Composite Signal Engine · Suite Apex
NinjaTrader 8 Indicator  ·  Composite ORB Signal  ·  v2.0.4

FrankenFlow

A self-contained composite signal indicator that reads the entire ELITE suite — IndicatorBridge data, inline-computed ORB and VWAP state, StoDiver divergence, and the full Saty EMA ribbon — and synthesizes them into a scored directional signal with five setup-type classifications, PRIME/MINOR re-entry tracking, and a live WPF HUD.

NQ · ES · YM · RTY · CL Auto-detect Instrument 5 Setup Types PRIME + MINOR Signals Live WPF HUD Writes to Bridge
What It Does

The ELITE Suite's Apex Signal Layer

FrankenFlow is the composite signal layer of the Steely ELITE suite — purpose-built to read inputs from every other indicator and synthesize them into a single scored directional output.

Rather than adding another independent indicator to the chart, FrankenFlow acts as the ELITE suite's analytical apex: it reads AlphaScore, AlphaSignalDirection, AlphaSignalConfidence, and ORMOSessionBias directly from IndicatorBridge, then layers in its own inline-computed ORB state, session-anchored VWAP, Saty EMA ribbon (8/21/48/200), StoDiver divergence flags, RSI momentum, ADX trend strength, and ATR-based range checks.

All of this feeds a multi-layer scoring engine that classifies each bar into one of five setup types — ORB Break, VWAP Pullback, AMD Bounce, ORB Rearm, or ORB Fade — and generates PRIME signals (first fire per direction per session) and MINOR re-entries (up to two additional per direction, cooldown-gated).

FrankenFlow also writes its own output — EliteScore, EliteSetupType, EliteExhaustionWarn, EliteExitLong/Short, EliteVWAPDist, and EliteRangeConsumed — back into IndicatorBridge Section 4, making its scored output available to co-compiled strategies without any additional inter-chart coupling.

FrankenFlow — Core Features
Multi-Layer Scoring Engine
Long and short raw scores built from Alpha, ORB, VWAP, AMD, StoDiver, EMA, ADX, and momentum layers. Exhaustion gate caps score when price is extended beyond ATR thresholds.
PRIME / MINOR Signal System
First directional fire per session is classified PRIME. Subsequent re-entries are MINOR, capped at MaxMinorSignals (default 2). Dual-mode cooldown: time-based (CooldownBars) and score-delta-based.
Inline VWAP Computation
Session-anchored VWAP with sigma bands computed directly — no dependency on a companion VWAP indicator. Resets at RTH open each day. VWAPDist written to Bridge for strategy use.
Inlined ORB State
Level80, orbHigh/orbLow, orComplete, rangePct, and amdActive are all computed inline — RangeEdgePro is not required as a runtime dependency.
Rejection Setup Detection
Optional REJ LONG / REJ SHORT markers when price touches a key structural level and shows a high-probability 10–20pt rejection pattern, drawn directly on the price panel.
WPF HUD Panel
Live overlay panel showing ORB levels, Elite signal status, long/short scores, confidence %, momentum, ADX, EMA flow, and MTF alignment. Configurable position (Top Left / Center / Right).
Writes Full Output to Bridge
EliteLongSignal, EliteShortSignal, EliteScore, EliteSetupType, EliteExhaustionWarn, EliteExitLong, EliteExitShort, EliteVWAPDist, and EliteRangeConsumed — all available to strategies via Bridge Section 4.
Setup Classification

Five Setup Types

FrankenFlow classifies every signal into one of five setup types, which are stored in EliteSetupType on IndicatorBridge for strategy access.

Type 01 · SETUP_ORB_BREAK

ORB Break

Classic opening range breakout: price closes beyond the sealed OR high or low with score above fire threshold and EMA alignment supporting direction.

Type 02 · SETUP_VWAP_PULL

VWAP Pullback

Post-breakout or intraday pullback to session VWAP with positive directional score. Uses VWAPDist to confirm proximity and returning momentum.

Type 03 · SETUP_AMD_BOUNCE

AMD Bounce

Signal fires during the AMD accumulation window (11:00–12:30 ET) at a structural extreme with score alignment and StoDiver or momentum confirmation.

Type 04 · SETUP_ORB_REARM

ORB Rearm

Post-OR-complete re-entry toward the breakout direction after a retest of the opening range boundary — the OR level acts as new support/resistance.

Type 05 · SETUP_ORB_FADE

ORB Fade

Counter-trend fade at an extended OR break when exhaustion conditions are active, StoDiver divergence is present, and score re-aligns opposite direction.

REJECTION SETUPS
REJ LONG / REJ SHORT
Optional level-touch rejection signals drawn separately on the price panel — not scored setups, but structural context markers.
Signal Architecture

PRIME & MINOR Logic

FrankenFlow uses a two-tier signal classification with cooldown management to control signal density and re-entry quality per session.

