Version 0.4.8 · NinjaTrader 8 · English edition · August 27, 2026 © 2026 TTW Trading Systems PTE. LTD. · Flow.42 Analytics · All rights reserved.
Independent maps. One agreement. The decision stays yours.
What this is. Confluence finds the price zones where independent maps of the market agree. On instruments with an options feed (ES, NQ) it combines the dealer levels from Flow42SpotGamma with the auction levels from Flow42AuctionEngine. On instruments without an options feed (CL, GC, 6E, BTC) it runs on the AuctionEngine alone and highlights where two or more auction sources meet. Confluence is a pure consumer: it never changes SpotGamma or the AuctionEngine, it only reads what they publish. It works on every instrument.
Table of Contents
- What Confluence does
- The two modes
- What you see on the chart
- What counts as one source
- How the score works
- The toggle button
- What you need, and when the zones are real
- All settings
- Suggested settings for ES, NQ and CL
- Troubleshooting
- Glossary
1. What Confluence does
New to the idea? The short version:
Every level on its own is just a line. But when two maps that are built from completely different data point at the same price, that price is worth more. A prior value area high sitting exactly on a Call Wall. A developing VPOC landing on a volume node. That agreement is called confluence, and finding it by eye, across a dozen lines from two indicators, is slow and easy to get wrong.
Confluence does that work for you. It reads the levels that Flow42SpotGamma and Flow42AuctionEngine publish, groups the ones that sit close together into zones, and scores every zone by how many independent sources back it. The strongest zones of the day stand out; single stray lines do not.
Confluence is a map, not a signal. It shows which price zones carry weight from more than one source. It never predicts, recommends or trades. The conclusion, and the trade, stay yours.
2. The two modes
Confluence picks its mode by itself, simply by whether a Flow42SpotGamma indicator is on the chart.
- SpotGamma present (ES, NQ): gamma + auction. The premium zone is a cross: a dealer-gamma level and an auction source meeting at one price. Cross zones are drawn in the cross color (default blue).
- SpotGamma absent (CL, GC, 6E, BTC): auction-only. A zone is highlighted when two or more different auction sources agree at one price. These are drawn in gold. The AuctionEngine alone is enough.
There is no switch to set. Add SpotGamma and you are in gamma mode, leave it off and you are in auction-only mode. One less thing to get wrong.
3. What you see on the chart
Cluster zones. Each zone that reaches the display threshold is drawn as a translucent band from its lowest member level to its highest, with a brighter center line at its weighted middle. The stronger the zone, the bolder the band. The day's best zone is always the most visible one. On top of that, Zone opacity sets how solid all bands look overall.
Color tells you the kind of zone.
- Gold is an auction cluster: auction sources agree here. On CL, GC and other auction-only instruments every zone is gold, and that is correct.
- The cross color (default blue) is a cross confluence: a dealer-gamma level meets an auction source. The premium zone on ES and NQ. Cross is rare. Gamma levels often sit well away from the auction value area, so most days most zones are gold even on ES. That is expected, not a fault.
Star labels. The strongest zones carry a label: ★ 100 · 6482.50 · 3 src. Left to right: the score (0 to 100), the center price, and the source count, how many independent sources back the zone. 1 src is a single stack, 2 src and up is real confluence. Only the top zones get a label (default the top 5), so the chart never fills with text.
Strong zones. A zone with three or more independent sources gets a thicker center line. That is the "everything lines up here" zone.
Info line (bottom left). A one-line status, always on, independent of the zones:
- Auction-only:
Flow.42 Confluence | mode: auction-only | auction: 9 lvls (conf 72) | clusters ≥40: 4 - Gamma + auction:
Flow.42 Confluence | mode: gamma+auction | gamma: 14 lvls (state +) | auction: 9 lvls (conf 72) | clusters ≥40: 4
It names the mode, the level counts from each provider, the gamma state (+ / − / 0) in gamma mode, the auction confidence, and how many zones currently meet the minimum score. Your fastest check that everything is feeding.
Mouse-over ingredients. Hover a zone and a tooltip lists what is inside: price and score, the regime line that adjusted it, and every level in the zone with its name, family and price. Gamma members are prefixed G:, auction members A:. This is how you see why a zone scored the way it did.
Hints. When a provider is missing or not ready, Confluence writes a short hint instead of drawing (section 7). In auction-only mode it only ever waits for the AuctionEngine, never for SpotGamma.
Zones start OFF. The bands and labels start hidden each session; the info line and the alerts do not. The reason is in section 7: the zones are only trustworthy once the chart has finished calibrating.
