DF Order Flow Candles

DeltaFlow's Order Flow Candles is an advanced order flow study that colors candles according to rolling delta calculations

• Colored gradient candles show delta in-bar and are colored according to rolling averages and variance
• Extreme move markers highlight moves with extreme one-sided order flow with configurable alerts
• Customizability to fine tune settings:
  • Number of days to load
  • Number of rolling bars used for statistical calculations
  • Extreme Move Marker activation window and minimum volume thresholds
    
  • Complete color customization ability
  • Ability to split data between Overnight (Globex) and Regular Trading Hours data
    
• Advanced study settings:
  • Median/MAD instead of Average & Standard Deviations (may perform better with less liquid instruments)
  • Volume-Weighted Delta Calculations

Study comes with recommended settings for scalping and intraday trading for the following futures symbols: NQ, ES, GC, and CL.