Language version: 2 · Reference version: 2.7 · Date: 2026-10-25 · Compiler build: df7b3b14 · Namespace: orderflow · Entries: 10
orderflow.buy (variable)
Definition
How many buy trades the bar carried.
This counts trades, not volume. orderflow.buyvolume measures the volume those trades moved, and the two are separate figures rather than two views of one.
Type
series int
Example
orderflow.buyvolume (variable)
Definition
The volume bought in the bar.
A bar can carry more buy trades than sell trades while more volume goes the other way, so pick the count or the volume according to the question.
Type
series int
Example
orderflow.cothigh (variable)
Definition
The commitment-of-traders high for the bar, taken from the same per-bar footprint summary as the delta figures.
Type
series int
Example
orderflow.cotlow (variable)
Definition
The commitment-of-traders low for the bar.
The summary these two come from also holds a buy and a sell breakdown of each. Lipi does not expose those, so the high and the low are all a script can read.
Type
series int
Example
orderflow.delta (variable)
Definition
The bar’s delta as at its close.
For the delta accumulated across a session rather than one bar’s figure, call orderflow.cvd().
Type
series int
Example
orderflow.maxdelta (variable)
Definition
The highest delta the bar reached while it was forming.
It belongs to that bar alone and starts afresh on the next one, so it is not a running high across the chart.
Type
series int
Example
orderflow.mindelta (variable)
Definition
The lowest delta the bar reached while it was forming.
Read it with orderflow.maxdelta when you want the swing inside a bar: a bar can close near zero having travelled a long way in both directions, and the closing figure will not show that.
Type
series int
Example
orderflow.sell (variable)
Definition
How many sell trades the bar carried.
The mirror of orderflow.buy, and a count in the same way.
Type
series int
Example
orderflow.sellvolume (variable)
Definition
The volume sold in the bar.
Type
series int
Example
orderflow.trades (variable)
Definition
The bar’s overall trade count.
It is read from the bar’s own footprint totals, not worked out by adding the buy and sell counts together.
Type
series int
Example