NinjaTrader 8 · Order Flow & Market Auction · English edition · September 2026 © 2026 TTW Trading Systems PTE. LTD. · Flow.42 Analytics · All rights reserved.

Context first. Pressure second. Execution last.

About This Guide

This is the product reference for the Flow.42 AuctionEngine. It covers installation, every on-chart element, every property, the State Panel read line by line, the State Change Markers, and the optional AI Analyst.

The AuctionEngine is a context tool, not a trade signal generator. It reads the market the way an experienced order-flow trader does: building a session volume profile, judging where price sits relative to value, and naming what the auction is doing right now. It tells you what kind of market you are in so you, and the rest of the Flow.42 Trading Suite, can adapt.

For the concepts behind the auction (volume profile theory, market auction logic, the full meaning of each state, and trade scenarios), see the separate Flow.42 AuctionEngine Course. This guide stays focused on the product: what each setting does and what each pixel on the chart means.

1. Installation & Requirements

The AuctionEngine is part of the Flow.42 package for NinjaTrader 8: one compiled library (Flow42NT.dll) that contains every Flow.42 indicator. The library is obfuscated and license-checked; there are no source files to compile.

Install or update. In NinjaTrader, choose Tools › Import › NinjaScript Add-On, select the ZIP package you received from Flow.42, and restart NinjaTrader when the import has finished. An update is installed the same way and replaces the library in place; your charts, templates and settings stay.

Volume data matters

The engine builds its Volume-at-Price profile from the trades themselves (the Last events of your data feed). Enable Tick Replay on the chart's data series: with it, the profile and the auction states are also built for the loaded history, so the panel, the markers and the context plots are filled from the first bar on the chart. Without Tick Replay the engine works in real time only. Historical bars stay unclassified.

Adding it to a chart

Add Flow.42 AuctionEngine to a chart like any other indicator. The optional Flow.42 AuctionHub is added only if you want shared settings across charts (see Settings Source).

License. The AuctionEngine is a licensed Flow.42 product; the AI Analyst requires an active Flow.42 Auction Engine subscription. Enter your license ID in NinjaTrader under the indicator's Product Information section. The License Status below it lists the products your license includes, e.g. Flow.42 Auction Engine and Flow.42 Auction Engine AI.

2. Quick Concept Overview

The engine builds a session volume profile, classifies the current market behavior as one of 17 auction states: 13 core states plus four rotation states (on by default, see §5), and draws value-reference lines. Since 2026-08 it also shows a second score next to the state: the Tape Agreement, how much the live tape currently agrees with the state's implied direction (see §4). Five terms appear throughout. Learn these and the rest follows:

Term Meaning
Profile / Value The price region where most time and volume traded, where the market saw “value.”
VPOC Volume Point of Control: the single price with the most volume. The magnet of the session.
VA / VAH / VAL Value Area (default ~70% of volume). VAH = upper edge, VAL = lower edge.
developing (d…) Today’s live session, still forming: dVPOC, dVAH, dVAL.
prior (p…) The previous, completed session, a fixed reference: pVPOC, pVAH, pVAL.

Two more nodes appear on the chart: HVN (High-Volume Node, a magnet inside the prior profile) and LVN (Low-Volume Node, a fast-through decision zone). Full theory lives in the Course.

3. On-Chart Elements

The engine renders several independent, draggable elements:

Each box (panel, summary box, overview table) can be dragged independently and positioned via its anchor + offset properties. The toolbar buttons have a fixed place.

The toolbar buttons

Five buttons sit in the chart toolbar, next to the instrument and interval selectors:

AE State · AE Summary · AE Table: each shows or hides one panel: the State Panel, the Summary box and the Overview table. Bright means visible, dimmed means hidden. The engine keeps running either way; reference lines and state-change markers stay visible with all three panels hidden. The last clicked state is remembered, across a NinjaScript reload and across a NinjaTrader restart, until you click again. The properties Show Panel, Show Summary Box and Show Overview Table define the look of a chart that has never been clicked.

Auction Engine ON/OFF: switches this chart's engine on and off (§10, group Toolbar Buttons). OFF hides all engine visuals and tells the Flow.42 Trading Suite indicators on this chart that no engine is present (§11).

AI Analyst: runs the AI Analyst (§9).

Which buttons appear is set in the properties: Show Panel Buttons and Show Engine ON/OFF Button (group Toolbar Buttons) and Show AI Analyst Button (group Auction Analyst). All three are on by default.

Overview table. Its rows come from the engine's rolling daily-profile cache, not from the property, so switching the table on mid-session shows real data immediately. You do not have to wait for sessions to accumulate.

4. The State Panel: Line by Line

The State Panel is the small text box on the chart. It reads the volume profile per session and tells you, in a few lines, what the market is doing right now. It is a context and orientation tool, never a buy/sell signal.

Hover = time travel. Move the mouse over a past candle and the panel rolls back to show the state at that exact moment, with the Session date adjusting to that bar’s day. A rolled-back view is tagged [HIST] on the Session line, so a screenshot can never pass as the live read. The panel always reads the bar under the cursor: a cursor that rests at the right edge stays on the newest bar while the chart moves on, so the panel stays live. Without hovering, and as soon as the mouse leaves the chart, it shows the most recent state.

