filiusnocte

$ES_F Trader | $NQ_F Opportunist
Reading the auction, not the headlines. Humbled daily, still showing up.

[filiusnocte @filiusnocte]

𝐅𝐢𝐥𝐢𝐮𝐬 𝐍𝐨𝐜𝐭𝐞 - 𝐫𝐨𝐮𝐠𝐡𝐥𝐲 “𝐬𝐨𝐧 𝐨𝐟 𝐭𝐡𝐞 𝐧𝐢𝐠𝐡𝐭” 𝐢𝐧 𝐋𝐚𝐭𝐢𝐧.
𝘍𝘰𝘳 𝘢𝘭𝘭 𝘵𝘩𝘦 𝘥𝘢𝘺𝘴 𝘴𝘱𝘦𝘯𝘵 𝘪𝘯 𝘵𝘩𝘦 𝘮𝘢𝘳𝘬𝘦𝘵, 𝘢𝘯𝘥 𝘢𝘭𝘭 𝘵𝘩𝘦 𝘯𝘪𝘨𝘩𝘵𝘴 𝘴𝘱𝘦𝘯𝘵 𝘴𝘵𝘶𝘥𝘺𝘪𝘯𝘨 𝘪𝘵.

I trade the US index futures market, with $ES_F as my primary instrument and $NQ_F when the opportunity demands it.

I use 𝐨𝐩𝐭𝐢𝐨𝐧𝐬 𝐟𝐥𝐨𝐰 and 𝐯𝐨𝐥𝐮𝐦𝐞 𝐩𝐫𝐨𝐟𝐢𝐥𝐞 to understand context, and 𝐨𝐫𝐝𝐞𝐫𝐟𝐥𝐨𝐰 to execute. My tools are @QuantData for options flow, and @SierraChart with chartbooks developed by @CrisburFX and @jestertrading33 for orderflow.

I wait for the right conditions.
I define the risk.
I execute.
Then I study what happened.

𝐓𝐡𝐢𝐬 𝐚𝐜𝐜𝐨𝐮𝐧𝐭 𝐢𝐬 𝐰𝐡𝐞𝐫𝐞 𝐈’𝐥𝐥 𝐝𝐨𝐜𝐮𝐦𝐞𝐧𝐭 𝐭𝐡𝐚𝐭 𝐩𝐫𝐨𝐜𝐞𝐬𝐬.

Expect post-market trade recaps, market observations, execution reviews and, eventually, a weekly outlook covering the levels, scenarios and opportunities I’ll be observing in the week ahead.

𝐍𝐨 𝐬𝐢𝐠𝐧𝐚𝐥𝐬.
𝐍𝐨 𝐥𝐚𝐦𝐛𝐨𝐬. 𝐍𝐨 𝐠𝐮𝐫𝐮 𝐚𝐜𝐭.
𝐍𝐨 𝐩𝐫𝐞𝐭𝐞𝐧𝐝𝐢𝐧𝐠 𝐞𝐯𝐞𝐫𝐲 𝐭𝐫𝐚𝐝𝐞 𝐢𝐬 𝐚 𝐰𝐢𝐧𝐧𝐞𝐫.

Just the market, the process, and the work behind the screen.

[filiusnocte @filiusnocte]

Yeah, it’s one of the best platforms out there, but it’s frustrating having to rely on developers to recompile custom studies after updates. For example, I recompiled some studies after the October 18 update, only for another update to drop on October 21, meaning I had to do it all over again. Simply frustrating…

[filiusnocte @filiusnocte]

@QuantData Thank you, guys! 🫡

[filiusnocte @filiusnocte]

Had a fantastic day trading $ES_F today! Took one of my A+ setups, so here’s the breakdown.

The key level on my radar was 7700 on $SPX, where a high concentration of negative DEX and GEX pointed to a potential ceiling for the session. The equivalent level on ES was 7742. This was my key level of interest, so I turned to the orderflow charts to assess the market’s reaction as price approached it. Shoutout to @QuantData for the tools that help me put these analyses together!

Net Drift showed persistent put-buying activity from the beginning of the session, which established my bearish bias early on. When price tapped my level of interest, Net Flow confirmed the lack of interest in call buying, adding further confluence to the short setup.

I took an initial short a bit too early, anticipating the move, but protected myself at breakeven and waited for a retest of the level. That’s when things got interesting: aggressive buyers were absorbed right at that level, as you can see on the footprint chart. That was my confirmation to enter short.

Price gave me the move I was looking for and I stuck to my daily profit target to maintain consistency, even though I ended up selling the exact top.

Really happy with how I managed this trade! Great setup, solid confirmation, and disciplined execution.

As always, I’ve attached the options flow analysis, orderflow charts, and execution chart.

[filiusnocte @filiusnocte]

@Topstep 250ks

[filiusnocte @filiusnocte]

@Ty_Damore @dotjosh 250ks

[filiusnocte @filiusnocte]

Every CPI the market does the same thing: spike one way, spike the other, then ask "who's paying for this?"

Curious who it's going to be today.

[filiusnocte @filiusnocte]

And here’s the orderflow chart showing the confirmations for the winning long trade.

