Flux Delta divergence and absorption indicator for NinjaTrader 8

Quick info

Platform

NinjaTrader 8 on Windows

Concept

Delta divergence, exhaustion and absorption, marked on the bar where they formed

Designed for

Traders who read order flow and want delta on the price chart without a CVD panel or a footprint

Best used when

Checking whether delta agreed with price at a new high or low

Signals

Divergence, hidden divergence, exhaustion, absorption and absorption nodes

Data

Level 1 trades and quotes. Tick Replay recommended for historical bars. No Order Flow+

Access

Part of the FlowForged Suite, free during the private beta

What Flux does

Flux reads every trade as buying or selling, keeps a running cumulative delta (CVD), and marks the bars where delta and price tell different stories.

At each swing high and low it compares the CVD with the last swing on the same side. A higher high on lower CVD is a bearish divergence, a lower low on higher CVD a bullish one, and the opposite pairings are hidden divergences. Separately, every closed bar is checked for exhaustion, a new high or low on outsized delta, and for absorption, a volume spike on a narrow candle where delta ran against the candle’s direction.

Each signal has its own shape, color and two-letter tag. Bearish readings sit above the bar, bullish readings below it.

Purpose

Delta normally lives in a separate panel or on a footprint chart. When price makes a new high, you look away to check whether buying kept pace, then compare it by eye with the last high. Flux makes that comparison at every swing and leaves the result on the bar.

Why choose it

• Delta from the tape. A trade at the ask counts as buying, at the bid as selling. Flux builds its own CVD from the tick stream, with no Order Flow+ subscription.
• Two detection modes. Reactive marks a swing as soon as the next bar closes back past its midpoint. Confirmed waits for the swing to hold on both sides. One toolbar click switches.
• Absorption with a second check. A volume spike, a narrow body and delta against the candle, plus at least one of book imbalance, tight price dispersion or an extreme volume-per-tick score.
• Markers you can tell apart. Pulse rings, dashed squares, triangles, diamonds and targets, each with its own color and tag, stacked when several land on one bar.
• Toggles that keep history. Hiding a signal type only hides it. Detection keeps running, so the markers come back instantly.
• Works on history. With Tick Replay, historical bars use the recorded trades. Without it, Flux estimates each bar’s delta from its shape.

How it works

1. Classify the trades. Each trade at or above the ask adds to delta, each at or below the bid subtracts. The running total is the CVD.
2. Find the swing. Reactive: the previous bar’s high topped the Swing Strength bars before it, and the bar just closed finished below its midpoint (mirrored for lows). Confirmed: the bar’s high is above Swing Strength bars on each side.
3. Compare the CVD. The swing’s CVD is compared with the last swing on the same side. If they disagree, a divergence or hidden divergence is drawn on the swing bar.
4. Check every bar. Exhaustion and absorption are tested on each closed bar, in both modes.
5. Draw it. The marker is placed above or below the bar and stays on the chart.

In Reactive mode the marker appears when the bar after the swing closes. In Confirmed mode it appears Swing Strength bars later, 2 by default. Either way it is drawn on the swing bar itself.

Key capabilities

• Regular and hidden delta divergence at swing highs and lows
• Reactive or Confirmed swing detection, switched live from the toolbar
• Exhaustion at new highs and lows on outsized delta, with a cooldown so it does not repeat bar after bar
• Absorption on volume spikes with narrow bodies and delta against the candle, confirmed by book imbalance, price dispersion or an absorption-score outlier
• Absorption nodes, where the volume-per-tick score is an outlier on a volume spike and the last second of trade hit two prices or fewer
• Distinct SharpDX markers with a dashed stem to the price, stacked when several land on one bar
• Seven color settings, glyph size, two-letter labels and a signal lookback limit
• Each signal type, the labels and the detection mode on one toolbar pill

How to set up Flux in NinjaTrader 8

1. Add FF Flux from the Indicators window to the chart you trade.
2. If your feed supports it, turn on Tick Replay for the chart’s data series so historical bars use recorded trades. Real-time bars always use the live tick stream.
3. Under 1. Detection, keep Reactive or choose Confirmed, and set Swing Strength (2 by default) for how many bars define a swing.
4. Start with the default absorption thresholds: a 2.0× volume spike and a body under 0.35 of the range.
5. Use the toolbar pill to show or hide each signal type and the labels mid-session.

New to NinjaTrader add-ons? The install guide covers importing, Tick Replay and common fixes.

Flux FAQ

Works well with

Conclusion

Flux does not tell you where price will turn. It shows you, on the bar, where delta and price disagreed and where heavy volume met a small candle:

• Divergence at every swing, measured against the last one
• Exhaustion and absorption checked on every closed bar
• Order flow read on the price chart, without a separate panel

Futures trading involves substantial risk and is not for every investor. Chart examples show past market activity and are not indicative of future results. Flux is an analytical tool, not trading advice.