Winkler Trading Station

What it does

The station shows what happens behind the price: which contracts were executed at which price level against which side. The tools for that are footprint per price level, volume profile, stats, delta, M effort, big trades and speed of tape.

Around that sits the usual trading workspace: POC, value area, VWAP, daily and previous-day levels, order book, time and sales, drawing tools, dynamic zones, an economic calendar with alerts, sounds, saved profiles and templates, four colour palettes and the AI analysis. Timeframes are typed in freely, from second bars through minutes and hours to range bars in ticks.

On top of that come a dashboard of its own (connections, accounts, order route and the day's balance at a glance; it opens after sign-in), a heatmap window with a rolling VWAP, a classification of tape flow into sweep, stop run, iceberg, absorption and initiative, five strategy engines (value area, entry zones, CVD divergence, effort model, initial balance), help with a wiki and a support channel, and AI Analytics: prepared market analyses that the station fetches from the hub.

Markets and data sources

NQ, ES, GC, 6E and CL stream from start. Every further catalogue entry is loaded on click: 21 futures roots in four groups — US minis (NQ, ES, YM, RTY), US micros (MNQ, MES, MYM, M2K, MGC, MCL, M6E, SIL), metals, energy and FX (GC, SI, CL, 6E) and EUREX (FDAX, FDXM, FDXS, FESX) — plus ten crypto pairs (BTC, ETH, SOL, BNB, XRP, DOGE, ADA, LINK, LTC, AVAX).

Source	Connection	Delivers	Orders
NinjaTrader 8	dedicated add-on, TCP	level 1, level 2, every tape print, history	yes
MetaTrader 5	dedicated expert advisor	prices and depth	yes
ATAS	dedicated add-on	prices and depth	yes
Bookmap	network interface	resting liquidity	no
Binance	public interface, no key	crypto prints and quote	no
Simulator	built in	synthetic history to try things out	paper trading

With no broker attached, the built-in simulator starts after a few seconds with three days of synthetic history; the feed badge then visibly reads SIMULATION.

Trading

The station keeps two separate routes. Paper trading works against an account inside the server and touches no broker; it computes the entry bracket of stop, target, trail and break-even itself. Real-money trading forwards orders to the attached broker.

Three gates stand in front of the real-money route and must fall one after the other: a master switch, arming per account (which expires on its own after a quiet period and lapses on every account change) and a separate live password. Added to that are server-side emergency limits on order size, position size and orders per minute, a log of every order and safeguard decision, and a PANIC button that is deliberately exempt from all gates — in an emergency nothing may block.

Where the station cannot classify an account as a simulation beyond doubt, it treats it as a real-money account. Anyone who switches off the password prompt trades at their own risk; the station says so and records the weakened state in the log.

Architecture

The NinjaTrader 8 add-on is written in C# and sends prints and order book over a TCP bridge to a Python server based on FastAPI. The server aggregates bars, footprint, profiles, delta and statistics and delivers the result over REST and over a websocket to a canvas interface. The websocket frame rate is configurable; out of the box it is sixty frames per second. SQLite holds templates, alerts, sessions, the log of AI calls, the order history and the settings of the real-money route.

The station ships as a program of its own with an installer. An end user needs neither Python nor a configured browser. Sign-in runs through a licence server; one account entitles the holder to use it on one machine, and if the licence server fails, an existing sign-in carries operation for three days offline.

Data quality

• Live, the aggressor is determined exactly because every print arrives with the standing quote. In the history the quote is absent and is reconstructed with the tick rule: a good reproduction, but not a perfect one.
• The tick history covers three days out of the box and can be set to twenty. It is additionally capped at a maximum number of prints per contract. Where it does not reach, one-minute bars fill the rest. Those bars carry no order flow — no footprint, no delta, only price and volume — and are drawn dimmed in the chart.
• Timeframes below one minute and range charts are never built from minute bars.
• The server binds to 127.0.0.1 by default, pages are served under a policy without external sources, and a token can be enforced for all /api routes and the websocket.
• The preconfigured provider for the AI analysis is a cloud model. Prompt, and on the analysis path the screenshot too, therefore leave the machine; a local model is possible and has to be selected deliberately.

Version

Version 1.9.39. The station's test suite comprises 2577 automated tests (counted on 6 September 2026). The figures above come from a measurement run of its own; when it ran and under which conditions is set out in the disclosure below them.