OrbFlow Labs
Guides

How each indicator works

Five short guides: setting each tool up, what it draws, how to read it, and its limits. None of them give buy or sell signals. They show what price and order flow did, and the decision stays with you.

Before you start: footprint delta and session POC need TradingView Premium or higher. On other plans those readings show "n/a" and everything else works. All tools are built for standard candle or bar charts on intraday timeframes.

ORB Levels & Orderflow · Market Structure + Delta · Levels Suite · Session Delta Ranges · GAPFLOW · What is delta?

Read this first

What footprint delta means

Every trade has an aggressor. A buyer who lifts the offer is aggressive; so is a seller who hits the bid. Delta = aggressive buy volume − aggressive sell volume for a bar or a session. Positive delta means buyers were the ones crossing the spread; negative means sellers were.

Delta describes who was aggressive on that bar. It doesn't predict what comes next: a big positive delta can still fail at a level (sellers absorbing the buying). That's why our tools print it next to the level or event, not as a signal.

Guide 1 · free early access

ORB Levels & Orderflow

Set it up

  1. Add it to a 1- to 5-minute chart of the instrument you trade.
  2. In settings, keep the sessions you trade: New York 09:30–09:45 and London 08:00 are on by default, Tokyo 09:00–09:15 is optional. Check each session's timezone.
  3. The trigger distance (4 points) and ATR bands are tuned for NQ/MNQ. Rescale them for other instruments (gold, ES, oil, CFDs).
  4. Use a chart timeframe no bigger than the range: the London 08:00 one-minute range becomes the whole 08:00–08:05 bar on a 5-minute chart.

What it draws

  • The range: high, low, midline and shading, plus a trigger line a set distance outside each edge. It filters wicks and one-tick pokes.
  • Break: the first bar that closes past a trigger line.
  • Failed: a break that closes back inside the range within 10 bars (adjustable).
  • Retest (optional): after a break, a bar touches the trigger line and closes beyond it again.
  • Every event label carries that bar's delta, e.g. NY break ▲ Δ +2788.
  • Daily levels: previous day high/low/close, Asia high/low (18:00–03:00 NY), overnight high/low (18:00–09:30 NY). Close levels share one label.

How to read it

  • The panel shows each range's size as a % of its 20-session average. A tight or unusually wide range is useful context before any break.
  • Compare the break's delta with its direction. A break up on strong positive delta is a different picture from a break up on negative delta.
  • Check the nearest level row: a break that runs straight into yesterday's high has little room; one with 80 points of space is different context.

Alerts

Range set, break up/down, failed break up/down, or one "Any alert() function call" alert for every event with price and delta. All fire once per bar close.

Limits

Events are bar-close only, so you're told one bar after the move, and history never repaints. Asia/overnight levels need near-24-hour markets. Not for daily or higher timeframes.

Guide 2 · free early access

Market Structure + Delta

Set it up

  1. Add it to any intraday or swing chart.
  2. Set the swing and internal lengths for your timeframe. Higher means fewer, bigger swings and more lag.
  3. Choose whether a break needs a candle close (default) or just a wick beyond the swing.
  4. Pick the four higher timeframes for the dashboard (15m, 1H, 4H, 1D by default).

What it draws

  • BOS (Break of Structure): a close beyond the last swing with the trend. CHoCH (Change of Character): a close beyond the last swing against it.
  • Two layers: swing structure (solid) and internal structure (dashed). HH/HL/LH/LL labels on swing points.
  • EQH/EQL: two pivots within a small ATR tolerance, often where resting orders sit.
  • Each BOS/CHoCH label shows the break bar's delta. Breaks made against their delta can be drawn faded.
  • Optional premium/discount zones around the current swing range's midpoint.

How to read it

  • A CHoCH on strong opposing delta is different context from one on thin flow; faded labels make breaks against the flow easy to spot.
  • The dashboard shows whether the chart's structure and the higher timeframes agree, and how many do.

Limits

Swing points are confirmed a set number of bars late (they never move once drawn). Breaks register on closed bars only. Higher-timeframe bias updates when that timeframe's bar closes.

Guide 3 · free early access

Levels Suite

Set it up

  1. Add it to an intraday chart.
  2. Check the session open and timezone (18:00 New York by default, the CME Globex open).
  3. Switch off level groups you don't use. Fewer levels means a cleaner chart.
  4. Give the chart right margin (Chart settings → Canvas → Margins → Right, about 20–25 bars) so the price tags fit.

What it draws

  • Today's high, low and midpoint; previous day high/low; this week's and month's high/low.
  • The previous session's POC, value-area high and low and an optional histogram.
  • Swing levels from the true wick, removed once price trades through. Open gaps, removed once filled.
  • Stacked price tags at the right edge so close levels never overlap.

How to read it

The chart only shows what's still in play. If a level is on screen, price hasn't dealt with it yet. Inside yesterday's value area, price is trading where it was accepted; outside it, price is exploring.

Limits

The profile is approximated from bar volume, not tick data (more accurate on lower timeframes). Swing levels are confirmed late by design.

Guide 4 · free and open source

Session Delta Ranges

Set it up

  1. Open it on TradingView and click Add to chart (1- to 15-minute charts work best).
  2. Check the session times and timezone: Asia 18:00–03:00, London 03:00–09:30, New York 09:30–16:00 (New York time).
  3. Adjust Footprint ticks per row if you want a smoother POC.

What it shows

  • A box per session that grows live, labelled with the session's total delta. Hover for the buy share, POC, high and low.
  • The session POC from real footprint rows, not estimated from candles.
  • Naked POCs: each finished session's POC stays as a dashed line until price trades back through it.

How to read it

Compare each session's delta with what price did. A session that closed higher on negative delta is a different picture from one that rose on strong buying.

Guide 5 · free (publishing soon)

GAPFLOW

Set it up

  1. Add it to a 1- to 15-minute chart.
  2. Set the trading hours and timezone (09:30–16:00 New York by default).
  3. Set the minimum intraday gap size: 2 points suits NQ/MNQ; use less for stocks.
  4. Choose whether unfilled gaps carry into the next sessions, and for how long.

What it draws

  • The opening gap (session open vs the previous session's last close) and intraday gaps, each boxed.
  • Boxes shrink as price fills them and disappear when filled; the fill is added to the day's tally.
  • A dashboard: gap size, % filled, points left, gaps opened/filled today and the fill rate. On NQ/MNQ it also shows how often MNQ opening gaps of the same size filled the same session since 2019, as history, not a forecast.

Limits

Gaps and fills use your chart's bars and bar highs/lows. Fills count only inside the trading-hours window. Holidays and short sessions aren't detected.

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