DeltaLens - Order Flow Zones
A single pane order flow toolkit that renders everything directly on your price chart, with no separate oscillator window and no clutter.
DeltaLens reads the tape the way professional flow desks do. It compares the aggressive energy in the market with the price result that energy produces, then paints the interesting moments as zones, bubbles and labels you can actually trade around.
The engine
The script builds a cumulative volume delta series from native footprint data when available, or from a candle direction approximation on any plan. It normalizes price and delta pressure into z scores, subtracts one from the other and scales the gap by relative volume. When this volume weighted divergence moves further than a configurable number of standard deviations from its own average, the bar is flagged as a divergence spike. Spikes are the raw material for every other element on the chart.
On top of that the script ranks every bar by effort, which is the size of the net delta scaled by how unusual the bar volume is, and by efficiency, which is how well that effort translated into price movement. Effort and efficiency together classify each spike into a climax or an absorption event.
What you see on the chart
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.
Settings, explained
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.
How to use it, step by step
Pick your chart timeframe and keep the sub bar resolution one step below it so profiles have real granularity.
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.
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.
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.
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.
Things to keep in mind
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.
// core spike condition, for the curious
pressSig = (zscore(cvd) - zscore(close)) * relativeVolume
spike = abs(pressSig - sma(pressSig, lookback)) > k * stdev(pressSig, lookback)
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.
Feedback and ideas are welcome in the comments. If the tool earns a place on your chart, a like helps other traders find it. Indicator
Indicator
[Kpt-Ahab] Poor Man's Orderflow Simple AlgoPilotImportant Notice and Risk Warning
The published settings were selected solely based on historical data for the asset and timeframe shown.
The displayed result may be random or over-optimized and cannot automatically be transferred to other assets, timeframes, or future market conditions. Even with the presented settings, the strategy may cause significant losses at any time, including the complete loss of the allocated strategy capital.
This script is intended exclusively for analysis and testing purposes. It does not constitute investment advice or a trading recommendation.
Description
This script uses reused and adapted code components from ** Auto RiskManagement & Backtest System 2.1b** and the ** Poor Mans Orderflow Simulator **.
These components have been combined into a standalone strategy that integrates simplified orderflow signals with position management, risk management, and backtesting functions.
How It Works
The strategy uses a simplified approximation of orderflow. It evaluates the relationship between candle body size and candle range, relative volume, candle direction, and recurring absorption and impulse events.
It does not use actual bid/ask, footprint, Level 2, or order book data.
Depending on the selected signal mode, direct breakouts, confirmed absorption clusters, impulse candles, or combinations of these conditions may generate long and short signals.
Position and Risk Management
The script supports, among other features:
* Long and short positions
* Fixed or trailing stop-loss levels
* Multiple partial profit targets
* Breakeven after the first profit target
* Optional additional entries
* Further entries may also be disabled after the specified total number of losing trades has been reached or when the maximum permitted drawdown is exceeded.
* Internal or external trading signals
* Automatic parameters based on asset class and timeframe
Additional entries and simulated leverage may significantly increase the risk of loss.
Backtest Limitations
Strategy Tester results are based exclusively on historical market data. Real-world results may differ significantly due to commissions, spreads, slippage, liquidity, price gaps, and execution delays.
Past performance is not a reliable indication of future results.
Position Closing Settings
The **Open Position Signals** setting determines how new signals are handled while a position is already open:
* **Wait-End-Deal:** All indicator signals are ignored until the current position has ended.
* **Wait-Signal-Close:** Only explicit signals for closing a long or short position are processed.
* **Wait-Reversal:** An opposing entry signal may also close the current position.
Several closing conditions are available for the integrated orderflow logic. For example, a position may be closed by an opposing impulse, a combination of a cluster and an impulse, or a confirmed opposing entry signal.
Further trading may also be restricted after a specified number of losing trades or when the maximum permitted drawdown is reached.
Trailing Stop, Breakeven, and Liquidation Line
The strategy supports both a fixed stop-loss and a trailing stop. The selected percentage represents the direct price distance from the average entry price and is not automatically adjusted by the simulated leverage.
In trailing mode, the stop is only moved in a direction that is favorable to the position. If the average entry price changes due to an additional entry, the existing stop is adjusted accordingly.
The stop may optionally be moved to the average entry price after the first profit target has been reached. A stop mode must be enabled for this function to operate.
The displayed liquidation line is only an internal estimate based on the simulated position and account values. It may differ significantly from the actual liquidation calculation used by a broker or exchange.
Using External Indicators
An external numerical signal source may be used instead of the integrated Poor Man’s Orderflow Simulator.
The external indicator must provide a selectable plot series containing the following values:
* **+1:** Long or buy signal
* **−1:** Short or sell signal
* **+2:** Close short position
* **−2:** Close long position
All other values, including `na`, produce no new signal.
The external indicator must output the required numerical values through a selectable plot. This plot can then be selected under **External Source**.
Whether and how an external signal is processed while a position is open also depends on the selected **Open Position Signals** setting.
-----------------------------------
Wichtiger Hinweis und Risikowarnung
Die veröffentlichten Einstellungen wurden ausschließlich anhand historischer Daten für das dargestellte Asset und den verwendeten Zeitrahmen gewählt.
Das Ergebnis kann zufällig oder überoptimiert sein und lässt sich nicht automatisch auf andere Assets, Zeitrahmen oder zukünftige Marktphasen übertragen. Auch mit den dargestellten Einstellungen kann die Strategie jederzeit erhebliche Verluste verursachen und das eingesetzte Strategiekapital vollständig verlieren.
Dieses Skript dient ausschließlich zu Analyse- und Testzwecken und stellt keine Anlageberatung oder Handelsempfehlung dar.
Beschreibung
Dieses Skript verwendet wiederverwendete und angepasste Codebestandteile aus Auto RiskManagement & Backtest System 2.1b und dem Poor Mans Orderflow Simulator .
Die Komponenten wurden zu einer eigenständigen Strategie verbunden, die vereinfachte Orderflow-Signale mit Positions-, Risiko- und Backtestfunktionen kombiniert.
Funktionsweise
Die Strategie verwendet eine vereinfachte Annäherung an Orderflow. Sie wertet das Verhältnis von Kerzenkörper und Handelsspanne, relatives Volumen, Kerzenrichtung sowie wiederkehrende Absorptions- und Impulsereignisse aus.
Dabei werden keine echten Bid-/Ask-, Footprint-, Level-2- oder Orderbuchdaten verwendet.
Abhängig vom gewählten Signalmodus können direkte Ausbrüche, bestätigte Absorptionscluster, Impulskerzen oder Kombinationen dieser Bedingungen Long- und Short-Signale erzeugen.
Positions- und Risikomanagement
Das Skript unterstützt unter anderem:
Long- und Short-Positionen
feste oder nachlaufende Stop-Loss-Marken
mehrere Teilgewinnziele
Breakeven nach dem ersten Gewinnziel
optionale zusätzliche Einstiege
Drawdown-Begrenzung und Begrenzung nach einer festgelegten Anzahl an Verlusttrades
interne oder externe Handelssignale
automatische Parameter nach Assetklasse und Zeitrahmen
Zusätzliche Einstiege und ein simulierter Hebel können das Verlustrisiko deutlich erhöhen.
Einschränkungen des Backtests
Die Ergebnisse des Strategietesters basieren ausschließlich auf historischen Kursdaten. Reale Ergebnisse können durch Gebühren, Spread, Slippage, Liquidität, Kurslücken und Ausführungsverzögerungen erheblich abweichen.
Vergangene Ergebnisse sind kein verlässlicher Hinweis auf zukünftige Ergebnisse.
Schließungseinstellungen
Über **Open Position Signals** wird festgelegt, wie neue Signale während einer bereits geöffneten Position behandelt werden:
* **Wait-End-Deal:** Alle Indikatorsignale werden bis zum Ende der Position ignoriert.
* **Wait-Signal-Close:** Nur ausdrückliche Signale zum Schließen einer Long- oder Short-Position werden berücksichtigt.
* **Wait-Reversal:** Zusätzlich kann ein entgegengesetztes Einstiegssignal die aktuelle Position schließen.
Für die integrierte Orderflow-Logik stehen verschiedene Schließungsbedingungen zur Verfügung. Eine Position kann beispielsweise durch einen gegensätzlichen Impuls, eine Kombination aus Cluster und Impuls oder ein bestätigtes entgegengesetztes Einstiegssignal geschlossen werden.
Zusätzlich kann der weitere Handel nach einer festgelegten Anzahl an Verlusttrades oder beim Erreichen des maximal erlaubten Drawdowns begrenzt werden.
Trailing-Stop, Breakeven und Liquidationslinie
Die Strategie unterstützt einen festen Stop-Loss sowie einen nachlaufenden Trailing-Stop. Der eingestellte Prozentwert beschreibt dabei den direkten Abstand zum durchschnittlichen Einstiegspreis und wird nicht automatisch durch den simulierten Hebel verändert.
Im Trailing-Modus wird der Stop nur in eine für die Position günstigere Richtung nachgezogen. Verändert sich der durchschnittliche Einstiegspreis durch einen zusätzlichen Einstieg, wird auch der bestehende Stop entsprechend angepasst.
Optional kann der Stop nach dem Erreichen des ersten Gewinnziels auf den durchschnittlichen Einstiegspreis verschoben werden. Hierfür muss ein Stop-Modus aktiviert sein.
Die angezeigte Liquidationslinie ist lediglich eine interne Schätzung auf Basis der simulierten Positions- und Kontowerte. Sie kann deutlich von der tatsächlichen Liquidationsberechnung eines Brokers oder einer Börse abweichen.
Verwendung externer Indikatoren
Anstelle des integrierten Poor-Man’s-Orderflow-Simulators kann eine externe numerische Signalquelle verwendet werden.
Hierfür muss der externe Indikator eine auswählbare Plot-Serie mit den folgenden Werten ausgeben:
* **+1:** Long- beziehungsweise Kaufsignal
* **−1:** Short- beziehungsweise Verkaufssignal
* **+2:** Short-Position schließen
* **−2:** Long-Position schließen
Bei allen anderen Werten oder bei `na` wird kein neues Signal ausgeführt.
Der externe Indikator muss die benötigten Zahlenwerte direkt über einen auswählbaren Plot bereitstellen. Anschließend wird dieser Plot unter **External Source** ausgewählt.
Ob und wie ein externes Signal während einer geöffneten Position verarbeitet wird, hängt zusätzlich von der gewählten Einstellung unter **Open Position Signals** ab. Strategy
Prop Key Levels & Order Blocks - Buy Sell Signals with TP/SLA complete intraday trading suite built around one idea: the decision candle.
Instead of guessing where price might turn, the script marks the exact candles
where the market already made a decision, and then tells you what happened when
price came back to them.
Everything is evaluated on closed bars. Printed signals never move.
━━ WHAT IT DRAWS ━━
MAJOR KEY DETECTION
The origin candle of an impulsive displacement leg. Its body becomes a level
that extends to the right. Green for bullish decisions, red for bearish ones.
When price closes clean through a key, the level is greyed out — it failed, and
you can see that it failed. The detection level (1–100) sets how far price must
travel out of a candidate before it is accepted, so you can go from "every small
turn" to "only the moves that really expanded".
MAJOR ORDER BLOCKS
The last opposing candle before a structural break. Drawn as a box that survives
until price closes through it.
TREND DETECTION
A volatility-scaled trailing line under price, green while bullish and red while
bearish. It is the filter one of the two entry engines uses, and a weighted
component of the other.
ORDER POOL
Price levels that were rejected repeatedly and still hold unfilled resting
orders. Each pool is parked as an arrow at the right edge of the chart. You
decide what happens once price trades through one: remove it (the orders are
spent) or keep it dimmed, so you can still trade the reaction after the sweep.
SMART FVGS
Three-candle imbalances, filtered by a minimum size so the chart is not buried
under meaningless micro-gaps.
━━ THE ENTRY ENGINE ━━
Two independent algorithms, selectable in the settings.
PROP MODE — conservative. A signal needs the trend filter, a key level or order
block, and a confirmation candle to agree, and price must not already be
extended. Fewer trades, built for accounts where a handful of clean entries
beats constant activity.
AI-MODE — adaptive. Trend, momentum, key level, order block, pool sweep, fair
value gap and candle quality each contribute a weighted score. The engine fires
when the combined score clears a threshold you control, so it also takes the
reversals the conservative mode filters away.
Every entry comes with three take profits (Minor, Major, Highest) and a stop.
All four are expressed in volatility units — one unit is the ATR at the signal
bar — so the distances breathe with the market instead of being a fixed point
value that is wrong on half the days.
The reward box, the risk box and the projection line are drawn forward from the
entry, so one glance tells you whether the trade is worth taking. Hover any
signal badge to read why it fired and every price it produced.
━━ COOLDOWN ━━
After a signal, the engine mutes itself for a configurable number of bars. This
is what stops it from firing ten entries into the same move — the single
fastest way to run into a daily loss limit.
━━ DASHBOARDS ━━
A trade metrics table in the corner lists the live entry, all three targets, the
stop, the reward-to-risk and the cooldown state — the numbers you copy into your
order ticket.
A cockpit panel shows the live checklist (trend, key level, order block, pool
sweep, candle, cooldown), the running position, and a hit count across the whole
loaded history: how often each target was reached and how often the stop came
first.
━━ ALERTS ━━
Entry, take-profit hit and stop hit, as readable text or as a JSON object
carrying side, entry, all three targets, the stop and the reward-to-risk — the
format execution bridges expect.
━━ SETTINGS ━━
① Engine Control — strategy type, score threshold, cooldown, metrics table
② Trade Config — Minor / Major / Highest TP, SL, volatility unit
③ Insight Matrix — key detection and its level, order blocks, trend
④ Orderflow & Smart FVGs — order pool, touch count, tolerance, fill handling
⑤ Visuals — theme, candle colouring, boxes, price lines, panel, drawing budget
⑥ Alerts — what to fire and in which format
Every input carries a tooltip explaining what it does and what changes when you
move it.
━━ NOTES ━━
Designed for intraday work on index CFDs, gold and FX. The defaults were set up
on 1- to 15-minute charts; on higher timeframes raise the cooldown and the key
detection level.
This is an analysis tool, not financial advice. Past behaviour of any level or
signal says nothing about future results. Test any configuration on your own
instrument and timeframe before trading it. Indicator
Volume Regression Channel [BOSWaves]Volume Regression Channel - Regression-Anchored Volume Flow Visualization with Inward Pressure Bars, Edge Flares, and Cumulative End Profile
Overview
Volume Regression Channel is a regression-anchored volume flow analysis system that fits a polynomial or linear curve to recent price history and maps buy and sell volume pressure inward from the channel boundaries toward the centerline on every bar, where bar height, coloring, edge flare intensity, and end profile distribution are all driven by actual volume participation and close-position-derived directional weighting rather than fixed histogram positions or arbitrary price levels.
