction again stuck between 2 end of 0s
11:27 Shai : yes
11:27 Shai : that 166K is a nunched up order, we ignore in NF
11:28 Naren : BNF gave 520 points in the day, is this the beginning of higher VIX that you have spoken about last week Shai.
11:31 KK : verdict postpone hua kya ?
11:32 Chandrashekhar : yes for a week
11:32 Chandrashekhar : SC gives 1 weeks time to file a reply to additional affidavit
11:38 Ankit Shah : nifty bn both below vwap
11:39 Shai : NF stopped
11:39 KK : 1.5 DT done
11:44 Prashant : A long at retest of 11512?
11:44 Shai : 11470 can come on this unexpected move below vwap
11:44 Shai : longs in trouble
11:45 Shai : can short below 11515 sl of 11540
11:46 Ravi : @Uttam – A probable FA ? that gets confirmed if we breach IBL?
11:46 Shai : Ploarity changes in NF now
11:46 Shai : long bias out for day
11:49 Uttam : yes Ravi, probable FA at top in both
11:49 Uttam : NF stayed above IBH for 27 mins 🙂
11:49 Shai : That SC news broke at 11.05?
11:50 Ravi : thanks Uttam
11:50 Chandrashekhar : around 11:10 Shai
11:51 Sandesh : @shai sir, chk dm pls
11:54 Shai : Thanks CS
11:55 Shai : Morning longs could puke if 11515 is taken out now
11:55 Shai : living on edge here
11:56 Shai : that break of vwap is the chnage
12:09 Uttam : Shai looks like ‘p’ forming?
12:10 K2dt : hence UG in stealth mode 🙂
12:10 Uttam : lol morning got 2 good trades so now waiting for the afternoon one
12:10 K2dt : +1 UG
12:11 Uttam : above 11550 NF can fill up till 11575
12:12 Uttam : Shai’s 11530 & 11515 ref on downside
12:12 Uttam : 22550 on watch in BNF
12:14 K2dt : today’s auction of nf giving zeroes at top and in the middle was similar to 14th aug…then we broke DL and reversed big time
12:14 K2dt : also it was fryday 🙂
12:21 Uttam : check spot high so far – right at the 3-day comp VAH – https://mplite.vtrender.com/?symbol=NIFTY_SPT&tf=daily&tpo=3&ll=&ul=&sp=1&startDate=10-09-2020&endDate=&nDays=0&idstr=&dstr=4.3.1.2.2.3.1&rst=0&iam=
12:24 Prashant : you look at spot highs/VAHs or continuous futures?
12:25 Uttam : this is Oct fut – https://mplite.vtrender.com/?symbol=NIFTY_E29-10-2020&tf=daily&tpo=3&ll=&ul=&sp=1&startDate=14-09-2020&endDate=&nDays=0&idstr=&dstr=5.1.2.2.3.1&rst=0&iam=
12:25 Uttam : 11589 was VAH of the comp in it
12:25 Uttam : works well on all instruments
12:27 Uttam : NF high so far 11588
12:31 Prashant : Got it. I was doing 16-18 merge and had a diff value. Not MP lite.
12:36 Favas : shai vix diving down short straddle?
12:36 Favas : *time for
12:37 Uttam : @Favas Shai has mentioend Vix will move hgiher in Oct so please be very very careful in writign options
12:37 Uttam : vix is up by 6.5% inspite of we drivign higher today since open
12:37 Favas : ug intra?
12:38 Chandrashekhar : 538 having all tpo’s in NF
12:42 Ankush Jain : below 515
12:42 Shai : on to 11478 now
12:42 Uttam : 11500pe from 80-87
12:43 Uttam : that 11500pe needs to stay abocve 90 for more upside
12:44 K2dt : Hammer here
12:46 K2dt : wo bichara LLt fas na jaye
12:46 MJ : 75k reds and 20k reds upside?
12:46 MJ : nf bnf?
12:47 K2dt : also nf came back above 515 fast
12:47 Chandrashekhar : that 75 K red looks like Sl for longs..right Shai?
12:47 Chandrashekhar : @11510
12:47 Shai : yes
12:47 Shai : if short maintain sl of 11545
12:48 Chetan N : k
12:50 Nishanth : Today because E and F are inside IB, can we say 80% rule is applicable today?
12:51 Chandrashekhar : 80% rule is applied for OAIR compared to previuos profile..RIght Uttam?
12:55 Ankush Jain : that 74k reds stuck in NF
12:55 Shai : looking for 0’s here
12:56 Shai : And ofc 11470
12:56 Ankush Jain : 11500 pe 84-90
12:57 Shai : 0’s
12:58 Chandrashekhar : +100 Shai
12:58 Ankush Jain : 1
12:58 Ankush Jain : +1 chief
12:58 Milind : +100 Shai
12:59 Shai : 11490 book half shorts
12:59 Shai : sl 11515 on rest
13:00 Chetan N : +1
13:00 Ankush Jain : 11400 PE also dropping
13:00 Ankush Jain : OI
13:00 Chandrashekhar : +1 Ankush
13:03 Uttam : 80% rule works on all balanced areas and on anytime frame
13:04 Uttam : we completed the 80% rule on a 5-day composite in NF on upside today
13:04 Uttam : stalled right at VAH of the comp
13:06 Nishanth : when you say 5 day composite, each time frame A, B etc are for what period?
