Bar Statistics, Dhan DEXT T3 Order Flow implementation

Along with Bars Covered please also give choice to choose Session. Without a session selector, these stats are computed over the a fixed lookback (Set by choosing the Bars), which can mix multiple sessions and distort the reading of intraday auction behavior.

If you extend the chart beyond today’s session, Bar Statistics will include older sessions’ bars in its calculations.

Cumulative delta and per-bar stats may mix multiple sessions unless you manually restrict the visible range to a single session.

Cumulative delta (reset at session start )

The heatmap is not delta-based (it is volume-intensity based instead). As negative numbers somewhere are shown in green

Or the scaling logic (auto min/max) is such that your negative values fall into a mid-range color instead of the extreme “red” band.

Thank you for sharing these observations.

On Bar Statistics, the calculation is already scoped from the start of the current trading day, so extending the chart to previous days does not cause older sessions to get included in the current day’s statistics. We would, however, like to understand in case you facing any discrepancies on looking at the same

For Cumulative Delta, we also reset the calculation session-wise. You can additionally choose the CVD calculation period as Day, Week, Month or History, depending on the perspective you want to analyse.

On the colour observation, the candle colour represents the movement of CVD during that timeframe rather than whether the overall CVD value is positive or negative. So, for example, CVD moving from -10,000 to -7,000 would show a green candle even though the resulting CVD is still negative.

If you switch to the Histogram view in CVD, positive CVD is represented in green and negative CVD in red.

Do let us know if the colour behaviour you’re referring to is elsewhere in the Order Flow heatmap — we can look at that separately.