orderflow thresholds
Filter out market noise by setting minimum size thresholds on DEX, GEX, and Convexity orderflow subplots.
In liquid equity indexes and large-cap single stocks, thousands of retail and algorithmic options trades execute every minute.
The Orderflow Threshold Settings allow you to filter subplots so that only high-conviction, institutional-grade transactions are displayed.
Supported Threshold Filters
You can configure independent thresholds for three primary orderflow metrics:
Delta Threshold (Shares): Filters out orders below a specified share-equivalent delta magnitude. Isolates aggressive institutional blocks and large directional sweeps.
Gamma Threshold ($MM): Filters out orders with negligible gamma footprint. Highlights trades that will force immediate, sizable market-maker dynamic hedging.
Convexity Threshold ($MM): Filters trades with low volatility impact. Isolates heavy institutional demand for tail-risk options.
Recommended Threshold Configurations
- Intraday Scalping (Low Threshold / 0): Displays all classified transactions for maximum granularity and immediate flow detection.
- Trend Following & Reversals (Medium Threshold): Filters baseline retail flow to isolate institutional participation during breakout attempts.
- Macro & Level Defenses (High Threshold): Only displays large institutional prints, making major level defenses and large hedge establishments immediately obvious.