What each number means

The measurements on the trades table, in the trade replay and in the coach's lines, what each one reads and from where.

The numbers on the trades table

Time to fill. From the moment your entry order was placed to the moment it filled. A slow fill behind a deep queue is patience; a slow fill behind nothing is a price that never traded, and the two are told apart.

Ticks BBO. How far from your own side of the quote your entry was placed, in ticks, measured from your side and never from the far one. When the market recording covers the session, the same distance is read in spreads of that moment instead, because a tick is a different fraction of the spread on ES and on NQ, and a number in spreads says how you placed rather than how wide the market was.

MAE and MFE. The worst and the best the trade went against you and for you while it was open, in ticks. MAE Post and MFE Post are measured from your entry too, across the trade and the window after you exited, so they never read below MAE and MFE: only where they go beyond what the trade itself reached did price move on after you were out. A market often does that after an exit, and it is not a sign you got out too early: on a fast tape the coach's answer is a bigger trade, never a longer hold. Where the score reads them, they are per lot, so a mistake at one lot and at ten lots reads the same.

Win rate and the profit plus scratch rate are different numbers. A scratch is a trade that came out flat, and the second rate counts winners and scratches together, which is the rate the method cares about.

The lines the coach writes

Every line on the live feed and in the Journal names the rule it read, and the line itself says what it measured. The rules are these: Time to fill, Time in trade, Ticks to BBO (printed as Distance to BBO (spreads) when the market recording covers the session), Profit+scratch rate, Scratches vs losers, Winner vs loser size, Multi-tick winners, Overtrading, MAE vs reward, Loss streak, Direction bias, Long vs short P&L, Entry placement & chop (MAE bands), Trade selection (large MAE), Daily drawdown, Personal max drawdown, Averaging / scaling, Chasing after losses and Spread capture.

Placement is how your entry order got in: paid when it crossed the spread, rested when it waited on your own side, and queue 48 when it rested behind roughly 48 contracts. That count is the queue ahead of your order the moment it joined, exact on a feed that carries it order by order and the displayed size otherwise, and it is what tells a slow fill behind a deep queue apart from a price that never traded. Placement shows on the live feed beside each note and in the Placement column of the Journal's day table, and hovering it gives the time from placement to first fill. A trade the addon's order stream did not cover shows no placement at all, on either screen.

Two more readings sit on the live feed only, and only where they add something. The after chip is the farthest price went from your entry once you were out, shown only when that went beyond the best or the worst the trade itself reached while you were in: after +11t on a trade whose best was 8 ticks means price ran 3 ticks past your best, 11 from your entry. It shows on sessions the addon recorded, and the addon watches for at most 3 minutes after your exit, or until your next entry if that comes first, so a quick re-entry cuts the look to seconds. No after chip is not a claim that price stood still: the look may have been that short, and on a replay recorded with an older addon it never opened at all. The 1st heat chip is the heat measured from your first contract's price, shown when you held more than one contract and the first one read a different heat from your average entry.

What each one weighs in the score, and why a day can read lower than you remember it, is in what the Norden Method Score reads.

The book at your entry and at your exit

Open a trade in the Journal and the trade replay shows Book at entry and Book at exit, on every plan, for the trades the addon recorded. Each is the order book the second before that fill, from the addon's market file: how many contracts rested on the best bid and on the best ask, with a bar that marks your side (the bid for a long, the ask for a short); how many rested in the ten ticks from each best; and who crossed in the 10 seconds before, for instance "buyers took 238 of the 380 contracts", read toward your position as with you, against you or neither way.

On ES the block also says whether the best level leaned with you, when your side held at least twice the other, against you, when the other side did, or was balanced. On NQ the best level holds a contract or two and was measured to say nothing about the next move, so the sizes show without that word, and so on every other instrument; who crossed in the 10 seconds before is still read as with you or against you on every instrument. The dashboard's feed shows the same reading as a chip beside the placement, book with you or book against you, on ES trades where the book leaned.

On live, a resting order of yours can be part of what the book counts. At an entry that rested, the block says how many of the contracts on your side may be yours, and with you or against you is read on the rest, the market's own; the sizes and the bar stay as the book held them. At the exit, it says that an exit order of yours resting at the best would be part of the other side, and that your own entry may be inside its 10 seconds when you held under 11 seconds. A trade whose market file was not recorded, or was cleared from storage before the book was kept, shows no block and no chip: that is a book nobody measured, never an empty one. What your entries' books added up to over a window is the Execution tab's section for Master, in the Execution tab.

Why a flag can appear after the note said clean

The coach judges patterns, not single trades. Some rules take note of a first occurrence without marking it: the first entry that sat a couple of ticks too close, the first quick re-entry after a loss. The note for that trade says it is noted and would become a flag if it repeats. Others say nothing at all until the pattern shows, like one spread capture with a big move running past it, which is the market, where two is the pace changing. Either way, when the pattern completes the rule marks every trade it named, the first one included.

The note under a trade is written once, from the session as it stood the moment that trade closed, and it is never rewritten; the flag beside it reads the whole session as it stands now. That is why a trade can carry a clean note and a flag at the same time. When that happens the screen says so next to the flag, naming the trade that completed the pattern: "Flagged after trade 12 completed the pattern". A note written before this was recorded carries no such line, because nothing is known about what it saw.

Where the numbers come from

The trades, and with them time to fill, Ticks BBO, MAE and MFE, come from Bookmap's own record of your orders and fills, so they are on the table with or without the addon. The addon adds the market around your orders and the exact moment each order was placed, moved, cancelled or filled: the queue, the spread at placement, and whether the entry rested or crossed. On an instrument the addon is not ticked on, the trades reach the dashboard only if Bookmap's own export records them, and then with no order or market readings, so the coach's lines about placement have less to read; otherwise they never arrive, and no total, rule or alert covers them. Nothing warns you either way.

If a number does not match what you remember of a day, open a ticket with a question about my numbers and name the date and the instrument.