Leo
Leo

Leo

Futures trader and founder of OrderFlow Labs (OFL). I develop proprietary tools and analytics for interpreting liquidity, volume, delta, and market structure.

Live Trader

Full-time Trader

XInstagramWebsite

Trading Timeframe

Intraday 5-30 Minutes

Instruments Traded

NQ

Trading Approach

Auction-based order flow

THE FREEDOM

Get Leo's fully modular DOM for NinjaTrader8

By downloading you agree to our privacy policy.

Trading Approach

When volume profile shows a clear Point of Control (POC) shift and footprint confirms aggressive buyers or sellers driving price away from value, align your entries in that direction. The auction is telling you where participants are willing to do business, fighting it is low-probability.

Large limit orders on the DOM can be spoofed, so I don't enter based on them alone. Instead, I cross-reference with time & sales to confirm whether those orders are actually absorbing flow. When I see real absorption, price stalling at a level with high trade activity printing on T&S, that's a high-confidence entry signal.

Most traders use footprint imbalances to get in, but they're equally powerful for getting out. When you're in a trade and the imbalance starts flipping, ask imbalance turning into bid imbalance, or delta diverging from price, that's the market telling you the auction is losing conviction. I Scale out or exit before the crowd catches on.

Get started with a free 14-day trial of NinjaTrader and access the same platform our traders use

Simulated trading is hypothetical and does not reflect actual trading or real-world results.