NUMEX Flow Big Trades
Panel of the big orders in every NumexRenko brick: buy and sell bubbles sized by volume.
- Type
- Order Flow
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
NUMEX Flow Big Trades isolates the big orders inside each NumexRenko brick. Executions are grouped into orders; an order counts as big when it falls in the chosen percentile of the last 5,000 orders, with a per-instrument floor. A fixed threshold can replace the percentile.
For each brick, the volume of big buy orders forms a green bubble above zero and big sell orders a red bubble below. Size follows volume. The panel computes its own flow from an internal 1-tick series, using the same engine as NUMEX Renko Flow.
Features
- Buy bubbles above zero, sell bubbles below
- Size proportional to the brick's big-order volume
- Automatic threshold from a percentile of recent orders, with a floor
- Optional fixed threshold instead of the percentile
- Circle or square, volume written inside the bubble
Parameters
- Big trades: percentile (default 99)
- Floor in contracts (default automatic: ES 20, CL 10)
- Fixed threshold (default 0 = automatic)
- Bubble shape and layout
- Minimum / maximum radius (default 2 / 14 px)
- Write lots from (default 200)
Screenshots
Futures trading involves a risk of capital loss. Our tools are decision-support software, not investment advice. Past performance is not indicative of future results.