Description
DRX OrderFlux turns tick data into a clean order flow chart, showing where momentum stalls and which levels the auction repeatedly tests. WHAT IT DRAWS - Bid x Ask footprint: Split into price levels with buy and sell activity side by side. Five views: Bid x Ask, Delta, Heatmap, Profile, and TPO. - Imbalances and stacked walls: Highlights price levels where volume imbalance exceeds your chosen ratio. - Absorption and unfinished auctions: Detects high activity that fails to push price further, as well as extreme levels that close incomplete. - Single prints: Highlights price levels visited briefly before fast rejections. - Volume profile: Displayed in a panel pinned to the right edge with POC, VAH, VAL, and session VWAP. - TPO time blocks: One profile per session with dedicated POC, color-coded chronologically. - Delta lane: Positioned along the bottom on a single alignment for direct comparison. - Market read: Unobtrusive signals appearing during clear rejections or volume breakouts. Thresholds self-calibrate automatically per symbol. - Tape panel: Measures current tape speed against average levels and provides liquidity warnings. - Position panel: Displays entry, stop, target, PnL, and Risk-to-Reward ratio with clear chart lines. Layout settings are saved automatically per symbol and timeframe. HOW TO USE IT Compatible with all symbols and timeframes. Ideal for intraday analysis (M1 to H1). Works alongside DRX Footprint Lower for dedicated volume, delta, and cumulative delta panes. ABOUT THE DATA cTrader tick data includes time, bid, and ask quotes, but does not transmit trade size data. DRX OrderFlux measures tick activity rather than traded contract volume, following standard FX tick volume methodology. Depth of Market data relies on broker feeds. Most CFD accounts provide limited aggregated levels; therefore, liquidity warnings are integrated into the tape panel rather than an order book ladder.
Summary
Key features include five distinct views: Bid x Ask footprint, Delta, Heatmap, Volume Profile, and TPO (Time Price Opportunity). The indicator highlights imbalances and stacked walls where one side dominates, absorption zones where heavy activity fails to move price, unfinished auctions, and single prints—levels touched only once. The volume profile panel shows POC (Point of Control), VAH (Value Area High), VAL (Value Area Low), and session VWAP. TPO profiles per session are color-coded to compare auction shapes across days.
Additional tools include a delta lane for comparing bars, a market read panel that signals price rejections or breaks with volume and delta confirmation, a tape panel showing tape speed and liquidity warnings, and a position panel displaying entry, stop, target, PnL, pips, and risk-reward ratio. Layouts are saved per symbol and timeframe for consistent workspace setup.
DRXFootprint uses cTrader tick data, measuring tick activity rather than traded contract volume, and includes liquidity warnings based on broker depth of market data.
