Holdfast Liquidity Levels — depth-driven levels for NinjaTrader 8

28800.00 (137) MNQ

Four states. One question.

Every level on your chart tells you how long its liquidity has actually been sitting there — and whether it survived the wait.

UNPROVEN

The candidate

Size just appeared. It hasn't earned anything yet. The validation clock is running and the level stays thin and dashed until it expires.

DEFAULT 4:00

HOLDING

Tracked

The size held through validation. Now it's a real level being tracked, and a second clock starts running toward eligibility.

DEFAULT 4:00 → 7:00

PROVEN

Trade against it

Liquidity that has rested long enough to be worth trading against. These are the levels you build entries around.

THICK · FULL OPACITY

VACATED

Prior liquidity

The size got pulled. The level fades but stays on the chart, because price still reacts to where liquidity used to be.

FADED · CLOCK PAUSES

THE CLOCK

Why a timer beats a threshold.

Any tool can draw a line where big size appears. That's the easy half — and it's the half that gets you run over, because the largest orders in the book are frequently the ones least intended to fill.

01 / DETECT

Resting size crosses your threshold

It tracks the full depth book per price, per side, on both your chart instrument and an optional second contract. When resting size at a price crosses the threshold you set, a level is born — as pending, not as a signal.

02 / VALIDATE

The size has to still be there

Spoofed size is placed to be seen, not filled, and it leaves quickly. Validity is judged when the clock expires: size still resting means promotion, size gone means the level is deleted and never clutters your chart.

03 / PROMOTE

One continuous life clock

The timers run as a single continuous clock from creation, not as separate countdowns. A level that ghosts and comes back resumes where it left off instead of starting over — the elapsed time you see is real.

ORDER FLOW

This is an order-flow tool.

Surviving the clock earns a level its place on your chart. It says nothing about what happens when price finally gets there — and that's the part you trade. Every visit is measured on its own: how much size was resting on arrival, how much traded on each side, and how much of what was consumed got replaced. That last number is what separates a defense from a level being eaten.

Every visit that reaches a conclusion answers one question — what happened here? Absorption describes the passive side's defense; depletion and exhaustion describe the aggressors' attack. And when price comes back to a level that absorbed, that second visit answers a further one: did it hold?

ABSORBED

Somebody defended this price

Size survived because it kept being replaced as fast as it was hit. Measured at the book and true on its own — most absorptions are never revisited, and that is a complete outcome, not an unfinished one.

REVISIT — DEFENDED

They were still there

Price came back on real volume and the level held anyway. The strongest read here, because it's the one that got tested rather than merely observed.

REVISIT — FAILED

They had stepped away

Price came back and the level broke. The first defense was real; there wasn't enough behind it to survive the second attack. Continuation, not reversal.

DEPLETED

The aggressors won

Size consumed and not replaced, price carried on, no prior defense. That level is not support any more — the thing that made it support has been spent.

EXHAUSTED

They won the level, lost the ground

A depletion that price closed back through within the reclaim window. Enough to clear the level and nothing left to keep it. The classic failed break.

New to reading order flow?

There's a full plain-language reference here — the order book from zero, why resting size lies, and how the same event reads differently on a 5-minute chart than a 15-second one. No prior order-flow experience assumed.

Read the order-flow reference →

MULTI-INSTRUMENT

Not locked to one market.

This isn't a front-month index tool with the thresholds welded shut. Every parameter that defines a level — size threshold, pull ratio, validation timing, session window, suppression distance — is yours to set per instrument. Run it on whatever you actually trade.

Watch a second contract at the same time and see both books on one price scale. Micros with their full-size counterpart is the obvious pairing, and your chart instrument always takes precedence, so a secondary level never buries the level you're actually trading.

Every screenshot below is real. Pick a market and see the levels this indicator actually drew on it — not a mockup, not a rendering.

MNQ · NASDAQ 100LIVE SCREENSHOT

Holdfast Liquidity Levels drawn on a live MNQ chart

WHAT'S IN IT

Built for the way you actually read tape.

Heat-map ray mode

Flip every level from a full-width line to a ray that begins at the bar where the liquidity first appeared. You see when a level was built, not just where it sits — the same read a heat map gives you, on your own chart.

