BM OrderFlow Edge

CATEGORY: Indicator · For NinjaTrader 8 · Executed Order Flow (Delta)

HOW IT WORKS: Executed Order Flow (Delta) indicator with three separately activatable analysis modules: Price/Delta divergence, absorption, and Delta Point of Control (Delta POC). The divergence module compares the accumulated delta of the current swing against the previous swing of the same type and confirms the signal without repainting. The absorption module detects candles where strong buying or selling pressure fails to move the price proportionally—a sign that the pressure was absorbed by the opposing side—with thresholds that self-calibrate by percentiles over a moving window, without manual recalibration per instrument. The Delta POC module identifies, by price level, where the buying and selling delta was concentrated within the session or a configurable moving window. It includes a composite order flow score that combines the three signals into a single indicator, ranging from -100 to 100.

WHO IT'S FOR: Traders who want to read executed order flow with built-in statistical validation (self-calibrating thresholds, non-repainting signals) and who are looking for a single tool that covers divergence, absorption, and volume concentration by price without installing three separate indicators.

TECHNICAL REQUIREMENTS: NinjaTrader 8. Any instrument with available tick data. Backtestable with historical tick data; tick replay is not required.