BAR DEPTH

TrackTicks Bar Depth

A live, per-bar order-flow statistics strip — real Volume, Delta, and Cumulative Delta, read straight from NinjaTrader's own order-flow engine, alongside your normal candlestick chart.

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TrackTicks Bar Depth order flow statistics strip on a NinjaTrader 8 chart

Overview

TrackTicks Bar Depth is a NinjaTrader 8 indicator that adds a compact statistics strip beneath your chart, showing Volume, Delta, Cumulative Delta, Min Delta, Max Delta, and a buyer/seller Point of Control read for every bar — live, updating as trades print, with no need to interpret a full footprint chart just to read the numbers.

Rather than reconstructing its own tick classification from scratch, TrackTicks Bar Depth reads its core order-flow numbers directly from NinjaTrader's own Volumetric Bars engine — the same built-in calculation NinjaTrader itself uses for footprint charts — added automatically as a hidden secondary series behind the scenes. What you see matches what a properly configured Volumetric chart would show, without you having to build or maintain one separately.

Real Engine Data, Not a Reconstruction

This is the part that matters most: Delta, Cumulative Delta, Min Delta, and Max Delta are not independently estimated by this indicator. They are read directly from NinjaTrader's own Volumetric Bars engine, bar for bar — the same trusted source of truth NinjaTrader uses internally. Volume is read directly from the chart's own bar data. Neither number is reconstructed from a custom tick-rule implementation, so there is nothing here to independently drift out of sync with what NinjaTrader itself considers correct.

The strip itself is rendered entirely independently of your candlestick chart's zoom and scroll position. It has its own cell width, its own scroll offset and scrollbar, and its own time axis showing the exact time of every visible bar — so resizing your candles or scrolling back through price history never stretches, compresses, or reflows the strip.

How It Works

Add it to your chart.It appears as its own dedicated, resizable panel beneath your candles — drag the native panel divider up or down to make it as tall as you want.
Choose your rows.Assign any of six stats — Volume, Delta, Cumulative Delta, Min Delta, Max Delta, or Point of Control — to any of up to six rows, in any order, or turn rows off entirely.
Scroll it independently.Use the strip's own scrollbar to move through history without touching your chart's own position, or set an initial scroll offset directly.
Set your session reset.Choose a daily Session Start time for the automatic Cumulative Delta reset, and optionally click directly on any bar in the strip to add extra manual reset points on top of it.

Key Features

Real order-flow data, not reconstructedDelta, Cumulative Delta, Min Delta, and Max Delta come straight from NinjaTrader's own Volumetric Bars engine; Volume comes straight from the chart's own bar data.

Point of ControlA buyer/seller-dominance read for every bar, colored green or red (fully customizable) by which side won that bar overall.

Configurable Session StartCumulative Delta resets automatically at a time you choose every day (8:00 AM by default).

Custom Session BreaksOptionally click any bar in the strip to mark an additional manual Cumulative Delta reset point, layered on top of the daily Session Start reset — toggle the whole feature on or off at will.

Fully independent positioningIts own cell width, its own scroll position and scrollbar, entirely decoupled from your candlestick chart's zoom and pan.

Built-in time axisShows the exact time (down to the second) of every visible bar directly beneath the strip.

Full visual controlIndependent colors for grid lines, background (with adjustable opacity), text, volume, positive/negative delta, POC buyer/seller, and the scrollbar itself; separate font-size controls for cell values, row labels, and the time axis; an optional bold text mode.

Dynamically resizable panelRuns as its own panel by default — drag the native NinjaTrader panel divider to resize it live, no fixed pixel height to fight with.

Built For

Traders who want a compact, always-visible read of real per-bar order flow — Volume, Delta, and Cumulative Delta — sitting alongside their normal candlestick chart, without needing to read a full footprint chart or maintain a second Volumetric chart just to get the numbers.

Requirements

Runs on NinjaTrader 8. Delta, Cumulative Delta, Min Delta, and Max Delta are sourced from NinjaTrader's own Volumetric Bars engine, so their accuracy depends on the same conditions that engine requires: a live data feed providing Level 1 (bid/ask) data, and Tick Replay enabled on the chart's data series for full accuracy on historical bars. Volume is read directly from the chart's own bar data and remains accurate regardless of tick or bid/ask availability. Point of Control in this indicator is a simplified buyer/seller-dominance read based on each bar's overall Delta, not a price-level point of control.

Disclaimer

TrackTicks Bar Depth is a charting and data-visualization tool. It does not generate buy or sell signals, does not predict future price movement, and is not a substitute for your own analysis, judgment, or risk management. Accuracy of the Delta, Cumulative Delta, Min Delta, and Max Delta figures depends entirely on the completeness and timeliness of the data supplied by your NinjaTrader connection, data feed, and broker to NinjaTrader's own Volumetric Bars engine.

Trading futures carries a substantial risk of loss and is not suitable for everyone. See the full site disclaimer for complete terms.