VFILabs Delta Flow is a momentum-weighted order flow histogram for Sierra Chart. It multiplies bid/ask delta by price range — so you see not just who is in control, but how strongly they are pushing on every single bar.
Standard delta tells you the difference between buyers and sellers. Delta Flow goes further — it weights that delta by the bar's price range, so conviction shows up clearly and noise fades away.
A large delta on a wide-range bar carries far more significance than the same delta on a narrow doji. That's the difference between a signal and noise — and Delta Flow shows you which is which.
One focused study that does exactly what it's designed to do — show you order flow momentum with zero clutter.
Multiplies bid/ask delta by the bar's price range. Wide bars with strong delta show up clearly. Narrow doji bars with identical delta are correctly minimized.
Buyer-controlled bars display in one color. Seller-controlled bars display in another. At a glance you know who is winning the battle on every bar.
Set smoothing to 1 for raw bar-by-bar data on scalping timeframes. Increase it to 5–15 to smooth out noise on higher timeframes and swing setups.
Runs in its own panel below the price chart — never clutters your price action, levels, or other studies. Clean and non-intrusive by design.
Built directly in Sierra Chart's native C++ study framework. Zero latency, zero external dependencies, zero Python required for this study.
Any futures market in Sierra Chart that provides bid/ask volume data. ES, NQ, CL, GC, ZB — if Sierra Chart has the data, Delta Flow works on it.
Delta Flow is a confirmation tool. Add it below your price chart and let it tell you what the tape is really saying.
Before entering a trade, check if Delta Flow aligns with your signal. A buy signal with positive delta momentum is a much higher-probability setup.
Price making new highs but Delta Flow weakening? That divergence often precedes a reversal. Delta Flow makes these patterns visible before price confirms.
Price pushing up but delta turning negative? Large sellers are absorbing the buying pressure. Delta Flow exposes these absorption setups clearly.
Small Delta Flow values on narrow bars signal low conviction — a good time to stay flat and wait. High values signal strong directional commitment.
Delta Flow is intentionally simple. One setting — smoothing length — is all you need to tune it to your trading style.
| Input | Default | Description |
|---|---|---|
|
Smoothing Length (EMA)
Controls how much bar-to-bar noise is filtered
|
1 | Set to 1 for raw unsmoothed data — best for scalping and reading each bar individually. Set to 5–10 for a smoother read on higher timeframes. Set to 14–20 for swing trading context. |
Your license key is emailed automatically within seconds of purchase from sales@vfilabs.com. Run the included installer, enter your key, and the study installs directly to your Sierra Chart Data folder.
Any Sierra Chart data feed that provides bid and ask volume on your bars. Most professional futures data feeds including Rithmic, CQG, and Denali include bid/ask volume.
It works on any instrument in Sierra Chart that provides bid/ask volume data. Futures markets are the most common use case, but it will work anywhere the data is available.
Yes — your license covers up to 2 machine activations. Contact sales@vfilabs.com if you need to move to a new machine and we will reset your activation.
Yes — Delta Flow is Study 4 in the full VFILabs Depth Intelligence suite. If you plan to buy the full suite, you can save money by purchasing it directly instead of buying studies individually.
Add Delta Flow to your Sierra Chart setup today and see exactly what buyers and sellers are doing on every bar.
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