If u masturbate before reading the orderbook, makes you analysis clearer. Just dont mastubare on ICT is will cause brain fog and sleepiness.

Gamma is non-predictive simply because executed orders dont move price. Price moves on low executed orders. GEX gamma assumed that hedging activity is: 1. Big enough to price ( rationally since executed orders dont move price why do you can about huge hedging execution ) 2. That hedgers are obliged to execute. And execute in the underlying. And do so with size. And do so immidiately. All these farfetched objectives are technically impossible to realize and even if realized they still wont predict price as well as a : 1. A good limit orderbook data feed in say a $QQQ , $SPCX or $BTC 2. An innovative judiciously rationally costomized software 3. A daily states changes read that predicts at US open, all moves and their character from US open to close.

Gamma is non-predictive simply because executed orders dont move price. Price moves on low executed orders. GEX gamma assumed that hedging activity is: 1. Big enough to price ( rationally since executed orders dont move price why do you can about huge hedging execution ) 2. That hedgers are obliged to execute. And execute in the underlying. And do so with size. And do so immidiately. All these farfetched objectives are technically impossible to realize and even if realized they still wont predict price as well as a : 1. A good limit orderbook data feed 2. An innovative judiciously rationally costomized software 3. A daily states changes read that predict from US open to close.

Ninjatrader is still alive? .. no imballances cant predict price. In fact, big moves occur on little volume. The entire story is played at the limit level.

Yeah. Not really. Market orders have no impact on the next prices. I wouldnt even call them aggressive orders because when big moves occurs they occurs on little to no volume...

This is not orderflow. This is mostly price action. But I would much rather have a great TA guy analyse price and call it orderflow then have the opposite. And this is coming from an expert orderbook reader that hates TA.

You must use it to predict the entire day.

Small moves on their own cant be predicted. Good orderflow read would predict the entire day tick for tick from open to close by reading orderflow at open. The entire day is an orderflow event. Not any part of the day represents an independed event. Plus, volume delta is non-predictive as big moves occur on little to no volume.

And fourth option is to read the orderbook "correctly", not price action, to predict not only which one of your supposed options will occur and what is it's extend and charateristics. Your orderbook skills (0/10)

1. There are no dark pools in futures 2. I don't use "warm maps" and my intention from reading orderbook is not to see where buyers are because buyers location doesn't impact price. 3. I am a loving person by nature but I hate it when poeple on the one hand promote and execute on prop-firms like Vest which is at the same time a prop, a broker, and exchange executing orders against client orders. And on the other hand, wonder about conflict of interest in sweeping retail. $QQQ

Limit orders determine price. Price can move up / down infinity on no limit orders at (t= any millisecond) here is a recorded example of that

I wouldn't call market orders aggressive. It's a misnomer. I would call them passive. In fact, I would call limit orders aggressive, especially a secret aspect about them in #orderflow at $QQQ and $BTC

Not worried about DELTAS. More that most American data feeds drop chunks of data from the limit side. The skill to handle and broadcast data is no longer there in USA. So they just send snapshots of the limit orders every 300ms.

I would call market orders agressive. It's a mis-nomer. I would call them passive. In fact, I would call limit orders aggressive, especially a secret aspect about them.

How is that orderflow? That's a choppy day. You should not even trade it. That big volume dot can lead to any whichever outcome. It's non-predictive.

Orderflow needs to be analysed logically. Every generation that comes to orderflow brings it's background with it. They built heatmap gex walls for support and resistance guys. Price ladders and foot prints for price action guys. In reality orderbook is neither this nor that. Orderbook must be understood thought backtesting important data in the orderbook and reading secret differences in the liquidity. No one can do that. Expecially, the masses that just want copy paste software and refuse the innovate and build their own software based on how they see orderflow especially the $BTC guys.

Option gamma is not predictive simply because executed orders bear no significance in predicting future prices. And that is if the many farfetched and imaginary assumtion of GEX guys are true. Like heding in an underlying say a $QQQ, $BTC or a $TSLA .Problem is you still need to make sure when the hedging must occure, how the hedging must occut and where the hedging must occur, how much of it must occur and is it that hedging and only hedging alone that moves prices. So volume based traders are wrong for normal reasons. GEX guys even more wrong than volume based guys.

Option gamma is not predictive simply because executed orders bear no significance in predicting future prices. And that is if the many farfetched and imaginary assumtion of GEX guys are true. Like when the hedging must occure, how the hedging must occut and where the hedging must occur, and is it that hedging and only hedging alone can move price. So volume based traders are wrong for normal reasons. GEX guys even more wrong that volume based guys. Here is recorded evidence of price moving on zero volume. Where is the hedging in this move?

How do you know the hedge is occure in the same underlying. Even if you know, you need to clearly assure me that you are not led to believe that option hedging alone is what drives price movement.