Collection: Statistical ORDER FLOW Analytics

The statistical order flow analytics products enable a particularly detailed approach of analyzing order flow data. Fast paced markets, violent price moves, misleading price action - all part of the day-to-day business in the markets. We are looking at a ton of indicators to make sense of it. Alternatively we are trying to find all sorts of candlestick patterns. Yes, they "sometimes" work, sometimes they don't. However, at OrderFlowViz.com we still believe in patterns. But we want to include all aspects of order flow and judge them the same way as we can judge price action. That was the vision from day one - to make all these aspects of order flow directly comparable. All on one unified scale.

We have developed algorithms that statistically analyze up to half a million bars in your chart in a few milliseconds. The results get plotted on a Z-score/Probability chart. This opens entirely new ways on how to analyze your charts. It also allows to directly judge on the hard right edge - tick by tick - how the bars are developing. We did it for Total volume, Bid-Ask delta volume, Number of trades, Price range (ease of movement) and Trade velocity. If putting them together you see all sorts of divergences on that Z-score chart. Since it is all normalized, we get an accurate data set to further use it to generate alerts or signals - or automated trading systems for that matter. The data can also be exported for external analysis.