Futures & Order-Flow Trading
Order flow and futures are on the roadmap. Index strategies with volume profile and VWAP work today.
Futures traders increasingly rely on order flow, footprint charts, the depth of market and heatmaps, to see real-time supply and demand. Algovex does not offer futures data or Level-2 order-flow nodes yet: order-flow and market-depth nodes are coming, without a date. What you can do today is build rule-based logic on six indices, forex, metals and oil with volume profile, VWAP, liquidity-sweep and ICT/SMC nodes, backtest it, and export it to Python, Pine Script, JavaScript or TypeScript.
Why automate futures & order flow?
Order-flow reads are fast and rule-heavy, absorption, imbalances, sweeps of resting liquidity. Encoding them as a strategy lets you backtest what actually works and execute consistently, instead of relying on split-second discretionary reads. Until order-flow nodes arrive in Algovex, the closest you get here is price- and volume-based logic: liquidity sweeps, volume profile and VWAP.
What Algovex gives you
- ▸Order-flow and market-depth nodes (footprint, DOM, heatmap): on the roadmap, no date.
- ▸Liquidity-sweep and equal-high/low detection for stop-run setups, available today.
- ▸Volume profile and VWAP nodes, backtested with realistic costs on indices, forex, metals and oil.
- ▸Export to Python, Pine Script, JavaScript or TypeScript to run on your own platform.
Strategy templates to start from
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Frequently asked questions
Does Algovex support order-flow and footprint analysis?
Not yet. Order-flow and market-depth nodes (footprint, DOM/order-book, heatmap) are coming, without a date, and Algovex does not offer Level-2 or futures data at launch. Today you can build liquidity-sweep, volume-profile and VWAP strategies on indices, forex, metals and oil.