Instead of displaying volume as a separate panel histogram detached from price context, this system integrates volume directly into the regression channel structure. Each bar's volume is split into buy and sell components based on where close sat within the bar's range, and those components are rendered as inward-pointing bars anchored to the upper and lower channel edges, with bar height proportional to normalized volume and coloring distinguishing above-average from below-average participation. The result is a channel where the volume activity on every bar is visible in spatial relationship to the channel boundaries that define the structural context.
This creates a complete price and volume framework within a single overlay. The regression curve defines the trend's expected path. The gradient channel fills communicate the statistical distance from the centerline. The inward volume bars reveal participation intensity and directional split at each bar. The flow-colored centerline segments expose directional pressure evolution across the window. Edge flares highlight exceptional volume events occurring near the channel boundaries. Bound diamond markers identify the first bar of each new boundary touch. And the cumulative end profile extending from the current bar provides a full buy-sell volume distribution summary across the channel's price range for the entire regression window.
Price is therefore evaluated not just for its position within the regression channel but for the volume participation and directional flow composition supporting its location at every bar across the full lookback window.
Conceptual Framework
Volume Regression Channel is founded on the principle that a regression channel becomes significantly more analytically powerful when volume participation is integrated directly into its structure rather than displayed separately, allowing the trader to simultaneously assess where price sits relative to the statistical trend expectation and how much and what type of volume supported each bar's position within that channel.
Standard regression channel tools provide structural price context through the curve and its standard deviation bounds but offer no volume intelligence, leaving traders to consult a separate panel to understand participation dynamics. This framework eliminates that separation by embedding volume directly into the channel geometry, with inward bars, edge flares, centerline flow coloring, and the end profile all deriving from the same volume and price data that defines the channel itself.
Three core principles guide the design:
Volume should be displayed in direct spatial relationship to the channel structure it relates to, with inward bars anchored to the boundaries and sized proportionally to participation intensity so that high-volume bars are immediately identifiable within their structural context.
Buy and sell volume should be separated using close position within the bar range, rendering the directional split of each bar's participation as distinct inward segments that reveal whether volume at each price location was predominantly absorbed by buyers or sellers.
A cumulative end profile should summarize the full window's volume distribution at the current channel position, providing a reference for where participation has been most concentrated across the regression window without requiring a separate profile indicator.
This shifts regression channel analysis from structural price context alone into an integrated price-volume framework where participation intensity, directional flow composition, and cumulative distribution are all visible within the channel geometry itself.
Theoretical Foundation
The indicator combines matrix ordinary least squares regression fitting to HL2 price data, standard deviation channel construction, close-position buy-sell volume splitting, volume SMA normalization for significance classification, three-layer gradient polyline fill construction, inward volume bar rendering with dynamic width scaling, flow-weighted centerline segment coloring, edge flare detection combining volume and boundary proximity conditions, and an overlap-weighted cumulative buy-sell profile with smoothing applied across the channel rows.
The regression is computed using the same OLS matrix approach as conventional polynomial regression, producing a prediction array covering all bars in the lookback window for both linear and quadratic modes. The channel width is scaled by the rolling standard deviation of HL2, ensuring channel boundaries adapt to the instrument's actual price variability. Volume splitting uses close position within the high-low range as the proxy for directional commitment, with bars closing near the high allocating more volume to buying and bars closing near the low allocating more to selling. The end profile smooths each row's accumulated buy and sell volume with a three-point weighted average before normalizing and rendering.
Four internal systems operate in tandem:
Regression Channel Engine : Computes OLS curve fitting in linear or polynomial mode, derives the standard deviation channel width, and constructs all polyline geometry for the gradient fills, glow boundary lines, and centerline using chart.point arrays that follow the regression curve.
Inward Volume Bar System : For each bar in the recent display window, normalizes volume against the window maximum, splits the normalized height into buy and sell components by close position, and renders inward lines from the channel edges with dynamic width scaling and above-average volume coloring.
Edge Flare and Bound Marker System : Monitors each recent bar for the combination of above-threshold volume and boundary zone proximity, rendering bright glowing line segments on the channel edge when qualifying conditions are met, and places diamond markers at the first bar of each new boundary touch.
Centerline Flow and End Profile Engine : Divides the centerline into sixty flow segments and computes volume-weighted directional bias for each, coloring segments by flow direction and strength. Simultaneously accumulates overlap-weighted buy and sell volume into channel rows across the full window, smooths the distribution, and renders horizontal profile bars extending from the current bar edge.
This design ensures volume participation is embedded into every layer of the channel visualization while the end profile provides a complete cumulative distribution summary that updates with each new bar.
How It Works
Volume Regression Channel evaluates price through a sequence of regression-aware and volume-integrated processes:
Regression Curve Fitting : On the last bar, the OLS matrix computation produces a prediction array covering all bars in the configured lookback window using either a linear or polynomial fit to HL2, providing the baseline curve that all channel geometry and volume positioning follows.
Channel Width Calculation : The standard deviation of HL2 over the regression window multiplied by the SD multiplier defines the channel half-width, establishing the upper and lower boundary distances from the curve at each bar position.
Gradient Fill Construction : Three polyline polygon regions are constructed for each of the upper and lower channel halves at proportional fractions of the standard deviation width, filled with progressively increasing opacity from inner to outer to produce a smooth visual gradient across the channel depth.
Boundary Glow Rendering : Triple polylines at the upper and lower channel boundaries create a glow effect using wide low-opacity outer lines and a narrow full-opacity core line, providing visually prominent boundary markers that follow the regression curve.
Volume Normalization and Splitting : For each bar in the volume display window, raw volume is normalized against the window maximum to produce a proportional height score. Close position within the high-low range splits this height into buy and sell components, with the buy portion anchored to the lower boundary and the sell portion anchored to the upper boundary pointing inward.
Inward Bar Rendering : Buy and sell component heights are rendered as inward-pointing lines from the respective channel edges with dynamic width scaling based on relative volume and opacity intensifying for above-average participation bars.
Edge Flare Detection : Each recent bar is tested for the combination of volume exceeding the flare multiplier threshold and price high or low reaching within the configured edge zone percentage of the channel boundary. Qualifying bars receive bright dual-layer line segments on the boundary edge with width scaling by relative volume strength.
Bound Diamond Placement : Each bar is tested for initial channel boundary contact, with a diamond marker placed at the first bar of each new upper or lower boundary touch to mark where price newly reached the statistical extremes.
Centerline Flow Coloring : The centerline is divided into sixty equal segments and each segment's volume-weighted close position bias is computed across its constituent bars. Segments are colored green, red, or neutral based on the directional flow value and intensity with line width scaling to strength.
End Profile Construction : All bars in the regression window contribute their volume to the profile rows based on price overlap between the bar range and each row boundary, with the contribution split into buy and sell portions by close position. The accumulated distribution is smoothed and normalized before rendering as horizontal buy and sell bars extending from the current bar.
Together, these elements form a continuously updating integrated price-volume framework where the regression structure, volume participation, flow direction, and cumulative distribution are all rendered within the same channel geometry on each bar update.
Interpretation
Volume Regression Channel should be interpreted as a regression-anchored structural framework with embedded volume participation intelligence at every level:
Regression Curve : The fitted centerline represents the trend's statistical best-fit path through the lookback window, with the flow-colored segments revealing whether volume-weighted directional bias above or below the curve was predominantly bullish or bearish across each portion of the window.
Channel Boundaries : The upper boundary with its red glow represents the upper standard deviation limit where price is statistically extended above the regression expectation. The lower boundary with its green glow represents the lower limit where price is statistically extended below.
Gradient Fill Depth : The three-layer gradient within each channel half provides visual depth cues, with the innermost near-transparent fill representing mild deviation and the outermost fully opaque fill representing maximum channel boundary proximity.
Inward Buy Bars (Green) : Lines extending upward from the lower channel boundary reflect the buy-attributed volume portion of each bar. Taller bars indicate greater buying participation. Brighter coloring indicates above-average total volume on that bar.
Inward Sell Bars (Red) : Lines extending downward from the upper channel boundary reflect the sell-attributed volume portion of each bar. Taller bars indicate greater selling participation. Brighter coloring indicates above-average total volume.
Neutral Volume Bars (Gray) : Below-average volume bars render in neutral gray regardless of direction, identifying periods of low participation where the directional split carries reduced analytical significance.
Edge Flares : Bright glowing line segments on the channel boundary mark bars where significant volume occurred close to the boundary edge, identifying high-participation boundary interaction events that frequently precede reversals or continuations from the statistical extremes.
Bound Diamonds : Small colored diamonds at boundary touch initiation bars mark where price first reached the channel edge after a period of interior activity, identifying the onset of boundary interaction sequences.
End Profile : The horizontal bar chart extending from the right edge shows the cumulative volume distribution across the channel's price range for the full regression window, with green segments showing buy-attributed volume and red segments showing sell-attributed volume at each price row. The longest bars identify the price levels with the greatest total participation concentration.
Colored Candles : Optional candle coloring reflects whether price is above or below the regression centerline, providing a continuous directional bias reference directly on the price chart.
Boundary proximity, inward bar height and direction, edge flare frequency, centerline flow coloring, and end profile distribution collectively provide more analytical depth than any element in isolation.
Signal Logic & Visual Cues
Volume Regression Channel does not generate discrete buy or sell signals but provides continuous structural and volume participation reference through several interaction cues:
Edge Flare Events : High-volume boundary proximity bars highlighted by bright edge flares identify exceptional participation at the statistical extremes, marking the bars most likely to precede structural reactions from channel boundaries.
Bound Diamond Initiation : Diamond markers at the first bar of new boundary touches identify where price has newly entered channel extreme territory, providing early warning of boundary interaction sequences before their outcome is determined.
Centerline flow segment coloring provides ongoing directional pressure context across the full window, with color and width encoding whether the volume-weighted bias at each point in the regression history was bullish, bearish, or neutral.
Strategy Integration
Volume Regression Channel fits within regression-informed structural and volume-participation-based analytical approaches:
Boundary Interaction Trading : Use channel boundary touches combined with edge flare presence as elevated-significance interaction events. High-volume flares at the boundary suggest meaningful participation at the statistical extreme that frequently precedes a reaction back toward the centerline or a volume-supported continuation beyond it.
End Profile Acceptance Reading : Use the end profile distribution to identify the price rows with the greatest cumulative participation concentration. Price returning to high-volume profile rows encounters levels where the greatest historical participation occurred within the regression window, making them structurally significant references for support, resistance, or reversion.
Inward Bar Volume Divergence : Monitor situations where price is approaching a boundary but inward bar height from the opposing direction is increasing, indicating growing participation against the directional move and potentially signaling that the boundary interaction will result in rejection rather than continuation.
Centerline Flow Direction : Use centerline flow coloring as a mid-channel directional bias indicator. Sustained green flow segments suggest dominant buying pressure within the regression window. Sustained red segments suggest dominant selling. Neutral gray segments indicate a contested equilibrium without clear directional participation weight.
Regression Mode Selection : Use Polynomial mode for markets with visible curvature in their trend structure where the quadratic bend produces a more accurate fit. Use Linear mode for markets trending in a straight consistent direction where the polynomial's additional degree of freedom would overfit noise.
Profile Distribution Skew Analysis : Compare the buy and sell distribution balance in the end profile to assess whether the window's participation was predominantly concentrated above or below the centerline, providing a volume-based directional bias reading that complements the price-based trend assessment.
Technical Implementation Details
Regression Engine : Matrix OLS with design matrix construction, normal equation formation, matrix inversion, and prediction array application for linear or polynomial curve fitting to HL2
Channel Construction : Standard deviation-scaled channel width with three-layer gradient polyline fills and triple-line glow boundaries following the regression curve
Inward Volume System : Window-maximum normalization with close-position buy-sell splitting, dynamic width scaling by relative volume, and above-average volume color intensification
Edge Flare System : Volume multiplier threshold combined with boundary zone percentage proximity testing with dual-layer glow line rendering and width scaling by relative volume
Centerline Flow : Sixty-segment volume-weighted close-position bias computation with directional color and width encoding
End Profile : Overlap-weighted row accumulation across the full regression window with three-point smoothing, normalization, and horizontal buy-sell bar rendering with curved outline polyline
Performance Profile : All rendering triggered on last bar with full object cleanup and rebuild each cycle, configurable regression length capped at 490 bars for object management
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday regression flow tracking with shorter length and tighter SD multiplier for fast-adapting channel that captures intraday trend structure with responsive volume distribution
15 - 60 min : Session-level structural volume analysis with balanced regression length and moderate SD multiplier for meaningful channel geometry across typical session directional moves
4H - Daily : Swing-level regression channel profiling with longer lookback and polynomial mode for a curve-following channel spanning multi-session trend structures
Suggested Baseline Configuration:
Regression Length : 236
SD Multiplier : 1.75
Mode : Polynomial
Volume SMA : 15
Bar Height (ATR×) : 2.1
Show Edge Flares : Enabled
Show Bound Diamonds : Enabled
Show Centerline : Enabled
Show End Profile : Enabled
Color Candles : Enabled (requires disabling original chart candles in chart settings)
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volatility characteristics, volume behavior, and preferred channel sensitivity, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Channel too wide or narrow : Adjust SD Multiplier to expand or contract the channel width relative to the instrument's typical deviation from the regression curve, calibrating boundary distance to realistic price excursion ranges.
Curve fits too loosely to recent price : Decrease Regression Length to shorten the lookback window, producing a tighter curve that adapts more quickly to recent structural changes. Switch to Polynomial mode if visible trend curvature is present.
Inward bars too tall or short : Adjust Bar Height (ATR×) to scale the maximum inward bar height, making volume bars more prominent during high-participation sessions or more subtle on instruments with lower volume variance.
Too many or too few edge flares : Increase Flare Volume Multiplier to restrict flares to only exceptional volume events, or adjust Flare Edge Zone % to control how close to the boundary price must be before a flare qualifies.
End profile too wide or compact : Adjust Profile Width to control the maximum horizontal extent of the end profile bars, calibrating the profile size to the available chart space at the current zoom level.
Profile rows too coarse or granular : Adjust Profile Rows to increase or decrease vertical resolution, with higher values providing finer detail across the channel's price range and lower values producing broader, more readable rows.
