Draft copy

About

Alpha Trading Tool builds add-ons for NinjaTrader 8, made for order-book scalping on index futures.

The observation the project started from

After a session, the chart shows where the entry was taken. No tool on the market restores the state of the book at the second of the click: the depth on both sides, what had just traded through it, what had pulled away a moment before. Measurements shown live leave no usable trace once the session is over.

The project addresses that point and nothing else, and it was built in this order: record first, measure second, keep last.

What was dropped

Six sensors were built, measured, then removed because they did not hold up to measurement. What gets dropped is part of what gets told: a tool that says what it does not know is more checkable than a tool that promises.