PRIME Signal
First fire per direction per session
QualificationScore ≥ LongFireThreshold (default 5). No prior signal fired this direction today.
Cooldown SetCooldownBars lockout starts immediately (default 5 bars = 10 min on 2-min chart)
OverrideEnableStrongBreakOverride fires PRIME when bar range ≥ StrongBreakAtrMult × ATR even if EMA layers are missing
Bridge OutputEliteLongSignal = 1, EliteScore, EliteSetupType all written
MINOR Re-Entry
Up to MaxMinorSignals per direction (default 2)
QualificationCooldown elapsed AND score ≥ threshold AND MINOR count below cap
Cooldown ReleaseDual-mode: either CooldownBars bars elapsed OR score drops and re-climbs threshold (whichever first)
Cap ReachedAfter MaxMinorSignals, cooldown locks for rest of session in that direction — no further re-entries
Exhaustion GateWhen price is extended (bar range > ATR), score is capped at ExhaustionScoreCap (default 4), preventing threshold from firing
Suite Integration

Bridge Reads & Writes

FrankenFlow is fully bi-directional on IndicatorBridge — reading upstream ELITE data and writing its own scored output back for strategies and other consumers.

Reads from Bridge
AlphaFlowNQ
AlphaScore (0–10), AlphaSignalDirection (Long/Short/Squeeze), AlphaSignalConfidence — all via Bridge Section 1/2
Reads from Bridge
ORMomentumEdge
ORMOSessionBias (0–5: Unknown / Bull Trend / Bear Trend / Bull Lean / Bear Lean / Compression)
Inline Computed
ORB + VWAP State
Level80, orbHigh/Low, orComplete, rangePct, amdActive, session-anchored VWAP + sigma — all computed inline, no factory dependency
COMPOSITE ENGINE
FRANKENFLOW
v2.0.4 · self-contained
↓ writes Elite output ↓
SHARED MEMORY
INDICATORBRIDGE
Section 4 · strategies read
Writes to Bridge — Section 4
Elite Signal Output
EliteLongSignal, EliteShortSignal, EliteScore (0–10), EliteSetupType (1–5)
Writes to Bridge — Section 4
Context & Exit Fields
EliteExhaustionWarn, EliteExitLong, EliteExitShort, EliteVWAPDist, EliteRangeConsumed
Strategy Access
Direct Field Read
Co-compiled strategies read all Elite fields directly via IndicatorBridge static properties — no chart coupling required
Technical Specifications

Parameters & Defaults

Key configuration parameters with factory defaults.

Signal Thresholds
LongFireThreshold5
ShortFireThreshold5
ExhaustionScoreCap4
CooldownBars5 bars (10 min on 2-min)
MaxMinorSignals2 per direction
StrongBreakAtrMult1.5×
Session / ORB Windows (ET)
ORBStart09:30 ET
ORBEnd09:45 ET (15-min OR)
ORBValid16:15 ET (CME close)
AMD Window11:00 – 12:30 ET
RTH Open09:30 ET (VWAP reset)
Veto Gates
EnableSatyVetotrue — EMA ribbon alignment
EnableOpenFiltertrue — ORBFlow open gate
EnableCompressionHalvetrue — halves score in COMPRESSION bias
AtrRangeMultiplier4.0× ATR range penalty
MinAtrPoints4.0 pts (auto-adjusted by instrument)
Display & Plots
PlotsLongScore · ShortScore · Confidence (line)
Hidden PlotsLongSignalOut · ShortSignalOut (strategy feed)
ShowHUDtrue — WPF panel
HudPositionTopLeft / TopCenter / TopRight
ShowRejectionSetupstrue — REJ LONG/SHORT markers
InstrumentsNQ · ES · YM · RTY · CL · Generic
Suite Requirements

What You Need

FrankenFlow is self-contained but integrates with the full ELITE suite for maximum analytical depth.

🔗

IndicatorBridge

Required on the same NT8 instance. FrankenFlow reads AlphaScore, AlphaSignalDirection, AlphaSignalConfidence, and ORMOSessionBias from Bridge, and writes all Elite output back.

Required
📊

StoDiver v4.2

Required in the NinjaTrader Custom folder. FrankenFlow references StoDiver for divergence flags via reflection cache — works cleanly with v4.2. Only one version of StoDiver should be present.

Required
🗂️

AlphaFlowNQ + ORMomentumEdge

Run on a companion chart on the same NT8 instance. FrankenFlow reads their output via IndicatorBridge — it does not call them directly, so chart layout is flexible.

Companion Chart

Note on RangeEdgePro: FrankenFlow does not require RangeEdgePro as a runtime dependency. All ORB and range state values (Level80, orbHigh/Low, orComplete, rangePct, amdActive) are computed inline within FrankenFlow itself. RangeEdgePro can still be used independently on the same chart for its full visual level overlay.

Educational and Informational Use Only. FrankenFlow, like all SteelySystems indicators, is provided as a non-customized charting tool for educational and informational market analysis only. All arrows, scores, signals, and visual outputs are analytical observations — not instructions or recommendations to enter, exit, or manage any trade. All trading decisions are the sole responsibility of the user. Trading futures involves substantial risk and may result in significant financial loss. Past, hypothetical, simulated, or backtested performance does not guarantee future results.