Robots · ROBOT

Order Flow Analytics

The robot paints the flow by delta, builds accumulation/distribution zones and tracks the POC — and trades boundary breakouts confirmed by liquidity.

ATAS · .NET 7Robot · order flowautomated trading + testing

δ-coloring of the flow and POC across the chart: on the left a SHORT out of the red distribution zone, on the right a LONG out of the green accumulation zone — signals on boundary breakouts.

WHY IT MATTERS

Reads the flow for you

Colors candles by delta (green — buyer, red — seller) and builds growing accumulation/distribution zones and a POC line on its own — nothing to mark up by hand.

Takes breakouts confirmed by liquidity

A signal fires only if the POC sits inside the zone boundaries and price has moved past the level by the gap size. Fewer entries into noise — precision over quantity.

Test it with real costs

Test mode runs the strategy over history with commission and slippage: win rate, profit factor, P/L in ticks and $ — before you go live.

KEY FEATURES

Delta flow coloringCandles are painted by the sign of delta (ask − bid): green δ>0 — buyer, red δ<0 — seller.

Growing zonesAn accumulation/distribution zone forms when delta rises for N bars in a row (Min Increase).

POC liquidity lineThe level of maximum volume in a rolling window (POC Period) — key liquidity.

POC breakout filterA breakout counts only when the POC is inside the zone and price moves past the level by the Trend / Reversal Gap.

Automated trading with two targetsTwo orders with TP1 / TP2, entry and stop in ticks, Market or Limit — Buys / Sells / both.

Test mode with statsWin rate, profit factor, streaks and P/L in ticks and $, accounting for commission and slippage.

POC filter — a breakout counts only if the POC line is inside the zone boundaries

On the left the POC is inside the zone → the breakout gives a ▲ signal; on the right the POC is outside the zone → there's a breakout, but no signal fires. The robot takes only breakouts confirmed by liquidity — fewer signals, higher precision.

Breakout confirmed by POC

On the left the POC is inside the zone boundaries — the breakout gives a signal; on the right the POC is outside the boundaries — there's a breakout, but no signal fires. The robot takes only breakouts confirmed by liquidity: fewer signals, higher precision.

HOW IT WORKS

1Paints the flow by delta

Computes delta (ask − bid) on the levels inside a candle and colors the bars: green — buyer, red — seller.

2Growing zone

Delta rises for N bars in a row (Min Increase) → a zone forms: green on accumulation, red on distribution.

3POC inside the boundaries

In a rolling window the robot tracks the POC — the level of maximum liquidity; the zone matters only if the POC lands within its boundaries.

4Breakout on the gap → signal

Price moves past the boundary by the gap size (Trend / Reversal Gap): ▲ for long on an upside break, ▼ for short on a downside break — and entry.

Anatomy of a signal: delta built up for N bars (Min Increase) → a green zone formed → the POC inside the boundaries confirmed it → price broke the top on the gap → signal.

Anatomy of a signal

Delta built up for N bars (Min Increase) → a green accumulation zone formed → the POC inside the boundaries confirmed its significance → price broke the top by the gap size → signal and entry.

Indigo POC line — level of maximum liquidity in the window — the zone matters only if the POC is inside the boundaries

▲ / ▼ + entry dashes — signal and entry — in brand indigo: boundary break by the gap size

Green zone / δ-candles — accumulation, delta positive — an upside break gives a LONG signal

Red zone / δ-candles — distribution, delta negative — a downside break gives a SHORT signal

IN PRACTICE

Confirmed long: accumulation zone with the POC inside → break of the top on the gap → ▲ entry, stop below the boundary, two targets TP1 / TP2 → +28 ticks.

Confirmed long off an accumulation zone

An accumulation zone with the POC inside the boundaries → price broke the top by the gap size → ▲ entry, stop below the boundary, two targets TP1 / TP2. In this case +28 ticks — risk and entry by the rules, not by emotion.

Long on a growing-zone breakout — confirmed by POC

A trader waits for an accumulation zone to break upward, but plain breakouts are often false, and there's no time to watch the flow non-stop.

Sets the delta mode and Level Mode (volume / reversal / trend) to fit the instrument
Sets Min Increase and Trend / Reversal Gap — stricter thresholds cut off false breakouts
Runs test mode with commission and slippage — checks win rate and profit factor
Turns on live mode — entry on the ▲ arrow, stop in ticks, two targets TP1 / TP2

Result: The zone is confirmed by POC, the breakout cleared the gap size, entry and risk follow the rules, not emotion. In this case — +28 ticks.

SETUP & INTEGRATION

Fully configurable

Trade Mode · Orders TypeDelta Mode · Paint CandlesPOC Period · ThresholdLevel Mode · Min IncreaseTrend / Reversal GapSL · TP1 / TP2 · VolumeTesting · commission/slippagePnL Alerts · MappedFile

Delta mode and candle coloring, POC period, level mode and the zone-formation threshold, breakout gaps, two targets and a stop in ticks, test mode with commission/slippage and mapped files for external control — tuned to your instrument and style.

PlatformATAS (.NET 7) — a robot-indicator on cluster data

Signalszones + POC + arrows on the chart · alerts and mapped status to a file

Accesssubscription 3 mo / year · manual renewal

Right on the chart: BUY / SELL buttons, position status and a test panel — trades, win rate, profit factor, P/L in ticks and $ with commission.

Run it on history with commission — then trade.Subscription 3 mo / year, manual renewal.

★ Full bundle