Auction Engine & Auction Engine AI

Volume profile auction states for NinjaTrader 8, explained by AI

The engine measures the auction. The AI says it in plain words.

The Auction Engine builds a session volume profile and sorts what it sees into one of 17 auction states. That is the context every trade happens in. The AI layer takes that exact read and writes it out for you: the state, the value structure, and what would break it. Same snapshot, two forms.

No Buy/Sell arrows in either one. The engine hands you the context, the AI puts it into sentences. You still make the call.

Walter, founder of Flow.42

For years I guessed what kind of day it was. Now I let the auction tell me. On the days I want a second read, it tells me in plain words. Walter, founder of Flow.42

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17 auction states
VPOC · VAH · VAL · HVN · LVN
AI read in 7 languages
MNQ 09-26 · 1 Min · Auction Engine · live LIVE

Two products, one job: context

They are built to work as a pair, but each one earns its place on its own. Here is what each does and what that is worth to you at the desk.

Auction Engine

The measuring instrument. It reads the session's volume auction bar by bar, same input, same output, every time, and writes every read down.

  • Builds the profile: VPOC, value area, HVN/LVN nodes from session volume
  • Names the auction: one of 17 states, colour-coded, no fence-sitting
  • Tracks price against prior value (pVPOC, pVAH, pVAL)
  • Checks the tape against the state: Tape Agreement scores how much the live order flow agrees with the read and warns on conflict
  • Drops a marker on the exact bar where the auction changed character
  • Keeps a table of the last completed sessions: VPOC, VAH, VAL, high and low
  • Hands its context to VolDrive, VolImbalance and the other Suite tools. They dim signals that fight the auction
What that gets you You stop guessing what kind of day it is. Before you take any signal, you know whether the market is balancing, rotating, trending, or failing, and your other indicators know it too.

Auction Engine AI

The explanation on top. One click sends the engine's snapshot to the Flow.42 backend and brings back the read as written text. Only when you ask, never per bar.

  • A short, plain-language read: the state, the value structure, what it tends to mean
  • A directional gauge, scaled by the engine's own confidence, not the model's guess
  • The invalidation stated up front: what would break the read
  • Seven languages. You read it in the one you think in
  • Read-only window you can scroll, select, and copy into your journal
What that gets you On the days you are unsure, you get a second read in sentences. The kind of note you would write yourself if you had a free minute at every decision point. You usually do not.

The AI never decides anything. The engine stays the deterministic classifier. The model only puts what the engine already measured into words.

One session, read twice

The easiest way to see how the two fit together: follow one morning. Left is what the engine shows on the chart. Right is what the AI writes when you click AI Analyst at that moment.

Time The engine shows The AI writes
09:30the open
Open Above Prior Value

Confidence 64 · price opens above pVAH · prior value drawn below

"The session opened above yesterday's value area. Buyers start with the advantage, but an open alone is not acceptance. Watch whether price holds above pVAH or gets pulled back into prior value."
10:15the drive
Imbalance Up

Confidence 81 · Tape aligned · marker IMB UP printed · dVPOC migrating higher

"Price is driving away from value with volume building behind it. One-sided auction. Pullbacks toward developing value are more likely to hold than to reverse while this structure lasts."
11:40the test
Higher Value Acceptance

Confidence 72 · value rebuilt above prior range · price holding above pVAH

"Value has been rebuilt above the prior session's range and price is accepted there. Continuation context. Invalidation: acceptance back below pVAH on volume. If that happens, this read is off."

Seventeen states, colour-coded

Every state gets a colour by direction: green for bullish, red for bearish, gold for warning, grey for neutral. Watch the flip on failed auctions, it catches people: a failed upper auction is bearish, a failed lower one is bullish. The four rotation states are new. Rejection of Lower or Higher Prices marks the early turn at the edge of value. Return to Value marks the proven rotation back through prior value, with the far side of value as the target.

Imbalance Up Imbalance Down Higher Value Acceptance Lower Value Acceptance Failed Lower Auction Failed Upper Auction Rejection of Lower Prices Rejection of Higher Prices Return to Value from Below Return to Value from Above Balance / Rotational Mid-Value / No Edge Open Above Prior Value Open Below Prior Value Open Inside Prior Value Transition / Unclear Initializing

What the engine puts on your chart

Everything here comes with the Auction Engine. The AI layer sits on top of it.