Head & core read

Line Example What it tells you
(Title) Flow.42 AuctionEngine Just the header.
Session Session: RTH, 2026-06-26 Which profile session is evaluated (RTH / ETH / ETH_RTH / Asian / Custom / ChartTradingHours) and the calendar date of the hovered or current bar, in ISO format, the same in every language. A rolled-back view carries the tag [HIST].
State State: Imbalance Up The most important line. The detected auction state (full list in §5). Text color shows direction: green = bullish, red = bearish, gold = caution, gray = neutral. During a confirmed tape conflict the line gains a suffix (e.g. State: Imbalance Down · TAPE UP) and the whole panel switches to gold (see Structure vs. Tape below).
Structure / Tape Structure: 95 / 100 Tape: 15 / 100 (CONFLICT) Two scores side by side (new, 2026-08-27). Structure is the classic confidence: how completely the state’s definition is met (0 to 100). Tape is the Tape Agreement score: how much the live tape currently runs in the state’s implied direction (0 to 100), with its verdict in brackets: ALIGNED, NEUTRAL or CONFLICT. Early in the session it reads warming up; for non-directional states it reads n/a. With Show Tape Agreement off, the panel shows the classic single Conf line instead.
Tape Tape: Up, delta rising, dVPOC migrating up, new session highs Only while the tape is judged: the tape’s own direction (Up / Down / Flat) and the strongest pieces of evidence, in plain words.
Loc Loc: Above prior value Location: where price sits relative to the prior session’s value area (see §6).

Profile figures

Line Example What it tells you
Events / Calc / Vol Events: 1234 Calc: Tick Vol: 85213 Diagnostics: how many profile events were processed, what last triggered the calculation, and the session volume so far. Technical control.
dVPOC / dVA dVPOC: 5012.50 dVA: 5008.00 - 5020.00 Today’s (developing) session: VPOC and value area (VAL to VAH). The key lines of the live session.
pVPOC / pVA pVPOC: 4995.00 pVA: 4988.00 - 5004.00 Previous (prior) session: VPOC and value area, the central reference lines for today.
In-Value / Above / Below In-Value Bars: 64% AboveVol: 22% BelowVol: 14% Acceptance stats vs. prior value: share of bars inside prior value, share of volume above prior VAH, share below prior VAL. Shows whether the market accepts the old value (stays in) or rejects it (breaks out).
(Substitute line) Prior: load more history Appears instead of the prior lines when no prior session is loaded yet → load more chart history.

Detail block (only when Show Detail is on)

Line Example What it tells you
Invalid Invalid: below 5008.00 Invalidation: the level/condition at which the current read is “broken.” If violated, the state no longer holds. The engine’s stop-thinking.
Target Target: 5020.00 Where the market could go if the read plays out (e.g. back to VPOC, to a value edge).
Reason Reason: accepting value higher Short reason why the engine assigned this state.
Hint Hint: watch for pullback into value A short, action-near observation: what to watch next. A tip, not an order. During a confirmed tape conflict (with Guard Hints on) this line is replaced by a warning, e.g.: “Tape is running against the auction state. No continuation shorts. Wait for realignment or a clear rejection at value.”

Structure vs. Tape: the Tape Agreement read (new, 2026-08-27)

The auction state is a statement about structure: where the market trades relative to prior value and whether that is being accepted. Traders tend to read it as a direction signal, and on some days those are two different things. A market can be structurally “Imbalance Down” with a high Structure score all afternoon while the live tape rallies against it for hours.

The Tape Agreement makes that visible. Once per closed bar, the engine checks how much the current tape (bar closes, session delta, the drift of the developing VPOC, fresh session extremes) runs in the direction the state implies. The result is a score from 0 (tape fully against the state) to 100 (tape fully with it):

A conflict must persist for a number of bars before it is shown, and it releases only after the tape has clearly turned back, so the read does not flicker on every counter-bar. How many bars, and where the thresholds sit, is configurable (§10, group Tape Agreement).

At the session open, Structure and Tape start at different times, by design. The Structure score reads the volume profile, and on a clear day that is unambiguous after a few bars: the state can publish within minutes. The Tape score reads the session's movement over a window of bars, and that window starts empty at the open. Until it is filled, the panel shows warming up and the tape makes no call: no suffix, no conflict, no gold. With the default lookback of 15 bars, that is about the first 15 minutes on a 1-minute chart (bars, not minutes: a 5-minute chart takes longer). The alternative would be a verdict built on three bars of noise, flipping right at the open. The Tape line never guesses; warming up is that promise at the start of every session.

How to use it. The Tape line does not predict direction and it does not flip the state. It answers one question: is the live tape currently going the state’s way? During a CONFLICT, continuation trades in the state’s direction have no tape behind them. Stand aside until the tape realigns or price shows a clear rejection at value. The Structure score alone was never that answer: it measures how well the state’s definition is met, not how likely the direction is to pay right now.

5. The Auction States

The State line is the core read. Here are all 17 states in plain terms: the 13 core states, which are always active, followed by the four rotation states, which are on by default (§10, group Rotation States; switch them off to get the 13-state engine). The numbers match the Auction Course.

