The OrderFlowMetrics RTX Extension (OFM) is a companion indicator to the DOM and provides a single column of data that can reflect change in size, size, volume, or delta over a user-specified period. OFM was original designed to focus on changes in size at each price on the book, but was expanded to provide a variety of data options which include Size, Size Change, Delta, Delta Change, Volume;Volume Change, Selling vs Buying Vol, and Sell vs Buy Vol Chg. The background of each prrice cell can be highlighted in a vareity of formats including: None, Shaded Block, Histogram, Right, Histogram, Left, Histogram, Inside, Histogram, Outside, and Histogram Centered.. The changes in size, volume, and delta are computed over a user-specified period from 5 seconds to 2 minutes or every bar. OFM is designed to be drawn in the sidebar to the left or right of the DOM. The bid sizes are presented as positive values and the ask (offer) sizes are present as negative values. With this in place, all positive values are considered bullish and all negative values are considered bearish, regardless of whether the data is size, chagne in size, or delta. A "Consider Executed Trades" checkbox is available and takes into consideration the expected change in bid/ask sizes resulting from executed trades and backs those out of the Size Change computation. An accumulation option is available which sums up the change in size over all levels or the inside X levels. This accumulated value can then be stored in a V# variable which can in turn feed a custom instrument to track and chart this accumulated value over time. A filter is available to show only Bid Prices, Ask Prices, Positive/Bid/Bullish Prices, or Negative/Ask/Bearish Prices. A variety of aesthetic options are available for coloring, positioning, alignment, size and title.