13:07 Shai : 11486 abt 8 short- (12:42) Shai : on to 11478 now
13:08 Shai : 11518 expected to throw supply now along with 11536 on any probe higher intra
13:09 Shai : outside chance we may do 11420 at clsoe but sl for that is 11545 F
13:09 Ankush Jain : lao
13:10 Ankush Jain : holding 50% shorts
13:12 Ankush Jain : chief 478 gone
13:12 Shai : 11471
13:12 Ankush Jain : keep holding shorts?
13:12 Rahul : yeppp
13:12 Ankush Jain : 11400 PE OI dropping quite fast
13:13 Shai : smart guys they undertand neu X
13:13 Ankush Jain : all CE OIs rising vertically
13:13 Shai : One mess up happened with that long abv IBH today
13:13 Shai : but overall has been a smooth day
13:14 Shai : but we did reverse bias per the rules I have soken about in the training library on extension failure
13:14 Ankush Jain : +1
13:14 Shai : now we trade for neu X
13:15 Amit Jain : +1 shai vwap breaks on such day and we reverse.
13:16 Ankush Jain : But 11500 PE still steady
13:17 Shai : they will dip
13:17 Shai : underwater
13:17 Shai : All writen at 80- 82
13:17 Uttam : OI is ocming down in it
13:17 Uttam : 20.4L now
13:17 Uttam : and CE OI building up
13:17 Ankush Jain : yes starting to drop now
13:18 Shai : This is what I referred to – (11:44) Shai : 11470 can come on this unexpected move below vwap
13:18 Uttam : +100
13:18 Shai : when the market throws an egg at you, try making an omelette 🙂
13:18 Chetan N : +1
13:18 Ankush Jain : But I am vegeterian
13:18 Ankush Jain : 🙂
13:18 MJ : You make a chilla @ankush.
13:18 MJ : veg wala.
13:19 MJ : 🙂
13:19 Uttam : ok give me the egg and the omellette 😉
13:19 Ankush Jain : ha ha
13:19 Shai : 11444/ 11420 coming
13:20 Himanshu : Waking up 22300/500 Morning writers at this time they would be in noon snap mode
13:20 Uttam : 96-105 in 11500pe
13:22 Uttam : 11434 & 22264 are the 1atr objectives from today’s high in NF & BNF
13:22 Uttam : looks like BNF will lead in this also
13:22 Shai : 11498 TSL droewn from 11519- (13:19) Shai : 11444/ 11420 coming
13:22 Uttam : yeh lo
13:23 Ankush Jain : yes
13:23 Uttam : BNF confirming the FA first
13:23 Uttam : 22227 imp ref in it
13:23 Himanshu : UG – 80 % in yday profile
13:24 Himanshu : BNF ?
13:24 Ankush Jain : IS hee IS
13:25 Uttam : 22200 breaks then can tag H
13:25 Uttam : that was an ext handle in BNF on Friday
13:26 Uttam : BNF first 😉 22264 is here – (13:22) Uttam : looks like BNF will lead in this also
13:28 Naren : +1
13:28 Himanshu : Chief – Pls adjust BNF room chart
13:29 Uttam : doing well & steady – (12:43) Uttam : that 11500pe needs to stay abocve 90 for more upside
13:29 Uttam : 114 high so far
13:31 KK : If RIl holds that 2211 today, NF may be range bound or neux ?
13:31 KK : *RIL
13:36 Ankush Jain : IBL has held
13:40 Muralidhar : NF SL
13:41 Ankush Jain : NF out khaiye
13:42 Vyom : Uttam 0s in bnf now?
13:42 Uttam : yes looks like going for vwap test
13:43 Uttam : objective of 22264 almost done na
13:43 Uttam : 22380 is where the 0s start
13:44 Shai : NF short again below 11496 sl of 11521 tgt 11443/ 11420. short below
13:47 Ankush Jain : Shai is it below 0s in 1340 bar?
13:48 Shai : yes
13:48 Shai : other ref is 11519
13:49 Himanshu : 21800 pE – 127 – 93
13:49 Himanshu : Exit
13:50 Himanshu : Now to wait for K for killer
13:54 Muralidhar : NF in
13:56 Uttam : check lows of BNF in this bar – (13:43) Uttam : 22380 is where the 0s start
13:56 Shai : stopped here – (13:48) Shai : other ref is 11519
13:56 Shai : lows are not secure\
14:01 Rajesh G : nf sl hit?
14:02 Shai : exit only if 525 is crossed
14:02 Shai : vwap swipe that was
14:02 Rajesh G : ok
14:02 Uttam : rejection at vwap will be a super signal to go NEuX
14:02 Uttam : those stuck reds at lows seem to have been taken out above vwap
14:03 Shai : 11496 – 11519 range
14:06 Vyom : Shai now 0s at vwap..