The direction column names the thesis the session has built so far and tells you what would break it. It is not a forecast for the next bars: read as one, the labels land at chance. What the engine gives you is where the auction is, what invalidates that read, and which reference it points at. Timing comes from the order-flow tools. Color follows the thesis direction, not an expected move: green long thesis, red short thesis, gold no edge, gray no thesis. Invalid when and Points at are the engine’s own panel lines (Invalidation and Target), so the guide and the panel say the same thing.

No. State Thesis What it says Invalid when Points at
1 Initializing none Too little data: the profile is still building. n/a Wait for acceptance or rejection.
2 Open Inside Prior Value none The session opened inside prior value: the old value is being accepted for now (often a range day). Acceptance outside prior value. Prior VPOC and the value edges.
3 Open Above Prior Value long lean, unconfirmed Opening bars trade above prior value. A test, not a trend: the panel colors it green, but Suite consumers and the tape treat it as no thesis until acceptance. Back inside prior value. The acceptance test above prior VAH.
4 Open Below Prior Value short lean, unconfirmed Mirror: opening bars trade below prior value. Back inside prior value. The acceptance test below prior VAL.
5 Failed Upper Auction short The session tested above prior VAH and was rejected: price is back inside value without convincing VPOC migration. Re-acceptance above prior VAH. Prior VPOC first, prior VAL if the rotation extends.
6 Failed Lower Auction long Mirror: a test below prior VAL was rejected and price is back inside value. Re-acceptance below prior VAL. Prior VPOC first, prior VAH if the rotation extends.
7 Higher Value Acceptance long The market accepts value above prior value: bars and volume are building up there. Return and acceptance back inside prior value. The next upper HVN/LVN or liquidity reference.
8 Lower Value Acceptance short Mirror: value is being accepted below prior value. Return and acceptance back inside prior value. The next lower HVN/LVN or liquidity reference.
9 Imbalance Up long One-sided auction up: range extension and VPOC migration above prior value. The state stays as long as price holds above value, however far it has already run. Back inside prior value. Prior high, then the next upper node. The state says where the auction is, not how far it goes.
10 Imbalance Down short Mirror: one-sided auction down below prior value. Back inside prior value. Prior low, then the next lower node.
11 Mid-Value / No Edge none Price sits in the middle of value: neither side has an advantage, a poor place to initiate. A clean move toward a value edge, or an accepted break outside value. No attractive auction target from the center of value.
12 Balance / Rotational none Two-sided, rotating market inside value: a range. An accepted move outside prior or current value. Rotation between the value edges and the VPOC.
13 Transition / Unclear none The read is shifting and ambiguous: wait for the auction to resolve. n/a Wait for acceptance or rejection.

Mnemonic. “Failed” is a rejection at a value edge: the thesis points back into value and breaks when the edge is re-accepted. “Acceptance” and “Imbalance” are continuation context: the thesis holds while price stays outside prior value and breaks when it returns inside. Neither says when the next move starts.

The four Rotation States (14 to 17) (since 2026-08-27, on by default since September 2026)

With Rotation States on (the default; §10, group Rotation States), the engine names the most common counter-move the core states do not name: the rotation back to prior value. Before, that move only appeared as the imbalance states’ invalidation footnote (“return and acceptance back inside prior value”). As a state of its own, it has its own thesis, invalidation and target:

No. State Thesis What it says Invalid when Points at
14 Rejection of Lower Prices long The session traded below the prior day’s low and is being accepted back above it: lower prices found no sellers. Early rotation toward prior value. Acceptance back below the prior low. Prior VAL, then prior VPOC.
15 Rejection of Higher Prices short Mirror: the session traded above the prior day’s high and is being accepted back below it. Acceptance back above the prior high. Prior VAH, then prior VPOC.
16 Return to Value (from below) long Price is being accepted back inside the prior value area after trading below it. The rotation points at the opposite side of value. Acceptance back below prior VAL. Prior VAH.
17 Return to Value (from above) short Mirror: acceptance back inside prior value after trading above it. Acceptance back above prior VAH. Prior VAL.

Rotation states change what the chart shows: on a day the core engine would label Imbalance Down all afternoon while price rotates back up to value, the enabled engine hands over to Rejection of Lower Prices and later Return to Value (from below), and the Tape Agreement, which always measures against the active state’s direction, then typically reads ALIGNED instead of CONFLICT. Turning the feature on therefore also changes the context that Flow.42 Suite indicators receive (§11).

On by default. Rotation states shipped switched off in their first release; since the September 2026 build they are on for every new chart. A chart or template saved with an older build keeps its own setting. If you never see the REJ/RTV states, check Rotation States in group 18 of that chart.

6. The Location Read

The Loc line says where price sits relative to the prior session’s value, its “location” in the market:

Location Meaning
Below prior value Below the prior value area (below VAL).
At prior VAL At the lower edge of prior value.
Inside prior value Inside the prior value area.
Near value center Near the middle (close to VPOC).
At prior VAH At the upper edge of prior value.
Above prior value Above the prior value area (above VAH).

The edges (VAL / VAH) and the center (VPOC) are where reactions tend to happen, which is why location matters alongside the state.

7. State Change Markers

What they are. A vertical dashed line with a short label at the exact bar where the auction state changed. They make visible when the character of the market shifted: a timeline of turning points.

Important: a marker appears only on a real state change into a “notable” state, not on every bar. Early-session and unclear states deliberately get no marker.

