Statistical Order Flow Analytics - Market Structure Professional Suite

Market Structure PRO Suite

Stop guessing. Start measuring.

Most traders watch price and volume. You'll analyze 500,000+ bars of order flow data to know if what's happening is normal or opportunity.

The Market Structure PRO Suite gives you institutional-grade statistical analytics for Sierra Chart—analyzing every market move against half a million bars of historical context in real-time.

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What You Get: 5 Statistical Analytics Modules

Each module transforms raw order flow data into actionable Z-scores, showing you when market behavior deviates from statistical norms:

• Total Volume Analytics – Is this volume surge normal or extreme for this market move?
• Bid-Ask Delta Analytics – Is buying/selling pressure statistically significant?
• Price Movement Analytics – How does price range compare to historical averages?
• Up vs. Down Ticks Analytics – What's the trade count distribution telling you?
• Transaction Velocity Analytics – Is order flow accelerating or decelerating?

Each module prints a normalized standard line alongside the statistical data, making it easy to compare current market behavior against historical norms at a glance.

Plus: Control study and probability zone visualization backgrounds included.

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How It Works: Real-Time Statistical Context

The suite calculates and analyzes up to 524,000 chart bars, applying this analysis to every market move (up or down) on a unified Z-score scale.

Bar-by-bar data printing: As each move develops, data prints in real-time—allowing you to compare volume, delta, price movement, bar duration, and trade quantities against a statistical standard line.

No repainting: Once printed, studies never change. Perfect for backtesting, historical analysis, and systematic decision-making.

Algorithmic precision: PRO versions include advanced distribution analysis options and algorithm adjustments for improved accuracy.

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Use Cases: Systematic Edge

Statistical thresholds for decision-making:

Trigger actions when delta reaches +1 standard deviation from the mean while price range remains -0.5 standard deviations below the mean. Build rules. Generate alerts. Automate signals.

Compare metrics against each other:

See when volume is extreme but price movement is compressed. Identify divergences. Spot institutional absorption or distribution.

Define your own edge:

Analyze all bars in the chart (up to 524,000) or focus on recent moves. Adjust reversal conditions. Customize thresholds. Build systematic strategies based on statistical probability, not gut feeling.

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Requirements

This product works exclusively with the Sierra Chart trading platform and requires:

• Level 1 tick-by-tick data feed
• Time stamps on each bar (bar start time required)
• Bar ending time tick-by-tick (recommended for best experience)
• OHLC price information (tick-by-tick on close/last price recommended)
• Bid, Ask, number of trades, and total volume on each bar (tick-by-tick recommended)

Refer to the "Requirements Checks" section in our documentation for detailed setup guidance.

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Delivery & Installation

You'll receive your studies by email or download them from our website. Installation is simple:

1. Save the files to your Sierra Chart data folder
2. Select the studies in the "Studies" settings for your chart
3. Start analyzing with institutional-grade statistical context

Updates are included for all active subscriptions.

For detailed setup and usage, refer to the documentation and resources available on OrderFlowViz.com.

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Subscription Information

Pricing:

• Regular price: CHF 149/month (6-month subscription)
• 3-month and monthly subscriptions available at increased monthly rates
• Subscription-only (no one-time or lifetime purchase option)

Validity:

• Advance payment for each subscription period
• Validity starts at moment of delivery
• Validity ends on delivery day of month, plus 10-day grace period, plus subscription months
• Renewal payments due on same day of month as initial payment

Trial Period:

• No free trials available
• For testing user-specific setups, select a one-month subscription period

Our refund policy remains in effect—please review at checkout.

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Important: Sierra Chart Account Verification

For verification purposes, you'll need to provide your Sierra Chart Account Name during checkout. The mandatory field behaves like a password field in some browsers, but do not provide your Sierra Chart password—only your account name.

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Product Code: 76-STA-MST-11 | Short Name: Market Structure PRO Suite

Questions about this product? Get in touch with us.