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orderflow

orderflow profile overlay

Integrated volume and delta profile overlay on price charts, signed color modes, and custom session alignments.

The Orderflow Profile Overlay renders horizontal volume and delta distributions directly over the primary price chart in the Orderflow package.


Key Capabilities

  • Volume & Delta Profiles: Toggle between raw classified volume and net delta exposure distributions across strike prices.
  • Signed Color Modes: Dynamically color bars based on net signed transactions (bullish vs bearish delta) or use standard theme colors.
  • Profile Alignment: Position the profile overlay on the left or right of the primary chart to suit your visual layout.
  • Session Range Slicing: Calculate profile distributions across the full trading day or restrict to custom intraday time windows.

How to Read the Profile

  1. High Volume Nodes (HVNs): Price levels with concentrated trading activity. These act as fair-value consensus areas where price often consolidates.
  2. Low Volume Nodes (LVNs): Price levels where volume drops sharply. Price tends to reject or accelerate rapidly through these transition zones.
  3. Delta Imbalance Clusters: Strikes with disproportionate positive or negative delta indicate institutional accumulation or liquidation.

Overlay Controls & Profile Slots

Open overlay controls by clicking the floating GEXbot logo button in any subplot:

  • Slots: Manage up to 3 independent profiles (profile 1, profile 2, profile 3) per subplot.
  • Visibility: Toggle each profile slot on or off with its checkbox.
  • GEX Profiles: Select gex by volume or gex by oi across 90d, latest (0 DTE), or next (1 DTE) expirations.
  • Greek Profiles: Select Delta, Gamma, Vanna, or Charm across 0 DTE or 1 DTE horizons.

Geometry & Styling

  • Alignment: Set bar alignment to Left, Center, or Right.
  • Width & Opacity: Adjust profile width (0% to 100%) and opacity sliders.
  • Bar Width: Scale individual strike bar thickness.
  • Vertical Offset: Use pixel nudge buttons (-10 to +10) to adjust vertical profile alignment.

Timeline Scrubbing

  • Time Marker: Drag the vertical orange time marker on the chart canvas to inspect past profile states.
  • Anchor to Price: Click to lock profile origin to current spot price.
  • Save Defaults: Save the active slot configuration as default for new subplots.

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