Parameters #
OrderFlow Speed Mode #
Sets the type of OrderFlow volume.
Buys – Will calculate the speed at which the buys take place.
Sells – Will calculate the speed at which the sells take place.
Total – Will calculate the speed at which the total volume (buys and sells) take place.
Delta – Will calculate the speed at which the delta volume (buys minus sells) take place. This will override the Display setting and will display both above (positive delta) and below (negative delta).
Seconds #
Sets the number of seconds of the moving window to calculate the volume.
Display #
Sets where the values are plotted for Modes – Buys, Sells, Total, in reference to Zero.
SMA Period #
Sets the period for the SMA and its Standard Deviations
Cumulative For Session #
Will reset the OrderFlow Speed at Session Start. Will show a cumulative OrderFlow Speed for the session.
Delta Momentum #
Will provide a momentum type of chart based on the OrderFlow speed. Will keep adding the number of contracts until the direction of OrderFlow Speed changes direction. See an example below.
Will not display Momentum if you have Cumulative for Session set to true as Cumulative Session will override by accumulating per session and not per direction.
Will work when OrderFlow Speed Mode is set to Delta, otherwise will be ignored.
Visuals #
Max Opacity #
Sets the maximum value for Opacity according to the maximum value of the data series.
Min Opacity #
Sets the minimum value for Opacity according to the minimum value of the data series.
Display Message #
Displays a message to enable Tick Replay.
Colors bars #
Color the price bars according to the color of the OrderFlow Speed bar.
Show Tick replay History #
Will show/hide historical Tick replay data. If turned off will show only real-time OrderFlow Speed calculations.
Volume Filters #
Filter Mode #
Sets the filter mode.
Equal – Display traded orders that are equal to the Filter Value.
Does Not Equal – Expanding on Equal Filter Mode.
Less Than – Filters the volume that is lower than the specified Filter Value.
Less Than or Equal– Expands the previous Filter Mode allowing you to include the value specified in the Filter Value.
Greater Than – Filters volume orders that are above the Filter Value.
Greater Than or Equal – expands the previous Filter Mode, allowing you to include the value set on Filter Value option.
Filter Value #
Sets the filter value reference.
Reconstruct #
Sets if the trades should be reconstructed when using the filter. This allows to aggregate smaller orders that were part of a larger order and thus allowing for the filter to spot larger order order that were split during their execution.
High OrderFlow Speed Values #
High Positive Values #
Sets option to detect High Positive Value. OrderFlow Speed exceeds a specific value.
Values Above Type #
Set the minimum value for OrderFlow Speed to display High Positive Delta.
Filter Values Above #
Set the Defined value if above is set to Defined Value. Servers as the “manual” minimum.
High Positive Value Marker Color #
Sets the color for the marker of High Positive Value
High Positive Delta Offset (Ticks) #
Sets the offset distance in ticks of the marker in relation to the high of the bar.
High Positive Value Alerts #
Sets alerts for High Positive Value.
High Positive Value Sound Alert #
Sets the Sound Alert for High Positive Value. Sounds are included and can be found in /Documents/Trading OrderFlow/OrderFlow Speed/Sounds.
High Negative Values #
Sets option to detect High Negative Values. OrderFlow Speed exceeds a specific value.
Filter Values Below #
Set the Defined value if type is set to Defined Value. Servers as the “manual” minimum.
Values Below Type #
Set the minimum value for OrderFlow Speed to display High Negative Value.
High Negative Marker Color #
Sets the color for the marker of High Negative Value
High Negative Offset (Ticks) #
Sets the offset distance in ticks of the marker in relation to the low of the bar.
High Negative Alerts #
Sets alerts for High Negative Value.
High Negative Sound Alert #
Sets the Sound Alert for High Negative Value. Sounds are included and can be found in /Documents/Trading OrderFlow/OrderFlow Speed/Sounds.
Delta Divergence #
Detect Positive Divergence #
Sets option to detect Positive Divergence. It’s a down bar but the OrderFlow Speed is Positive.
Positive Divergence Mode #
Set the minimum value for OrderFlow Speed to display Positive Divergence.
Delta Filter Defined Value #
Set the Defined value if above is set to Above Defined Value.
Min Bar Range (Ticks) #
Sets the minimum bar range to detect Positive Divergence in ticks. Bars that have lower range that the value specified will be ignored.
Positive Divergence Dot Color #
Sets the color for the marker of Positive Divergence
Positive Divergence Dot Offset (Ticks) #
Sets the offset distance in ticks of the marker in relation to the low of the bar.
Alerts for Positive Divergence #
Sets alerts for Positive Divergence.
Positive Divergence Sound Alert #
Sets the Sound Alert for Positive Divergence. Sounds are included and can be found in /Documents/Trading OrderFlow/OrderFlow Speed/Sounds.
Detect Negative Divergence #
Sets option to detect Negative Divergence. It’s a down bar but OrderFlow Speed is Negative.
Negative Divergence Mode #
Set the minimum value for OrderFlow Speed to display Negative Divergence.
Delta Filter Defined Value #
Set the Defined value if above is set to Above Defined Value.
Min Bar Range (Ticks) #
Sets the minimum bar range to detect Negative Divergence in ticks. Bars that have lower range than the value specified will be ignored.
Negative Divergence Dot Color #
Sets the color for the marker of Negative Divergence
Negative Divergence Dot Offset (Ticks) #
Sets the offset distance in ticks of the marker in relation to the high of the bar.
Alerts for Negative Divergence #
Sets alerts for Positive Divergence.
Negative Divergence Sound Alert #
Sets the Sound Alert for Negative Divergence. Sounds are included and can be found in /Documents/Trading OrderFlow/OrderFlow Speed/Sounds.
Plots #
Zero_Line #
Sets the style for the zero line. Will color bars that have exactly zero value.
Above_Plot #
Set the style for the values between zero and the moving average and its bar color. Will also display the value of the bar.
Above_MovingAVG_Plot #
Set the style for the moving average above zero and its bar color.
Above: StDev1_Plot #
Set the style for the 1st Standard Deviation above zero and its bar color.
Above: StDev2_Plot #
Set the style for the 2nd Standard Deviation above zero and its bar color.
Below_Plot #
Set the style for the values between zero and the moving average and its bar color when the plot is below zero. Will also display the value of the bar.
Below_MovingAVG_Plot #
Set the style for the moving average below zero and its bar color.
Below: StDev1_Plot #
Set the style for the 1st Standard Deviation below zero and its bar color.
Below: StDev2_Plot #
Set the style for the 2nd Standard Deviation below zero and its bar color.