Too many bound diamonds cluttering the chart : The diamond system marks only first-bar boundary touches. On instruments with frequent boundary contact the marker density may be high. Disable Show Bound Diamonds and rely on edge flares alone for boundary interaction identification.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets where the regression curve provides an accurate fit to the directional price path and the channel boundaries represent meaningful statistical extremes with genuine participation significance
Liquid instruments with consistent volume where the buy-sell splitting produces reliable directional participation readings and the end profile accumulates a statistically meaningful distribution across the regression window
Boundary interaction strategies where edge flares and bound diamond markers identify high-participation channel extreme events that frequently precede structural reactions
Distribution analysis workflows where the end profile provides a regression-relative volume profile summary that replaces or complements standalone volume profile indicators
Reduced Effectiveness:
Choppy, directionless markets where the regression curve has no clear shape and channel boundaries are penetrated frequently without the sustained trend structure required for meaningful boundary interaction analysis
Low-liquidity instruments where thin volume produces unreliable buy-sell splits and end profile distributions that reflect random participation patterns rather than genuine directional flow
Markets with frequent gaps where the HL2 series used for regression produces curves distorted by discontinuous price events that shift the channel relative to actual price structure
Very short regression windows where insufficient bars per channel row produce end profiles dominated by noise rather than statistically meaningful participation concentration
Consolidation environments where price oscillates near the regression centerline without reaching channel boundaries, reducing the analytical value of edge flares and bound diamonds while producing uniformly short inward bars
Integration Guidelines
Confluence : Combine with BOSWaves momentum tools, order block analysis, or structural indicators to validate channel boundary interactions and edge flare events with broader analytical context
End Profile Reference : Use the end profile distribution as a volume-based reference layer for price levels visited by price within the regression window. High-volume rows in the profile identify price levels with the greatest historical participation concentration, making them structurally significant references for future interaction.
Inward Bar Divergence Monitoring : Monitor inward bar height on opposing sides as price approaches boundaries. Growing opposing-side bars during boundary approach suggest increasing counter-directional participation that may oppose the boundary continuation.
Regression Mode Consistency : Maintain a consistent regression mode when using the channel as an ongoing structural reference. Switching between Linear and Polynomial shifts the curve and redistributes the channel geometry, making successive comparisons of profile distribution and boundary levels unreliable.
Centerline Cross Awareness : Treat price crossing the regression centerline as a potential flow transition event. Combined with a centerline flow segment color change from one direction to the other, centerline crossings with above-average volume suggest genuine directional repositioning within the channel structure.
Disclaimer
Volume Regression Channel is a professional-grade regression-anchored volume flow analysis tool. It uses OLS curve fitting with close-position volume splitting and cumulative profile construction but does not predict future price movements. Results depend on market conditions, instrument volume characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates momentum context, order flow analysis, and comprehensive risk management. Indicator
Liquidity Heatmap 3D - Volume Density POC CVDLIQUIDITY HEATMAP 3D — the order-flow heatmap look, rebuilt for PulseWire.
This indicator brings the volume-density heatmap visual to any PulseWire chart, with a twist no other heatmap here has: a real 3D relief shader. Instead of flat colour tiles, every cell is lit by a virtual light source (emboss lighting computed in the colour math), and the strongest liquidity walls extrude as 3D blocks with shaded side faces and lit top caps.
━━━ HOW IT WORKS ━━━
PulseWire provides no order book and no historical tick data, so this is an honest volume-density heatmap: each bar's volume is distributed across the price zones its range covered. Dense zones are the liquidity walls where the market actually spent volume. The engine normalises against the 85th percentile of the column maxima, so one hot spike never blanks out the rest of the map.
━━━ WHAT IS ON THE CHART ━━━
· Heatmap grid up to 22 x 28 zones, rebuilt live on every bar
· 3D RELIEF SHADER — emboss lighting, specular glints on the wall tops, adjustable strength
· 3D WALL EXTRUSION — the strongest cells pop out as shaded blocks (toggle)
· 7 PALETTES — GOLD 3D (default), TWILIGHT, FIRE & ICE (buy/sell split), OCEAN, INFERNO, EMERALD, MONO
· POC LINE — the highest-volume price of the window, with its volume readout
· WALL DETECTION — the two strongest active liquidity walls, labelled with their strength in percent
· VOLUME PROFILE — profile bars on the right, POC highlighted in gold
· TRADE BUBBLES — volume-spike bubbles sized by their ratio against the average, buy blue / sell magenta
· CVD STRIP — cumulative volume delta (bar proxy) along the bottom, mint and red
· COCKPIT PANEL — engine checklist, POC box and a BUY / SELL flow signal line
· Optional dark chart theme: navy background with mint / red bars
━━━ HOW TO USE IT ━━━
1. Watch the golden walls: price often reacts at dense volume zones — support and resistance built by traded volume rather than by drawn lines.
2. The POC is the fairest price of the window and acts as a mean-reversion magnet in ranges.
3. CVD rising while price holds a wall below it is an absorption long idea; CVD falling at a wall above is a distribution short idea.
4. Bubbles mark the bars where outsized volume hit. Combine them with wall touches for confluence.
━━━ SETTINGS ━━━
Grid size, bars per column, cutoff, gamma, tile transparency, relief strength, wall threshold and bubble threshold are all adjustable. Works on every symbol and timeframe; if a symbol carries no volume the engine falls back to time-at-price density and says so in the panel.
━━━ HONEST LIMITS ━━━
This is not level-2 order book data — PulseWire does not provide it. The map shows where volume actually traded, not resting limit orders. The 3D effect is a rendering technique, not extra data.
━━━ NOTE ON LOADING ━━━
Right after adding the indicator, or after changing a setting, give it a few seconds: the engine creates its object pools and runs the first build. A brief flicker during that warm-up is normal and stops once the first refresh is done. After that the persistent engine updates in place with no flicker.
Open source — read it, change it, learn from it. This indicator is a study tool, not financial advice.
WHY THESE PARTS BELONG TOGETHER
The heatmap, the point of control and the cumulative delta strip are three views of one question:
where is volume sitting, which price is defending it, and who is doing the trading. The heatmap
shows the distribution, the point of control marks its centre of gravity, and the delta strip says
whether that distribution is being built by buyers or sellers. Read on their own each of the three
is ambiguous; read together they describe one order-flow picture.
Indicator
BBG Trap Score Indicator=================================================================
Trap Score - Institutional Liquidity & Trapped Trader Index
=================================================================
DESCRIPTION:
The Trap Score Index is a quantitative, non-repainting trading indicator designed to detect inducement, liquidity sweeps, trapped buyers, trapped sellers, absorption, and failed breakouts near key higher-timeframe (HTF) level locations.
Rather than relying on subjective pattern recognition, this tool translates order flow dynamics and price action into a deterministic 0 to 100 Trap Score computed at the close of every candle.
CORE CONCEPT:
Markets frequently generate fake breakouts beyond key swing highs and lows to trigger retail stop orders and attract aggressive breakout traders into illiquid positions. When institutional participants absorb these breakout orders, price fails to advance and reclaims the broken level, leaving retail traders trapped.
This indicator calculates two independent normalized metrics:
• 🟥 Bearish Trap Score: Measures trapped buyers at key resistance ➔ Short Setup
• 🟩 Bullish Trap Score: Measures trapped sellers at key support ➔ Long Setup
11 QUANTITATIVE SCORING FACTORS (100 Points Max):
Each candle evaluates 11 weighted mathematical conditions to build the 0–100 score:
1. Liquidity Sweep at Level (15 pts): Candle wicks past an N-bar swing level and closes back inside with wick ratio ≥ 35% and sweep distance ≤ 0.50 ATR.
2. Failed Breakout / Reclaim (15 pts): Price traded outside a key level and failed to hold outside within 3 bars.
3. Extreme Delta (10 pts): Intrabar volume delta ≥ 2.0× its 20-period average.
4. Volume Expansion (10 pts): Candle volume ≥ 1.5× its 20-period SMA.
5. Absorption (15 pts): Extreme volume/delta expansion accompanied by minimal price progress (≤ 0.15 ATR).
6. Delta-Price Divergence (10 pts): Volume delta achieves a new 5-bar extreme while price close fails to confirm.
7. Large-Trade Absorption (10 pts): Extreme volume spike (≥ 2.5× average) with a large wick (≥ 40%) and price progress ≤ 0.15 ATR.
8. HTF Location Proximity (10 pts): Current price within 0.15 × HTF ATR of HTF Swings, Previous Day High/Low (PDH/PDL), Previous Week High/Low (PWH/PWL), or Session VWAP.
9. VWAP / Value Area Rejection (5 pts): Rejection wick crossing Session VWAP or ± 1 stddev bands.
10. Confirmation Candle (5 pts): Candle close confirming directional momentum past the sweep range.
11. Exhaustion (5 pts): 3 consecutive bars of declining volume with narrow candle range (< 0.50 ATR).
HOW TO TRADE WITH TRAP SCORE:
1. Conviction Tiers & Signal Thresholds:
• Score < 50: Neutral / No Trade
• Score 50 – 64: Low Conviction (Observe)
• Score 65 – 79: Standard Setup (Default Alert Trigger)
• Score 80 – 89: High Conviction Setup
• Score ≥ 90: Exceptional Setup
2. Entry Rules:
• Enter on the open of the bar following a confirmed signal candle where Trap Score ≥ 65.
• Ensure market has not established acceptance outside the swept reference level.
3. Stop Loss Placement:
• Long Position: Sweep Low - (ATR × 0.10)
• Short Position: Sweep High + (ATR × 0.10)
4. Profit Targets (Partial Scale-Out):
• TP1 (50%): At 1.0R or Session VWAP (Move stop loss to Breakeven).
• TP2 (25%): At range midpoint or opposing value area.
• TP3 (25%): At opposing liquidity pool (PWH for longs, PWL for shorts) or 3.0R.
KEY SETTINGS & CUSTOMIZATION:
• HTF Resolution: Higher timeframe context resolution (Default: 240 / 4H).
• Swing Lookback: Number of bars to confirm reference highs and lows (Default: 20).
• Minimum Entry Score: Configurable signal score threshold (Default: 65).
• Dashboard Table: Toggleable top-right status summary panel displaying live scores, conviction levels, sweep states, and signals.
NON-REPAINTING GUARANTEE:
This indicator uses strict non-repainting Pine Script v6 syntax. Higher timeframe security requests fetch only closed completed bars (lookahead = barmerge.lookahead_off) to prevent lookahead bias or hindsight repainting.
Indicator
Smart Money Volume Absorption Signals I EonMetricsSmart Money Volume Absorption Signals
Volume Absorption marks a specific situation as a LONG or SHORT setup, with an entry, a stop and two targets. But instead of only printing an arrow and leaving you to reconstruct what happened, it tracks that setup through four stages and shows you exactly how far along it is — how many conditions are met, which one is still missing, how many bars are left before the setup is discarded, and what the same sequence has already done on the history your chart has loaded.
🔶 THE SITUATION IT TRACKS
A bar trades far more volume than its own recent normal, and then closes at the wrong end of its own range. Heavy participation that failed to pay the side that pushed: effort without result. The direction is set against the side that was absorbed — a heavy bar closing in the bottom third of its range is a short premise, one closing in the top third is a long premise.
One thing has to be said plainly, because it decides how much weight this premise deserves: total volume cannot tell you who traded. It cannot separate buyers from sellers. What this gate actually measures is heavy participation combined with a failure to hold the direction the bar travelled. The absorption reading is an interpretation of that pattern, not a measurement of order flow. If you want that distinction to matter less, the remaining three gates are where the work is done.
Absorption on its own happens constantly and most of it leads nowhere. So the tool requires three further confirmations, in order, before it marks anything.
🔶 THE FOUR GATES
G1 · ABSORPTION — bar volume lands in an extreme percentile of its own recent history while the bar closes in the far third of its own range. This gate fixes the direction and nothing later can change it. It also plants the invalidation anchor at that bar's extreme. Optionally the direction must agree with a slow trend filter.
G2 · REACTION — a following bar closes in the direction G1 set. The absorption produced something instead of merely stalling.
G3 · EXPANSION — a candle body in the top percentile of its own recent history, pointing the setup's way. That candle's OPEN becomes the origin level, and the origin level is where entry would be.
G4 · HOLD — price returns to the origin level and closes without violating it. Only now does the signal print, on bar close.
This is a retest model, not a breakout model, and the consequence is worth stating before you use it. A setup whose expansion runs away and never comes back to the origin level will never complete, no matter how far the move goes. You will see setups sit at 3/4 while price travels past the drawn targets, and then expire. That is the design working as intended — the entry is the retest — but if you want a tool that chases the move instead, this is not that tool.
The dashboard reads: which stage the setup is in, the direction, which gate is being waited on, the expiry countdown, the entry and stop levels, and the record of every completed setup on the loaded history.
🔶 ORIGINALITY
Five design decisions separate this from a stack of conditions with an AND between them.
Percentiles instead of ATR multiples. A fixed "1.5 × ATR" or "2 × average volume" threshold means something different in a trending market than in a compressed one, so it has to be re-tuned per symbol and per period. Every threshold here is a percentile rank against the instrument's own recent history — "top 30% of the last 200 bars" keeps its meaning when volatility changes, without tuning.
Gates do not add up to a score. Each gate is a separate class of evidence and none substitutes for another. Three expansion bars in a row are still 1/4, not 3/4. A weighted-sum model can be outvoted by one loud condition repeating itself; this one cannot. There is deliberately no confidence percentage anywhere in this script — with four binary gates in a fixed sequence, the only honest information is how many of them have filled, and dressing that up as a percentage would add precision that does not exist.
The setup dies on its own. Every tracked setup carries an invalidation anchor (a close beyond the absorption bar's extreme) and a bar countdown that resets at each gate advance. When either fires, the setup is discarded immediately — it does not linger until an opposite signal replaces it, and it does not quietly stay on the books.
One setup at a time. While a completed setup is still resolving toward its target or its stop, a new setup will not complete — it waits at 3/4 and may still fire later if the first one resolves in time, or expire if it does not. This exists so that what the dashboard counts is what a person following the tool could actually have taken, one position at a time, rather than an overlapping stack of positions nobody could hold.
It shows its own record. The last two rows of the dashboard walk every completed setup on the chart you are looking at, bar by bar, and count which level price reached first — Target 1 or the stop. The stop is checked before the target, so a bar that spans both counts against the setup, and the bar the signal prints on is not counted at all. That number is whatever it is. It is not a claim, it is not tuned to flatter, and it will read differently on every symbol and timeframe you load — which is exactly the point. You are meant to check it on YOUR instrument before deciding what the tool is worth to you, instead of taking anyone's word for it. Most signal tools do not show this. That is a choice they made, and this is a different one.
