SessionOiChangePct
- What it does
- The session OI change per symbol.
- Why it matters
- Rank the list by how fast positions are building.
Every tutorial follows the same flow — overview, setup, reading it, the full feature guide, then Open Interest, Fusion, AI and Memory.
Start free 5-day trialThe OI, Fusion and Basis features read live Open Interest through Pix Connect and need an active Accelpix OI data subscription. Accelpix is the recommended data vendor.
Run the Mirra order-flow and OI engine across 100+ instruments — read the signed metrics, catch every event, and let alerts find the setups.
The 12 capabilities traders notice first. Each one links straight to its documentation below.
Scanning order flow tells you where the tape is active. Adding Open Interest tells you whether that activity is opening or closing positions — the difference between a setup and a trap, across your whole list.
A symbol with heavy one-sided flow could be fresh initiative or a crowded exit. You cannot tell them apart.
Each symbol carries its buildup state and its latest bar's OI classification alongside the order-flow metrics.
You filter to symbols where aggression and commitment agree — and skip the ones running on covering.
Combining tick-level order flow with live Open Interest across many instruments demands a feed that carries both, with history. Accelpix is what makes these columns possible inside NinjaTrader's Market Analyzer.
Open Interest features require Pix Connect with an active Accelpix OI data subscription. Everything else in the indicator works normally without it.
Mirra Advanced OF Charts shows you order flow on one instrument. MirraAvdOFScanner runs that same engine silently across every symbol in a watchlist — 20, 100, or more — and tells you which ones deserve a chart.
That is the whole idea: the scanner narrows the universe, the chart makes the decision. You stop flipping through symbols hoping to catch something and start each session with a shortlist.
Work through Parts 1 to 4 on your first day (about 15 minutes). Parts 5 to 7 explain every metric and setting; read them as you build out your columns.
Almost every Mirra metric is signed, and this one convention unlocks the product:
Make it visual. Right-click a column → Conditions → add two rules: > 0 → green background, < 0 → red background. Benefit: the entire watchlist now lights up green and red; you read direction by colour, not by squinting at numbers. For scaled metrics such as AiScore, use bands instead — ≥ 40 green, ≤ −40 red.
Make it audible. Right-click a column → Alerts → set a condition and a sound.
Use case: LiquiditySweep = 1 with a bell tells you the instant any symbol on your list sweeps a low and reclaims it — while you are looking at a different chart.
Sort by it. Click the AiScore header to sort descending. Benefit: the strongest bullish order flow rises to the top of your screen; sort ascending for the most bearish. This single habit is the fastest way to start a session.
Six columns, all at 5 scan minutes, each with green/red conditions:
| Column | Metric | Why it earns a place |
|---|---|---|
| 1 | AiScore (sorted) | The master ranking — where to look first |
| 2 | CumDelta | Does the session-long trend agree? |
| 3 | SignalNet | Did fresh events just fire? |
| 4 | TrappedTraders | Reversal fuel |
| 5 | SmartMoneyFlow | Quiet accumulation or distribution |
| 6 | LiquiditySweep | Stop-hunt entries |
Add a sound alert on only the two or three signals you actually trade. That is a complete, working radar — refine it once you know which columns you keep looking at.
Set these in group 01. Metric, one per column.
AiScore — a −100 to +100 confluence score blending every Mirra signal into one number. Use case: sort by it to answer "where should I be looking right now?"
Benefit: one column replaces scanning ten.
Delta — net aggression in the window (buy minus sell volume). Use case: the raw measure of which side is hitting the market.
CumDelta — session-cumulative delta. Benefit: shows whether pressure is building through the day; rising CumDelta with rising price confirms a trend, divergence between them warns of exhaustion.
DeltaPercent — delta as a percentage of the window's volume (bid-ask pressure).
Benefit: normalised, so a large-cap and a mid-cap compare fairly.
UtDtRatio — uptick volume ÷ downtick volume. Use case: the primary aggression read on Indian instruments, where the feed often has no genuine spread. Above 1 = buyers lifting.
CotHigh — delta since the window's high was set. Use case: strongly negative means sellers pressed a rejected high — hidden downside pressure the price bar hides.
CotLow — delta since the window's low was set. Use case: strongly positive means buyers attacked a rejected low — one of the best continuation reads available.
BuyImb / SellImb — counts of buy-side and sell-side imbalance rows. Benefit: measures how structurally one-sided the flow was, independent of total volume.
SignalNet — net count of bullish minus bearish events in the window. Use case: a quick composite; a high positive number means several independent signals agreed.
BigTrade — the largest single print in the window (large-lot activity). Use case: spots an individual large participant stepping in. Reports in lots when Lot mode is on.
DeltaDivergence — +1 bullish / −1 bearish: price and delta disagreed.
Use case: the earliest warning a move is running out of committed flow — stop chasing, start looking for a fade.
CumDeltaDivergence — +1 when price made a lower low but cumulative delta made a higher low (hidden accumulation); −1 for the mirror. Benefit: one of the strongest reversal tells in order flow — the crowd sells the low while size quietly buys.
DeltaMomentum — signed ratio of the window's delta to its recent average (+2.3 = buying at 2.3× normal force). Use case: rank which names have the most forceful flow, not just which are positive.
DeltaReversal — +1 / −1 when delta conviction flips sign with force versus the previous window. Use case: the precise moment control changes hands.
DeltaSpike — signed ratio that fires only when delta reaches 2× its average.