Value lines

Prior and developing VPOC, VAH and VAL, the prior range, the session open, HVN and LVN zones. A label on every line. The developing values can be drawn as a stairstep through the session, and the prior levels can be drawn over the prior session too.

State panel and summary box

Session, state, confidence, location and the numbers behind them. With detail on: invalidation, target, reason and a hint. The summary box shows the current profile values. Hover any past bar and the panel rolls back to what it showed at that bar.

Tape Agreement

A score from 0 to 100 for how much the live tape agrees with the state: aligned, neutral or conflict. On conflict the panel switches to the warning colour, the hint becomes a warning, an amber marker goes on the chart, and the Suite can be told to treat the bias as neutral.

Overview table

One row per completed session: VPOC, VAH, VAL, high and low, for the last 3 to 10 sessions. Draggable, and it remembers where you put it.

Toolbar buttons

AE State, AE Summary and AE Table show or hide the panels. Auction Engine ON/OFF hides the whole engine and tells the Suite there is none, so you can compare your signals with and without the auction context. AI Analyst runs the written analysis.

Sessions

Profile sessions: RTH, ETH, Asian, Custom, or ETH and RTH together as one continuous session keyed to the RTH day. Windows across midnight work. An optional Auction Hub shares the engine settings across your charts.

Open to BloodHound and your own scripts. Transparent plots publish the auction context as plain numbers: state, location, tape status, the buy and sell bias, and the prior and developing value levels. Any NinjaScript or BloodHound template can read them, without a type reference.

How the AI call works

It only fires when you click. Never on a render, never per bar. It runs in its own window, so if a call ever fails, your chart just keeps going untouched.

1

Click AI Analyst

One button in the chart toolbar, next to the engine buttons. No drag, no polling. You click it when you want a read.

2

Backend writes the text

The engine's snapshot goes to the Flow.42 backend, which owns the prompt and the model. Same rules every time, in the language you picked.

3

Window opens

A directional gauge up top, bearish to bullish, with the state and the tape verdict on one line. The written read below. Scroll it, select it, copy it into your journal.

🇩🇪 German 🇬🇧 English 🇧🇷 Portuguese 🇪🇸 Spanish 🇮🇹 Italian 🇫🇷 French 🇨🇳 Chinese (Simplified)

Pick your version

The Auction Engine does the reading. The AI Auction Analyst is a $60 per month add-on that writes the analysis on top. The engine handles the top rows, the Analyst adds the bottom ones. New here? Start with the engine, then add the Analyst whenever you want it.

Auction Engine $148 / mo The measuring instrument Requires Level 2 and tick data 14-day free trial AI Auction Analyst Add-On +$60 / mo Monthly subscription only · on top of the Auction Engine Currently includes up to 500 AI requests per month, subject to fair use
Session volume profile (VPOC · VAH · VAL · HVN · LVN)
17 auction states, colour-coded
Confidence score and hover history look-back
Tape Agreement: live tape against the state, with conflict warning
State change markers on the chart
Overview table of the last completed sessions
Suite bridge (VolDrive, VolImbalance and co. read the context)
Written analysis on demand (one click)
Directional gauge with invalidation line
7 response languages
Copyable result window (white or terminal green)
Get the Engine Add the AnalystNeeds the Auction Engine

Get both for the full read.

The live filter for your whole Suite

This is the part no other indicator in the box can do. The Auction Engine does not just sit on your chart. It reads the auction, sets the live auction context, and hands it to the rest of Flow.42. VolDrive, VolImbalance, VolSpike, AbsorptionMap and VolLiqMeter read that same context and weigh their own signals against it, live. A signal that agrees with the auction stands out. One that fights it gets dimmed. Same tools, far fewer bad calls.

Your Suite fires
VolDrive · long push
VolImbalance · short
AbsorptionMap · bid absorption
VolSpike · sell spike
Auction Engine
Higher Value Acceptance
bullish continuation,
the live session context
filters ▸
The auction keeps what fits
VolDrivewith the auction
VolImbalancedimmed
AbsorptionMapwith the auction
VolSpikedimmed

One system, not seven separate indicators. The Auction Engine is the only Flow.42 tool that feeds the rest. Each Suite indicator still runs perfectly on its own. Wire the engine in and they stop firing blind: they read the same auction you do and weigh every signal against it. Switch the engine OFF in the toolbar and you see your signals without the auction, so you can compare. That alignment is the edge you do not get from any single tool.