🔶 HOW IT IS CALCULATED
Both percentile ranks are ta.percentrank() over one configurable window — one on bar volume (G1), one on the absolute candle body (G3). The close position is (close − low) / (high − low), so it describes where the bar finished inside its own range rather than relative to any external level.
The optional trend filter is a plain exponential moving average of the closing price on the chart's own timeframe, used as a slow-trend proxy: long setups are only allowed above it, short setups only below it. Set its length to 0 to switch it off. There are no higher-timeframe data requests anywhere in this script.
Entry is the open of the expansion bar. The stop is the absorption bar's extreme, plus an optional buffer in ticks. Both targets are multiples of that entry-to-stop distance, so they scale with the setup instead of with a fixed price amount. Target 1 is the level the record row measures against; Target 2 is drawn for reference only.
Every gate is evaluated and latched on confirmed bars only. There is no lookahead and there are no forward-looking references. A filled gate is never un-filled retroactively; the live bar can only be rejected, never rewritten. A bar that would satisfy two gates at once advances the setup by exactly one step — each gate has to be paid for with its own bar.
The chart geometry is redrawn from scratch on the last bar rather than accumulated, so what you see on the chart is always the setup the dashboard is describing, and closed setups do not leave debris behind.
🔶 ALERTS
Six conditions: setup reached 2/4, setup reached 3/4, signal LONG, signal SHORT, setup expired, setup invalidated.
The staged alerts follow from the same idea as the meter: being told a setup is one gate away is more useful than only being told after it is over.
🔶 HOW TO USE
1. Read the record row before anything else. Load your instrument and your timeframe and see what it says there. If it does not convince you, that is the tool telling you honestly that it is not for that market.
2. Check the sample size in the same row. A run of ten or twenty setups is an anecdote. The row flags small samples for exactly this reason.
3. Watch the meter, not the arrows. Most of the information is in setups that reach 2/4 or 3/4 and then die — that tells you what the market is refusing to do.
4. The stop sits at the absorption bar's extreme by default, which is tight. On fast intraday charts try the Stop Buffer input and watch how the record row responds.
5. The trend filter changes the population of setups substantially. Check the record row with it on and with it off on your own market before deciding which you prefer.
6. Set the 3/4 alert if you want to be at the chart before a setup completes rather than after.
🔶 SETTINGS
Volume (percentile window) · Gate Thresholds (G1 volume percentile, G1 close position, G3 body percentile, trend filter length, setup TTL) · Trade Levels (draw toggle, stop buffer in ticks, two R-multiple targets) · Display (dashboard and position, current-signal marker, all-past-signals marker, colors).
🔶 HONEST LIMITATIONS
Volume alone cannot be attributed to buyers or sellers. This tool reads total bar volume against the bar's close position. It does not know who traded, and it is not order-flow data. Treat the absorption premise as a reading of effort against result, which is what it is.
The volume itself is only as good as the feed. On spot forex and CFDs the exchange reports TICK volume rather than real traded volume, so the percentile ranks describe activity rather than quantity. On symbols with no volume data at all the gates cannot fill, and the dashboard says so in its top-right corner.
The retest requirement will cost you moves. As described above, setups that never return to the origin level expire unfilled even when price travels well beyond the drawn targets. This is structural, not a bug, and on strongly trending stretches it happens often.
Percentiles are relative to their window. After an abrupt change of volatility regime the ranks need a few dozen bars to catch up, and during that stretch the thresholds are still measuring the old regime.
The record row is an honest count, not a backtest. It assumes a fill at the exact entry price and it ignores fees, spread and slippage — all of which work against you in reality, and all of which matter a great deal when the outcome is close to even. A record that looks positive before costs can be negative after them. It also covers only the setups on the history your chart has loaded, which on intraday timeframes is a small sample.
Results vary far more between markets than between settings. The same script on the same timeframe can produce a very different record on two different symbols, and there is no timeframe this tool is generally "best" on. Any suggestion otherwise would be an invention. Check your own market.
This tool describes a sequence of conditions in price and volume. It does not forecast anything, it makes no claim about how often the sequence resolves favourably, and the drawn levels are the geometry of the setup, not a recommendation. It is published for analysis and education, it is not financial advice, and past behaviour of a pattern does not guarantee its future behaviour. Check the record on your own market, manage your own risk, and decide for yourself.
Part of the EonMetrics toolset.
Indicator
Delta Volume Profile,Order Flow, Buy/Sell&Absorption POC LunqFXA normal volume profile shows you HOW MUCH volume traded at each price. Delta Volume Profile shows you WHO did it — buyers or sellers — at every price level. Each row of the profile is split into buying volume and selling volume, turning a plain histogram into a clean order-flow map that reveals where demand and supply were really built, and the one level where a large player was quietly absorbing the flow.
❶ WHAT YOU SEE
▸ THE DELTA PROFILE — a horizontal volume profile on the right of price, but every price level is split in two: blue = buying volume, orange = selling volume. The total length of a row is the volume traded there; the blue/orange split is the delta — the balance of buyers versus sellers at that exact price. One glance tells you whether a level was accumulation, distribution, or a fair two-sided fight.
▸ ABSORPTION POC — this is the level that matters most, and it is not the ordinary Point of Control. A classic POC is simply the highest-volume row. The Absorption POC is the row where heavy volume traded with a balanced delta — lots of buying AND selling at the same price. That is the signature of absorption: a large participant filling orders against the crowd without letting price move. It is marked with a gold line and label, because it is where reversals and strong reactions most often begin.
▸ DASHBOARD — a compact readout of the whole range: NET DELTA (are buyers or sellers in control overall), the Buy/Sell split as a percentage, and the exact Absorption price.
❷ WHY DELTA AND ABSORPTION MATTER
Price only tells you where the market went. Order flow tells you the effort behind the move. A rally on weak buying delta is fragile; a level held by heavy two-sided absorption is where smart money is defending a position. By splitting volume into buy and sell at every price — and by isolating the absorption level — this profile shows the intent behind the volume, not just its size. That is the difference between a plain volume profile and an order-flow read.
❸ HOW TO USE IT
1 — Read the NET DELTA in the dashboard. Positive = buyers dominated the range (look for longs on pullbacks); negative = sellers dominated (favour shorts on rallies).
2 — Trade toward and away from the ABSORPTION level. It acts as a magnet and a strong support/resistance zone — price often returns to it, and reactions from it are among the cleanest on the chart. Use it as a target or as your line in the sand.
3 — Read each level's split before you trust it. A level that is mostly blue (buying) is genuine demand; a level built on orange (selling) is supply. When price approaches a level, its colour tells you which side is likely to defend it.
4 — Watch for imbalance vs balance. Strongly one-sided rows (almost all blue or all orange) mark aggressive, directional levels. Balanced rows — especially the Absorption POC — mark battle zones where the trend is most likely to stall or turn.
❹ HOW IT WORKS (transparent)
For every bar, volume is split into buy-volume and sell-volume from where price closed inside the bar's range: buy-volume = volume × (close − low) ÷ range, sell-volume = volume × (high − close) ÷ range. This is a transparent, range-based delta estimate — it needs no tick or bid/ask feed, so it runs on any symbol. Each bar's buy and sell volume is added to the price row it traded in, across a fixed rolling lookback. The Absorption POC is the row that maximises (row volume ÷ largest row volume) × (1 − |buy − sell| ÷ row volume) — heavy volume weighted by how balanced its delta is. On symbols that report no exchange volume, the profile falls back to equal weight per bar (a price-density profile) so it still works everywhere, and the panel says PRICE PROFILE instead of DELTA PROFILE.
Best used on markets with real volume — crypto (e.g. BINANCE:BTCUSDT), stocks, futures and indices — on any timeframe. On forex the volume is broker tick-volume, so treat the delta as an approximation of order flow.
SETTINGS — lookback, number of rows (resolution), profile width, row gap, absorption line on/off, neutral candles on/off, and dashboard position.
NON-REPAINTING — the profile is built only from closed historical bars over a fixed lookback and drawn on the last bar. It uses no request.security and no lookahead, so history never changes; only the current forming bar updates live, as with any volume profile.
This indicator is an educational market-analysis tool, not financial advice. The volume delta shown is a transparent estimate from price and volume, not exchange-audited bid/ask order flow, and past behaviour does not guarantee future results. Always confirm with your own analysis and manage your risk. Indicator
Composite Liquidity Flow: five-asset weighted flow with RSI confWHAT IT DOES
One histogram that answers "where is the WHOLE market's money leaning?" It estimates buy and sell pressure across five instruments at once — index futures, their ETFs, and an inverse hedge ETF with its logic flipped — weights them, smooths them, and prints the net as a z-scored delta histogram with an RSI confluence layer on top.
HOW IT WORKS
- Per-asset pressure from candle structure (body and wick attribution), priced in dollars, weighted per your inputs.
- The inverse-hedge leg counts its buying as market selling — hedging demand is information.
- Z-score normalization keeps the scale readable across quiet and wild days; a session filter mutes overnight ETF noise.
- Divergences require three consecutive bars of opposing flow plus optional RSI confirmation, with a cooldown so they stay rare.
- Confluence arrows print only when flow direction, flow acceleration, and RSI agree — and a live dashboard scores it all.
HOW TO USE IT
Built for intraday index trading (5m default tuning). Green above zero and accelerating with RSI supportive = the composite tape agrees with your long. The divergence markers are warnings, not entries.
WHAT IT CAN'T DO
All of it is estimated from OHLCV — a well-built proxy, not tick data. The composite describes the index complex; it says nothing about your single stock.
SETTINGS
Five symbols and weights, smoothing and normalization, RSI confluence, divergence strictness, session filter, full display toggles.
Open source. Free. The whole market's lean, one pane. Indicator
VPIN Flow Regime [OutOfSampleLab]VPIN Flow Regime visualises order-flow toxicity and buy/sell pressure directly on your chart, with non-repainting flow-price divergence. It describes the current state of the tape. It does not give buy or sell signals.
How it works
- Each bar's volume is split into buy and sell parts using Bulk Volume Classification: the buy fraction is the CDF of the standardised close-to-close change. Two paper-faithful variants are selectable: the standard-normal CDF (Easley, Lopez de Prado & O'Hara, 2012) or the fat-tailed Student-t CDF with 0.25 degrees of freedom (their 2016 paper). To our knowledge no other public script offers both.
- VPIN toxicity = sum |buy - sell| / sum volume over N bars. An unsigned measure of how one-sided flow has been. It is coloured by its own rolling percentile into a regime light: Quiet, Normal, Elevated, Burst.
- Buy pressure = net flow rescaled to 0-100 (50 = balanced).
- Divergence: when price makes a higher high (or lower low) that net flow does not confirm. Confirmed on pivots a few bars later, so it never repaints. By default the divergence lines and labels are drawn directly on the price chart.
Alerts
- Toxicity crossing into Elevated / Burst / back to calm.
- Bullish / bearish flow-price divergence.
All alerts are state-change events, not trade instructions.
Honest limitations (please read)
- This is a bar-based approximation of VPIN, not tick-level VPIN on a true volume clock. Read relative levels and percentiles, not absolute values.
- PulseWire volume is feed-dependent; on many FX/index/CFD symbols it is tick count, not traded volume, and the reading is weak there. Prefer symbols with real volume.
- Aggressor classification is imperfect and depends on the window settings.
This is an impersonal educational tool that runs the same for everyone. Not financial advice, no performance claims.
References: Easley, Lopez de Prado & O'Hara (2012), Review of Financial Studies 25(5); (2016), Journal of Financial Economics 120(2); Lee & Ready (1991), Journal of Finance 46(2). Indicator
Futures Volume Profile - CFD ChartsCFD charts only show broker tick volume, which does not represent real market
participation. This indicator pulls REAL exchange volume from the matching
futures contract and builds a volume profile directly on your CFD chart.
What makes it original: standard volume-profile tools weight by the chart's
own (tick) volume. This one maps futures contract volume into CFD price
coordinates (price = CFD, weight = futures), accumulates the profile
incrementally so month anchors work without lookback limits, and can anchor
the session to the futures trading day instead of CFD broker midnight.
How it works:
- The futures contract is auto-detected from the chart symbol (DAX/GER40 ->
FDAX, NAS100 -> NQ, US30 -> YM, UK100 -> Z, US500 -> ES), or set manually.
- Each chart bar's price range is split into zones; the futures volume of that
bar is distributed across the zones it covers (price = CFD coordinates,
weight = futures volume — so the basis offset between CFD and futures is
handled naturally).
- The profile accumulates incrementally per anchor period (session/week/month)
and resets at the period change. POC (red), VAH/VAL (blue, dashed) and the
histogram update live.
- Optional "Daily anchor = futures trading day": the session reset fires at
the futures day change instead of the CFD broker midnight, so the profile is
anchored identically whether you chart the CFD or the future itself.
- Bars without futures data (e.g. overnight hours of a 24h CFD) contribute
nothing — mixing tick volume with contract volume would distort the profile.
The source label warns you when no futures data is available.
How to use it: treat POC/VAH/VAL as the real participation levels behind your
CFD chart — acceptance above the value area supports continuation, a rejection
back inside favors rotation toward the POC. Thick zones (HVN) act as magnets
and consolidation areas, thin zones (LVN) tend to be traversed quickly, which
makes them useful stop and target references. Zone width is ATR-derived by
default or fixed in points.
Indicator
Order Flow Volume Delta, CVD, Absorption & Divergence [LunqFX]Price shows you WHERE the market went. Order flow shows you WHO pushed it there — buyers or sellers — and whether they had real volume behind the move. This Order Flow indicator reads the volume delta on every candle (the balance of buying volume vs selling volume), builds it into a cumulative volume delta (CVD) trend, and automatically marks the two order-flow events that lead price: absorption and delta divergence. Everything is drawn on your chart as clean delta candles, order-flow support/resistance levels and a live buying-pressure dashboard.
❶ THE CONCEPTS (so it's clear)
▸ VOLUME DELTA — the difference between buying volume and selling volume inside a bar. Positive delta = buyers were more aggressive, negative = sellers. It is the core of all order-flow analysis.
▸ CVD (CUMULATIVE VOLUME DELTA) — delta added up over time. A rising CVD means buyers are steadily accumulating; a falling CVD means distribution by sellers. CVD is how you see the real trend of order flow, not just price.
▸ ABSORPTION — a bar with heavy volume but almost no price movement. It means a large player (smart money / institutional) is absorbing every market order at that level. Absorption very often appears right before a reversal.
