DeltaLens - Order Flow Zones

• POC zones. When a cluster of spikes finishes, the script builds a volume and delta profile across the cluster range and finds the point of control. That level is drawn as an FVG style box that extends to the right until price closes through it, exactly like an unfilled fair value gap. These boxes mark where failed aggression accumulated and they act as future support and resistance candidates.
• Intra bar profiles. Optional per bin histograms on spike bars that show where inside the bar the battle happened, on a delta or volume basis.
• Large aggression bubbles. Circles sized by magnitude at the price level where the largest one sided delta concentration occurred inside a bar, similar to big trades tools on dedicated order flow platforms.
• Climax and absorption labels. A climax means extreme effort with high efficiency, a one sided exhaustion burst that often precedes a pause or a reversal. An absorption means extreme effort with poor efficiency, aggressive flow hitting a passive wall, which is one of the most reliable order flow tells.
• Spike dots. Tiny markers above and below the candles showing the raw divergence spikes before any classification.
• Tape readings. Optional delta labels above each candle and effort plus efficiency numbers below each candle for full manual tape reading.

• Data Source, the footprint toggle and the sub bar resolution used for profiles and bubble scanning.
• Divergence Engine, smoothing length, reference lookback and the spike threshold in standard deviations.
• POC Zones, zone half height as a share of the cluster range, fill transparency and the extend until traded through behavior.
• Profiles, bin count and the delta or volume basis.
• Bubbles, the top percent that qualifies, the minimum volume filter and transparency.
• Tape Readings and Event Signals, visibility toggles plus the effort and efficiency thresholds behind climax and absorption classification.
• Palette, every color on the chart.

1. Pick your chart timeframe and keep the sub bar resolution one step below it so profiles have real granularity.
2. Watch for an absorption or climax label together with a fresh POC zone. The zone tells you where the market fought, the label tells you who was trapped.
3. Treat the zone as a limit order area and a stop reference. Price returning into an unfilled zone after a sell side climax is a classic long setup, and the mirror image applies for buy side climaxes.
4. Use the large aggression bubbles as confirmation. A bubble in the same direction as your idea at the edge of a zone adds conviction, a bubble against your idea is a reason to stand down.
5. Let a zone die once price closes through it. A traded through zone has done its job and should no longer be trusted as support or resistance.

• Footprint mode needs a Premium or Ultimate PulseWire plan. On lower plans the script silently falls back to the candle direction approximation and still works, with less precision.
• The tool works on any liquid symbol with real volume. On symbols without volume data the script raises an error on purpose.
• Zones and labels are context, not buy or sell orders by themselves. Always combine them with your own trend, session and risk framework.
• Divergence spikes are frequent in news windows and thin liquidity. Consider raising the spike threshold in standard deviation units if your instrument is noisy.
• All thresholds, colors and visibility toggles are in the settings, so you can strip the chart down to only the layers you trade.

DeltaLens is a research and education tool. Nothing in this script is financial advice, and no indicator can guarantee future results. Test everything on your own instruments and size your risk accordingly.