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Bar Statistics

Bar Statistics renders a compact statistics footer below each candle, breaking down every bar into its core order flow components: buy volume, sell volume, total volume, delta, buy trades, and sell trades. Instead of reading individual cluster cells, you get an instant per-bar summary that reveals the participation balance at a glance.

How It Works

For each candle on the chart, Bar Statistics extracts data from the underlying cluster (footprint) and displays it as a set of labeled rows beneath the candle. Each row represents a different metric, and its cell is color-graded to reflect the magnitude of the value relative to other bars. The indicator processes the following metrics per bar:
MetricCalculation
Buy VolumeSum of all volume executed at the ask price (aggressive buyers)
Sell VolumeSum of all volume executed at the bid price (aggressive sellers)
Total VolumeBuy Volume + Sell Volume
DeltaBuy Volume − Sell Volume
Buy TradesNumber of individual buy trade executions
Sell TradesNumber of individual sell trade executions
Each metric is independently color-graded using the selected grading mode, allowing you to visually compare relative magnitudes across bars.

Indicator Type

Side Panel (footer table) — renders as rows of colored cells directly below the candle chart. Does not occupy a separate subchart panel.

Settings

ParameterTypeDefaultDescription
showBuyVolbooleantrueShow the buy volume row
showSellVolbooleantrueShow the sell volume row
showTotalVolbooleantrueShow the total volume row
showDeltaVolbooleantrueShow the delta (buy − sell) row
showBuyTradesbooleantrueShow the buy trade count row
showSellTradesbooleantrueShow the sell trade count row
gradingselectvisibleColor intensity normalization mode (see below)
buyColorcolor#22c55eColor for buy-side statistics
sellColorcolor#ef4444Color for sell-side statistics

Toggling Rows

You can enable or disable any combination of the six rows. For a minimal setup, show only Delta to see net order flow. For full analysis, enable all six rows to compare volume, delta, and trade counts side by side.

Grading Modes

The grading mode determines how cell colors are normalized — i.e., which range of values maps to the lightest and darkest color intensities. This is one of the most important settings because it controls what “high” and “low” mean visually.
ModeNormalization RangeBest For
individualEach bar is colored relative to its own metrics onlySeeing the internal balance of a single bar
dailyValues are normalized across all bars in the current trading dayIntraday session analysis — finding the day’s extremes
visibleValues are normalized across all bars currently visible on screenScanning the current view for relative anomalies
wholeValues are normalized across the entire loaded datasetLong-term comparison — identifying historically significant bars

Choosing a Grading Mode

  • visible (default) is the most versatile choice. As you scroll or zoom, the color normalization recalculates, always highlighting the standout bars in your current view.
  • daily is useful for intraday traders who want to see where the session’s peak activity occurred.
  • whole is ideal for higher timeframes where you want to compare today’s activity against weeks of history.
  • individual has a narrow use case: it shows whether buy or sell volume dominated within each bar, but does not compare bars to each other.
Use visible grading to quickly spot volume anomalies in the current view. The brightest cells immediately draw your eye to bars with outsized participation — potential institutional activity or news-driven spikes.

Practical Usage

Identifying Institutional Participation

When a bar shows very high total volume but a relatively small delta, it indicates heavy two-sided participation — both buyers and sellers are active. This often occurs at institutional accumulation or distribution zones.

Trade Count vs. Volume Divergence

Compare the trade count rows with the volume rows:
  • High volume + low trade count = few large orders (institutional / whale activity)
  • Low volume + high trade count = many small orders (retail / algorithmic noise)
This divergence is one of the most reliable footprints of smart money activity.

Delta Confirmation

Use the delta row to confirm the direction of a breakout. A breakout candle with a large delta in the breakout direction suggests genuine aggression. A breakout with neutral or contrary delta is more likely to fail.

Combining with Other Indicators

Bar Statistics pairs naturally with:
  • Clouds — when Clouds highlights a specific price level, check Bar Statistics on that bar for the full breakdown.
  • CVD (Cumulative Volume Delta) — CVD shows the running total, while Bar Statistics shows the per-bar contribution.
  • Volume Profile — Profile shows where volume concentrated by price; Bar Statistics shows how volume broke down by direction on each bar.
Bar Statistics is one of the lowest-overhead indicators you can add — it reads data that is already loaded in the cluster and simply reformats it. There is no performance penalty for enabling all six rows.

Alerts

Bar Statistics does not support alerts. For volume-based alerting, use the Delta or Volume indicators with anomaly highlighting enabled.

Summary

Bar Statistics gives you a structured, color-coded decomposition of every candle without requiring you to read the raw footprint. It answers the essential order flow questions — who was more aggressive, how many participants were involved, and how does this bar compare to its neighbors — in a single glance.