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.
The Infusion indicator is not only an indicator, but already a kind of self-adapting analytical module for searching for large volumes.
Big volumes are the stimulators of the market, the market is pushed by volumes and where they "appear" the market reacts in its own way. Big volume can push the market as well as they can stop it. Also, the interesting fact about this indicator is that in addition to analyzing the large volumes, it can indicate extreme delta values, which show an imbalance between buyers and sellers in the market.
DESCRIPTION OF THE INFUSION INDICATOR PANEL
The Title of the Infusion panel contains the "Authorizer" icon, the indicator name, the mode of calculation, the number of days to load to load and display, where the value "None" removes Infusion data from the chart, an Alert icon, an icon (arrow down) to open the Advanced Panel and the next icon (arrow up) to close the current Infusion GUI panel.
Advanced Panel has the options for the Infusion indicator.
Min Volume is the minimum value of the volume that is required to show it as an Infusion object.
Percent is a percentage of the daily volume that would be used to calculate Infusion minimum volume size for the Expert mode (There is a Simple mode also that just uses the manual value of the minimum Volume Size).
CLUSTERDELTA INFUSION PARAMETERS DESCRIPTION
Parameters
Days To Load (up to 5 days) is the number of the days to load in history. To not overload server side do not use the big values. The "0" value uses the entire period that is loaded by NinjaTrader. Use the "Data Series" NT option (Ctrl+F) to change it.
Days Ago (to get far history) is the option to work with history data. It determines the number of days to skip from the current date and then load the required historical data using the "Days to Load" setting from the Common Settings.
Alert on Infusion initiates the Alert event when the Infusion just appeared on the current bar (see the "Options" section for alert animations).
Display Indicator GUI is a small graphical panel containing current access status (click to open the Authorizer), name of the indicator, Infusion mode and the volume size, the ticker name of the data source and the alert icon
Display Advanced GUI shows or hides the Advanced Panel on start
Instrument as Data Source - select a futures from the dropdown list as the source for data. Value AUTO causes automatic detection of the instrument using the NinjaTrader ticker.
Reverse Data is an option for reverse the indicators data (Ask ↔ Bid) for reversed currency pairs except those that have name "USDJPY", "USDCAD", "USDCHF", "USDMXN". This option was added for compatibility, but in 99.9% of NinjaTrader cases keep it turned off.
[Expert] Spot/Merge Auto Adjusting is an option that allows you to adjust Infusion data to the spot chart using the latest highs and lows of the current trading session. The difference that is automatically calculated using this option may vary from trading session to trading session, so this may result in incorrect alignment of Infusion data for different trading sessions.
[Expert] Manual Spot Shift in points sets the manual value to be used to adjust Infusion data to the spot chart. Use the middle mouse button to measure the distance in points to use this value in this option.
Infusion Settings
Percent of Total Volume is a percentage of the daily volume that would be used to calculate Infusion minimum volume size for the Expert mode. The infusion minimum volume size is averaged value of the traded volumes during last two weeks. The volumes counts as the amount of the volume by each price / time on defined timeframe. This is a proprietary algorithm ClusterDelta that allows you to find the size of a volume that is marked as large on the current session using the previous session's data. The available range is 1 - 20.
Simple Mode is a option to switch from Expert Mode to Simple by using a manual value .
Manual Infusion Size is a manual value of the minimum volume size to create the Infusion objects in Simple Mode.
Infusion Ask Color is the color of the Infusion object if Ask>Bid .
Infusion Bid Color is the color of the Infusion object if Bid>Ask .
Infusion High Stroke Color is the additional border color around the Infusion object with large amount of the volume.
Infusion Normal Stroke Color is the border color around the Infusion object.
Options
Bell on Alert is the big Bell icon in the GUI panel when alert triggers.
Bell Animation is the few icons doing animation of the big Bell when alert triggers. It was a good idea at first, but it can get annoying during routine trading.
Use Native Data Feed is the option that allows to get tick data for updating Infusion data from the current feed if it is the futures feed.
Number of alerts is an option for how many times to initiate a new Infusion alert event.
Alert File is an option for the sound file to be played when an alert event is triggered. The files located at the NinjaTrader_Install_Directory\Sounds directory
Min Width/Height of Infusion Objects is the value of the minimum width/weight for the Infusion objects with lower volume values.
Min Width/Height of Infusion Objects is the value of the maximum width/weight for the Infusion objects with larger volume values that allows to scale the sizes of the rectangles by its volume values
Transparency of Infusion Objects set the transparency to not cover the chart data.
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