NUMEX POC Flow Meter
Real-time reading of the flow around the point of control: delta, absorption, migration.
- Type
- Order Flow
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
POC Flow Meter watches the order flow when price comes back to test a key level. The level comes from a volume profile POC, a hand-drawn line, a typed price or the weekly profile nodes: POC, HVN, LVN and virgin levels from past weeks.
As price approaches the level, the indicator opens a retest window. Inside the zone it measures each side's aggressive effort against the move it actually produced: delta, aggressive volume, tape speed and big lots. Each component is compared with a rolling baseline, then weighted into a buyer score and a seller score. The window resolves as "held" when price rejects the level, "broken" when it crosses it, or "expired" after the timeout.
An evidence index tells you whether the window holds enough trades and time to be read, and the share of ambiguous trades is checked. The calculation only uses trade timestamps, so values are the same in real time and in Tick Replay.
The status panel, alerts and CSV log are there for study; the log also records how far price moved 30 s and 120 s after resolution. All series are exposed to strategies. The indicator never places orders.
Features
- Retest state machine: approach, in zone, held, broken, expired
- Live buyer and seller scores, frozen at resolution
- Evidence index based on trade count and duration
- Level of your choice: profile POC, manual line, typed price or weekly nodes
- Weekly POC / HVN / LVN nodes and virgin levels from past weeks
- CSV log per window, status panel and alerts
Parameters
- Level source (default VolumeProfile)
- Retest zone half-width (default 2 ticks)
- Approach zone half-width (default 8 ticks)
- Rejection for "held" (default 6 ticks), crossing for "broken" (default 4 ticks)
- Maximum window duration (default 120 s)
- Big lot threshold: 95th percentile over 5 sessions, or fixed (default 20 contracts)
- Evidence: 40 trades and 3 s required, minimum 0.5 to act
- Weights for delta, effort, tape speed, big lots (default 0.4 / 0.4 / 0.2 / 0.2)
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.