Futures & Order-Flow Trading
Build order-flow strategies with native footprint, DOM and heatmap tools.
Futures traders increasingly rely on order flow, footprint charts, the depth of market and heatmaps, to see real-time supply and demand. Algovex ships a native order-flow node library so you can build and backtest these strategies visually, then export to Python, Pine Script or JavaScript/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.
What Algovex gives you
- ▸Native footprint, DOM/order-book and heatmap nodes (Level 2 data).
- ▸Liquidity-wall and sweep detection for stop-run setups.
- ▸Backtesting with realistic cost modelling.
- ▸Export to Python, Pine Script or JavaScript/TypeScript to run on your own platform.
Strategy templates to start from
Learn more
Frequently asked questions
Does Algovex support order-flow and footprint analysis?
Yes, Algovex has a native order-flow node library including footprint, DOM/order-book and heatmap nodes that require Level 2 data, which you can drop into a strategy and visualise on the chart.