14:08 Uttam : OF rocks – 160 points from here – (13:56) Uttam : check lows of BNF in this bar – (13:43) Uttam : 22380 is where the 0s start
14:09 Uttam : BNF vwap kahan hai
14:09 Uttam : (13:42) Uttam : yes looks like going for vwap test(13:43) Uttam : objective of 22264 almost done na
14:09 Arcchit Agarwal : 22600
14:09 Muralidhar : @Shai has NF changed polarity to Long now?
14:11 Uttam : room charts stuck?
14:11 KK : bnf would be better short ?
14:13 Uttam : the K period is here in a min
14:13 Uttam : lets see what it has in stone
14:13 Uttam : store*
14:21 Uttam : 22380 still holding in BNF
14:22 Shai : No-(14:09) Muralidhar : @Shai has NF changed polarity to Long now?
14:22 Shai : charts fine?
14:23 Muralidhar : Yes
14:23 Uttam : yes Shai
14:23 Sandesh : yes sir
14:23 Rajiv Ohri : yes shai
14:23 Ankush Jain : yes
14:23 Shai : May ned up as NC on that failed move below 11495
14:23 Rajesh G : means
14:24 Shai : If it would have broken 11495 again, could have been a diff close
14:24 Shai : stay out here at vwap
14:24 Ankush Jain : if 495 goes, can short?
14:25 Rajiv Ohri : looks like that move may still come id NF is here till 2.30
14:27 Vyom : 0s in both
14:27 Vyom : Uttam any FA at lows also??
14:31 Ravi : a close at NC will still be a bias downward with the FA at top confirmed?
14:34 Muralidhar : @Shai were there any instsnces of NF crossing IB thrice 🙂
14:38 Shai : NC is a neitral bias not a down bias
14:38 Shai : that move to lows in G and H was long caught off , not new shorts
14:39 Ravi : Thanks Shai
14:39 Ankush Jain : we didn’t breach IBL
14:39 Ravi : did by 5-7 points
14:40 Ravi : IBL wwas 11460
14:40 Ankush Jain : Low=IBL in data box
14:40 K2dt : spot we did…futs we didnt Ravi
14:40 Ravi : ok let me re-check
14:40 K2dt : like chief said most likely NC
14:41 Ankush Jain : it will be NC in spot
14:41 K2dt : ah yes..
14:42 Himanshu : BNF – UG
14:42 Himanshu : Is it NC
14:44 Prashant : What is NC?
14:44 Prashant : Neutral centre?
14:44 K2dt : neutral center
14:45 Prateeek : neutral centre
14:45 Prashant : ok
14:45 K2dt : Prateeek seeing u after quite some time
14:45 K2dt : how u doing?
14:45 Manik : cant be neutral centre as ibl not broken
14:46 Prateeek : fine bro. trying to be regular here now. went off for a few months due to other engagements
14:46 K2dt : +1
14:47 Manik : NV so far
14:50 K2dt : vols drying in nf since 1430 bar
15:04 Himanshu : UG – PWH 22367 is secured here ?
15:04 Ankush Jain : UG not here
15:09 Uttam : can call in Neitral Day in both
15:09 Uttam : Neutral
15:10 Uttam : though NF just missed breakin the iBL but 2-way auction seen
15:13 Himanshu : UG – 22367 can be said secured ?
15:13 Himanshu : Whats 2 ATR from today’s FA
15:15 Ankush Jain : today’s NF atr is 173
15:15 Ankush Jain : 11587-346 it would be?
15:18 Uttam : BNF 2 atr comes to 21689 H
15:19 Shai : 20 poinmt prem again
15:19 Himanshu : Thx UG
15:21 Ankush Jain : UG my ATR calc is correct?
15:21 Uttam : there are different ways to calculate ATR A
15:21 Uttam : so its just a reference so can take it either ways
15:21 Uttam : plus I take the 15 period one
15:22 Ravi : but our FA target calc is either from IBH – ATR or IBL + ATR correct Uttam?
15:22 Uttam : FA tgt is calculated from the FA point R
15:22 Ravi : Thank U!
15:23 Ravi : tat i did not intend ya..dont know why i typed IBH IBL
15:23 Ravi : for FA
15:24 Ankush Jain : NF settling at vwap
15:25 Uttam : dPOC also right here
15:25 Uttam : nice Normal balanced profile in it
15:25 Uttam : NF
15:28 Uttam : both OI falling into the close – writers not taking a chance looks like
15:28 Uttam : thanks All 🙂 have a lovely evening
15:29 Shai : Bye all
15:29 Shai : Have a nice evening
15:29 Himanshu : Bye all
15:29 Himanshu : Thx chief and Ug – 2 DT day – 2 tardes
15:29 Naren : Bye All
15:29 K2dt : congo H
15:29 Himanshu : *trades
15:29 K2dt : bye all
15:30 Himanshu : thx Kusha