Marker labels

Label State Meaning
IMB UP Imbalance Up Shift into strong buy pressure up.
IMB DOWN Imbalance Down Shift into strong sell pressure down.
HVA Higher Value Acceptance Market begins accepting value higher.
LVA Lower Value Acceptance Market begins accepting value lower.
FAIL UP Failed Upper Auction Upside auction failed (turn down expected).
FAIL DOWN Failed Lower Auction Downside auction failed (turn up expected).
BAL Balance / Rotational Shift into a balanced range mode.
MID Mid-Value / No Edge Shift into the edgeless middle (no advantage).
REJ LOW / REJ HIGH Rejection of Lower/Higher Prices Rotation states (only with Rotation States enabled).
RTV UP / RTV DOWN Return to Value (from below/above) Rotation states (only with Rotation States enabled).

Tape conflict markers (new, 2026-08-27)

A second, always-gold marker family belongs to the Tape Agreement (§4): at the bar where a tape CONFLICT is confirmed, the engine pins a gold dashed line with a combined label (e.g. IMB DOWN · TAPE UP) one label row below the state markers, so the two families never overwrite each other. Each new conflict gets its own marker. When the conflict ends while the state continues, a second marker in the state’s own color (the bare state label, one row lower) closes the bracket: IMB DOWN · TAPE UP … IMB DOWN. A conflict that ends because the state itself changes leaves that bar to the state-change marker. They share the Show State Change Markers switch and disappear together with Show Tape Agreement off.

Behavior

Why the panel color can change between two markers. The panel always shows the exact state of the bar under your cursor. Markers, by contrast, are only placed on changes into a marker-worthy state, and Transition / Unclear and Mid-Value / No Edge deliberately get none. So between two visible “FAIL DOWN” markers, individual bars may have briefly flipped to Transition / Unclear (gold) without leaving a marker. Hovering those bars shows gold. This is correct. The markers give a clean overview; the panel gives the precise truth.

8. Color Quick Reference

The panel text color follows the direction of the current thesis (§5), not an expected move:

Color Thesis States
Green Long thesis Imbalance Up, Higher Value Acceptance, Failed Lower Auction, Rejection of Lower Prices, Return to Value (from below), and Open Above Prior Value as a lean that still has to confirm
Red Short thesis Imbalance Down, Lower Value Acceptance, Failed Upper Auction, Rejection of Higher Prices, Return to Value (from above), and Open Below Prior Value as a lean that still has to confirm
Gold No edge Mid-Value / No Edge, Transition / Unclear, and any state during a confirmed tape CONFLICT
Gray No thesis Initializing, Open Inside Prior Value, Balance / Rotational

Note the inversion for failed auctions: Failed Upper Auction is a short thesis (red), Failed Lower Auction is a long thesis (green). A rejection at one value edge builds the thesis toward the other side of value.

Gold has two meanings since 2026-08: a cautious state (Mid-Value, Transition), or a confirmed tape conflict overriding the state’s own color. The State line tells them apart: during a conflict it carries the · TAPE UP/DOWN suffix.

9. The AI Analyst

The AI Analyst turns the engine’s structured read into a short written analysis. You click a button, the current auction snapshot is sent to the Flow.42 backend, and a narrative explanation comes back in a window on your screen.

The division of labor is deliberate. The engine stays the deterministic classifier: it decides the state, the confidence, the location. The model only synthesizes and explains what the engine already concluded. It does not classify, and it does not produce trade recommendations. For analysis and context only.

How it works

The whole thing is strictly on demand: it never runs per bar, and never on a render or calculation thread. A click is the only trigger, so the chart is never blocked or slowed.

What gets sent

The snapshot is read from the same objects the panel renders, so the model sees exactly what you see. It contains five blocks:

Privacy & licensing. The client never stores or sends an Anthropic API key. It identifies you with your saved Flow.42 license ID and lets the backend check your entitlement. The AI Analyst requires an active Flow.42 Auction Engine subscription. If no license ID is configured, the window tells you to enter one in the Product Information section.

The auction gauge

Above the written analysis sits a fixed-width gauge with a needle running from BEARISH through BALANCED to BULLISH:

BEARISH ◄────────────┼─────●───────────► BULLISH Auction: Higher Value Acceptance │ Confidence: 75/100 Tape: Up 82/100 (ALIGNED)

The Tape line below the gauge (new, 2026-08-27) repeats the panel’s current Tape Agreement read (direction, score and verdict) so every saved analysis carries the tape context of its moment. It shows warming up or n/a exactly like the panel and is omitted entirely with Show Tape Agreement off.

The needle is computed from the same classification the panel shows, never from the model. That keeps it reproducible and always consistent with the engine (an LLM-set needle would vary run to run and could contradict the panel). Each state carries a direction weight, scaled by confidence, to land in [−1, +1]: full deflection for imbalances, three-quarters for acceptance, two-thirds for failed auctions (deflecting away from the failed side), slight for directional opens, and center for balance / mid / transition states.

The gauge labels are auction-context language (BEARISH / BALANCED / BULLISH), deliberately not buy/sell signal language. This matches the no-recommendations positioning of the whole tool.