4. What counts as one source
This is the most important thing to understand about Confluence.
Three levels from the same profile (pVPOC, pVAH, pVAL) are not three confirmations. They are one profile. Confluence therefore counts sources, not lines. Stack as many levels from one source as you like: they count as that one source. A zone earns its score from how many independent sources agree.
| Source group | Levels in it | Role |
|---|---|---|
| Prior profile | pVPOC, pVAH, pVAL | Confirming source. The prior session's value. |
| Developing profile | dVPOC, dVAH, dVAL | Confirming source. Today's value as it builds. Kept separate from the prior profile on purpose: prior and developing are two independent reads. |
| Profile nodes | HVN, LVN | Confirming source. Volume nodes get their own group, so a node landing on a value level is real agreement between two different structures. |
| Session open | Open | Confirming source. Where today began. |
| Dealer gamma | Call/Put Wall, Vol Trigger, absolute and zero gamma, implied move, 0DTE, Key S/R, combos | One single source. All SpotGamma levels together count as one, because they come from one model. A wall next to a trigger is not two independent confirmations. |
| Prior-day reference | Prior settle, prior high, prior low | Neutral. These add weight to a zone but do not count as a confirming source. They are reference points, not an independent read of value. |
What the words mean, precisely:
- Auction confluence (gold): two or more different confirming auction sources agree: prior profile plus developing profile, profile plus a node, open plus a node, and so on.
- Cross confluence (blue, gamma mode only): dealer gamma plus at least one confirming auction source. The premium zone.
- Strong (thicker line): three or more independent sources in total.
- The source count on the label is the total of independent sources, dealer gamma counted as one.
Why this matters for your reading. A zone made of pVPOC + pVAH + settle honestly reads as one source, because that is what it is. A zone where the prior VPOC, a developing node and the Call Wall all meet reads as three sources and earns its score. The number after the price is the truth of the zone.
5. How the score works
You do not need any math to read Confluence. What the score reflects:
- More independent sources = higher score. That is the core.
- Stacked levels from one source count once. The second and later levels from the same source add much less (the Same-source damping setting). A tight nest still reads as one strong source. It just stops counting as three.
- A cross gets a bonus. Dealer gamma meeting an auction source is the premium (the Cross-domain bonus setting).
- A lone stack gets a cut. A zone with only one source behind it is reduced (the One-sided penalty setting), so it cannot outrank real agreement.
- Context adjusts the result. The current gamma state and auction state raise or lower a zone's score depending on its character. The tooltip shows the regime line that was applied.
- Auction confidence counts. The AuctionEngine reports how cleanly it has read the auction (0 to 100); a weak read lends its levels less weight.
Scores are always relative to the day's strongest zone: 100 is the best zone on the chart right now. Only zones at or above Min score to show (default 40) are drawn.
Note for ES/NQ. In gamma mode, a pure two-source auction zone can stay below the display threshold, deliberately. On a SpotGamma chart the premium is the cross, and the auction levels are already drawn by the AuctionEngine itself, so Confluence keeps the chart clean. If you want those auction zones to show on ES/NQ too, lower Min score to show or reduce One-sided penalty.
6. The toggle button
Confluence adds a button to the chart toolbar labelled AE·SG Confluence. It is the master switch for the zones, center lines and labels.
- Click to show or hide. Bright button = zones ON, dim = OFF. The tooltip states the current state.
- It starts OFF every session. On purpose: you switch the zones on once the chart has settled (section 7).
- The info line and the alerts are independent of it. They keep working with the zones hidden, so you can watch provider status and get approach alerts on a clean chart.
If the toolbar is not available, the same button appears as a small overlay in the top right of the chart.
7. What you need, and when the zones are real
The AuctionEngine is required, SpotGamma is optional. Add the AuctionEngine to the chart. On ES/NQ add SpotGamma too, before Confluence, for gamma mode. On CL, GC and other auction-only instruments the AuctionEngine alone is enough. Confluence names whatever it is still waiting for in its hint.
Tick Replay. The AuctionEngine builds its profile from tick data. Without Tick Replay enabled on the chart, its levels never arrive and Confluence has nothing to cluster. This is the single most common reason a correctly added Confluence stays empty.
The zones are only real once the chart is calibrated. During historical load, today's profile is still being built and the levels keep shifting. They settle once the chart reaches realtime. Until then the zones move under you. That is exactly why they start OFF: switch them on after calibration, not before. It is also why two charts of the same instrument only match once both are configured identically and both are fully calibrated. A zone that differs between two charts is almost always one chart still mid-calibration, not a bug.
