Order Flow
Native order-flow chart types and indicators, and which markets they run on.
Order flow on LuxAlgo is built from pre-aggregated footprints: one-minute slices of volume-at-price and per-side trade counts, re-bucketed to any chart timeframe, plus ordinary candles. The tools on these pages don't read the live order book or trade tape. For those, open the Order book panel beside the chart.
The tools come in two forms:
- Chart types: switch the chart style to Footprint or TPO and the profile is the chart, with the deepest feature set (multiple footprints per bar, TPO session merging).
- Indicators: everything in Indicators → Orderflow draws over the candles or in its own pane, including overlay versions of Footprint and TPO.
Which tools run where
Most tools need a footprint-capable symbol (crypto, US equities, and CME futures; see Data). If a tool can't run on the current market it warns, or doesn't appear in the picker, instead of drawing a blank series.
Three tools are computed from candles and work on every market: TPO, VWAP, and the Visible Range Volume Profile (which trades the buy/sell split for universal availability). Tools built on trade counts additionally need count-carrying data. Bars without it show honest gaps rather than fake zeros. Pane-based tools (the delta and count families) need a fixed bar duration, so they're unavailable on monthly timeframes.
Tools
Footprint
Per-bar bid/ask profiles with imbalances, unfinished auctions, and a stat table. Chart type or overlay.
TPO
Session letter/block profiles with value area, initial balance, and session merging. Chart type or overlay.
Volume Delta
Per-bar delta and cumulative volume delta (CVD).
Volume Profiles
Session, rolling, and visible-range profiles with POC, value area, and developing levels.
Volume Tails
Supply and demand tails over a fixed, visible, rolling, or session range.
Trade Count
Executed prints per bar, with delta and cumulative variants.
Bar Stats
Volume, delta, and trade counts for each candle, under the chart.
Volume Bubbles
Size clusters at price, filtered down to the trades that matter.
VWAP
Anchored VWAP with standard-deviation bands.
Order-flow tools are the full suite on every plan, built from real trades. Orderflow lookback depends on your plan: Free 1 day, Essential 30 days, Premium 90 days, Ultimate 1 year, AI Ultra full history.