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ORDER FLOW · NINJATRADER 8

NUMEX Flow Delta

Panel showing the delta of every NumexRenko brick, with volume in the background and the live brick's value.

Type
Order Flow
Platform
NinjaTrader 8
Deliverable
.cs file or compiled export

Logic

NUMEX Flow Delta is a companion panel to NUMEX Renko Flow. Below the chart it plots the delta of each NumexRenko brick: volume traded at the ask minus volume traded at the bid. Green when buyers dominate, red when sellers do.

The indicator loads its own 1-tick series and runs the same flow engine as the main indicator, so values match without Tick Replay. Total volume can be shown in the background; it is hidden by default because it dwarfs the delta on screen. The header gives buys, sells and delta for the last visible brick.

Features

  • Delta histogram per brick, green or red
  • Optional total volume in a grey background
  • Buy / sell / delta header for the last visible brick
  • Flow computed internally, no Tick Replay
  • Same engine as NUMEX Renko Flow

Parameters

  • Classify by bid/ask (default yes, otherwise tick rule)
  • Show volume (default no)
  • Buy / Sell / Delta header (default yes)
  • Positive and negative delta colours

Screenshots

NUMEX Flow Delta

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.

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