[filiusnocte @filiusnocte]

Today I took one win and one breakeven on $ES_F. The winner was a long from 7837 after price tapped 7834.5, Thursday’s VAH. Orderflow showed sellers getting absorbed and buyers starting to take control at that level. I’ll leave the orderflow entries in the replies and attach the options flow and execution charts here.

But I want to talk a bit more about the breakeven trade, because it’s not exactly something to be proud of. I went long at 7851 with 1 mini, targeting 6 points while risking a move down to 7828. I deliberately took a negative R trade because I need three more qualifying profit days to secure a max payout, and I’ve built enough cushion in my account to allow for this kind of setup. With CPI coming tomorrow, I expected a more balanced session and believed that a significant move lower would likely require a strong catalyst, such as unexpected news or a spontaneous Trump tweet. Since nothing like that happened, I kept holding on to my position, even as the options flow and orderflow were showing bearish signals. I felt married to my entry and couldn’t bring myself to close the trade or flip my bias. Trading half size made the drawdown easier to tolerate, but deep down, I knew I was struggling to accept being wrong.

I honestly don’t have a clear answer yet to how we learn to take losses properly. This isn’t something I struggle with often, as my read is usually good and price tends to move in my direction. But when it doesn’t, there’s this little voice in my head telling me not to close the trade at a loss. I know I should cut losses short and move on, yet I’ve also had plenty of situations where I did exactly that, only to watch price reverse and go straight to my original take-profit. I know that’s not a reason to hold a losing trade, but it’s something that gets into your head over time.

Have you struggled with this too? What helped you get comfortable with taking losses over time?

[filiusnocte @filiusnocte]

Great zones and great analysis! Smart call not to execute when you're not in the right headspace, I think that's crucial. I did something similar today. After a quick short scalp at the start of the session, I just watched the market unfold and didn't take another trade after that win.

[filiusnocte @filiusnocte]

Today, I took a quick short scalp on $ES_F after seeing $NQ_F sell off right at the open. It was a challenging session, and I’m glad I took the opportunity and called it a day.

Fridays are about capital preservation for me, so I prefer to keep my risk exposure low and avoid forcing trades.

Have a great weekend, everyone! 🤝

[filiusnocte @filiusnocte]

@aaplbottomjeans I'm using your filter on QuantData and it's doing a great job! 🔥

[filiusnocte @filiusnocte]

Today, something happened that rarely happens to me. I changed my intraday bias during the session after getting confirmation from the options flow charts.

I entered long on $ES_F after seeing heavy call-buying activity and the put & call lines crossing together. My target was 7845. Price reached 7844.5 and then reversed.

I protected the trade by moving my stop to breakeven after seeing heavy put-buying activity at those highs and the puts crossing with the calls once again. In real time, I didn’t close the trade earlier because price was only 0.5 points away from my take profit target and the closest low I could use to protect the position was the low at my entry. I was definitely caught up in the hopium for those last 0.5 points at the top and that’s a lesson in itself.

The trade ended at breakeven, and I then entered short after getting further confirmation from the orderflow chart showing trapped buyers at the top, combined with the heavy put-buying activity on the options flow.

I’ve attached the options flow, orderflow, and execution charts below, along with my analysis.

I’m very happy that I had the clarity to adapt to what was happening in the charts. Great session overall!

[filiusnocte @filiusnocte]

@samuraipips358 No firefighter does that, true, but it's a flawed example. Firefighters get paid monthly even when there are no fires to fight. A trader with no trades in a month earns nothing. Agree with your point, not the analogy.

[filiusnocte @filiusnocte]

@Options_Master1 @QuantData @aaplbottomjeans I've also been a subscriber for several months and I agree! One of the best tools out there for intraday options flow.

[filiusnocte @filiusnocte]

@RutaTrader Thanks! 🔥Had to bring the screen time somewhere, might as well be here. :)) 🤍

[filiusnocte @filiusnocte]

Today I didn’t participate in the $ES_F sell-off because I hesitated and missed that opportunity.

Once I saw the bears were in control, I wanted to see if they could push price below the 7816–7810 area. At 7816, the low of the day formed, and I started seeing strong buyers stepping in on the footprint.

The heavy call buying at those levels, combined with the lack of interest in buying puts on the options flow, gave me the conviction to enter long after the retest.

Full analysis below, including the options flow, order flow, and execution charts.

[filiusnocte @filiusnocte]

@MifflinTrades Thank you! 🔥

[filiusnocte @filiusnocte]

Here's a trade example from yesterday. I’ve attached the full analysis, including the order flow confirmations, options flow analysis, and execution chart.

For me, the options flow was a huge help in understanding that I shouldn’t fade the move. There was no sign of dealers buying protection to the downside. If anything, they were being forced to hedge higher as price moved up.

The market was call-heavy throughout the day, and every pullback was bought in this positive gamma environment, with no significant put buying. That gave me more confidence that price would continue higher in search of value, with longs being rewarded along the way.

It was also really helpful to see that dealers added a significant amount of delta above price intraday, and then migrated even higher toward the upper levels. To me, that was another bullish signal. You can see that clearly on the interval map I attached here.

Let’s see what the market has in store for today.

[filiusnocte @filiusnocte]

@tradercams You can start with as little as $5k, but ideally I’d recommend having at least $10k-$20k. That gives you enough room to build consistent monthly profits you can actually live off without taking excessive risk or putting the entire account at risk.