The AI Analyst result window: header, auction gauge with the Tape line, and the written analysis

Result window options

The window is dark, scrollable and copyable. Two settings shape it:

A display failure can never destabilize the chart. Every failure path (a network error, a backend rejection, no data yet) is reported inside the result window and handled defensively. The header timestamp is stamped at click time on your machine, so you always know exactly when an analysis was made.

10. Property Reference

Properties are grouped exactly as they appear in NinjaTrader. Each lists its default and range where applicable. Properties marked (Advanced / hidden) are not shown in the normal grid. They are exposed for calibration via the Hub.

Group 02: Auction Session

Property Default What it does
Settings Source Local Use this indicator’s own Session/Profile/Classifier settings, or read them from a Flow.42 AuctionHub on the same chart (matched by instrument + interval). Falls back to Local if no matching hub.
Profile Session RTH Time window used to build the profile: ChartTradingHours, RTH, ETH, Asian, Custom, or ETH_RTH (the ETH and RTH windows together as one continuous session, keyed to the RTH trading day). RTH recommended as the primary value reference.
RTH / ETH / Asian / Custom Start and End RTH 15:30 to 22:00, ETH 22:00 to 15:30, Asian 01:00 to 08:00, Custom 15:30 to 22:00 The session windows, in your NinjaTrader platform time zone. Type 24h (16:00) or 12h (4:00 PM); both work. Cross-midnight windows are supported.

Group 03: Auction Profile

Property Default What it does
Value Area Percent 70.0 (50 to 95) Percentage of total profile volume used to calculate VAH and VAL. Common default: 70%.
Smoothing Ticks 3 (1 to 20) Neighboring ticks used to smooth HVN/LVN detection. Higher = fewer, less noisy nodes.
Max HVN/LVN Nodes 3 (0 to 10) Maximum High/Low Volume Nodes shown from the prior profile.
Buffer Ticks 2 (0 to 20) Tick buffer around prior-value references. Avoids classifying tiny one-tick pierces as acceptance/rejection. On small-tick instruments (e.g. CL at 0.01) a low tick count is a very small price distance.

Group 04: Auction State (Advanced)

These eleven values calibrate the classifier. They are hidden in the normal grid and exposed via the Hub for per-instrument tuning. Defaults are identical in engine and hub, so switching Local↔FromHub at default values changes nothing.

Property Default What it does
Opening Bars 3 (1 to 20) Bars treated as the opening phase before stronger classification applies.
Min Acceptance Bars 4 (1 to 50) Minimum bars outside prior value before acceptance is confirmed.
Max Failed Auction Bars 5 (1 to 50) Max bars outside value for a fast rejection to count as a failed auction.
Min Acceptance Volume Percent 0.22 (0.01 to 0.80) Minimum share of session volume outside prior value to support acceptance.
Near POC Ticks 8 (1 to 100) Distance in ticks for classifying price as near the POC.
Balance Min Value Overlap 0.60 (0.10 to 1.00) Minimum prior/developing value overlap to classify rotational balance.
Balance Min Inside Bars Percent 0.55 (0.10 to 1.00) Minimum share of bars inside prior value to support balance.
POC Stable Width Percent 0.25 (0.05 to 1.00) Max POC migration (share of value width) for the POC to count as stable.
Imbalance Migration Width Percent 0.10 (0.01 to 1.00) Minimum developing-POC migration (share of value width) to support imbalance.
Range Extension Ticks 8 (1 to 100) Minimum range extension beyond the initial balance area used by imbalance detection.
Failed Auction Memory Bars 10 (1 to 200) Max bars after a value test during which a Failed Upper/Lower Auction can still be classified.

Group 05: Lines & Levels

Property Default What it does
Show Indicators true Shows or hides all auction value lines and their labels. The summary box and the state panel have their own switches.
Show Prior Value true Shows prior-session VPOC, VAH and VAL.
Show Prior Session Levels false Also draws prior VPOC/VAH/VAL over the prior session’s own time span (not just forward).
Show Developing Value true Shows developing VPOC, VAH and VAL of the active session.
Show Prior Range true Shows the prior profile high and low as extra references.
Show Current Session Open true Shows the opening price of the active profile session.
Show HVN true Shows High Volume Node zones from the prior profile.
Show LVN true Shows Low Volume Node decision zones from the prior profile.
Show Line Labels true Shows a short label with name and price on each auction value line.

Group 06: Lines

Property Default What it does
Line Width 2 (1 to 6) Base width of the reference lines (VPOC lines may be slightly thicker).
Trim Lines at Session End true On (the default): horizontal lines stop at the configured session end (e.g. RTH end) and do not extend into after-hours. Off: the latest levels carry forward across after-hours. No effect with the ChartTradingHours template.
Show Developing History false Draws developing values as a stairstep polyline showing their evolution through the session.
Legacy Label Offset Ticks 2 (−20 to 20) Deprecated, no effect. Use Line Label Offset Pixels instead. (Hidden.)

Group 07: Line Labels

Property Default What it does
Line Label Side Right Which chart edge labels anchor to (Left/Right).
Line Label Offset Pixels 8 (0 to 400) Distance in pixels between the end of a line (session start or end, depending on Line Label Side) and its label. Text size: Marker Text Size in group 15.
Background Opacity 75 (0 to 100) Opacity of the line-label background.
Background Color DimGray Background color behind each line label.
Text Color White Label text color when “Use Level Color For Text” is off.
Use Level Color For Text false Uses the reference-line color as the label text color instead of the fixed Text Color.

