Forge Cross-market large-order confluence for NinjaTrader 8

Quick info

Platform

NinjaTrader 8 on Windows

Concept

Large aggressive orders rebuilt on up to four instruments, flagged when several land on the same side within a set window

Designed for

Traders who watch related futures, such as NQ, MNQ, ES and MES, and want their large orders in one place

Best used when

You trade one market and want to see, without extra charts, whether size is hitting the others at the same moment

Instruments

Any four from NinjaTrader’s instrument list. Futures load the current contract automatically

Data

Level 1 trades with bid and ask. Tick Replay for dots on historical bars. No Order Flow+

Access

Part of the FlowForged Suite, free during the private beta

What Forge does

Forge reads the tape of up to four instruments at once. On each one it rebuilds large aggressive orders, and when enough instruments print a large order on the same side within the confluence window, it marks a confluence event.

Each trade is classed as a buy if it fills at the ask or above, and a sell if it fills at the bid or below. Same-side trades that arrive within a few milliseconds of each other, 6 ms by default, are added together into one order. If that order reaches the instrument’s Min Order Size, it becomes a dot on that instrument’s row.

Every time a new order lands, Forge looks back over the confluence window, 1 second by default. If at least three instruments (the default Min Instruments) each printed an order on the same side in that window, it is a confluence: their dots are drawn larger, a line marks the bar, an alert can sound and the Strategy Builder outputs are set.

Everything is drawn in its own panel below your chart, one row per instrument, with each dot on the bar where the order started.

Purpose

A large sell on ES tells you about ES. Whether NQ, MNQ and MES took size on the same side in the same second is a separate question, and answering it by eye means watching four tapes at once.

Why choose it

• Thresholds per instrument. Each of the four slots has its own Min Order Size, Aggregation Window and Merge Price Range, so a micro and a mini are each judged on their own scale.
• You set how strict it is. A Confluence Window from 1 to 30 seconds, and the number of instruments that must agree.
• One panel, no extra charts. A row per instrument under the chart you trade, with dots on the bars where the orders landed.
• Live size changes. The Forge menu on the chart toolbar edits each instrument’s Min Order Size without opening the indicator dialog.
• Current contract loaded for you. For futures, Forge loads the contract from NinjaTrader’s rollover schedule, whichever expiry you picked.
• Alerts and outputs. A real-time alert names the side and the markets, and four plots expose each event to Strategy Builder.
• No Order Flow+ needed. It reads Level 1 trades with bid and ask.

How it works

1. Classify each trade. At or above the ask is a buy, at or below the bid is a sell. A trade between the two takes the side of the trade before it.
2. Rebuild the order. Same-side trades no more than the Aggregation Window apart, 6 ms by default, are summed into one order.
3. Apply the size test. An order at or above the instrument’s Min Order Size becomes a dot. Qualifying orders on the same bar and side, within the Merge Price Range, are combined.
4. Check the other markets. Forge looks back over the Confluence Window for the latest same-side order on each instrument.
5. Mark the confluence. If at least Min Instruments markets have one, their dots are enlarged and the event is drawn, alerted and output. Same-side events less than a second apart count once.

Key capabilities

• Up to four instruments from NinjaTrader’s instrument list, one row each
• Large orders rebuilt from the tape with per-instrument size, time and merge settings
• Confluence when a set number of instruments print same-side orders within a 1 to 30 second window
• Dedicated panel: buy and sell dots per row, enlarged dots with a halo for confluence, and a line through every row at each event
• Forge menu on the chart toolbar: live Min Order Size per instrument, a feed status dot and Clear Events
• Real-time alert with your own sound, naming the side and the instruments
• Four Strategy Builder plots: signal, buy, sell and instrument count
• Current futures contract loaded from NinjaTrader’s rollover schedule
• Keeps recording while its chart tab is in the background

How to set up Forge in NinjaTrader 8

1. Add FF Forge from the Indicators window to the chart you trade. It opens in its own panel below the price chart.
2. Under 1. Instrument 1 to 4. Instrument 4, pick up to four instruments, for example NQ, MNQ, ES and MES. Your chart’s own instrument only gets a row if you add it to a slot.
3. Set each slot’s Min Order Size for the contract in it. The defaults (150, 300, 500 and 300) belong to the slot, not the market.
4. Under 5. Confluence, keep the 1-second window and 3 instruments, or lower Min Instruments to 2.
5. For dots on historical bars, turn on Tick Replay in the chart’s data series settings. Without it, the panel fills from the moment Forge loads.

New to NinjaTrader add-ons? The install guide covers importing, Tick Replay and common fixes.

Forge FAQ

Works well with

Conclusion

Forge does not tell you to take a trade. It shows where large orders landed on each market you watch, and marks when several of them hit the same side together:

• Up to four markets in one panel
• Thresholds set per instrument
• Each confluence drawn, alerted and exposed to strategies

Futures trading involves substantial risk and is not for every investor. Chart examples show past market activity and are not indicative of future results. Forge is an analytical tool, not trading advice.