▸ DELTA DIVERGENCE — price makes a new high but CVD does not (or a new low but CVD does not). The move has no real volume behind it — a trap / exhaustion signal that warns a reversal is likely.
❷ WHAT YOU SEE ON THE CHART
▸ Delta candles — sky-blue when buyers won the bar, coral when sellers won; the brighter the candle, the more one-sided the flow. You read buying and selling pressure at a glance.
▸ Order-flow levels — every absorption (gold) and divergence (blue / coral) is projected to the right as a support/resistance level with its exact price. These are the levels where big volume actually traded, so price reacts to them again.
▸ Live dashboard — who is in control (buyers vs sellers) from the CVD, the CVD value, the current bar's buy/sell pressure split, and the latest signal.
❸ HOW TO TRADE IT — STEP BY STEP
1 — Read the BIAS. The panel shows ▲ BUYERS or ▼ SELLERS IN CONTROL from the CVD. Trade with the side that controls order flow, not against it.
2 — Watch for DELTA DIVERGENCE against the move. Price higher high while CVD makes a lower high = buyers are exhausted → look for shorts. Price lower low while CVD makes a higher low = sellers are exhausted → look for longs. This is the highest-value order-flow reversal signal.
3 — Use ABSORPTION as a reversal cue. When heavy volume fails to move price, the move is being absorbed; watch for the turn and use that gold level as your invalidation line.
4 — Trade the reaction at order-flow levels. Old absorption and divergence levels act as support and resistance — enter when the delta flips back in your favour as price returns to a level.
5 — Confirm with Bar pressure. The panel's ▲/▼ % buy shows the live buy/sell split — take the trade when it agrees with your setup and the bias.
❹ HOW IT WORKS (fully transparent)
Each bar's volume is split by where price closed in its range: buy-volume = volume × (close − low) ÷ range, sell-volume = volume × (high − close) ÷ range, and delta = buy − sell. This is a transparent, range-based volume-delta estimate — it needs no tick or bid/ask feed, so it runs on any symbol. CVD is the running sum of that delta (session-anchored on intraday charts, fully cumulative on daily and higher, handled automatically). Absorption is flagged when volume rises above its average by your chosen multiple while the candle body stays smaller than a fraction of ATR. Divergence compares each confirmed swing pivot in price with the CVD value at that pivot. Every reading comes from closed bars and confirmed pivots — no repainting, no lookahead.
Order flow is strongest on markets with true exchange volume — crypto, stocks, futures and indices — and on intraday timeframes (1m–4h), where buying and selling pressure is most meaningful. On forex, volume is broker tick-volume, so treat the delta as an approximation of order flow rather than exact.
SETTINGS — CVD reset (Session / Week / None), absorption sensitivity, divergence swing length, number of order-flow levels + glow, delta candles on/off, dashboard position.
ALERTS — bullish delta divergence, bearish delta divergence, absorption, and CVD crossing zero (buyers / sellers taking control).
This indicator is an educational market-analysis tool, not financial advice. The volume delta shown here is a transparent estimate from price and volume, not exchange-audited bid/ask order flow, and past behaviour does not guarantee future results. Always confirm with your own analysis and manage your risk.
Indicator
APEX Contra Flow | ProjectSyndicateAPEX Contra Flow rebuilds the order flow hidden inside every candle and reads it as an auction — then scores, bar by bar, whether that auction has finished and is ready to reverse. It drills into each bar with a lower-timeframe scan, distributes the intrabar volume across price by true overlap, splits it into graded buy/sell pressure, and renders it as a footprint anchored by POC, Delta POC, intrabar VWAP and the Value Area. On top of that it runs one idea from auction theory that conventional profile tools ignore: a market doesn't turn where volume is heavy — it turns where the auction runs out of business. The Contrarian Engine finds the bars where aggression achieved nothing, grades them 0–10, and fades them back toward value.
Most footprint tools describe. This one takes a side.
🌊 Intrabar Footprint Engine — the core. A lower-timeframe scan breaks each chart bar into its internal prints and rebuilds the auction that produced it. Granularity is adjustable (1 Tick / 1S / 5S / 15S / 1M / 5M) or Auto-scaled to your chart, with an automatic fallback resolution — if your plan or symbol won't serve the resolution you asked for, the engine silently drops to one that works instead of drawing a blank chart.
🧮 Overlap-Proportional Allocation — the accuracy differentiator. Conventional intrabar profiles smear each print's volume equally across every row it touches, which fattens the profile and drags the POC toward wide bars. APEX Contra Flow weights every row by the exact price overlap between the intrabar's range and that row. The shape you read is the shape that traded.
⚖️ Graded Buy/Sell Classification — not close >= open. On tick data the engine classifies against bid/ask (at-or-above ask = buy, at-or-below bid = sell, interpolated between). Off tick data it uses a tunable blend of close-location-in-range and body direction. Delta becomes a gradient, not a coin flip — so a bar that closed flat but was bought all the way up no longer reads as neutral.
🎯 POC · Delta POC · Intrabar VWAP — three separate reads on one candle. The Volume POC is where trade concentrated. The Delta POC is where the largest one-sided delta sits — the two diverging is a tell in itself. The intrabar VWAP marks the candle's true average traded price.
🧲 Value Area (VA) — computed by true value-area expansion outward from the POC at your chosen percentage, drawn as a clean outline with everything outside it dimmed back. Fair value framed; the rest fades.
🔺 Diagonal Imbalances & Stacked Runs — every row is tested diagonally: buy at a level against sell one level below, sell against buy one level above. Rows clearing your ratio are marked ◆ and coloured by side. Consecutive runs are counted — stacked imbalance sitting at the extreme is exhaustion evidence, not strength.
🕯️ Excess vs Unfinished Auction — the read almost nothing else surfaces. Thin single prints at a bar's extreme (·) are excess: the auction rejected that price and finished. Heavy volume parked at the extreme is unfinished business — an untested magnet price will likely come back for. One says reversal, the other says return.
🔠 Auction Shape Classification — P / b / D / B — real market-profile logic, applied per candle.
▪️ P — POC in the upper third, thin below: the rally was short covering, not fresh buying. Weak. Fade it.
▪️ b — POC in the lower third, thin above: long liquidation / capitulation. Fade it.
▪️ D — balanced auction, POC mid-range. Rotation back to the middle.
▪️ B — double distribution (two volume clusters split by a thin gap). This is a trending auction — and it vetoes the fade outright. The single most valuable filter in the tool is the one that tells you to stand down.
🏆 0–10 Contrarian Conviction Score — the power-ranking. Each fade candidate earns a live grade from seven weighted, principled factors, every one with a fixed directional sign:
▪️ Effort without result — heavy relative volume and delta that produced no body.
▪️ Trapped delta — delta pushing one way while the candle closes the other. Someone is offside.
▪️ Wick rejection — how violently the extreme was defended.
▪️ Excess — thin tail at the extreme being faded (finished auction).
▪️ Auction shape — P against a high, b against a low.
▪️ CVD divergence — a new price extreme that cumulative delta refused to confirm.
▪️ Stacked imbalance at the extreme — aggression stacking into a wall.
Resolved to a tier: WK → MOD → STRONG → V.STRONG → EXTREME.
🚪 Context Gates — why the signals stay rare. A score alone fires nothing. The bar must also print a new N-bar extreme, stretch a configurable ATR distance beyond its mean, clear a cooldown, and survive the B-shape veto. Fading strength in a trend is how contrarians die; these gates exist to stop it.
🎯 Fade Signals, Targets & Invalidation — one clean FADE ▲ / FADE ▼ label carrying the score. A dotted magnet line projects to the target: the nearest naked POC in the fade direction, or the candle's own POC if none is standing. A tick marks the invalidation extreme. Hover the label for the full read — score, tier, auction shape, value migration, delta, relative volume, POC, VWAP and the LTF actually used.
📍 Naked POC Magnets — high-conviction candles leave their POC extended to the right until price trades back through it, then it's removed. Untested POCs are unfinished business — and they double as the fade target.
📖 Legend Key — a static, self-adapting key (bottom-right by default). It lists only the glyphs you have switched on, and reads your live settings — your imbalance ratio, your VA %, your score threshold — so it can never drift out of sync with the chart.
🎨 Nine Dark-Native Themes — Obsidian (default), Institutional, Aurora, Neon, Phantom, Solar, Ice, Plasma and Mono — every one tuned to read on a black background, plus full custom buy/sell/POC overrides.
🧹 Clean-Chart Discipline — no dashboard, by design. No panel, no stat block, no clutter competing with price. The profile is the interface; the score lives inside the candle that earned it, the reasoning lives in the tooltip. Bar delta, CVD, contrarian score and bar volume stream to the Data Window for anyone who wants the raw series.
🔒 Honest & Non-Repainting Core — fade signals fire on confirmed bars only and never repaint away once printed. No signal is ever hidden, deleted or de-rated to flatter the chart. The footprint of the live, forming candle naturally refreshes as it builds — that is inherent to reconstructing order flow in real time, not a defect — and every closed bar is fixed. The 0–10 score is a descriptive auction framework for ranking attention, not a backtested edge.
🔔 Native Alerts — Fade Long, Fade Short, and Any Fade.
🔧 Fully Customizable — profile basis (Volume / Delta), granularity, rows, bar length, classification method and blend weight, VA %, POC / Delta-POC / VWAP / imbalance / excess toggles, imbalance ratio, min score, extreme lookback, mean length and ATR extension, CVD divergence lookback, cooldown, target length, naked-POC threshold and cap, theme, out-of-value transparency, legend position and size.
🎯 Why this is different — profile tools show you where volume is and leave the conclusion to you. Footprint tools show you delta and leave the conclusion to you. APEX Contra Flow classifies the auction, tells you whether it finished or is still trending, refuses to fade the ones that are trending, and puts a graded 0–10 case for the reversal inside the candle that made it. You read where the auction broke, why it's exhausted, and where it should rotate back to — at a glance.
🚀 Apply to Gold (XAUUSD), Silver, Forex, Crypto, Indices and Futures on any intraday timeframe (volume-bearing symbols).
💡 Cleanest setup: an indicator cannot hide the chart's own candles — right-click the chart → Settings → Symbol → uncheck Body / Borders / Wick to let the footprint stand alone.
🎯 How To Trade It — Two Approaches
Everything hinges on one question the tool answers: has this auction finished, or is it still trending? Finished auctions rotate. Trending auctions run you over.
◾ 1) Fade the finished auction → rotate to value (the core thesis)
Use on STRONG / V.STRONG / EXTREME scores (≥7) where the grade is built on excess, trapped delta and CVD divergence — and the shape is P at a high or b at a low.
▪️ Wait for the FADE ▼ / FADE ▲ to print on the confirmed bar — the gates have already checked the new extreme, the ATR extension and the shape veto.
▪️ Entry: on the signal close, or on a shallow re-test of the faded extreme that fails to make a new one.
▪️ Stop: beyond the invalidation tick at the wick extreme. If price closes decisively through and accepts there, the auction wasn't finished — stand aside or flip to Approach 2.
▪️ Targets: the dotted magnet line — the nearest naked POC, else the candle's POC. The opposite Value-Area edge if rotation extends.
⚖️ The cleanest version: price spikes to a new 10-bar high, stretches beyond its mean, prints a long upper wick on heavy volume with positive delta but closes in the lower half (trapped buyers), the top rows are thin (excess), the POC sits high (P — short covering), and CVD refuses to confirm the new high. Score prints 8.4 EXT. That confluence is the exact move this tool was built to frame.
◾ 2) Stand down — and trade the other side
The tool tells you when not to fade, which is worth as much as the signal.
▪️ Shape = B (double distribution) — the auction is trending and building a second distribution. The veto fires. Do not fade; look for continuation on the pullback into the lower distribution instead.
▪️ No excess, heavy volume at the extreme — unfinished business. Price is likely to return to that price rather than reverse from it.
▪️ Signals fire and immediately fail, repeatedly — one-sided flow is expanding. Trade with it into the next naked POC.
Rule of thumb: ⭐ High score + excess + P/b shape + CVD divergence → expect rotation, fade toward the POC. ⭐ B shape, no excess, or price accepting beyond the level → expect follow-through, trade the break toward the next naked POC.
⚠️ IMPORTANT NOTICE: APEX Contra Flow reconstructs estimated order flow from lower-timeframe data. Intrabar delta, absorption and buy/sell classification are an approximation of true tape, not exchange order-book data — off tick resolution the buy/sell split is inferred from price behaviour, not observed aggression. The 0–10 contrarian score is a descriptive auction framework — NOT a backtested signal and NOT a standalone trade trigger. Fading extremes is inherently a counter-trend activity and carries real risk of repeated stop-outs in a trending market; the shape veto reduces this but cannot eliminate it. The indicator requires a volume-bearing symbol. Always combine it with your own strategy, price-action analysis and risk management. Past behaviour does not guarantee future results. Indicator
Order Flow 3D Delta Profile [LuxAlgo]The Order Flow 3D Delta Profile indicator provides a spatial visualization of volume delta distribution across a specified lookback period, using 3D extrusion to represent market depth and intensity.
🔶 USAGE
The indicator projects a 3D volume profile onto the chart, allowing traders to identify price levels with significant buying or selling pressure. Unlike traditional 2D profiles, this tool uses depth and perspective to highlight the relationship between price, volume, and time.
🔹 Value Area and POC
The script identifies the Point of Control (POC) as the price level with the highest total volume, rendered in a distinct color. The Value Area (VA) highlights the price range where a user-defined percentage of total volume (default 70%) occurred. Bins outside the Value Area are darkened to emphasize the core trading zone.
🔹 Profile Alignment and Placement
Users can customize the spatial arrangement of the profile:
Placement: Choose to overlay the profile directly "On Candles" or position it to the "Right of Price" for a clearer view of current price action.
Alignment: Set the profile to "Center" to see delta split (bullish volume to the right, bearish to the left), or "Left/Right" to see unified volume bars.
🔹 3D Perspective
The "3D Options" allow for full control over the visual tilt. Adjusting the X and Y Extrusion Depths changes the angle of the "blocks," providing a pseudo-3D effect that can help distinguish overlapping price levels.
🔹 Volume Anomaly Highlights
When enabled, the indicator identifies individual candles with abnormally high volume (based on a multiplier of the average). These candles are highlighted with a glowing effect and a "3D Laser Beam" that connects the candle directly to its corresponding price level in the profile.
🔶 DETAILS
The script calculates volume distribution by dividing the high-low range of the lookback period into "Buckets." Each candle's volume within the period is assigned to a bucket based on its median price.