Group 08: Summary Box

Independently draggable; text size is Overlay Text Size in group 15.

Property Default What it does
Show Summary Box true Whether the summary box with the current profile values is shown when the chart loads. While the chart is open, use the AE Summary toolbar button; its last state is remembered.
Label Box Horizontal / Vertical Anchor Right / Top Which chart edges the box position is measured from.
Label Box Offset X / Y Percent 1.0 / 2.0 Distance from the anchored edges in percent of the chart. Dragging the box updates these.
Label Box Opacity 100 (0 to 100) Background opacity of the summary box.
Label Box Background Color Dark blue-gray Background color of the summary box.
Summary Text Color LightGray Text color in the summary box (listed under Line Colors).

Group 09: Line Colors

All line colors are shown in the grid and saved with the chart.

Property Default Meaning
Prior VPOC Color DodgerBlue Prior-session VPOC line.
Prior Value Color SteelBlue Prior VAH & VAL lines.
Developing VPOC Color Goldenrod Active-session developing VPOC.
Developing Value Color DarkGoldenrod Developing VAH & VAL.
Prior Range Color Gray Prior profile high & low.
Session Open Color White Active session open.
HVN Color MediumPurple Prior-profile High Volume Nodes.
LVN Color OrangeRed Prior-profile Low Volume Nodes.
Summary Text Color LightGray Text in the summary box.

Group 10: State Panel

Independently draggable; text size is Overlay Text Size in group 15.

Property Default What it does
Show Panel true Whether the auction state panel is shown when the chart loads. While the chart is open, use the AE State toolbar button; its last state is remembered. The value lines and the summary box have their own switches. This one no longer hides them.
Show Detail true Shows the Invalidation, Target, Reason and Hint lines. Off for a shorter panel.
Panel Horizontal / Vertical Anchor Right / Top Which chart edges the panel position is measured from.
Panel Offset X / Y Percent 1.0 / 2.0 Distance from the anchored edges in percent of the chart. Dragging the panel updates these.
Panel Opacity 100 (0 to 100) Background opacity of the panel.

Group 11: State Panel Colors

Property Default What it does
Panel Text Color LightGray Default text color in the panel.
Bullish State Color LimeGreen Text color for the bullish states: Imbalance Up, Higher Value Acceptance, Failed Lower Auction, Open Above Prior Value, Rejection of Lower Prices, Return to Value (from below).
Bearish State Color IndianRed Text color for the bearish states: Imbalance Down, Lower Value Acceptance, Failed Upper Auction, Open Below Prior Value, Rejection of Higher Prices, Return to Value (from above).
Neutral State Color LightGray Text color for the neutral states: Balance / Rotational, Open Inside Prior Value, Initializing. Also the header row of the overview table.
Warning State Color Goldenrod Text color for Mid-Value / No Edge and Transition / Unclear, and for the whole panel text during a confirmed tape conflict.
Panel Background Color Dark blue-gray Background color behind the panel.

Group 12: State Change Markers

Property Default What it does
Show State Change Markers true Draws a vertical dashed line + short label at every bar where the classifier changes to a marker-worthy state. Also controls the gold tape-conflict markers. The prior session's markers stay visible for the one-day look-back.
Line Opacity Percent 60 (0 to 100) Opacity of the vertical dashed line. The label itself is always full opacity for readability.
Label Top Offset Pixels 22 (0 to 200) Vertical pixel offset of the label below the chart top. Increase if other indicators overlap.

Marker labels: IMB UP, IMB DOWN, HVA, LVA, FAIL UP, FAIL DOWN, BAL, MID, REJ LOW, REJ HIGH, RTV UP, RTV DOWN. Transition / Unclear and Initializing/opening states get no marker. This is the reason behind the hover behavior in §4.

Group 13: Overview Table

Property Default What it does
Show Overview Table false Whether the overview table is shown when the chart loads: a separate draggable table of the last N completed sessions (Date, VPOC, VAH, VAL, High, Low). While the chart is open, use the AE Table toolbar button; its last state is remembered.
Overview Days 5 (3 to 10) How many completed sessions the table shows. Days accumulate as sessions complete.
Table Opacity 100 (0 to 100) Background opacity of the overview table.
Table Background Color Dark blue-gray Background color of the overview table. Since the September 2026 build the table has its own color and no longer follows the State Panel.
Table Text Color LightGray Text color of the overview table, header and rows.

Table position: Table Horizontal / Vertical Anchor (Left / Bottom by default) and Table Offset X / Y Percent (1.0 / 2.0); dragging the table updates these.

Group 14: Toolbar Buttons

The buttons live in the chart toolbar, next to the instrument and interval selectors. They are not drawn on the chart and cannot be dragged.

Property Default What it does
Show Engine ON/OFF Button true Shows the Auction Engine ON/OFF button. OFF hides all engine visuals (lines, panels, markers) and tells the Flow.42 Trading Suite indicators on this chart that no engine is present, so their signals are not dimmed. Use it to compare signals with and without auction context.
Show Panel Buttons true Shows the three panel buttons AE State, AE Summary and AE Table. Each shows or hides its panel; bright = visible, dimmed = hidden. The engine keeps running either way. The last clicked state is remembered across chart reloads and NinjaTrader restarts.

