MirraAvdOFScanner — User Tutorial

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.

Download and install

1. Download. Sign in and download MirraAvdOFScanner from the MirraCharts Downloads page or the Accelpix Downloads page. You receive a single installer file.
2. Close NinjaTrader completely — the whole platform, not just the chart. Installing while it is running is the most common cause of setup problems.
3. Run the installer and follow the prompts. It places everything where NinjaTrader expects it.
4. Start NinjaTrader. The first launch prepares the product automatically and may take a few extra seconds.
5. Activate your licence. Open Help → About, copy your Machine ID, and email it to [email protected] from your registered address. If settings open but nothing draws, activation is the first thing to check.

Building Your Radar

1. Create a Market Analyzer. Control Center → New → Market Analyzer.
2. Add your instruments as rows — your watchlist, F&O universe, or index constituents.
3. Add a Mirra column. Right-click a column header → Columns… → select MirraAvdOFScanner → Add.
4. Choose its metric. In the column's properties, group 01. Metric, pick which of the 31 readings this column shows. Start with AiScore.
5. Set the data series. This step is not optional. Right-click the column → Data series → Type: Tick, Value: 1, loading 1–2 days.
6. Repeat for each metric you want to watch. One column = one metric; that is how you compose exactly the radar your strategy needs.

Reading the Values

Almost every Mirra metric is signed, and this one convention unlocks the product:

• Positive = bullish reading
• Negative = bearish reading
• Zero = the condition is not present Use case: one column covers both directions. TrappedTraders returns +1 when sellers are trapped (bullish for you) and −1 when buyers are trapped. Benefit: no separate "buy" and "sell" columns — 31 scanners fit in about 20 readable columns.

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.

Your First Working Layout

Six columns, all at 5 scan minutes, each with green/red conditions:

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.

All 31 Metrics

Set these in group 01. Metric, one per column.

Core readings — your everyday columns

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.

Momentum and delta behaviour

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, traps and exhaustion

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.

Imbalances and auctions

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.

Volume structure

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.

Composite and smart money

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.

The 15 Settings

Group 01 — Metric

• Metric — which of the 31 readings this column shows. Benefit: this is how you compose the radar; add the column once per metric.

• Scan minutes — the window length ticks are bucketed into (default 5); each window behaves like one footprint bar. Use case: 1–3 minutes for scalping, 15–30 to smooth noise. Keep it consistent across columns so every reading describes the same period.

Group 02 — Data

• Delta from Up/Down tick only — forces tick-rule classification. Use case: turn on for spot indices and cash equity with no genuine spread; otherwise the scanner detects this automatically.

• Auto row size — picks price-per-row from the instrument's price and range.

Benefit: a ₹100 stock and a ₹24,000 index are both measured sensibly in one watchlist, with no per-symbol setup.

• Ticks per row (manual) — fixed row size when auto is off.
• Row tick adjust — nudges the auto row size finer or coarser. Use case: finer rows make the node and cluster metrics more sensitive; coarser makes them steadier.

Group 03 — Thresholds (same meanings as the chart's settings — keep them aligned so scanner and chart agree)

• Imbalance ratio % — how lopsided a diagonal must be (300 = 3×). Drives BuyImb, SellImb, StackedImbalance.

• Min imbalance volume — minimum cell volume before flagging. Benefit: on high-volume index instruments, raising this is the most effective way to make imbalance metrics meaningful.

• Stacked count — how many imbalances must stack. Controls StackedImbalance.
• Big trade size — the threshold for BigTrade and one component of InstitutionalActivity. Use case: calibrate to roughly 10–15× the instrument's average trade size. Read in lots when Lot mode is on.

• Aggression Δ% threshold — delta% required before Aggression fires.
• Absorption volume factor — times average volume needed to qualify.
• Absorption max range (ticks) — maximum window range still counted as absorption.

Group 04 — Lot Size (F&O)

• Lot mode — Off (raw units), Manual, or Auto (detected live and self-correcting).

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.

• Lot size (manual) — the contract's lot size when Lot mode is Manual.

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:

1. Scan — sort by AiScore, glance at the coloured signal columns
2. Shortlist — two or three names where several columns agree
3. Open the chart — click through to the Mirra footprint for that symbol
4. Decide — read the footprint at the level, check the AI Guidance panel's

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.