Grace, not a wipe. When a provider briefly reports not-ready (for example right after a reload), Confluence keeps the last good zones on screen with a "showing last clusters" hint instead of blanking the chart. They are replaced the moment the providers deliver again.
8. All settings
Settings appear in the NinjaTrader properties panel, grouped as listed. The names in the dialog are US-English; this guide names them the same way. "Default" is the shipped value.
00. Session Settings
| Setting | Default | What it does |
|---|---|---|
| 00. Settings Source | Local | Local: use the session times below. FromHub: read the session times from a Flow.42 AuctionHub on the same instrument and bar period. Set your sessions once, all Flow.42 indicators follow. Falls back to Local when no hub is found. |
| 01. Profile Session | RTH | The time window the zones are gated to: ChartTradingHours (always visible), RTH, ETH, Asian, Custom, or ETH_RTH (both windows as one continuous session). Providers and clustering run at all times either way. |
| 02. RTH Start / 03. RTH End | 15:30 / 22:00 | The RTH window, in the chart/data time zone. Type 24h (16:00) or 12h (4:00 PM); both work. |
| 04. ETH Start / 05. ETH End | 22:00 / 15:30 | The overnight window. Cross-midnight supported. |
| 06. Asian Start / 07. Asian End | 01:00 / 08:00 | The Asian window. |
| 08. Custom Start / 09. Custom End | 15:30 / 22:00 | A free window for your own schedule. |
1. Scoring
| Setting | Default | What it does |
|---|---|---|
| Cluster tolerance (ticks) | 16 | Levels within this distance are grouped into one zone. Larger = fewer, wider zones; smaller = more, tighter ones. Range 2 to 2000, wide enough for BTC. |
| Min score to show | 40 | Zones below this score (0 to 100, relative to the day's strongest) are not drawn. |
| Cross-domain bonus (%) | 50 | Score bonus for a cross (dealer gamma meets a confirming auction source). Gamma mode only. |
| Same-source damping (%) | 40 | How much less the second and later levels from the same source count inside one zone. |
| One-sided penalty (%) | 40 | Score cut for a lone-source zone. A genuine two-source auction zone is never penalised. |
2. Display
| Setting | Default | What it does |
|---|---|---|
| Max labels (top clusters) | 5 | How many of the strongest zones get a ★ label. |
| Cluster color (auction / AE) | Gold | Color of an auction zone (the common case, and every zone in auction-only mode). |
| Cross color (SG + AE) | DodgerBlue | Color of a cross zone. Gamma mode only. |
| Zone opacity (%) | 100 | Overall opacity of bands and center lines. Lower it to make every zone subtler. |
| Mouse-over ingredient list | On | The hover tooltip with every level inside a zone. |
| Show info line | On | Mode, provider status, level counts and zone count, bottom left. |
The zones themselves are switched with the toolbar button (AE·SG Confluence), not from this dialog, and always start hidden each session.
4. Alerts
| Setting | Default | What it does |
|---|---|---|
| 00. Enable Alerts | Off | Fires a NinjaTrader alert when price approaches a zone at or above the alert score. Once per day per zone, in the session window, realtime only. |
| 01. Alert Min Score | 70 | Only zones at or above this score fire. |
| 02. Alert Approach (Ticks) | 8 | Distance to the zone, in ticks, at which the alert fires. |
5. Font Settings
| Setting | Default | What it does |
|---|---|---|
| Marker Text Size | 12 | Font size of the ★ labels. |
| Overlay Text Size | 13 | Font size of the info line and hints. |
| Tooltip Text Size | 12 | Font size of the ingredient tooltip. |
9. Suggested settings for ES, NQ and CL
Start every instrument at defaults, watch the info line until both counts are non-zero and the chart reaches realtime, then switch the zones on and tune from there.
ES (E-mini S&P 500), tick 0.25, gamma + auction
The reference case: the defaults were tuned here. Add SpotGamma and the AuctionEngine, then Confluence.
| Setting | Value | Why |
|---|---|---|
| Cluster tolerance | 16 ticks (4.00 pts) | Matches the ES value-area geometry. |
| Min score to show | 40 | Default. |
| Zone opacity | 100 (or 70 for a subtler chart) | Taste. |
| Alerts | Min score 70, approach 8 ticks (2.00 pts) | Useful lead time on ES. |
Watch for blue (cross) zones. They are the ES premium. Most zones will be gold, that is normal.