The 3D effect is constructed using polylines to create front, side, and top faces for every volume bin. The drawing order is dynamically managed based on the Y-tilt (drawing bottom-to-top or top-to-bottom) to ensure correct visual layering and occlusion.
🔶 SETTINGS
🔹 General
Length: The number of historical bars included in the profile calculation.
Buckets: The number of price rows (bins) used to divide the vertical range.
Value Area %: The percentage of total volume used to calculate the Value Area.
🔹 Profile Setup
Profile Alignment: Determines if volume is centered or pinned to a side.
Profile Placement: Determines the horizontal location of the profile.
Profile Width Scale: Controls the maximum horizontal width of the volume bins.
🔹 3D Options
Extrusion Depth X/Y: Controls the horizontal and vertical tilt of the 3D perspective.
Show Bounding Box: Draws a 3D wireframe around the range of the profile.
🔹 Visuals
Highlight High Vol Candles: Enables the glow and connection beams for volume anomalies.
Anomaly Threshold: The multiplier applied to average volume to identify an anomaly.
🔹 Style
POC Color: Color used for the Point of Control.
Bull/Bear Colors: Colors representing positive and negative volume delta.
Border Color: The color of the 3D block edges and bounding box.
Indicator
Strong Volumetric Zones | ProjectSyndicateStrong Volumetric Zones carves the chart's true supply and demand from actual transacted volume — not from pivots, not from moving averages, not from projected lines — then power-ranks every zone so you know which ones are institutional footprint and which ones are noise. It pulls lower-timeframe order-flow data for every candle in the lookback window, builds a full volume-at-price histogram with buy/sell decomposition, isolates the high-volume nodes that dominate their neighborhood, extends each one into a bounded zone using a fractional-volume cutoff, and grades all of them 0–10. The whole tool runs on one idea: price alone is a story half-told — a level where the auction deposited enormous volume, where delta confirms one side was defending, where every test has been rejected, and that stands fresh and unchallenged is a different animal from a thin blot of retail churn, and it should not look the same on your chart.
BTCUSD
This is an order-flow reaction matrix, not a signal generator. It tells you where the auction has parked real liquidity, whether that liquidity is supply-side or demand-side, how many times price has tested it and held, how hard price was rejected on each hold, and which zone is the strongest one on the chart right now. The read is directional in the sense that you can see, at a glance, whether the session's volume structure is stacked with supply above or demand below — and whether the current candle is absorbing, exhausting, or stacking imbalance in real time.
🟢🔴 Summary how to trade this — more details below, read entire guide. Two clean approaches: react at the zone, or trade the break of it. Prefer STRONG / EXTREME grades and zones with high hold rates — the shallow low-graded zones tag constantly and mean little. The dashboard's Nearest ▲ / Nearest ▼ and Zone Status tell you instantly whether price is inside a volumetric wall or in open air. Runs on any timeframe with intrabar data available.
🧱 The Volume Core — the only source of truth. Every zone in this tool descends from a confirmed high-volume node in the actual volume-at-price histogram, never from a price-only pivot, never from an indicator line, never from a projected level. The engine requests lower-timeframe bars — auto-scaled from 1-second up to 5-minute depending on your chart — and decomposes each candle's range into volume-by-price bins. Buy volume and sell volume are tracked independently from the close-vs-open direction of every intrabar tick. The profile lookback is 300 bars by default and the bin resolution scales dynamically with ATR200, so the histogram adapts to the instrument's volatility without manual tuning. Nothing is drawn from a guess.
🔭 Lower-Timeframe Decomposition — Six granularity slots, auto-selected by default, running from 1-tick to 5-minute. Each confirmed chart candle is exploded into its internal sub-bars; volume is assigned to price bins based on the actual range covered by each sub-bar, not from a proportional tick-close estimate. Buy/sell classification follows the candle direction of the sub-bar itself. This is the reconstruction layer that separates a volume profile built from order flow from one built from assumptions. When the chart is on H4, the engine still reads M1 structure inside every bar.
◆ High-Volume Node Isolation — the signature carve. Within the global histogram, a bin must dominatepeakRadius neighbours on both sides (default 2) to qualify as a high-volume node — it is the local maximum of its neighborhood. A floor filter (minPeakPct of the POC volume, default 18%) eliminates statistical noise. All qualifying peaks are then sorted by absolute volume, strongest first, and the engine attempts to carve up tomaxZones zones (default 8), skipping any whose range overlaps an already-accepted zone. This is where the tool separates from a blob of undifferentiated volume bars: instead of forty equal-weighted histogram rows, you get a handful of bounded zones ranked by the actual liquidity parked inside them.
📐 Zone Edge Extension — Each confirmed node becomes a seed, and the zone expands outward bin-by-bin while neighbouring bins retain at leastnodeCut (default 40%) of the node's volume. Expansion halts atmaxSpan bins (default 2) to prevent overgrowth. The result is a bounded rectangular zone with a defined top, bottom, and mid-line — not a single price point, not an infinite band. The zone's width reflects the actual spread of significant volume around the node, not an arbitrary ATR multiple. Overlapping zones are rejected outright; only the strongest node survives at any price level.
🏷️ The 0–10 Strength Engine — Every zone carries a live grade with stars and a tier word WEAK → MODERATE → STRONG → VERY STRONG → EXTREME. The score is a weighted blend of five independently measurable properties, all derived from real volume and real price action:
▪️ Volume Share 3.5 — how much of the profile's total volume sits inside this zone, normalized against the strongest zone. The dominant term. A zone that holds 30% of the auction is not the same as one holding 3%.
▪️ Touch Count 2.5 — how many times price has entered and exited the zone across the full lookback. Normalized against 6 touches. A zone tested repeatedly has been confirmed by the market.
▪️ Hold Win Rate 2.0 — of all completed tests, what percentage resulted in a hold (rejection) rather than a break. A zone that defends itself 80% of the time is structurally different from one that folds on the first touch.
▪️ Freshness 1.0 — how recently the zone was last tested, normalized against the profile lookback. A zone untouched for 200 bars is fresher than one poked five bars ago.
▪️ Delta Skew 1.0 — the absolute buy-vs-sell imbalance inside the zone, normalized against a 35% threshold. A demand zone with 70% buy volume has institutional sponsorship; a 51/49 split does not.
Read the grade as a descriptive conviction ranking for which zone deserves your attention — it is not a backtested win-rate. A score filter hides everything below a level you choose, and a minimum-touch filter strips zones that have never been tested, so you can strip the chart down to STRONG and EXTREME only.
USDJPY
🔬 Per-Candle Strength Score — Independently, every confirmed candle receives its own 0–10 order-flow strength score, built from five micro-structural inputs: relative volume vs the 20-bar average, delta dominance (absolute delta / total volume), POC concentration (how much volume sits in the single busiest row), stacked imbalance run length, and value-area tightness. This is the engine that powers the Flow Signals — Absorption, Exhaustion, and Stacked Imbalance — and the dashboard's live candle readout. It tells you whether the bar you are looking at right now has order-flow weight behind it or is thin air.
🧬 In-Zone Statistics — Each zone is labeled at its center with its star grade, SUPPLY-SIDE or DEMAND-SIDE designation, the numeric score and tier, the volume share as a percentage of total profile volume, the number of completed tests, the hold win rate, the average reaction magnitude in multiples of ATR, and the buy/sell bias split. A typical label reads:★★★☆☆ DEMAND-SIDE · 6.2/10 STR · VOL 12% · TESTS 4 · HOLD 75% · REACT 2×ATR · DEMAND 68/32. Labels can be restricted by score and touch filters, or the text can be turned off entirely for a pure heatmap look. Four label sizes. Price tags at the right edge show the zone mid-line and score at a glance.
📊 Volume-At-Price Histogram — A full horizontal histogram drawn at the right side of the chart, extending beyond the zones. Each bar's width is proportional to the volume at that price level; color follows buy/sell dominance (demand vs supply palette), with the Master POC row highlighted in the dedicated POC color. A minimum-bin filter hides statistical dust. The histogram is the raw material from which every zone is carved — you see the mountain range and the zones simultaneously.
📐 Master POC & Value Area — The Point of Control (the single highest-volume price in the profile) is drawn as a continuous line spanning the full zone range and extending through the histogram, tagged with its exact price. The Value Area High and Value Area Low (default 70% of total volume) are drawn as dashed lines with labels. Together these three references give you the fair-value anchor for the entire lookback: price above VAH is in premium territory, price below VAL is at a discount, price inside the value area is at equilibrium.
🔬 Per-Candle Footprint — An optional intrabar footprint drawn inside the most recent N candles (default 10). Each row shows block-character bars proportional to volume or delta at that price level, color-coded by buy/sell dominance. Rows outside the candle's value area are muted; the POC row is highlighted. A value-area outline box frames the candle's internal equilibrium. On high-strength candles (score above a configurable threshold), the tier abbreviation is printed directly inside the footprint. This is the microscope — you see exactly where the volume parked inside the bar you just traded.
🎯 Naked POC Tracking — Optionally, every candle whose internal strength score exceeds a threshold spawns a dotted POC line that extends right until price actually trades through it. Once tested, the line is deleted. A cap on active naked POCs (default 8) keeps the chart clean. These are untested fair-value anchors — price tends to return to them, and their persistence means the auction has not yet cleared that liquidity.
NQ
⚡ Order-Flow Signals — Three micro-structural signals fire on confirmed bars:
▪️ ABS — Absorption. Delta dominance is high (>35%), but the candle body is small (<30% of range) and relative volume is elevated (>1.2×). One side absorbed the other's aggression without moving price. The direction hint points opposite to the absorbed delta: if selling was absorbed, the signal is bullish.
▪️ EXH — Exhaustion. Relative volume is elevated (>1.3×), delta is flat (<12%), and price closed near the high or low. Aggression was spent without conviction. The direction hint points away from the extreme: exhaustion at the high is bearish.
▪️ STK — Stacked Imbalance. Three or more consecutive rows of one-sided imbalance (buy vs adjacent sell, or vice versa, at the configured ratio, default 3×). A directional imbalance stack is a footprint of institutional execution.
Signals appear as tiny labeled markers at the high or low of the candle, color-coded by direction. They are not zone entries — they are real-time flow readings that confirm or deny what the zones are telling you.
📋 Live Command Dashboard — A compact panel that answers the questions you actually ask a volume-zone tool, organized into four sections:
▪️ LIVE ORDER FLOW — Bar Delta with a fill meter, Buy/Sell split with a dual-tone bar, Cumulative Volume Delta with trend arrows, Session Delta, Candle Score with tier, and the active Flow Signal with direction tag. This is the real-time pulse: who is hitting whom right now.
▪️ VOLUME PROFILE — Master POC price and position relative to close, Value Area range with a width meter, VA Location (inside or outside), and Profile Depth (bars processed, bins, zones carved). This is the structural map: where is fair value, how wide is it, how deep is the data.
▪️ REACTION ZONE RADAR — Up to six zones ranked by strength score, each showing price, star grade, score, bias (DEMAND / SUPPLY / BATTLE), test count, and hold win rate. The strongest zone on the chart is always row one. This is the hit list.
▪️ REGIME — Volatility state (COMPRESSED / NORMAL / EXPANSION) based on ATR14 vs ATR100, Zone Status (IN SUPPLY / IN DEMAND / OPEN AIR) with the in-zone score, and Nearest Supply / Nearest Demand with star grades. This is the tactical read: are you in a wall, are you in open air, how far to the next wall.
🔒 Non-Repainting — Lower-timeframe data is requested on confirmed bars only. Volume is accumulated into the histogram only after the chart bar closes. Zones are carved on the last bar of the chart from the completed histogram and then projected — they do not shift, flicker, or disappear retroactively within their lookback window. The candle strength score updates on confirmation. This is the honest tradeoff of order-flow structure: you wait for the bar to close, and in exchange the reading is real.
🔔 Native Alerts — Five condition alerts:
▪️ Volumetric Zone Entry — price enters any displayed zone.
▪️ Strong Volumetric Zone Entry — price enters a zone scoring 7+ (VERY STRONG / EXTREME). The one alert most people will actually run.
▪️ Volumetric Zone Exit — price leaves a zone.
▪️ High-Strength Candle — a confirmed candle scores 7+ on the order-flow engine.
▪️ Order-Flow Signal — an Absorption, Exhaustion, or Stacked Imbalance signal fires on any confirmed bar.
🎨 Five Theme Palettes — Obsidian Aurora (teal/coral/purple), Obsidian Gold (emerald/vermillion/gold), Deep Ocean (cyan/rose/indigo), Midnight Ember (mint/ember/amber), and Graphite Mono (silver/steel/white). Every palette is engineered for a pure-black chart background: deep, saturated, never toxic. Full custom override is available for demand, supply, POC, and accent colors. Zone shading scales opacity directly off the score — weak zones stay faint, extreme zones render solid. You read conviction with your peripheral vision before you read a single number.
Silver
🔧 Fully Customizable — Intrabar granularity (auto or manual), profile lookback, bin resolution, max zones, node isolation radius, min node volume, zone edge cutoff, max zone width, min tests and min score filters, right extension, zone text and price tag toggles, text size, mid-line width and fade, histogram toggle/width/floor, Master POC toggle, Value Area toggle and percentage, footprint toggle/bars/rows/type/max-length/candle-VA/strength-text/threshold, naked POC toggle/min-score/cap, signal toggle and imbalance ratio, dashboard toggle/position/size, theme selection, custom colors, and all five scoring weights for both zones and candles — all adjustable.
🎯 Why this is different — Most volume tools dump a histogram on your chart and leave you guessing which rows matter. Most zone tools draw every pivot they find with no weighting, no testing, no delta, no bias. This one reconstructs the order flow, carves zones from confirmed high-volume nodes, tracks how many times price tested each one and whether it held, measures the reaction magnitude, reads the buy/sell sponsorship inside the zone, and grades the result 0–10. You read the zone, the volume behind it, the delta skew, the hold rate, and the conviction score — at a glance. The chart itself does the filtering.
🚀 Apply to Gold XAUUSD, Silver, Forex, Crypto and Indices on any timeframe with intrabar data.
🎯 How To Trade It — Two Approaches
Everything hinges on the grade and the hold rate. A WEAK zone with no tests is noise you can see; a STRONG or EXTREME zone with a 70%+ hold rate and demand-side bias is where institutional volume has already defended. Trade the graded zones, and use the dashboard's Zone Status and Volatility Regime to confirm the trade has the right environment.
◾ 1 REACT at the zone — trade the rejection
This is the tool's core use. Price arrives at a high-graded zone and you fade the touch back toward the opposite side of the ladder.
