↗ TREND LENS FLOW RESEARCH v3 Offline · no orders

MICRO E-MINI S&P 500 · 5-MINUTE

See the trend.
Respect the chop.

A transparent, closed-bar trend study.
Directional labels explain the rules.
They do not predict the next move.

SYNTHETIC DEMOGenerated examples, not historical MES prices or live market data
MES / 5m / CLOSED BARS

PRICE STRUCTURE

Chop → upside breakout

——
EMA 9 EMA 21UTC · bar close time
Historical zones Weak buy Buy Weak sell Sell Chop Warming up / unknown
NEARBY BUYERS & SELLERSConnect order book to display
BEST BUYER—
— reported size
GAP—
BEST SELLER—
— reported size
TRADE FLOW · CURRENT 5-MIN CANDLEConnect for live classified trades
AGGRESSIVE BUY
—
AGGRESSIVE SELL
—
ATR · CHART
—
Only bars through the replay cursor are visible. Vertical backgrounds show each bar’s state as it was known then: light green/red for weak buy/sell, darker green/red for buy/sell, amber-brown for chop. Warmup stays neutral. Horizontal outlined bands show the current hypothetical next-close price ranges.
Dashed gold: 12-bar boundsGreen: Buy setupRose: Sell setupSolid = stronger · dashed = weak

    Dynamic conditional levels, recalculated at each closed bar. These are hypothetical classifications, not fixed support/resistance, entries, targets, or forecasts.

    CLOSED-BAR REPLAY—
    Paused · no live updates

    READ-ONLY · SHADOW CONTEXT

    Order-book quality & execution context

    Disconnected · no order-book data

    Top-of-book and classified trade events. Green/red bars show buyer-/seller-initiated contracts in the current five-minute candle and reset at the next UTC candle. Yellow ATR is calculated from the displayed chart data. This panel does not affect Trend Lens labels, score, projections, or risk tools, and it does not place orders.

    Best bid—reported size: —
    Best ask—reported size: —
    Spread—points / ticks
    Last trade event——
    No snapshot yetLast event: —
    How to read this panel

    BestBid/BestAsk are top-of-book only. Green/red flow bars use the separate GatewayTrade classification (type 0 = buy-initiated, type 1 = sell-initiated); they are not inferred from candle color. Yellow ATR is a chart measurement, not trade volume. Reported size fields are shown as received; their exact provider semantics are not inferred. A “fresh pair” means both sides updated within two seconds and are not crossed. The updates are not atomic, do not prove full depth, queue position, hidden liquidity, absorption, or executable fills.

    01

    Wait for a close

    Signals change only when a completed five-minute candle is added. Intrabar moves are ignored.

    02

    Give chop its space

    Low efficiency, crowded averages, or too little room can keep the state neutral and amber-brown.

    03

    Know what’s missing

    Read-only feed and hypothetical cost model; no orders, calibrated odds, or validated trading edge.

    Inspect the experimental rules & data conventions +

    Loading rule details…

    YOUR DATA STAYS ON THIS DEVICE

    Replay a local MES file

    Use one unadjusted MES contract, five-minute bars, and UTC bar-close timestamps. The file is read in your browser only.

    timestamp,open,high,low,close,volume
    2026-09-01T14:05:00Z,6400,6401,6399,6400.5,230

    Sorted oldest first, no duplicates, explicit Z timezone, exact five-minute boundaries, valid OHLC, nonnegative volume. Gaps reset warmup. No resampling or roll adjustment is performed.