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Overview
OrderFlowStats is a NinjaTrader 8 indicator designed to display order flow and volumetric insights on non-volumetric charts. It internally adds a volumetric data series and overlays key metrics directly on the price panel, enabling traders to assess buy/sell pressure and participation without changing chart types.
Key Features
- Volumetric Integration: Automatically adds and reads volumetric bars (Bid/Ask delta).
- Order Flow Metrics: Displays volume, cumulative delta, bar delta, min delta, and max delta.
- POC Visualization: Draws Point of Control levels per bar.
- Flexible Table Display: Per-bar or last-bar summary modes.
- Configurable Thresholds & Colors: Customizable visual cues for neutral, positive, and negative conditions.
- Performance-Optimized Rendering: Efficient SharpDX resource management for real-time use.
- Strategy-Compatible: Safe for use in indicators, strategies, and Market Analyzer contexts.
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