▪️ Setup: wait for price to reach a STRONG / VERY STRONG / EXTREME zone — ideally one with a high hold rate and a clear DEMAND or SUPPLY bias. Check the dashboard: is it the top-ranked zone on the radar? Is the Volatility Regime in NORMAL or EXPANSION (not compressed — compressed means no fuel for a reaction)? Is the Candle Score on the approach bar showing Absorption or Stacked Imbalance in your direction?
▪️ Entry: on rejection out of the zone, with your own confirmation — a wick, an engulfing close, a lower-timeframe structure break, or an order-flow signal that validates the rejection. The zone is the location; it is not the trigger.
▪️ Stop: on the far side of the zone band. The zone has real width derived from the volume distribution — use it. A decisive close through the zone means the volume was cleared and the thesis is wrong.
▪️ Targets: the Nearest ▼ demand or Nearest ▲ supply on the opposite side, then step through the radar tier by tier, banking partials at each graded zone.
⚖️ The cleanest version: price runs into an EXTREME demand zone with 80% hold rate, the Candle Score on the approach prints ABS (absorption), the Volatility Regime shows EXPANSION, and price rejects on the first touch. First touches of fresh high-graded zones with order-flow confirmation are the setup; the fifth retest of the same zone is not.
◾ 2 TRADE THE BREAK — the zone flips role
The mirror case, and the one that saves you when approach 1 fails.
▪️ Setup: a decisive close through a high-graded zone — especially one with a strong hold rate — is meaningful information. It took real volume displacement to clear a level that the market had been defending. Check the delta inside the zone on the break bar: if the breaking candle has strong delta in the break direction, the liquidity was genuinely absorbed, not just pierced.
▪️ Entry: on the retest of the broken zone from the other side, once it has flipped from supply to demand or demand to supply. Wait for price to return to the zone and show respect — a wick, a small-body candle, an absorption signal.
▪️ Stop: back on the original side of the zone. If price reclaims it, the break failed and the original bias holds.
▪️ Targets: the next graded zone in the direction of travel, then the next. Use the radar: if all remaining zones in the direction are weak and untested, structure is thin and the move may extend.
⚖️ Watch the top-ranked zone on the radar. When the strongest zone on the chart breaks and holds as a flip, that is the session's structural event. The naked POCs ahead become magnets.
Rule of thumb: ⭐ First touch of a fresh STRONG / EXTREME zone with high hold rate and Volatility in NORMAL or EXPANSION → look for the rejection trade. ⭐ Decisive close through a high-graded zone confirmed by Candle Score and delta → stop fading it, wait for the retest and trade the flip. ⭐ Low grades, no tests, compressed volatility, or a zone already tested repeatedly → no trade. The score exists to tell you when to do nothing.
⚠️ IMPORTANT NOTICE: Strong Volumetric Zones maps and ranks volume-derived supply and demand zones from reconstructed lower-timeframe order flow. The 0–10 zone score is a descriptive conviction ranking built from volume share, touch count, hold win rate, freshness and delta skew — it is not a backtested win-rate, and this indicator tracks no trade outcomes and reports no performance statistics. The 0–10 candle strength score is built from relative volume, delta dominance, POC concentration, stacked imbalance and value-area tightness — also a descriptive reading, not a signal with a verified edge. Zones are locations, not entries. Volume accumulation occurs only on confirmed bars. These zones are decision support, not a standalone trade trigger. Always combine them with your own strategy, price-action confirmation and risk management. Past behavior does not guarantee future results. Indicator
Indicator
Liquidity Radar Engine [MarkitTick]💡 The financial markets operate on a continuous search for liquidity, moving dynamically from areas of consolidation to zones of unmitigated resting orders. This technical evaluation tool is engineered to objectively map these critical liquidity thresholds and provide a comprehensive framework for identifying high-probability market reversals and continuation phases. By tracking the exact interaction between historical pivot structures and real-time volume dynamics, it offers a highly systemic, algorithmic approach to charting price action.
✨ Originality and Utility
● A Synergistic Approach to Market Dynamics
Standard technical tools typically evaluate a single dimension of market data, such as momentum or trend direction, which frequently leads to fragmented analysis and false signals. This script stands out by synthesizing pure price structure, volume delta approximation, and multi-timeframe consensus into a unified visual environment. It removes the guesswork from order block and liquidity trading by mathematically defining structural shifts.
• Justification of the Integrated Logic
This tool is a deliberate fusion of price action concepts and mathematical volume filtering. Relying strictly on a breakout of a previous day's high or low can be highly susceptible to false moves and liquidity traps. By incorporating a relative volume (RVOL) filter and a proprietary candle-based delta estimation, the tool validates structural shifts with quantifiable market participation. Additionally, the inclusion of momentum divergence protocols ensures that price action is aligned with the anticipated structural pivot, filtering out low-probability setups in exhausted trends.
🔬 Methodology and Concepts
● Core Analytical Framework
The script operates by mapping significant price extremes across varying temporal horizons and evaluating the market's precise reaction when these zones are breached.
• Liquidity Sweep Detection
The algorithm constantly monitors the Highs and Lows of the Previous Day, Week, and Month. When current price action breaches one of these levels but fails to sustain the breakout—closing back inside the defined range—a sweep zone is generated. This defines a failed auction mechanism where stops may have been triggered without genuine directional follow-through from larger market participants.
• Equal Highs and Lows (EQH/EQL)
To identify resting liquidity pools, the script evaluates historical pivot points within an adjustable lookback window. Using the Average True Range (ATR) as a dynamic tolerance threshold, it mathematically defines whether two separate swing points are functionally "equal," marking them as magnetic targets for future price action.
• Structural Shifts and Displacement
Once a sweep occurs, the engine scans for a localized Change in State of Delivery (CISD). A valid shift requires displacement, which is measured by comparing the breakout candle's body size against a moving average of recent candle bodies, or by the immediate formation of a Fair Value Gap (FVG).
• Multi-Factor Validation
Signals are not generated strictly on price structure. They must pass a rigorous matrix of internal filters:
Relative Volume (RVOL): Requires the sweep or shift to occur with volume significantly exceeding the recent moving average.
Cumulative Volume Delta (CVD): Approximates buying and selling pressure within the candle spread to confirm directional momentum.
Trend Alignment: Evaluates the current price against a long-term Exponential Moving Average (EMA).
Volatility Squeeze Avoidance: Uses ATR ratios to actively block signals in exceptionally low-volatility environments.
Currency Correlation: Compares the traded pair against a reference index to ensure macroeconomic alignment.
News Blackout: Blocks all signals during user-defined, high-impact news windows to protect against erratic slippage.
🎨 Visual Guide
● Chart Elements and Topography
The visual interface is meticulously designed to present complex, multi-dimensional data without obfuscating the primary candlestick action.
• Historical Liquidity Levels
PDH/PDL Lines: Displayed as subtle, translucent lines indicating the Previous Day's High and Low.
PWH/PWL Lines: Denoting the Previous Week's extremes in distinct, moderately visible hues.
PMH/PML Lines: Marking the Previous Month's extremes for macro higher-timeframe context.
Equilibrium Line: A distinct midline drawn between the daily extremes to gauge intraday premium and discount pricing.
• Structural Zones and Markers
Sweep Zones: Highlighted boxes marking the exact area of a failed breakout. Buy-side sweeps appear in a muted green-toned box, while sell-side sweeps are marked in a red-toned box. These zones feature active aging, gently fading as time progresses.
FVG Clouds: Displayed as gold or yellow background areas denoting supply/demand imbalances.
EQH/EQL Markers: Small textual annotations above or below the price, bounded by a semi-transparent box, indicating concentrated liquidity pools.
• Execution and Management Visuals
Signal Labels: Distinct text markers indicating validated Buy or Sell conditions upon bar close.
Position Boxes: When a signal is active, a structured box appears showing the Entry level (dashed neutral line), Stop Loss (dashed red line), and up to three Take Profit targets (dashed teal lines).
Heatmap Candles: The main chart candles are dynamically colored based on the dominant daily bias or RSI momentum.
• The Multi-Timeframe (MTF) Dashboard
A tabular data panel positioned on the chart displays the trend and liquidity status across three distinct timeframes. It also features a comprehensive statistics section monitoring the active trading session, the current volatility regime, the count of unfilled fair value gaps, and the dynamic risk-to-reward ratio of any open simulated positions.
📖 How to Use
● Interpreting the Data
The primary workflow involves observing the direct interaction between price velocity and the mapped structural zones.
• Executing an Analysis
Wait for a visual Sweep Zone to form, indicating that a significant historical level has been tested and rejected by the market.
Observe the Signal Labels. A signal is only printed if the internal confluence engine—validating volume, delta, and structural displacement—has fully approved the setup.
If the FVG entry model is active, wait for price to retrace into the highlighted Fair Value Gap cloud before considering the setup valid for engagement.
• Trade Management
Utilize the plotted Position Boxes to evaluate the mathematical risk profile. The entry, stop loss, and targets are drawn directly on the chart for immediate visual feedback.
Monitor the MTF Dashboard to ensure the lower timeframe execution signal is not fighting a dominant higher timeframe trend.
If Dynamic Trade Management is enabled, closely observe the Stop Loss line as it automatically trails price based on the selected ATR, Swing, or Chandelier mathematical logic.
⚙️ Inputs and Settings
● Configuration Options
The script is heavily modular, allowing for extensive adjustment of its internal validation logic.
• General and Display Limits
Toggle the visibility of specific liquidity levels (Daily, Weekly, Monthly) and limit the maximum number of historical zones, FVG clouds, or signal boxes retained on the chart to maintain a highly optimized workspace.
• Validation Filters
Volume Validation: Adjust the Moving Average length and the RVOL threshold multiplier to define what constitutes a genuine volume climax.
Delta Filter: Toggle the requirement for estimated volume delta to perfectly align with the signal direction.
Divergence Source: Choose whether the script requires RSI, MACD, or a combination of both to display divergence before validating a reversal.
ADX Threshold: Define the strict minimum trend strength required for continuation signals.
• Target and Management Settings
Risk to Reward (R:R) Inputs: Define the exact mathematical multiples for Target 1, Target 2, and Target 3.
Position Sizing: Input an account balance and risk percentage to have the engine calculate the exact unit size for the plotted setup.
Trailing Logic: Select between None, ATR-based, Swing-based, or Chandelier-based trailing stops, complete with user-defined multiplier adjustments and partial profit scaling.
• Dashboard and Visual Preferences
Modify the specific timeframes monitored by the MTF panel, alter its position, and heavily customize the color palettes for all sweep zones, lines, heatmaps, and interface text.
🔍 Deconstruction of the Underlying Scientific and Academic Framework
● Theoretical Foundations
The architecture of this script is grounded in several well-documented financial theories, primarily focusing on Auction Market Theory and the statistical modeling of price volatility distributions.
• Auction Market Theory and Liquidity
The core premise of the sweep detection logic rests securely on the concept of order matching and liquidity cascades. Markets move constantly to facilitate trade, frequently gravitating toward areas with a high density of resting stop orders, such as historical highs and lows. When these areas are breached but fail to attract aggressive participation, the auction process is deemed to have failed. This script mathematically quantifies these failed auctions by tracking the spatial relationship between the breakout wick and the closing price relative to the historical pivot.
• Statistical Variance and Normalization
The tool heavily utilizes the Average True Range (ATR) as a core normalization factor. Financial time series exhibit continuous heteroskedasticity, meaning volatility varies over time. Hardcoding a fixed point-value for concepts like "Equal Highs" or "Trailing Stops" is mathematically flawed. By utilizing ATR ratios, the algorithm rapidly adapts its spatial thresholds to the current standard deviation of price movement, ensuring highly consistent behavior across varying market regimes and asset classes.
• Momentum Divergence and Rate of Change
The inclusion of oscillators like the Relative Strength Index (RSI) and Moving Average Convergence Divergence (MACD) serves to measure the first and second derivatives of price—specifically velocity and acceleration. By actively requiring a divergence between price extremes and momentum extremes, the script effectively filters for environments where the kinetic energy of the prevailing trend is decaying, thereby increasing the statistical probability of a mean-reverting event or structural reversal.
• Volume Delta Approximation
While granular tick data is technically required for an exact volume delta calculation, the script employs a highly robust approximation algorithm that distributes volume proportionally across the candle's spread. This provides a quantifiable metric of localized supply and demand imbalances, adhering strictly to the Wyckoffian principle of Effort versus Result, ensuring that price moves are backed by actual transactional weight.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
Orderflow Suite [martineye15]Orderflow Suite — four order-flow tools in one indicator: Cumulative Volume Delta, footprint bars, imbalance / absorption signals, and a volume profile. Each module toggles independently, so you can run the full suite or just the part you need. CVD gets its own pane; the footprint, signals and profile draw directly on the price chart, so no second script is required.
MODULES
- Cumulative Volume Delta (CVD): running buy-minus-sell volume, with Session / Day / Week / None reset anchoring and a Line, Columns or Candle display (candles show open = previous CVD, close = new CVD, wicks from the intrabar delta extremes). Optional price-CVD divergence: bearish when price makes a higher high while CVD makes a lower high, bullish when price makes a lower low while CVD makes a higher low.
- Footprint bars: the most recent bars are split into price bins, each showing aggregated buy x sell volume, shaded by its net delta, with the bar's highest-volume bin (VPOC) framed.
- Imbalance & absorption: delta-imbalance triangles when |delta| / volume passes a threshold, stacked-imbalance zones when several same-direction imbalance bars line up, plus absorption labels (heavy volume in a tight range near a swing) and exhaustion labels (a new swing high on negative delta, or a new swing low on positive delta).
- Volume profile: a volume-at-price histogram over a lookback window with POC, value-area high / low and the 70% value area, in total-volume or delta-coloured mode.
DELTA ENGINE (please read)
PulseWire does not provide a true bid/ask tick feed, so delta here is an approximation, not exchange order flow. Historical delta is estimated from lower-timeframe intrabars: an intrabar counts as buy volume when it closes above its open, sell volume when below, and is split evenly on an unchanged close. On the live bar you can optionally accumulate tick-based delta instead (uptick = buy, downtick = sell). Because PulseWire does not store ticks, realtime values built this way can differ from what the same bar shows after a chart refresh. Treat every delta value as an estimate.
ALERTS
Ten conditions: CVD bullish / bearish divergence, bullish / bearish imbalance, stacked bullish / bearish imbalance, absorption at highs / lows, and exhaustion top / bottom.
