Order Flow Ultra [Plazo Sullivan Roche Capital]

Order Flow Ultra [Plazo Sullivan Roche Capital]
Professional Manual

What this tool is

Order Flow Ultra (OFU) is a regime-aware trend-flip execution engine paired with a decision-grade order-flow ladder. It’s designed for 3m/5m execution on liquid instruments where micro-structure matters (XAUUSD, NAS100, BTC, EURUSD/GBPUSD), while staying aligned with institutional positioning logic (HTF bias, VWAP location, sweep→displacement confirmation, session context).

It answers two questions, fast:

“What side is the market structurally favoring right now?”
“Is this a good location to execute with minimal drawdown?”

Core Logic (How signals are born)
1) Order Flow Engine: Adaptive ATR Trailing Regime

Builds a basis (KNN of price).
Builds dynamic bands around basis using ATR and an adaptive multiplier:

Multiplier expands/contracts based on volatility stretch (ATR vs ATR average) and trend persistence (KNN of direction step).

Maintains a state machine (BULL / BEAR / NEUTRAL) using “confirmBars” to reduce single-bar noise.

A BUY signal occurs when regime flips to BULL AND price is above basis (with optional clearance).

A SELL signal occurs when regime flips to BEAR AND price is below basis.

Why it works: it’s basically a smart KNN-style regime flip, but the multiplier adapts to market conditions, so it doesn’t get “one size fits none” behavior.

Fund-Grade Layer (Why it’s not a toy)

OFU isn’t just “signal when line changes color.” It’s permissioned execution.

2) Fund-Grade Filters (Gates that prevent garbage trades)

These are toggles—each one is meant to eliminate a specific institutional failure mode:

A) Session Filter (time + liquidity)
Trades only inside your allowed NY blocks.

Prevents entries in dead liquidity (where spreads widen and stop runs are uglier).

B) HTF Bias Gate (Buffered Tri-State)
Uses H4 and/or D1 EMAs (your selectable modes).

Adds a buffer (ATR or %) so you don’t “choke signals” on tiny HTF wiggles.

Supports non-choking logic:
Block Opposite Only (recommended): allows trades unless they’re clearly against HTF.

Require Alignment (stricter): only trades aligned with HTF.
This is why your newer fix matters: HTF isn’t treated as binary; it’s Bull / Bear / Neutral.

C) Rolling Session VWAP (resets each session block)
VWAP is computed intraday with reset at each allowed session window (your requirement).

VWAP Gate can be:

Block Only (recommended): stops dumb trades far from VWAP.
Require Alignment: forces above/below logic.

D) Sweep + Displacement Latch
Requires a liquidity sweep (break of swing) + a real displacement candle (ATR-based) to validate intent.

Uses a time window (“valid for N bars”) so you don’t need the sweep on the exact entry bar.

Institutions care about who got trapped + who displaced price after the trap. This gate forces that narrative.

E) NY Open Sweep Gate
Builds pre-NY range, then requires a sweep/displacement around NY Open window.
Again uses a latch window to avoid being too restrictive.

F) Anti-Whipsaw + Cooldown
Cooldown prevents spam flips.
Min-hold logic blocks immediate opposite flips unless there’s an “emergency” move.
This is why you won’t get chopped to death in chop zones.

The Ladder (How to read it like a pro)
Your ladder is not “pretty volume.” It’s a decision panel.

What it measures
Over a lookback window:

It bins price into rows.
For each row it estimates:
BUY volume (up candles)
SELL volume (down candles)
Net delta proxy (BUY − SELL)
It then derives structure tags:
POC = highest total activity (magnet)
HVN = high volume nodes (sticky areas / chop risk)
LVN = low volume node (thin air / fast travel zone)
The key summary row


You’ll see something like:

FLOW (BULL/BEAR/NEUTRAL with score)
TAKE=YES/WAIT
GO=YES/NO (LVN)
POC↑ / POC↓ / POC@
I
nterpretation:

FLOW = immediate order-flow tilt near price (weighted by closeness).
TAKE=YES = institutional permissioning (no POC/HVN/COMP; plus HTF/VWAP if strict).
GO=YES (LVN) = your sniper mode:

you are at an LVN band (thin liquidity zone)

in TREND regime

and the LVN is on the correct side of VWAP (bull above VWAP; bear below)

This is the “minimal drawdown” logic.
LVNs are where price moves fast. HVNs are where price chews you up.

Best Practices (How funds would actually use it)
Your default operating mode (recommended)

Chart: 5m execution, 1m for refining entries (optional).

