Order flow: Cluster Search and Executions
A footprint scanner, and markers for your own trades on the chart.
Cluster Search
Turns the footprint from a manual read into an automatic scanner. You set a “signature”, high volume + one-way delta + bid/ask imbalance + large average trade + position within the candle, say, and every footprint cell that matches it lights up.
- What it is for: finding the moments you care about at a glance, without scrolling the footprint cell by cell.
- How it works: every criterion you set must be true at once; the ones left “off” are ignored.
- Parameters: the thresholds of each criterion (volume, delta, imbalance, trade count and average size, position within the candle).
Some filters (minimum trade count, minimum average size) only work on the live flow that carries the trade count.
Executions
Draws your own trades straight onto the chart: an up arrow for executed buys, a down arrow for sells, at the real price and time of the fill.
- What it is for: reviewing where you entered and exited relative to the move.
- Note: it shows real (paper) trading executions, so it works on live data.