Per-bar statistics grid

A compact table pinned to the top or bottom of the chart, one column per bar, aligned with the bars themselves.

Setting names are shown in English because that is how they appear in the Quantower settings window.

What it is

A table docked to the top or bottom edge of the chart. Each column is one bar and lines up with it; each row is one measurement.

Rows are switched on individually, so you can keep it to two or three and it stays out of the way. That is the intended use — this is a strip you read sideways while watching price, not a report.

The rows

Two rows behave differently from the rest.

Duration is a constant on a time chart — a 5-minute bar takes five minutes — so it only tells you something on tick or range bars. That is why it is off by default.

Tape speed is a histogram rather than a figure. Bar height is the measurement you pick — average trade size by default, or trades, volume or delta per second — and the colour is the direction of that bar's delta. Height and colour carry two facts at once, which is more than a number in that space can do.

Max and min delta

Worth a note, because they are the rows people overlook.

Delta is the bar's net. Max and min delta are the extremes it reached along the way. A bar closing at +50 delta having been at −400 mid-bar is a different bar from one that walked steadily to +50, and the close alone cannot tell them apart.

Heat colouring

With heat colouring on, cells are shaded by value, so an unusual bar stands out without you reading the number.

Two details in how it is scaled:

• The shading is scaled to what is on screen, so it reflects the range you are actually looking at.
• The bar still forming is left out of that scale, so a partial bar cannot distort it. A bar 10 seconds into a 5-minute period has a low volume that means nothing yet, and letting it set the scale would wash out everything else.

Empty cells are honest

If a bar has no delta source at all — no tick data and no volume analysis from the platform — the delta rows print a dash rather than a zero.

This one is worth stating plainly. A zero reads as "perfectly balanced", which is a completely different statement from "not known". Printing zeros for missing data would make a chart look complete while being wrong in exactly the places you would never think to check.

The same principle runs through the rest of the product: where the data is not there, OrderVane shows that it is not there.

Honest limits

• Delta needs a delta source. Tick data or the platform's volume analysis. Where neither reaches, the delta rows show dashes.
• Duration is only informative on tick or range bars. On a time chart it is a constant, which is why it ships off.
• Cumulative delta is session-scoped. It resets with the session, so it answers "where are we within today", not "since when".
• The grid is Pro, alongside the tape speed tools and the range profile.

Related

• Speed of tape — the same measurement by price inside a range-profile box
• How to read a footprint bar — where the per-bar numbers come from
• Range profile — profile any stretch you drag a box over
• All docs