Per-chart toggle. The engine button turns the engine on/off only on the chart it sits on. Other charts and instruments are unaffected. When OFF, the engine keeps classifying in the background (history stays current) but hides its visuals and reports itself as “not present” to Suite consumers (VolDrive/VolImbalance fall back to their location-blind behavior); the context plots read -1 (§11). The button stays visible so you can switch the engine back on.

Group 15: Font Settings

Property Default What it does
Marker Text Size 12 (8 to 32) Text size of the labels on the value lines.
Overlay Text Size 13 (8 to 32) Text size of the State Panel, the summary box, the overview table and the state-change marker labels.
Tooltip Text Size 12 (8 to 32) Text size of hover tooltips and popups.

Group 16: Auction Analyst

Property Default What it does
Show AI Analyst Button true Shows the AI Analyst button in the chart toolbar. A click sends the current auction snapshot to the Flow.42 server and opens a window with a written analysis. Requires an active Flow.42 Auction Engine subscription.
Analysis Language English Language of the narrative analysis: German, English, Brazilian Portuguese, Spanish, Italian, French, or Simplified Chinese.
Window Text Color Terminal Green Text color of the result window: plain White, or the classic green-phosphor Terminal Green (green on black, CRT style).

Group 17: Tape Agreement (new, 2026-08-27)

Property Default What it does
Show Tape Agreement true Master switch: show how much the live tape agrees with the auction state. Off = the panel shows the classic single Conf line and every tape display, marker and export disappears. Behavior is exactly as before the feature existed.
Conflict Threshold 40 (0 to 100) Tape score at or below this value marks a conflict.
Alignment Threshold 65 (0 to 100) Tape score at or above this value confirms the state.
Conflict Confirmation Bars 3 (1 to 20) Bars the conflict must persist before it is shown. Prevents flicker on single counter-bars.
Tape Lookback Bars 15 (5 to 50) Bars used to measure the tape. Bar-count based: the same setting spans less time on faster charts.
Guard Hints true Replace the hint with a warning while state and tape conflict.
Neutral Bias On Conflict false While state and tape conflict, report Neutral to Flow.42 Trading Suite indicators so their signals are not dimmed (see §11). Opt-in.

Group 18: Rotation States (new, 2026-08-27)

Property Default What it does
Rotation States true Show the rotation states: Rejection of Lower/Higher Prices and Return to Value (§5). On by default. Turning this off falls back to the 13-state engine and changes, through it, the signal dimming of Flow.42 Trading Suite indicators. A chart saved with an older build keeps its own setting.
Rotation Acceptance Bars 10 (3 to 30) Bars used to measure acceptance for the rotation states.
Rotation Acceptance Percent 0.60 (0.40 to 0.95) Share of recent bars that must accept beyond the level before a rotation state is shown.

11. Suite Integration

The AuctionEngine can share its auction context with Flow.42 Trading Suite indicators (VolDrive, VolImbalance) through a loose, late-bound bridge.

The bias logic: a read with the auction thesis is Continuation (full opacity). A counter read while the thesis is intact is Mean Reversion (slightly dimmed). A counter read after the thesis breaks is Potential Reversal (strongly dimmed). No dominant thesis → Neutral (no change).

Tape conflict and the bias (new, 2026-08-27). With Neutral Bias On Conflict enabled (§10, group Tape Agreement), the engine reports Neutral to all Suite consumers while a tape conflict is confirmed. No signal is dimmed during the conflict, because in that phase there is no tradeable dominant thesis to dim against. Off by default; without it, the classic bias (and its dimming) continues unchanged through a conflict.

Modulation modes

Reading the engine from BloodHound and your own scripts (new: 2026-09-08, extended 2026-09-13)

The engine publishes its context as eleven transparent plots. They draw nothing on the chart and never touch the price scale, but any tool that can read an indicator plot (BloodHound, BlackBird, a NinjaScript of your own) can read them, and a plot index stays stable across releases.

