Trading Evolution
Blog · 5 articles

Scalping

Scalping plays out over a few ticks, so fees, slippage and execution quality weigh heavily. These articles put numbers on those costs and describe the fast-reading tools (DOM, Time and Sales, big trades) without promising any result.

All articles in this section

Scalping Futures: Ticks, Costs, Slippage and What It Really InvolvesScalping futures means trading for a few ticks at a time. The style lives or dies on details that longer-term traders can ignore: tick value, costs per round turn, slippage, liquidity and the speed of your own decisions.Read the article →Order Flow Scalping: A Workflow With the DOM, Footprint, Tape and Big TradesOrder flow tools show liquidity and aggression tick by tick, which tempts scalpers to trade everything they see. A workflow decides in advance where to look, what would justify a trade and when to do nothing.Read the article →How to Read the DOM (Depth of Market) in Futures TradingThe DOM shows the limit orders waiting above and below the market, price by price. Learning how to read the DOM means separating what is offered from what actually trades, and knowing what the ladder never shows.Read the article →How to Read Time and Sales in NinjaTrader 8Time and Sales in NinjaTrader 8 lists every trade with its time, price and size, coloured by where it printed against the bid and ask. Here is how to set it up, what each column means and how to read the prints.Read the article →Market Orders vs Limit Orders: How Futures Prices Actually MoveA limit order waits in the book at a chosen price; a market order takes whatever is waiting. Market vs limit orders is the mechanism behind every tick: price moves when the best level is used up or withdrawn.Read the article →

Free tools for this section

  • TEVO DOMTEVO DOM, a free Level 2 depth of market for NinjaTrader 8: price ladder, depth, size changes, Time & Sales and confirmed order entry in its own window.
  • TEVO FootprintTEVO Footprint, a free footprint indicator for NinjaTrader 8: bid × ask volume per price, diagonal and stacked imbalances, bar POC and a delta table.
  • TEVO Big TradesTEVO Big Trades, a free NinjaTrader 8 indicator: large executed trades as bubbles sized by volume, at the bid or at the ask, at their price and time.
  • Futures position size calculatorTurns a stop in ticks or points into a number of contracts for the risk you choose, using official tick values.

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Educational content. These indicators are not investment advice and guarantee no result. Futures trading involves a risk of loss that can exceed the initial investment. Terms of use · Disclaimers