SmartOrderFlow
SmartOrderFlow is an advanced trading indicator for NinjaTrader that provides real-time insights into market order flow, highlighting executed buy and sell volumes across a configurable number of bars.
It helps traders identify significant trading activity, 📈 market pressure, and 🔄 potential reversals by visually marking key high and low price levels along with cumulative trade volumes.
Perfect for ⚡ scalpers, 📊 day traders, and 🤖 algorithmic traders seeking a clearer view of market momentum.
✨ How it works:
SmartOrderFlow aggregates trade data, counts "big trades" above a customizable threshold, and dynamically displays informative high/low lines and 📍 text on the chart.
🔔 Alerts notify traders instantly when significant buying or selling occurs, improving reaction time in fast-moving markets.
🔑 Key Features
- ✅ Tracks executed buy 🟢 and sell 🔴 volumes on each tick.
- ✅ Separates regular trades from large trades 💥 above a configurable threshold.
- 📌 Aggregates data over a user-defined number of bars (BarsToCalculate).
- 📌 Calculates cumulative buy/sell volumes and "big trades" for the group.
- 📉 Automatically draws high and low lines for each bar group.
- ⚡ Updates in real time as new bars form.
- ⚙️ Set your own BigTradeThreshold to highlight impactful trades.
- 🪶 Filter out small trades with MinCandleVolume.
- 📍 Shows total buy/sell volume with optional big trade counts.
- 📍 Text positions above/below bar groups for clarity.
- 🎵 Plays a custom alert when buy/sell volume exceeds thresholds.
- ⚡ Differentiates between buying vs selling activity for fast decision-making.
- 🌈 Choose your own buy/sell text colors and lines.
- 👀 Easily distinguish between buying and selling pressure.
- 📊 Works directly on your price chart (no separate panel).
- ✅ Supports all NinjaTrader chart types.
- ⏳ Works on any timeframe (tick → daily).
- 📈 Adapts automatically to low/high volume markets.
- 🔧 Simple setup with clear parameters.
- ♻️ Automatically resets and recalculates totals for each bar/group.
