OptimusFLOW
  • Welcome to OptimusFLOW Help
  • Getting started
    • First Time Users
    • Control center
    • Workspaces, Binds, Groups
    • Templates
    • Set as Default
    • Symbols lookup
    • Table management
    • Backup & restore manager
    • General settings
  • Connections
    • Connections manager
    • Connection to Optimus Futures
    • Connection to Paper to Trader dxFeed
    • Connection to Rithmic
    • Connection to Rithmic Prop
    • Connection to CQG
    • Connection to OANDA
  • Trading Journal
  • Analytics panels
    • Chart
      • Chart types
        • Renko
        • Heiken Ashi
        • Kagi
        • Points & Figures
        • Range bars
        • Line break
        • Volume Bars
      • Chart overlays
      • Technical indicators
        • Oscillators
          • Aroon Indicator
          • Moving Average Convergence/Divergence
          • Awesome Oscillator
          • Accelerator Oscillator
          • %R Larry Williams
          • Momentum
          • Rate of Change
          • Commodity Channel Index
        • Moving averages
          • Exponential Moving Average
          • Simple moving average
        • Volatility
          • Average True Range
          • Standard deviation
        • Trend
          • ZigZag
        • Volume
          • Delta Flow
      • Drawing tools
      • Volume Analysis Tools | Volume Profiles | Footprint chart | VWAP
        • Cluster chart
        • Volume profiles
        • Time statistics
        • Time histogram
        • Historical Time & Sales
      • Power Trades
      • VWAP | Volume Weighted Average Price
    • Watchlist
    • Time & Sales
    • Price Statistic
    • DOM Surface
    • Option Analytics
    • TPO Profile Chart
  • Trading panels
    • Order Entry
      • Order Types
    • DOM Trader
    • Market depth
    • Trading simulator
    • Market Replay (History Player)
    • FX Cell
  • Portfolio panels
    • Positions
    • Working Orders
    • Trades
    • Orders History
    • Synthetic Symbols
    • Historical Symbols
  • Information panels
    • Account info
    • Symbol Info
    • Event Log
    • RSS
    • Reports
  • Miscellaneous
    • History Exporter
    • Market heat map
    • Stat matrix
    • Exchange times
    • Quote Board
    • Excel and RTD function
  • Algo
    • Introduction
    • Install for Visual Studio
    • Simple Indicator
    • Input Parameters
    • Built-In indicators access
    • Indicator with custom painting (GDI)
    • Using markers with indicators
    • Adding a custom indicator to Watchlist
    • Downloading history
    • Simple strategy
    • Access to trading portfolio
    • Trading operations
    • Example: Simple Moving Average
Powered by GitBook
On this page

Was this helpful?

  1. Analytics panels
  2. Chart

Volume Analysis Tools | Volume Profiles | Footprint chart | VWAP

Volume analysis is a powerful trading technique that allows analyzing the distribution of the trading volume at each price level at a certain period of time.

PreviousDrawing toolsNextCluster chart

Last updated 5 years ago

Was this helpful?

OptimusFLOW trading platform provides , an advanced analytical functionality, which allows you to see the traded volume at each price level, assess the balance between buyers and sellers and understand the intentions of traders regarding the future price.

Volume analysis tools include proprietary and well-known analytics, which we’ll explore in the further articles:

  • (a.k.a. Footprint chart or OrderFlow chart)

  • — Step, Right, Left and Custom volume profiles

  • (known as Bar Statistics) — in table form

  • — in form of vertical histogram

  • Custom VWAP (Anchored VWAP) — can be attached to the any selected bar as a starting calculation point

  • — multiple VWAP lines for single chart

  • — the table of all trades for the any selected bar

    The GIF below shows how you can activate the toolbar of volume analysis tools:

Green color indicates that seleced volume analysis tool has entirely downloaded the data. Yellow color indicates that selected tool is dowloading the data.

Data types of Volume Analysis Tools

All volume analysis tools have the same Data Types, which can be specified in the settings:

  • Trades — it's the number of contracts (trades) that executed at each price level.

  • Buy (or Sell) trades — it's the number of Buy (or Sell) trades that executed at each price level.

  • Volume — the total size of all positions that executed at each price level or price range.

  • Buy (or Sell) Volume — the total size of all Buy (or sell) positions that executed at each price level or price range.

  • Buy (or Sell) Volume, % — shows how many percent of the total volume relates to Buy (or Sell) trades

  • Buy / Sell Volume — simultaneous display of buy and sell volume on one histogram

  • Delta and Delta % — shows the difference in traded Volume between Buyers and Sellers. It allows evaluating who controls the price on the market at a given time. Delta % = Delta / Volume * 100

  • Cumulative Delta — the data is built by adding the current delta value with each subsequent delta value for the certain period of time (or number of bars).

  • Average size — the average volume of the position that was executed at a certain price or price range.

  • Average Buy size — the average volume of a Buy position that was executed at a specific price or price range.

  • Average Sell size — the average volume of a Sell position that was executed at a specific price or price range.

  • Max one trade volume (value and %) — shows the maximum volume of a single trade that has executed at a certain price or price range (depending on the Custom Step (ticks) setting).

  • Filtered volume (value and %) — this parameter displays volumes that exceed the size specified in the filter. If the volume size is smaller than the one specified in the filter, then the values will be zero.

  • Buy (or Sell) filtered volume — the parameter displays Buy (or Sell) volumes that exceed the size specified in the filter.

Volume analysis tools
Cluster Chart
Volume Profiles
Time Statistics
Time Histogram
VWAP
Historical Time & Sales
Volume Analysis Tools
Enable the toolbar of Volume Analysis Tools
Use various data types for all volume analysis tools