Realtime Volume Stats Panel w Delta, Buy/Sell%, Cumulative Delta

the_MarketWhisperer Pro アップデート済   
What is it?

Displays several realtime volume stats for each bar/candle.

Although it was originally created to be an assist tool for the Market Footprint (available as a separate indicator) to consolidate the numbers into a neat panel below, it can be used independently as an Orderflow Analysis tool as well.

It currently displays the following:
(1) Net Delta Volume for the bar; (2) Total Volume for the bar; (3) Cumulative Delta Volume for bars plotted up till this point (i.e., from the time the tool started collecting realtime data);
(4) Buy Volume for the bar as a percentage of the total volume for the bar; and, (5) Sell Volume for the bar as a percentage of the total volume for the bar.

All labels/colors etc. are configurable to suit your aesthetics.
All data are ONLY AVAILABLE FOR REAL-TIME BARS. The longer you keep a chart open with the study enabled, the more data it collects and displays, and the better your analysis can potentially be.
Note that the data gets reset every time (a) any of the options is changed, (b) the market is switched, (c) the browser is refreshed, or (d) the script is reloaded
DATA ISN'T STORED. I.e., every time a new symbol is loaded, the previous symbol's data is lost. So if you intend to monitor a symbol closely, you would need to keep it loaded all the time (and without tinkering with any of the Settings).

Who is it for?

For ultra short term traders who are used to looking at short term auction orderflow (and price action) to catch buy/sell anomalies and accurate trade entries
For traders who are already using Market Footprint but want the volume stats to be displayed on the bottom pane making for a cleaner interface.
For traders (, irrespective of their method of trading,) who wish to understand what is happening under the hood when a certain price action unfolds. (Who is in control, who got trapped, what does liquidity or the lack thereof look like, etc.)
Using the 'Realtime Volume Stats' along with 'Footprint' at key Potential Supply/Demand Zones can give important clues to confirm your trade entries. For e.g.,

To improve readability, the text now prints in complementary colors to the label color.

This will help configure the tool with better contrast (for labels) to depict extreme volume levels. To increase this contrast, increase the Color Step parameter from Settings.
For e.g., the following combination has Color Levels set to 10 and Color Step to 15.