AUCTION ENGINE FAQ

What the panel is actually saying

The questions traders ask me first, answered the way I would answer them at the desk. Engine first, then the AI layer.

Q: Is this right for me?
It is for traders who want to know what kind of market they are in before they act. The context, not a prediction. If you already trade around value, auctions and volume, it will fit the way you think. It is not for you if you are after buy/sell arrows or a bot that trades on its own. There are none here, and there never will be. The engine hands you the read. The call stays yours.
Q: How is this different from a normal Volume Profile?
A volume profile shows you where volume traded: the high and low volume nodes, the value area, the point of control. It draws the map and stops there. The Auction Engine reads that same map and asks the next question: did the market accept those areas, reject them, defend them, or move away from them? That is the part a profile cannot tell you. Put simply: the profile gives you the location, the Auction Engine gives you the context and behaviour around it, named as one of 17 states, marked on the exact bar it changed, and handed to the rest of your Flow.42 Suite. The profile is the input. The read is the point.
Q: Is the Auction Engine a buy/sell signal?
No. There are no arrows and no entries. It reads the session's volume auction and tells you what kind of market you are in: balanced, accepting value higher or lower, imbalanced, rotating back to value, or an auction that just failed. You still decide what to do with that. It will not call the next tick. It tells you the context that tick is happening in.
Q: What is the State line telling me?
The State is the engine's one-line read of the auction right now, picked from 17 named states. The text colour carries the direction: green leans bullish, red bearish, gold says be careful, grey is neutral. One thing worth remembering: a failed auction flips. A failed upper auction is bearish, a failed lower one is bullish. When the tape runs against the state, the whole panel switches to the warning colour and the State line says so.
Q: What does the Confidence number mean?
Confidence (0 to 100) is how cleanly the engine sees the current state, not a probability that price goes your way. A high number means the auction structure is unambiguous. A low one means the read is shaky, and you should treat it that way. With Tape Agreement on, the panel shows two numbers side by side: Structure, which is this confidence, and Tape, which is how much the live order flow agrees with the state.
Q: What is Tape Agreement?
The state describes the auction structure. Tape Agreement checks whether the live tape actually trades that way. It scores the recent bars from 0 to 100 and reports aligned, neutral or conflict. A conflict has to persist for a few bars before it is shown, so a single bar cannot flip it. On conflict the hint in the panel becomes a warning and an amber marker goes on the chart. You can also tell the engine to report a neutral bias to the Suite while state and tape disagree, so no signal gets dimmed on a read the tape does not support.
Q: What are the rotation states?
Four of the 17 states describe the turn back toward value. Rejection of Lower Prices and Rejection of Higher Prices mark the early stage: the market tested prices beyond an edge of value and rejected them. Return to Value from Below and Return to Value from Above mark the proven rotation: price has come back through prior value and the far side of value is the target. They are on by default. Switch them off and the engine falls back to the previous state machine without them, which also changes how the Suite dims its signals.
Q: What is the difference between developing and prior values?
The developing values (dVPOC, dVA) belong to today's session as it builds, live and still moving. The prior values (pVPOC, pVA) are last session's finished profile, and they are the reference price gets measured against. The profile is built from Tick Replay. When the panel says "Prior: enable Tick Replay", switch Tick Replay on in the chart's Data Series. When it says "Prior: load more history", it has no prior session yet. Scroll back to feed it more bars.
Q: What are the State Change Markers?
A dashed vertical line with a short label, dropped on the chart at the exact bar where the auction changed character: IMB UP, FAIL DOWN, LVA, REJ LOW, RTV UP, and so on. They only print on a real change into a meaningful state, never on every bar. Read them left to right and you get the story of the session: where it drove, where it failed, where it turned back, where value shifted.
Q: When does the AI run, and will it slow my chart down?
Only when you click AI Analyst. Never on a render, never per bar. The call runs on a background task, so your chart keeps going untouched while it works. If it fails, it fails quietly in its own window and cannot take your chart down with it.
Walter, founder of Flow.42

The Flow.42 way

Trade less. Trade better. Trade with clarity.

Before I take a trade, I ask one thing. What kind of market am I in? The auction answers it.

Walter · Flow.42 Analytics