ORDER FLOW DASHBOARD [DOM, Tape, Big Contracts] Percentage Based
A compact, non-intrusive percentile order flow dashboard for futures scalping and intraday trading on /NQ, /MNQ, /ES, /MES and other CME instruments. Three panels, one glance.
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WHAT IS IT
Most order flow tools require expensive data feeds or dedicated platforms like Bookmap or Sierra Chart. This dashboard brings the core concepts of DOM pressure, tape reading and big contract detection directly onto your PulseWire chart using bar structure and volume as proxies. It is designed to sit quietly in the corner of your chart, update in real time, and give you directional context without cluttering your price action.
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THE THREE PANELS
DOM Panel
Estimates bid vs ask pressure by splitting each bar's volume based on where price closed within the bar's range. A bar closing near its high suggests buying pressure — near the low suggests selling. Displays Buyers %, Sellers % and a Net Delta over your chosen lookback period. The dominant side lights up automatically.
Tape Panel
Estimates aggressive vs passive order flow. Bars closing in the upper half of their range are classified as aggressive buyers (market orders lifting the offer). Lower half = aggressive sellers (hitting the bid). Shows aggressive buy %, aggressive sell % and passive %. The leading side highlights.
Big Contracts Panel
Flags bars where total volume exceeds your threshold — a proxy for institutional or block trade activity. Each entry shows price, volume, direction (BID or ASK) and a New York exchange-time timestamp for chart cross-reference. Supports a lower detection timeframe — use 1 min detection on a 2 min chart for more granular results.
Confluence Signal
Combines DOM and Tape into a single directional read at the bottom of the Tape panel.
▲ BUYERS LEAD — both DOM and Tape show buyers in control. Strongest bullish signal.
▼ SELLERS LEAD — both DOM and Tape show sellers in control. Strongest bearish signal.
? DOM BULL / TAPE BEAR — conflicting signals. Potential absorption or reversal brewing.
? DOM BEAR / TAPE BULL — conflicting signals. Same as above but reversed.
BALANCED — neither side clearly dominant on either panel.
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DISPLAY MODES
Minimalistic Mode — strips all row background colors from DOM and Tape panels. Only text colors remain. Blends cleanly into any chart style or theme. Big Contracts panel keeps its colors for easy scanning.
Color Blind Friendly Mode — replaces red/green color scheme with blue/orange throughout the entire dashboard. One toggle in settings. Works alongside minimalistic mode.
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⚠ IMPORTANT — NOT REAL ORDER BOOK DATA
Pine Script does not have access to real Level 2 DOM data, true bid/ask volume splits or individual order sizes. Everything this dashboard shows is a bar structure approximation, not real order book data.
DOM proxy: buyVol = volume × (close − low) / (high − low)
Tape proxy: close position in range = aggressor classification
Big Contracts proxy: total bar volume spike — NOT individual order size
Use this dashboard as a confirming tool alongside price action. For true order flow data use Bookmap, Sierra Chart, Quantower or NinjaTrader with a proper CME data feed.
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HOW TO USE IT
Watch for confluence — when DOM and Tape both agree on a direction that is your strongest signal. A single panel reading alone is less reliable.
Use the Big Contracts panel to identify when institutional-sized volume hits. A cluster of big BID bars at a support level, combined with DOM buyers leading and tape aggressive buy dominant, is a classic accumulation pattern. The timestamp on each entry makes it easy to find the bar on your chart.
Watch the Net Delta — a rising price with falling net delta can signal a weakening move or absorption. A falling price with rising net delta may indicate buyers stepping in.
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RECOMMENDED SETTINGS BY TIMEFRAME
1 min — DOM: 8-10 bars | Tape: 5-8 bars | NQ: 1500-2000 | ES: 300-500
2 min — DOM: 5-8 bars | Tape: 4-6 bars | NQ: 2000-3000 | ES: 500-800
3 min — DOM: 5-6 bars | Tape: 4-5 bars | NQ: 2500-3500 | ES: 600-1000
5 min — DOM: 4-6 bars | Tape: 3-5 bars | NQ: 3000-5000 | ES: 800-1500
15 min — DOM: 3-5 bars | Tape: 3-4 bars | NQ: 5000-8000 | ES: 1500-3000
MNQ and MES: divide NQ/ES thresholds by 10.
Tip: set Big Contracts detection timeframe to 1 min when charting on 2 min.
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CUSTOMISATION
Every color, background, transparency and threshold is adjustable from settings.
General — show/hide dashboard, DOM + Tape panels, Big Contracts panel, confluence row, minimalistic mode, color blind mode, dashboard position, text size, background transparency, chart background tint, session filter.
DOM — lookback period, alert threshold, full color and background customization per row.
Tape — lookback period, alert threshold, full color and background customization per row.
Cumulative Delta — optional full-width row at bottom of dashboard, display as number only, bar chart only or both, daily reset time.
Big Contracts — volume threshold, extra large threshold, detection timeframe, max entries to display, daily reset time, full color customization.
Alerts — 8 individually toggleable alert conditions covering big contracts, DOM dominance, tape dominance and confluence signals.
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DESIGNED FOR
Futures scalpers and intraday traders who want order flow context without cluttering their chart or paying for a separate platform. Works on any instrument with volume data — optimized for CME futures.
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