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    OrderFlowViz.com

    Statistical Order Flow Analytics - Market Reversal

    Statistical Order Flow Analytics - Market Reversal

    The Account Name / Username can be found in Sierra Chart from the menu "Help" -> "About". Enter it here before adding the product to the cart.

    Product information:

    The statistical order flow evaluation products are software products that enable a particularly detailed approach of analyzing order flow data of centralized futures markets. Developed with focus on reliability and speed to maintain a smooth chart viewing experience. Only available for the Sierra Chart trading and charting platform.

    You will subscribe to the "Order flow statistical evaluation - Advanced FIVER package " as per your selection of the subscription plans available.

    Is this reversal real, or just another fake-out? The market turns - but is the activity at this rotation point normal, or something different? What if you could measure reversal zones against thousands of historical turning points?

    STA-MRV: Statistical Market Reversal Zone Analysis

    Focus on what matters most: the turning points. This study analyzes order flow specifically within reversal zones - the critical price areas around rotation highs and lows where market direction changes. Compare current zone behavior against historical patterns using Z-scores. Know instantly if this reversal is routine or statistically significant.

    Why Traders Choose This

    • - See Clearly: Isolate reversal zone behavior from the noise of full market waves - analyze only the moments that define turning points
    • - Act Faster: Real-time bar-by-bar printing shows zone development as it happens, with normalized progression regardless of bar count
    • - Trade Smarter: Distinguish between typical rotations and statistically rare reversals - a +2.0 Z-score means you're seeing top 2.5% zone behavior

    Reversal Zones, Not Full Waves

    While STA-MST analyzes entire market waves (full moves from pivot to pivot), STA-MRV focuses exclusively on reversal zones - the price areas around rotation points where direction changes. This targeted approach reveals what happens during the critical moments of market reversal, not diluted by mid-wave activity.

    Five Analytics for Reversal Zones

    Total Volume: Is participation at this rotation elevated or suppressed?

    Bid-Ask Delta: Is buying/selling pressure at the reversal extreme or normal?

    Price Movement: Is the reversal zone tight or unusually wide?

    Transaction Velocity: Is order flow accelerating or decelerating at the turn?

    Custom Input: Feed any external study value for zone-based statistical analysis

    Perfect For

    • - Reversal traders who need to distinguish real turns from fake-outs
    • - Traders focused on rotation highs and lows as key decision points
    • - Anyone who wants statistical context at turning points, not just mid-trend
    • - Systematic traders building rules around reversal zone behavior

    Built for Reversal Analysis

    • - HIGH and LOW studies: Separate analysis for rotation highs and rotation lows
    • - Base line normalization: Compare zones regardless of bar count (by volume, delta, or price)
    • - No repainting: Once printed, data never changes - reliable for backtesting
    • - Scope filtering: Calculate statistics only from relevant market conditions

    PRO Suite Includes

    • - Bar filtering: Analyze specific portions of reversal zones
    • - Distribution adjustments: Truncation, correction factors, and baseline shifts per analytic
    • - QA validation lines: Verify statistical calculations visually

    What's Included

    • - STA-MRV HIGH and LOW studies (DLL files for Sierra Chart)
    • - Complete setup documentation with input descriptions
    • - Video tutorials covering configuration and interpretation
    • - Lifetime updates and enhancements

    Requirements: Sierra Chart (latest version recommended)
    Dependencies: Requires ofv Control Study (included with subscription tiers)

    Stop guessing at reversals. Start measuring them against history.

    The package consists of the following statistical evaluation modules:

    • STA Volume ADV module
    • STA Price range ADV module
    • STA Delta ADV module
    • STA Trades quantities ADV module
    • STA Trade velocity main module & STA Trade vel. averaging add-on
    • Control study
    • Study for adjustable backgrounds and displaying probability zones

    In its essence, the product consists of studies that calculate and analyze up to half a million chart bars and applying this analysis to every up-or down-wave (reversal conditions adjustable) on a single unified scale as Z-scores. The data of a developing wave is printed bar by bar. This makes it possible to compare the underlying data (Total volume, delta, price range, trade quantity) among each other and also versus a standard line which is printed alongside.

    Once printed, the studies will not reprint or change. This is ideal for historical analysis and judgement of previous wave characteristics.

    The studies allow for decision making of calculated z-scores versus fixed standard deviation values or against each other. For instance: You can base your decision making for an action if delta reaches a threshold of 1 standard deviation from the mean, while the price range remained 0.5*standard deviations below the mean. It is also ideal for alert or signal generation by automated systems.

    You will receive your studies by E-mail. Simply save the received files in your SC data folder, then select the studies in the studies settings for your chart.

    Updates are of course included as well on ongoing subscriptions.

    Please also refer to other resources on the OrderFlowViz.com web-site for more details about this product.

    Important note: For verification purposes you need to provide your Sierra Chart Account Name. The mandatory field where you need to enter the exact account name behaves like a password field in some browsers. However, do not provide your Sierra Chart password!

    Item: 76-STA-FPA-21 / Short name: STA FIVER ADV package

    Requirements:

    • Sierra Chart trading and charting platform
    • This product can only be used on the Sierra Chart trading platform
    • Level 1 tick by tick data
    • Time stamps on each bar for bar start time
    • Bar ending time tick by tick (for best experience)
    • OHLC price information (tick by tick on closing/last price for best experience)
    • Bid-, Ask- number of trades and total volume on each bar (tick by tick for best experience)
      (also refer to the documentation "Requirements checks")

    Price & validity information:

    • Subscription only (advance payment for each subscription period)
    • No one-time / no lifetime purchase option
    • Subscription renewal payments are due on the same day of the month as the initial payment
    • Validity starts at the moment of delivery
    • Validity ends at the day of the month where delivery took place, plus 10 days (grace period), plus the amount of months of the subscription period
    • Regular price is the monthly price in CHF of the 6 monthly subscription
    • Optionally there are 3-monthly and monthly subscriptions available (at increased monthly prices)
    • There are no free trial periods available (select a one month subscription period for testing user specific setups)

    Our refund policy remains in effect, please review at check-out.

      Should you have any further questions on the product, please get in touch with us!

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