u/GracieOphelia

I'm currently developing and backtesting an intraday strategy on NQ and I'm trying to be quite careful about not adding extra confirmations just because they sound useful.

The basic setup I'm testing is:

• Important s/r levels such as previous day high/low etc.
• Price sweeps one of these levels
• I look for rejection and displacement in opposite direction
• Entries are either on the confirmation or a retracement
• I also record broader context such as higher-timeframe bias, market regime, POC

I'm collecting a decent sample first and intend to analyse which variables actually seem to matter rather than constantly changing the strategy while I'm testing it.

Recently I've been reading more about order flow and I'm wondering specifically about CVD and volume footprints.

For anyone trading something similar — liquidity sweeps, failed breakouts or S/R reversals on Index futures — have you found CVD or footprints genuinely useful?

For example, does seeing absorption, delta divergence, exhaustion or imbalances around the swept level actually help distinguish good sweeps from ones that are likely to continue through the level?

Or did you find that most of that information was already visible in price action and it just added another layer of complexity?

I'm especially interested in hearing from anyone who has actually tested this rather than just generally preferring order flow or price action.

One thing I've noticed is that many setups seem to work sometimes and fail other times.

Chatgpt suggest adding a regime filter to separate conditions such as:

• Trend days vs range days
• High volatility vs low volatility
• Different session phases (open, lunch, close, etc.)

My question is: how do you actually define and identify these regimes in a way that's useful for trading or backtesting?

For example:

• What metrics do you use to classify a day as trending or ranging?
• How do you measure whether volatility is high or low?
• Do you use different rules for different sessions?
• Have you found that regime filters significantly improved an existing edge?

I'm especially interested in hearing from people who have tested this systematically rather than just using discretion.

What has worked (or not worked) for you?

I’m a newer trader and currently going deep into studying the DAX (German 40), mainly looking at liquidity sweeps, displacement, market structure, etc. My idea was to focus heavily on day trading one instrument and really learn its behavior/personality.

But before this, I did some backtesting on EURUSD using a much simpler approach: mainly higher-timeframe order blocks. Surprisingly, the results were decent but I only got ~2 setups a month.

Now my partner is planning to trade mainly HTF order blocks across multiple instruments (forex, gold, indices, etc.) instead of specializing in one market. The logic is that good HTF order block setups are relatively rare, so scanning many markets gives more opportunities.

So now I’m wondering:

• Is swing trading HTF order blocks across many instruments something a lot of profitable traders actually do?

• Or is it generally better to specialize deeply in one or two instruments and learn their “language”?

• Does specializing mainly matter more for intraday trading/scalping than swing trading?

• Have any of you tried both approaches?

I think I’m struggling a bit with whether I’m overcomplicating things by going deep into liquidity concepts on one market, when a simpler multi-market approach might actually be more practical.

Would appreciate hearing from people with real experience on this.