NUMEX Pulse
Order flow meter from -5 to +5: normalised delta and speed, with an audible tick that speeds up with the flow.
- Type
- Order Flow
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
NUMEX Pulse boils order flow down to a single number, from -5 to +5. Over a rolling window it sums trade delta and measures trade speed. Both are compared with their usual level, tracked by exponential averages. The further delta runs above normal, and the faster the tape, the higher the level. The sign follows the direction of delta.
Thresholds set the step from one level to the next. Hysteresis prevents flicker on the way down. At the start of a session the level stays at zero during the warm-up.
The meter sits in a corner of the chart. Optionally, an audible tick speeds up with the level and a sound marks each change of side, so you can follow the flow without watching the screen. The companion indicator NumexPulse History plots the level history in a separate panel.
Features
- Level from -5 to +5 over a rolling window of a few seconds
- Normalised by exponential averages, with a warm-up at session start
- Compact meter in a chart corner, light or dark theme
- Audio tick whose pace follows the level
- Distinct sound when the side flips
- Level history in a separate panel (NumexPulse History)
Parameters
- Rolling window (default 10 s)
- Normalisation period (default 600 s)
- Start-up warm-up (default 120 s)
- Thresholds for levels 1 to 5 (default 1.0 / 1.5 / 2.2 / 3.0 / 4.0)
- Anti-flicker hysteresis (default 0.2)
- Audio (default off), minimum audible level 2, intervals from 1,000 to 120 ms
- Mute outside the session (default yes)
Screenshots
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