NUMEX Volume Delta
Per-brick delta candles that light up beyond a fixed level and flag reversals backed by strong delta.
- Type
- Order Flow
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
NUMEX Volume Delta draws one delta candle per brick: the body runs from zero to the current delta, the wicks to the highest and lowest delta reached during the brick. Delta is the volume traded at the ask minus the volume traded at the bid.
While the brick forms, the candle lights up as soon as delta reaches the buy or sell level, goes dark if it falls back, and lights again if it returns. When a reversal brick closes, meaning the first brick of the opposite colour, a triangle appears if its final delta is lit. By default, delta must point the same way as the brick. The signal is final and can come with a sound alert in real time.
The indicator loads its own 1-tick series with bid and ask, so history is accurate without Tick Replay. Without historical bid/ask data, delta is estimated with the tick rule and a banner says so.
Features
- One delta candle per brick: body at delta, wicks at the highest and lowest values reached
- Candle lit green or red beyond the buy or sell level
- Triangle on a reversal brick whose final delta is lit
- Signal decided once, when the brick closes
- Internal 1-tick series: no Tick Replay needed
- Optional sound alert and CSV export of bricks
Parameters
- Buy level (default 1,500 contracts)
- Sell level (default 1,500 contracts)
- Trades inside the spread: ignored or tick rule (default ignored)
- Required direction: same as the brick or any (default same)
- Marker shape and offset (default triangle, 2 ticks)
- Sound alert (default on)
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.