NinjaTrader
Indicator Name: ClusterDelta #Footprint
Footprint is a type of the chart where you can see sum of the traded volumes at a specified price for a certain period. Commonly the Footprint term is used with the term OrderFlow Chart.
The #Footprint indicator allows us to see accumulation and distribution of market volumes. This gives us to conduct accurate analysis based on how the markets were traded.
Indicator Name: ClusterDelta #AskBid
The AskBid indicator shows the absolute values of volumes executed at the Ask prices and volumes executed at the Bid prices. Please note that volume and delta are calculated based on volumes executed at Ask and Bid prices.
Indicator Name: ClusterDelta #Bookmap
The #BookMap indicator shows pending orders that are visible in the order book (DOM). This indicator captures the levels every minute and displays them on the screen, where the color saturation indicates relative volume.
Indicator Name: ClusterDelta #CumDeltaChart, ClusterDelta CumDelta
The cumulative delta indicator shows the dynamics of delta changes over time, i.e. this indicator shows the sum of deltas from the beginning of the selected period to the current moment in cumulative mode.
Indicator Name: ClusterDelta #Delta
The Delta indicator shows the difference between market buyers and sellers. The indicator shows the difference between the volume executed at the Ask prices (bearish trades) and the volume executed at the Bid prices (bearish trades).
Indicator name: ClusterDelta #DPOC
POC (Point Of Control) is the price level for the period of time where the largest amount of volumes was traded. So the price of the biggest volume in a Market Profile is POC.
DPOC (Dynamic Point of Control) is a line on a chart of how the POC moves over a period of time.
Indicator Name: ClusterDelta #Infusion
The value of the indicator is that it can find large accumulations of volume on the current chart. For each instrument and each timeframe there is a certain volume size, after which the volume becomes "large". To find this value, indicator analyses deep history, and based on result a predictive value is formed for each next day.
Indicator Name: ClusterDelta #MarketProfile
The market (volume) profile shows the distribution of volumes on the prices over a certain period of time. The accumulations of volumes most often becomes support and resistance levels.
Indicator name: ClusterDelta #Splash
The Splash indicator is the first indicator in the ClusterDelta series that deeply analyzes tick history. This indicator is designed to search for iceberg orders, when a large amount of the volume has passed in a short period of time.
Indicator name: ClusterDelta #Volumes
The volume indicator provides information on the total traded volumes for each bar. Volumes information provides the real situation of market trading by showing areas of increased demand for a market instrument.
Indicator name: ClusterDelta #VWAP
Indicator VWAP - Volume Weighted Average Price (VWAP). In finance, volume-weighted average price (VWAP) is the ratio of the volume traded to the total volume traded over a particular time period (usually one day). It is a measure of the average price a derivative traded at over the trading period.