Plot What it carries Numbers
AuctionState (index 0) The auction state (§5) 0 Initializing · 1 Open Inside Prior Value · 2 Open Above Prior Value · 3 Open Below Prior Value · 4 Balance / Rotational · 5 Mid-Value / No Edge · 6 Higher Value Acceptance · 7 Lower Value Acceptance · 8 Failed Upper Auction · 9 Failed Lower Auction · 10 Imbalance Up · 11 Imbalance Down · 12 Transition / Unclear · 13 Rejection of Lower Prices · 14 Rejection of Higher Prices · 15 Return to Value (from below) · 16 Return to Value (from above)
AuctionLocation (index 1) The location read (§6) 0 Unknown · 1 Below prior value · 2 At prior VAL · 3 Inside prior value · 4 Near value center · 5 At prior VAH · 6 Above prior value
AuctionTapeStatus (index 2) The Tape Agreement verdict (§4) 0 n/a · 1 warming up · 2 ALIGNED · 3 NEUTRAL · 4 CONFLICT · 5 no directional state
AuctionBiasBuy (index 3) (since 2026-09-13) The Auction Modulation verdict for a buy setup at this bar’s close price: the decision the Suite indicators use to dim a signal (see Modulation modes above) 0 Unknown (no prior profile yet, or an opening / transition state) · 1 Continuation (a buy runs with the thesis) · 2 MeanReversion (a buy runs against the thesis while the thesis is still intact at this price: a fade back into value) · 3 PotentialReversal (a buy runs against the thesis and price has already returned into or through prior value: the counter-trade threatens the thesis itself) · 4 Neutral (Balance / Rotational or Mid-Value / No Edge: nothing to run with or against)
AuctionBiasSell (index 4) (since 2026-09-13) The same verdict for a sell setup same numbers
AuctionPriorVAH (index 5) (since 2026-09-13) Prior session value area high price · -1 while the prior profile is not ready
AuctionPriorVAL (index 6) (since 2026-09-13) Prior session value area low price · -1 while the prior profile is not ready
AuctionPriorVPOC (index 7) (since 2026-09-13) Prior session volume point of control price · -1 while the prior profile is not ready
AuctionDevVAH (index 8) (since 2026-09-13) Developing (current session) value area high price · -1 while the developing profile is not ready
AuctionDevVAL (index 9) (since 2026-09-13) Developing value area low price · -1 while the developing profile is not ready
AuctionDevVPOC (index 10) (since 2026-09-13) Developing volume point of control price · -1 while the developing profile is not ready

12. Troubleshooting

Symptom Fix
Panel shows “Prior: load more history” or stays “Initializing.” The chart does not yet contain a full prior session. Load more historical bars so at least one complete prior session is included.
Historical bars show no state; only live bars get one. Tick Replay is off on the data series. Enable it. The engine builds its profile from the trades themselves (§1).
The engine does not affect VolDrive/VolImbalance. Is the AuctionEngine on the same chart (same instrument + interval)? Is the toggle button ON? Is Auction Modulation set to Off in the consumer? Off shows only the tooltip line.
Lines extend into after-hours and clutter the chart. Turn on Trim Lines at Session End (group 06; on by default).
State-change markers overlap other indicators at the top. Increase Label Top Offset Pixels.
Panel color changes between two markers (gold on a “FAIL DOWN” stretch). Expected. See §7. The panel shows the true per-bar state; markers only flag major transitions.
Toggling one chart’s engine changed another chart. A defect in earlier builds (a global toggle). The current build is strictly per chart. Update to the current version.
AI Analyst window says “No Flow.42 license ID is configured.” Enter your Flow.42 license ID in the Product Information section, then click AI Analyst again.
AI Analyst window says “No auction data available yet.” The profiles are still initializing. Wait until the panel shows a classified state, then analyze again.
The Tape line reads “warming up” or “n/a.” Expected. Warming up: the session is younger than the tape lookback (default 15 bars, about the first 15 minutes on a 1-minute chart), no judgement yet. The state can already publish during that window: Structure reads the profile, Tape reads the movement, and the movement needs more bars (see §4). Adjustable via Tape Lookback Bars (§10). n/a: the current state is non-directional (Balance, Mid-Value, Transition, opening states). There is no implied direction to measure the tape against.
The panel turned gold although the state is Imbalance Up/Down. A confirmed tape conflict: the live tape runs against the state. See §4, Structure vs. Tape. The suffix on the State line (· TAPE UP/DOWN) confirms it.
I never see the rotation states (REJ LOW, RTV UP, …). They are on by default in the current build. A chart or template saved with an older build keeps its own setting. Switch Rotation States on in group 18 (and note the panel and Suite behavior changes described in §5).
BloodHound or my own script reads -1 from the AuctionState plot. -1 means no auction context: the bar lies outside the profile session, nothing is classified yet, a historical bar without Tick Replay, or the Auction Engine button is OFF (§11).
BloodHound’s plot list shows only AuctionState, AuctionLocation and AuctionTapeStatus. The chart was saved with a build before 2026-09-13. Remove the AuctionEngine from the chart and add it again once, then save the workspace (§11).
The plots read -1 on the bar stamped 22:00 although the session runs until 22:00. Expected. The session window is end-exclusive: the bar that carries the session end time is outside the profile session (§11).

13. Change Log

Dated record of user-visible changes to the AuctionEngine. Newest first.

Date Change
2026-09-17 The engine keeps calculating on background charts. No reload is needed after you switch tabs.
2026-09-15 The panel reads the bar under the cursor. It no longer sticks to an old [HIST] bar.
2026-09-13 States read as a thesis with invalidation and target (§5). Eight new plots for bias and levels (§11). All plots read -1 outside the session. Charts saved with an older build: remove the engine and add it again once.
2026-09-11 Guide corrections: Open Above / Below as a lean, modulation defaults as shipped.
2026-09-09 The Overview Table has its own opacity, background color and text color (group 13).
2026-09-08 Three context plots for BloodHound and scripts (§11). Rotation States on by default. Switches for the toolbar buttons. Clearer property names.
2026-08-27 Tape Agreement: a second score next to Structure, with a conflict warning and a marker. Four rotation states.
2026-08-07 Panel buttons remember their state. New session ETH_RTH. [HIST] tag on hover views.
2026-07-09 Panels button: show or hide State, Summary and Table on the chart.

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The AuctionEngine is a context and visualization tool and does not provide trade recommendations.

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