VFILabs Depth Core combines two powerful studies in one package. An auto-shifting grid that shows you where price wants to go, and a complete order flow engine that shows you when to act — absorption traps, stacked imbalances, exhaustion signals, and master entry arrows, all running natively in Sierra Chart.
Depth Core gives you the structural foundation and the signal engine — the two things every serious futures trader needs on their chart.
A dynamic 11-level grid that auto-shifts with price action. Built from the previous day's range — each level is a real structural support or resistance zone, not an arbitrary number. Includes a zone index (-5 to +5) so you always know exactly where price is in the structure.
A complete order flow signal engine with six distinct signal types. Reads bid/ask volume at every price level, detects institutional footprints, and fires high-probability entry signals with a confluence-scored Master Entry arrow when multiple signals align.
AI OrderFlow fires eight distinct signal types — each one looking for a specific institutional footprint in the order flow data.
Large delta exhaustion on a bar that closes against the delta. Institutions absorbing — price about to reverse.
Multiple consecutive price levels with extreme bid or ask dominance. Institutional order clusters that act as magnets.
Consecutive bars with shrinking body, declining delta, and declining volume. The move is running out of fuel.
Price closes through an absorption trap level — trapped traders forced to exit, momentum flip confirmed.
Stacked imbalance firing in the opposite direction of the prior absorption trap. High-probability counter-move setup.
Volume significantly above the rolling average with directional delta confirmation. Institutional participation detected.
Stacked imbalance aligning with bar direction — imbalance and price moving together. Continuation signal.
Confluence scoring across all signals in the lookback window. Fires only when multiple signals align — the highest probability setup.
Every feature is designed to give you an edge without cluttering your chart or slowing down Sierra Chart.
The 11-level grid automatically shifts up or down when price moves beyond the configured boundary. You always have structural context no matter how far price moves.
The Master Entry signal uses a configurable point-based scoring system. Assign weights to each signal type and set your threshold — entries only fire when your criteria are met.
The OrderFlow study reads the zone index from AI Levels to apply zone caps on signals. No buy traps above zone +4, no sell traps below zone -4 — built-in overbought/oversold filtering.
Absorption trap and exhaustion zones are drawn automatically as transparent rectangles on your chart — showing you the active supply and demand areas at a glance.
Optional audio alerts for every signal type — ABS, Master Entry, Imbalance, Exhaustion, Momentum, Reversal, TBK, and Volume Spike. Each signal gets its own alert sound.
An internal ATR midline is calculated alongside the signals. Reversal signals are filtered by ATR context — only firing when price is in the right zone relative to recent volatility.
Your license key is emailed automatically within seconds of purchase from sales@vfilabs.com. Run the included installer, enter your key, and both studies install directly to your Sierra Chart Data folder.
Any Sierra Chart data feed that provides bid and ask volume on your bars. The AI Levels study works with any OHLC data. The AI OrderFlow study requires bid/ask volume — available on most professional futures feeds including Rithmic, CQG, and Denali.
Yes — they are designed to work as a pair. The AI OrderFlow study can read the zone index from AI Levels to apply zone-aware filtering on signals. Simply set the Levels Study ID input in OrderFlow to match your AI Levels study number in Sierra Chart.
Master Entry is a confluence-scored arrow that fires when multiple order flow signals align in the same direction within a configurable lookback window. Each signal type has a configurable point value — the arrow fires when the total score exceeds your threshold on a confirming bar.
Yes — contact sales@vfilabs.com and we will credit your Depth Core purchase toward the full Depth Intelligence suite. You only pay the difference.
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.
Add Depth Core to your Sierra Chart setup and trade with a complete order flow system — dynamic levels and high-probability signals working together.
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