How we make every level, and what we never do
AK Order Flow publishes gold levels from real futures volume, a live XAUUSD price and educational material. This page explains where each number comes from, how it is calculated and how we check ourselves.
Data sources
| Live XAUUSD price | A retail broker feed (MetaTrader 5), read-only, every 5 seconds. |
|---|---|
| Gold futures volume | COMEX gold futures (GC), 1-minute bars and individual trades, from NinjaTrader and historical exchange data. Shown on the site at least 10 minutes delayed. |
| Big orders and icebergs | The exchange order book, order by order (market by order), recorded with Bookmap and checked every minute. |
| Macro | US real yields and the dollar index (FRED), gold volatility (GVZ), the weekly CFTC Commitments of Traders report, the Federal Reserve calendar and a public economic calendar. |
| Futures → XAUUSD gap | Measured live by our own system as XAUUSD minus the front gold futures price. |
Definitions
| Session | One trading day runs from 18:00 to 17:00 New York time, like the exchange. |
|---|---|
| Volume profile | Volume traded at each price in the session. Where trade-by-trade data covers the session we use it exactly; otherwise we spread each 1-minute bar's volume over its range. |
| POC | Point of control: the price with the most volume. |
| Value area (VAH / VAL) | The price range around the POC that holds 70% of the session's volume. |
| VWAP ±σ | Volume-weighted average price from the session open, with 1 and 2 standard-deviation bands; weekly and monthly versions run from the start of the week / month. |
| Naked POC | A previous session's POC that price has not traded back to since. |
| Iceberg | An order that kept refilling: at least 100 contracts filled at one price, at least twice the size that was visible. |
| Big aggressive order | One order of 60+ contracts that crossed the spread (market order). |
| Large resting order | 100+ contracts resting in the book for 5+ minutes, within 1% of price. |
Futures and XAUUSD
Gold futures and XAUUSD are different instruments: futures include the cost of carry to the contract month, so they usually trade a few dollars to tens of dollars above spot. Every level we publish comes with its XAUUSD equivalent using the live gap. Your broker's quote can differ by about a dollar; the converter lets you use your own gap.
How we check ourselves
The morning map is published before London and never edited. After the New York close each level is classified:
| Reacted | Price came back at least $8 from the level within 60 minutes of the first touch. |
|---|---|
| Accepted beyond | At least 30 of the 60 one-minute closes after the touch were beyond the level. |
| Traded through | Price went through without either of the above. |
| Not reached | Price never touched the level that session. |
Results, including the days the map did not work, are on the track record page.
What we never do
- No buy or sell signals, entries, stops, targets or price predictions.
- No promised profits or results.
- We never message you first asking for money. Our only accounts are linked at the bottom of every page.
Limits
Order-book detection works on recorded data and can miss or misread events. Delayed futures data means the futures reference on the site is at least 10 minutes old. Nothing here is a recommendation; trading gold carries substantial risk of loss.
Where does AK Order Flow get its gold data? Gold futures volume comes from COMEX (GC) via NinjaTrader and historical exchange data, big orders from the exchange order book via Bookmap, and the live XAUUSD price from a broker feed.
Does AK Order Flow give trading signals? No. It publishes levels, data and education. It never gives entries, stops, targets or predictions.
Education only. Not financial advice. Trading involves substantial risk of loss.