HTF: H4 20 + D1 50
HTF Gate Mode: Block Opposite Only
VWAP Logic: Block Only
Sweep+Displacement: ON
NY Open Gate: ON for NAS100/XAU/BTC when trading NY morning.

When to take trades

You take a trade when you have:

Signal (BUY/SELL)
Market permission (TAKE=YES)
Ideally GO=YES (LVN) for highest quality entries
If signal prints but TAKE=WAIT:
That’s not “no trade forever.”

That’s “wait for location.” (pullback to VWAP / shift away from HVN / after POC resolves)

When to avoid trades

POC@ near current price → price is rotating; you’ll get chopped.
HVN at price band → sticky, slow, whipsaw risk.

COMP regime → signal quality drops unless you are explicitly trading range fades (and even then, require sweep).

Managing “buy and sell close together”

That happens when:
the regime flips fast (chop), or
your cooldown/anti-flip is too loose, or
you’re trading inside HVN/POC magnet territory.

Fix (institutional style):

Increase minBarsBetween
Increase minHoldBars
Enable Flip Clearance

Avoid trading when POC@ or HVN tags are at price band

Best Timeframes

For your style (3m/5m, NY time):
Primary: 5m (best balance of signal integrity + execution)
Aggressive scalps: 3m (more trades, more noise; tighten filters)

Avoid as primary: 1m unless you’re purely refining entries after GO=YES shows.

Best Assets to Trade

Your stack rank for OFU:

1) NAS100 (US100)
Cleanest displacement behavior around NY windows.

Responds very well to NY Open Gate + VWAP logic.

2) XAUUSD
Sweeps + displacement are reliable.

LOVES VWAP + HTF bias alignment.

3) BTC
Works great, but volatility is regime-shifting; keep ATR regime filter ON.

Use session windows for your own discipline, not because BTC sleeps.

4) EURUSD / GBPUSD
Works well; use session filter strongly (London/NY overlap and NY AM).

Tick-volume limitations mean ladder “volume” is more of a proxy—still useful, but treat it as structure + delta proxy, not gospel.

How it stacks vs our other fund-grade tools

Order Flow Ultra is the execution + location specialist.

Compared to our more complex SMC/Bank Grade engines:

Those tools excel at mapping (FVG/OB/PD arrays, killzones, structure).

OFU excels at “Do I pull the trigger now?” with regime + VWAP + LVN/HVN/POC logic.

Compared to a pure bias engine:
Bias engines tell you direction.
OFU tells you direction + location quality + whether microstructure is favorable.

Compared to “table-heavy” tools:

OFU’s ladder is optimized for fast reads: FLOW → TAKE → GO → POC vector.

In practice: use your SMC/ICT indicator as the map, and OFU as the sniper permissioning + trigger confirmation.

Trading Hacks (Practical edge boosters)
Hack 1: “GO=YES is your entry permission. Signal is your timing.”
If GO=YES but no signal yet → wait for the flip.
If signal prints but GO=NO → wait for pullback / location improvement.

Hack 2: Use POC direction like a gravity cue
POC↑ after a BUY bias = price often drifts up to it.
POC↓ after a SELL bias = drift down.
If POC@ = don’t force it.

Hack 3: Treat HVN as “no-man’s land”
If your signal fires into HVN:
reduce size
tighten management
or skip entirely

Hack 4: One-session VWAP reset = cleaner reads
You asked for rolling reset per session block—this is huge.
It makes VWAP reflect today’s fight, not yesterday’s baggage.

Hack 5: Use High Conviction alerts as your “only trade” mode
If you want cleaner execution:
trade only HC BUY / HC SELL alerts for 2 weeks.
Then loosen once your stats are proven.
Recommended Preset (Your “default killer” for NY execution)

For NAS100 + XAU, 5m:
Session Filter: ON (NY AM block)
HTF: H4 20 + D1 50
Bias Strictness: Strict (H4+D1) OR D1 only (if too restrictive)
Gate Mode: Block Opposite Only
VWAP: ON
Logic: Block Only
Distance: 0.25 ATR
Sweep+Displacement: ON (valid 20 bars)
NY Open Gate: ON (valid 60 bars)
Anti-Flip: ON
Cooldown: 6–12 bars depending on chop

Operator Checklist (30 seconds)

Before taking a trade:

Are we in session? ✅
FLOW shows BULL/BEAR (not neutral)? ✅
TAKE=YES? ✅
GO=YES (LVN) preferred? ✅
Avoid POC@ / HVN at price band ✅
If HTF/VWAP enabled, are we aligned or at least not clearly opposite? ✅