Order Flow Ticks is now Order Flow Aggregated v2.0

Last Update -> 15/09/2025

Every aspect of Order Flow Aggregated was carefully designed with performance in mind, so it can run even in lower-end machines.

Still, here some "Tips and Tricks" for better usage:

• Tick data are stored in RAM, even though cTrader already have good memory management:
• • Load just what's really needed for live trading.
• Params Panel already shows which parameters are supported by each mode.
• Segments Interval may change the filters analysis, use Daily interval for Intraday momentum.
• At Higher Timeframes (Price-Based Charts included)
• • Set ODF + VP to Weekly
  • Nº days / Reset Daily? parameters is now Week/Weekly.
  • All filters will be reset every Week instead of each Day.
• "Lower Timeframe" with "Small Row Size":
• • Custom MAs are made to speed up the recalculate when switching settings at Params Panel.
  • If you want to stick with cTrader Moving Averages, set [ODF] Use Custom MAs? to False
  • • Have patience if any Filter [Results / Spike / Bubbles] is activated.
• If High-Performance is needed:
• • Disable Volume Profile and/or use Mini-VPs instead. (default)
  • Use "Concurrent" on "[VP] Update Strategy" at "Specific Settings", there's a RAM usage cost, though. (default)
  • Use "Redraw_Fastest" on "Performance Drawing" settings (default)
  • Use Custom MAs (default)
  • Any filled and/or Text drawings are quite heavy when there are many of them.
• When back-testing, some drawings on Price-Based Charts are broken, but works fine in real-time.    
• Saved Settings are stored at "Documents/cAlgo/LocalStorage/ODFT-AGG ..."

New analysis features of Order Flow Ticks (Aggregated)

• Tick Spike Filter
• • Moving Average or Standard Deviation
  • as Icon or Bubbles
  • Spike Levels
  • Spike Chart (Bubbles):
  • Heatmap Coloring
  • Positive/Negative Coloring
• Bubbles Chart
• • Moving Averages, Standard Deviation, or both.
  • [Volume Delta / Cumulative Delta Change / Subtract Delta] as source.
  • Ultra Bubbles Levels
  • Heatmap Coloring
  • Momentum Coloring
  • • Fading
    • Positive/Negative
• Volume Profile
• • Mini-VPs - From 5 minutes to 1 day.
  • Daily, Weekly, Monthly Profiles

Here some improvements made since ODF-Ticks revision 1.3:

Order Flow Ticks:

• Row Height by ATR
• Perfomance Drawing - No more "Nº Bars to Show"!
• High-performance Tick Volume calculation - Handles even 1 month of ticks with ease!
• Asynchronous Tick Data Collection
• • Use of CTrader's 5.x specific features:
  • Built-in Songs/Pop-ups => [Tick Spike, Ultra Bubbles] Alert.
  • Local storage => Save Params.
  • ProgressBar => Calculating...
• Better Params UI.
• Better Support for [Ticks / Renko / Range] Charts.
• Static Update of Drawings, where possible.

Free Volume Profile:

• Concurrent Live VP Update
• Daily/Monthly/Weekly Shared Segments
• Mini-VPs that uses the current shared Segments.
• Show Any or All (Mini-VPs/Daily/Weekly/Monthly) Profiles at once!

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Always prefer the cTrader's Store version, it's updated first.

All the indicators I've developed are open source. If you don't have access to the code, check out the Github repository