NQ (E-mini Nasdaq 100), tick 0.25, gamma + auction
NQ ranges run about three times the size of ES, so the geometry needs a wider tolerance.
| Setting | Value | Why |
|---|---|---|
| Cluster tolerance | 48 ticks (12.00 pts) | About 3× ES. Too small, and levels that belong together stay split. |
| Min score to show | 40 | Default. |
| Alerts | Min score 70, approach 20 ticks (5.00 pts) | Scaled to NQ's speed. |
CL (Crude Oil), tick 0.01, auction-only
CL has no options feed in the suite, so run it without SpotGamma. It goes into auction-only mode by itself; every zone is gold, there is no cross.
| Setting | Value | Why |
|---|---|---|
| Cluster tolerance | 15 ticks (0.15) to start; widen to 20 to 25 on volatile days | Tune to how grouped the zones look. |
| Min score to show | 35 | Auction-only zones score a touch lower without the cross bonus. |
| Zone opacity | 80 | Keeps a busy CL chart readable. |
| Alerts | Min score 70, approach 10 ticks (0.10) | Matches CL's tighter structure. |
Same pattern for other auction-only instruments (GC, 6E, BTC): no SpotGamma, gold zones only, and set the cluster tolerance to the instrument's geometry. BTC needs a large tolerance. The range goes to 2000 ticks for this reason; Walter runs BTC at 1000.
10. Troubleshooting
Nothing is drawn, and the hint names a provider. Confluence is still waiting. In gamma mode it waits for SpotGamma and the AuctionEngine, in auction-only mode only for the AuctionEngine. Add what it names, on the same chart.
The hint says the AuctionEngine has no snapshot. The AuctionEngine has no profile. The usual cause: Tick Replay is not enabled. Turn it on in the chart's data series settings and reload. The levels also only settle once the chart reaches realtime.
The info line shows auction levels 0 or a very low confidence. The auction side is not delivering. Check Tick Replay, and give the chart time to calibrate.
Zones do not appear even though the info line looks healthy. They are toggled off. Click AE·SG Confluence in the toolbar (bright = on). They start off every session by design.
Every zone is gold, never a blue cross. Either you are on an auction-only instrument, where gold is all there is. Or you are on ES/NQ and the gamma levels genuinely do not meet the auction value area today. Cross is rare. Hover a gold zone to confirm what is inside.
A zone I expected shows 1 src and a low score. That is the source counting doing its job. What looked like several confirmations was one source stacked on itself. Honest context, not a wall.
Two charts of the same instrument show different zones. Almost always calibration. Identical settings, same session window, Tick Replay on, and both charts at realtime. Zones only match once both are settled.
Too many faint bands. Raise Min score to show, lower Zone opacity, or widen Cluster tolerance so nearby levels merge.
Zones look too wide or merge levels that should be separate. Lower Cluster tolerance (ticks).
No alert fired at a strong zone. Alerts are realtime only, session-gated, once per day per zone. Check Enable Alerts, the Alert Min Score, and that you are inside the session window.
11. Glossary
Source: one independent read of the market. Prior profile, developing profile, profile nodes, session open, and dealer gamma (all SpotGamma levels together) are the sources.
Auction confluence: a zone where two or more different confirming auction sources agree. Gold.
Cross confluence: a zone where dealer gamma meets a confirming auction source. Blue. The premium zone in gamma mode.
Source count: the number on the label (3 src): how many independent sources back the zone. 1 is a single stack, 2+ is real confluence.
Strong: a zone with three or more independent sources; thicker center line.
Prior-day reference: prior settle, prior high, prior low. They add weight but do not count as a confirming source.
Regime line: the context adjustment from the current gamma state and auction state, shown in the tooltip.
Confidence: the AuctionEngine's own 0 to 100 read of how cleanly it has classified the auction. A weak read lends its levels less weight.
Ingredients: the list of every level inside a zone, in the hover tooltip.
Calibration: the phase during historical load while today's profile is still being built. Zones are only trustworthy once the chart reaches realtime.
AuctionHub: an invisible Flow.42 helper indicator. Set your session times once in the hub; every Flow.42 indicator with Settings Source = FromHub follows them.
Flow.42 Confluence is a context and visualization tool. It shows where independent maps of the market agree; it does not provide automated trade signals or trading advice. The conclusion stays yours. Trade less. Trade better. Trade with clarity.
© 2026 TTW Trading Systems PTE. LTD. · Flow.42 Analytics · All rights reserved.