Benefit: a strict filter for genuinely explosive bursts.
Absorption — +1 buy absorption near the low, −1 sell absorption near the high. Benefit: the absorbing side usually wins, so this is a high-quality reversal signal.
TrappedTraders — +1 trapped sellers, −1 trapped buyers: heavy one-sided delta but price closed pinned at the opposite extreme. Use case: trapped traders must cover, and that covering fuels a move against them.
Exhaustion — +1 seller exhaustion at lows, −1 buyer exhaustion at highs: a fresh extreme the delta refuses to confirm. Benefit: identifies where a trend is running dry before it reverses.
StackedImbalance — net stacked-imbalance count (+2 = two buy stacks). Use case: locates the strongest institutional lean — the same structure that draws S/R zones on the Mirra chart.
UnfinishedHigh / UnfinishedLow — 1 when the window's extreme printed an unfinished auction. Benefit: flags magnet levels price is statistically likely to retest — useful for targets.
Aggression — +1 / −1 when delta% clears your threshold. Benefit: separates genuine market-hitting aggression from mere leaning, using the current window's data.
VolumeCluster — percentage of the window's volume that traded at its busiest price. Use case: a high value means acceptance or a battle concentrated at one price — often where a level is being decided.
HighVolumeNode — 1 when price is trading at the session's high-volume node.
Use case: HVNs are magnets and S/R; knowing price sits on one changes how you treat a breakout.
LowVolumeNode — 1 when price is inside a low-volume gap. Benefit: price travels fast through LVNs — good for breakout continuation, poor for mean reversion.
FootprintReversal — +1 / −1 composite combining trap, exhaustion and absorption with the close position. Benefit: one high-conviction "a reversal is likely here" flag instead of watching three columns.
SmartMoneyFlow — +1 accumulation / −1 distribution: price flat across several windows while cumulative delta pushes hard one way. Use case: the signature of institutions building quietly — one of the few signals that shows you something before price reacts.
LiquiditySweep — +1 a prior low was swept then reclaimed, −1 a prior high swept then rejected. Use case: the classic stop-hunt reversal, with excellent entry timing.
StopRun — a sweep plus volume confirmation (~1.5× average). Benefit: a stricter, volume-backed LiquiditySweep for higher-confidence signals only.
InstitutionalActivity — signed 0–3 composite counting how many of these coincided: a big single print, a volume spike, a delta spike. Use case: the "something significant is happening here" alarm; a reading of 3 is rare and worth opening immediately.
Group 01 — Metric
Group 02 — Data
Benefit: a ₹100 stock and a ₹24,000 index are both measured sensibly in one watchlist, with no per-symbol setup.
Group 03 — Thresholds (same meanings as the chart's settings — keep them aligned so scanner and chart agree)
Group 04 — Lot Size (F&O)
Use case: Delta, CumDelta, CotHigh, CotLow and BigTrade then report in lots — immediately actionable across NIFTY, BANKNIFTY and stock options, where raw units are not comparable.
The Order Flow Scanner adds open-interest classification to its order-flow metrics, so you can rank a watchlist by both aggression and commitment.
Every Mirra alert is raised through NinjaTrader's own alert system, so it behaves exactly like a platform alert rather than a line buried in a log file. Open it from the Control Center menu: New → Alerts Log. Keep that window docked beside your charts and it becomes a running feed of everything the indicators and scanners have spotted — across every instrument you have loaded.
The order-flow scanner runs the full Mirra engine silently across your list and raises an alert the moment the tape does something worth your attention.
The scanner and Mirra Advanced OF Charts run one engine on one data path, so their numbers agree to the digit for the same window. That is by design, and it is what makes this workflow trustworthy:
trigger and risk lines, then take or skip the trade The 30-second sanity check, worth knowing for your own confidence and for answering customer questions: pick a symbol, compare Delta, COT ↑ and COT ↓ between a chart column and the scanner row for the same 5-minute window. They should match exactly. If they do, the whole engine is aligned.
The column is not on a 1-Tick data series. Right-click the column → Data series → Type: Tick, Value: 1. Check the NinjaTrader Log tab — the scanner writes a warning naming the problem.
Legitimate: if the window opened at its low, delta-since-the-low is the whole window's delta. The chart shows the same equality for that bar.
Lot mode is on and you are reading lots. Set Lot mode to Off for raw units.
No — and deliberately so. True iceberg detection needs the live Level 2 order book, which Market Analyzer columns do not reliably receive. Rather than ship a column that would silently show zeros, that feature lives in the chart product where the depth feed is available.
Practically, 6–8 metrics stay readable. Build the six-column layout in Part 4 first, then add only what you find yourself missing.
They are raised through NinjaTrader's own alert system, so they appear in the Alerts Log — open it from the Control Center with New then Alerts Log. Each entry carries a coloured band (green bullish, red bearish, grey neutral) and plays a sound.
Check three things in order: the master alerts toggle is on, the specific event you expect is enabled, and the Alerts Log window is actually open. If everything is on but there is no sound, confirm the .wav file name exists in NinjaTrader's sounds folder or supply a full path.
Raise the re-arm cooldown. After an alert fires, that same event stays silent for the cooldown period before it can fire again, so a single choppy symbol cannot bury everything else.
Download from either page, then activate with your Machine ID. Every Mirra scanner is exclusive to Accelpix Live Data subscribers and optimised for the Accelpix feed. The Open Interest features need an active Accelpix OI data subscription — Accelpix is the recommended data vendor.
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