Touch markers

The first time price reaches a level, a marker is placed and kept -- one dot, at the bar it arrived. Turn on absorption and the label also records how much size was still resting at that moment, so you can see what the level actually absorbed versus what walked away.

Vacated-level memory

Pulled liquidity doesn't disappear from the chart. It fades to a thin dashed line, because price routinely reacts to a level after the size that created it is long gone.

Clean-break removal

Levels are retired only after a configurable number of confirmed closes beyond them — not on the first wick through. Your chart stays clean without deleting levels that are still in play.

Overlap suppression

When a secondary level sits close enough to crowd a primary one, it steps aside — measured on screen, so labels stay readable at any zoom instead of stacking into an unreadable smear.

Every style exposed

Width, dash pattern, opacity and color for all four states, plus session windows, thresholds, timers and label content. Set it to disappear into your chart or shout at you. No hardcoded look.

BEFORE YOU BUY

What it needs, plainly.

This is a depth tool, so it's worth being direct about what that means rather than letting you find out after checkout.

MBO depth is not historical. Levels build from the live order-by-order book while you're connected — loading the indicator onto a chart of past bars starts empty and populates as the session runs. That's true of every depth-driven tool, and it's how the data works, not a limitation of this one.

PLATFORMNinjaTrader 8, current release

DATARithmic feed with full-depth MBO

REQUIREDRithmic MBO subscription (paid add-on)

INSTRUMENTSAny futures Rithmic provides MBO depth for

LICENSE2 machines, move anytime

DELIVERYInstant — key and docs by email

PRICING

One tool. Every instrument you trade.

No per-market upsell, no seat tiers, no add-on modules. Every license is the complete indicator.

MONTHLY

$147/mo

Trade it for a month. Cancel from your account in one click.

Complete indicator, all features
Unlimited instruments
2 machine activations
Updates while subscribed

Start monthly

ANNUAL

$1,297/yr

Works out to $108 a month. Over three months free against monthly.

Everything in monthly
26% off the monthly rate
Priority email support
Locked-in renewal price

Get annual

LIFETIME

$2,997

Pay once. Keep it, and every update, permanently.

Everything in annual
All future updates included
No renewal, ever
Deductible as a one-time expense

Buy lifetime

30-day money-back guarantee on every plan. If it doesn't earn a place on your chart, email us and we'll refund it.

QUESTIONS

Straight answers.

Do I need Rithmic MBO specifically?

Yes. Holdfast is built on Rithmic's full-depth MBO feed — the order-by-order data that shows the entire resting book, not the aggregated top-of-book depth that comes bundled with NinjaTrader. The free Level 2 that ships with NinjaTrader is not sufficient; the level of detail Holdfast needs to hold liquidity to a clock only exists in the MBO stream. Rithmic MBO is an inexpensive add-on to a Rithmic data subscription, and if you're doing serious order-flow work you almost certainly want it regardless. If you don't have it yet, this page walks through exactly what to buy — what MBO is, whether you need one exchange or all four, and the cost either through a prop firm like Apex at group rates or direct from Rithmic.

Will levels appear on historical charts?

No, and no depth tool can do this. Market depth isn't stored historically the way price and volume are, so levels build from the live book as you're connected. Load it before the session and it fills in as the book develops.

What size threshold should I use?

It depends entirely on the instrument — resting size on gold looks nothing like resting size on the micro index futures. The indicator includes a diagnostic log that prints the actual resting sizes it sees at each price, so you can calibrate to your market in one session instead of guessing. The installation guide walks through it.

Can I run it on two computers?

Yes. Every license activates on two machines, which covers a desktop and a laptop. If you replace a machine, deactivate the old one from your license page and activate the new one — no support ticket needed.

Does it place trades or give signals?

No. It draws what the order book is doing and how long it has been doing it. Every entry, exit and risk decision is yours. It's a chart tool, not a system.

What happens to my levels if my internet drops?

Levels are held in memory from the live MBO stream, so a disconnect that reloads the indicator clears them and they rebuild once depth resumes. Your license keeps working offline — validation is cached, so a brief internet outage never locks you out mid-session.