HOW TO USE
Add it to a symbol that has volume (crypto, futures or stocks — spot forex usually has no real volume, and the tool will tell you so). Intraday timeframes from about 1 minute to 1 hour work best. Turn on the modules you want, set the delta engine (lower-timeframe auto / manual, and optional realtime tick mode), and adjust the per-module thresholds and sizes. Use CVD and its divergences for momentum and non-confirmation, the footprint and profile to see where volume actually traded, and the imbalance / absorption / exhaustion signals as context around swings. Set alerts on any of the ten conditions.
WHAT MAKES IT DIFFERENT
It combines CVD, footprint, imbalance / absorption and a volume profile in a single indicator, sharing one delta engine and drawing the price-chart modules through force_overlay from a lower pane — a combined order-flow view without stacking several scripts. Drawing counts are budgeted internally so the modules together stay within PulseWire's object limits.
REPAINTING & LIMITATIONS
Confirmed-bar behaviour is stable: footprints are built on closed bars, CVD divergences use confirmed pivots (so they appear a few bars after the pivot — normal pivot lag, not repainting), and the profile is computed over completed bars. The delta approximation is the main caveat: the live bar's delta is an estimate, and if you enable realtime tick mode, the live values will not match the same bar's historical lower-timeframe values after a refresh — this is inherent to how PulseWire exposes data and is noted in the input tooltips. One-second intrabars need a plan with seconds data; without it the tool uses a one-minute fallback, and very old bars beyond the intrabar budget fall back to whole-bar classification. A symbol with no volume cannot produce delta and will show a notice instead.
This is a visual, decision-support tool. It is not a strategy, it places no orders and reports no performance statistics, and it is not financial advice. Indicator
Flow Pressure Zones [BOSWaves]Volume Flow Zones - Body-Ratio Volume Flow Scoring with Baseline Fuel Visualization and Counter-Trend Reversal Zone Detection
Overview
Volume Flow Zones is a volume-weighted flow intensity system that scores each bar by the combined strength of its body-to-range ratio and volume participation relative to its rolling average, where baseline fuel candle height, price candle gradient intensity, and reversal zone placement are all driven by this normalized flow score rather than fixed thresholds or arbitrary indicator crossovers.
Instead of relying on raw volume or price direction alone, the flow score combines how convincingly price moved within the bar's range with how significant the bar's volume was relative to recent history, producing a single normalized conviction reading that reflects both the directional commitment and the participation weight behind each bar. This score then drives every visual layer of the indicator simultaneously, from the height of the fuel candles on the baseline to the brightness of the price candle coloring to the conditions required for a reversal zone to be planted.
This creates a flow monitoring framework that communicates momentum quality continuously rather than at discrete signal events. The baseline fuel candles grow and shrink with the flow score on every bar, the glow around the WMA baseline intensifies during high-flow periods, price candles brighten toward full trend color during strong participation and dim toward neutral during weak flow, and yellow reversal candles fire when meaningful counter-trend flow appears against the prevailing trend direction, at which point a forward-projecting reversal zone is planted at the bar's extreme.
Price is therefore evaluated not just for direction relative to the baseline but for the quality and intensity of the flow supporting that direction on every bar.
Conceptual Framework
Volume Flow Zones is founded on the principle that directional price movement carries meaningfully different conviction depending on how decisively price closed within the bar's range and how significantly volume participated relative to recent norms, and that these two dimensions together produce a more reliable flow quality reading than either dimension alone.
Traditional momentum tools measure direction through crossovers or oscillator levels that treat all bars equally regardless of whether a move was driven by decisive high-volume conviction or by drifting low-volume noise. This framework replaces uniform direction measurement with a per-bar flow quality score that distinguishes between genuine momentum and low-conviction price movement, encoding that distinction across every visual element so that chart reading reflects real participation dynamics rather than mechanical indicator states.
Three core principles guide the design:
Flow quality should be measured by combining body dominance within the bar range with volume significance relative to the rolling average, producing a score that captures both directional decisiveness and participation weight simultaneously.
The flow score should drive all visual outputs proportionally and continuously, with fuel candle height, price candle brightness, and baseline glow all scaling in real time to the current flow reading rather than switching between fixed states.
Counter-trend flow events meeting minimum quality thresholds should generate forward-projecting reversal zones anchored to the bar extreme where the opposing flow appeared, marking structural reference levels for potential trend exhaustion and reversal.
This shifts trend analysis from binary directional state monitoring into continuous flow quality measurement where visual intensity across every chart layer communicates conviction strength in real time.
Theoretical Foundation
The indicator combines WMA-based trend direction, body-to-range ratio measurement, volume SMA normalization, flow score derivation with rolling normalization, reversal detection through close position and volume threshold testing, and an ATR-scaled fuel candle system that projects flow intensity visually from the baseline.
The WMA baseline provides a weighted directional reference that gives greater importance to recent price activity, establishing the trend context that determines fuel candle positioning and reversal direction qualification. The body ratio measures what fraction of the bar's total range the body occupies, with higher ratios indicating more decisive directional commitment. Volume normalization divides each bar's volume by its SMA baseline and caps the result at three, preventing extreme volume spikes from overwhelming the score. The raw flow score multiplies body ratio by normalized volume, and a rolling highest-lowest normalization converts the raw score to a 0-1 range that adapts to the instrument's typical flow distribution. Reversal detection tests close position within the range, bar direction, and volume normalization simultaneously, requiring all three conditions to be met before a reversal event qualifies.
Four internal systems operate in tandem:
Flow Score Engine : Calculates body ratio from open-close range divided by high-low range, normalizes volume against its SMA baseline, multiplies the two to produce raw flow, then normalizes the raw flow against its rolling highest and lowest values to produce the final 0-1 score that drives all downstream visual systems.
Baseline Fuel Candle System : Positions ATR-scaled candles above the baseline for bearish trends and below for bullish trends, scaling their height proportionally to the current flow score so that fuel candle length grows and shrinks with each bar's flow intensity and coloring intensifies with a power-transformed opacity gradient.
Price Candle Gradient System : Colors chart candles from a dimmed version of the trend color at low flow scores to full saturation at high flow scores using a power-transformed gradient, with yellow override on any bar where counter-trend reversal conditions are met regardless of trend state.
Flow Reversal Zone Engine : Monitors for qualifying counter-trend flow events meeting close position, direction, and volume thresholds above the minimum flow score, plants ATR-scaled zones with dashed midlines at the bar extreme on confirmed qualifying bars subject to cooldown enforcement, extends zones forward until price closes through them on two consecutive bars.
This design allows every chart element to reflect the current flow score simultaneously while the reversal zone system independently tracks and maps the structural locations where meaningful counter-trend flow appeared.
How It Works
Volume Flow Zones evaluates price through a sequence of flow-aware scoring and visualization processes:
WMA Baseline Calculation : The Weighted Moving Average is calculated over the configured length, with trend direction determined by whether close is above or below the baseline on each bar.
Body Ratio Measurement : The absolute difference between close and open is divided by the high-low range to produce a 0-1 body ratio, with higher values indicating bars where price moved decisively in one direction relative to its total range.
Volume Normalization : Raw volume is divided by the Volume SMA baseline and capped at 3.0, producing a score that reflects whether the bar's participation was below average, average, or significantly above average relative to recent history.
Raw Flow Calculation : Body ratio is multiplied by normalized volume to combine directional decisiveness with participation weight into a single raw flow reading.
Rolling Normalization : The raw flow is normalized against its highest and lowest values over the configured lookback window, producing a 0-1 score that adapts to the instrument's typical flow range and maintains consistent visual scaling across different volatility regimes.
Reversal Condition Testing : Counter-trend pressure is identified when close position within the bar range is below 0.35 on a down-close bar with volume above 1.2 times SMA for bearish pressure, or above 0.65 on an up-close bar with the same volume threshold for bullish pressure. These conditions combined with the flow score threshold and trend direction determine whether a reversal event qualifies.
Price Candle Coloring : The normalized flow score is power-transformed and mapped to a gradient between a dimmed and full-saturation version of the trend color. Reversal bars override this coloring with full yellow regardless of score or trend direction.
Fuel Candle Rendering : ATR-scaled open and close prices are calculated from the WMA with the configured offset, with candle height proportional to the flow score. Fuel candles render below the baseline during uptrends and above during downtrends, with opacity power-transformed from the flow score and yellow coloring applied on reversal bars.
Baseline Glow Rendering : A wide low-opacity version of the WMA line and a thinner core line are plotted with transparency inversely proportional to a smoothed flow average, producing a glow effect that intensifies during sustained high-flow periods.
Reversal Zone Planting : On confirmed reversal bars satisfying the cooldown requirement, an ATR-scaled zone is planted centered on the bar's low for bullish reversals and high for bearish reversals, with a dashed midline and forward extension. Overlapping same-direction zones are removed before the new zone is added.
Zone Lifecycle Management : All active zones extend rightward on each bar. When close has been below the zone bottom for two consecutive bars for bullish zones or above the zone top for two consecutive bars for bearish zones, the zone is deleted.
Together, these elements form a continuously updating flow monitoring system where baseline fuel candles, price candle gradients, and reversal zones all derive from the same underlying flow score, producing a visually unified conviction map across every chart element.
Interpretation
Volume Flow Zones should be interpreted as a flow quality visualization system with structural counter-trend zone mapping:
WMA Baseline : The Weighted Moving Average provides the primary trend reference with a glow that brightens during sustained high-flow periods, providing an immediate visual indicator of whether the current trend is being supported by strong or weak participation.
Bullish Trend State (Green) : Active when close is above the WMA, with fuel candles projecting below the baseline and price candles coloring green with intensity scaling from the flow score.
Bearish Trend State (Red) : Active when close is below the WMA, with fuel candles projecting above the baseline and price candles coloring red with intensity scaling from the flow score.
Fuel Candle Height : The primary flow intensity indicator, growing with each bar's flow score and shrinking during low-conviction periods. Tall fuel candles indicate strong directional participation. Short or barely visible fuel candles indicate weak flow with low conviction behind the current price movement.
Fuel Candle Opacity : The transparency of each fuel candle further encodes flow strength, with near-opaque candles representing peak-intensity flow events and highly transparent candles representing low-intensity bars.
Price Candle Gradient : Price candles brighten toward full trend color saturation at high flow scores and dim toward a muted version of the trend color at low flow scores, providing an immediate bar-level conviction reading directly on the candlestick.
Yellow Candles : Both the price candle and fuel candle flash yellow on bars where qualifying counter-trend flow is detected, immediately identifying potential exhaustion or reversal events within the current trend.
Flow Reversal Zones : Horizontal zones with dashed midlines planted at bar extremes where qualifying counter-trend flow appeared, projecting forward as structural reference levels for the price level where opposing flow was significant enough to register. Bullish reversal zones are colored green, bearish reversal zones red.
Fuel candle height dynamics, price candle brightness, yellow reversal identification, and zone proximity collectively provide more flow intelligence than any element in isolation.
Signal Logic & Visual Cues
Volume Flow Zones presents two primary reversal signal types alongside continuous flow intensity monitoring:
Bullish Reversal (Yellow) : Triggered when price closes in the upper portion of the bar's range on an up-close bar with above-average volume during a downtrend, with flow score exceeding the minimum threshold. Plants a bullish reversal zone below the bar and flashes both price and fuel candles yellow.
Bearish Reversal (Yellow) : Triggered when price closes in the lower portion of the bar's range on a down-close bar with above-average volume during an uptrend, with flow score exceeding the minimum threshold. Plants a bearish reversal zone above the bar and flashes both price and fuel candles yellow.
Zone cooldown enforcement prevents multiple zones from planting in rapid succession, spacing reversal references to only the most significant qualifying events within each cooldown window.
Alert generation covers bullish and bearish reversal flow events and WMA bullish and bearish flips for systematic trend monitoring workflows.
Strategy Integration
Volume Flow Zones fits within flow-informed trend-following and counter-trend monitoring approaches:
Fuel Candle Conviction Reading : Use fuel candle height as a continuous trend health gauge. Consistently tall fuel candles during a trend indicate sustained directional commitment. Progressively shrinking fuel candles within an established trend suggest flow is weakening before any price indicator or crossover confirms the deterioration.
Yellow Candle Context : Use yellow reversal candles as early warning signals within trends rather than as standalone entry triggers. A single yellow candle mid-trend may indicate temporary absorption. Multiple yellow candles within a short window suggest building counter-trend pressure warranting reduced confidence in continuation.
Reversal Zone Reference Trading : Use planted reversal zones as structural reference levels where meaningful opposing flow previously appeared. Price returning to these zones encounters the price level where prior counter-trend activity was significant enough to meet the reversal detection criteria.
WMA Flip Entries : Use WMA direction changes combined with high fuel candle readings immediately following the flip as trend initiation entries, favoring flips that coincide with strong flow scores over flips that occur during low-conviction flow conditions.
Flow Divergence Detection : Monitor for situations where price is making new highs or lows but fuel candle height is diminishing, indicating that price extension is occurring on weakening flow and increasing the probability of reversal or consolidation.
Multi-Timeframe Flow Alignment : Apply higher-timeframe WMA direction and fuel candle intensity as directional context filters, engaging with lower-timeframe reversal zones and yellow candle signals only when they align with the broader flow state established on the higher timeframe.
Technical Implementation Details
Baseline Engine : Weighted Moving Average with configurable length for trend direction and fuel candle anchoring
Flow Score : Body-to-range ratio multiplied by volume SMA normalization with rolling highest-lowest normalization over configurable lookback
Reversal Detection : Close position threshold, bar direction, and volume normalization minimum combined with flow score floor and trend direction gating
Fuel Candles : ATR-scaled height with configurable multiplier and baseline offset, power-transformed opacity gradient, yellow override on reversal bars
Price Candles : Power-transformed flow gradient from dimmed to saturated trend color with full yellow override on reversal bars
Baseline Glow : Dual-line wide and narrow WMA plots with transparency inversely proportional to smoothed flow average
Zone System : Array-managed ATR-scaled zone boxes with dashed midlines, cooldown enforcement, overlap removal, forward extension, and two-bar consecutive close breach invalidation
Performance Profile : Optimized for real-time execution with configurable zone count cap and array-based lifecycle management
Optimal Application Parameters
Timeframe Guidance:
1 - 5 min : Intraday flow monitoring for scalping with shorter WMA and normalization lengths for faster flow score adaptation to intraday momentum shifts
15 - 60 min : Session-level trend flow tracking with balanced WMA length and moderate zone cooldown for meaningful reversal zone spacing across typical session moves
4H - Daily : Swing-level flow quality monitoring with longer WMA and normalization lookback for sustained flow readings across multi-session directional moves
Suggested Baseline Configuration:
WMA Length : 80
Volume SMA : 20
Normalization Lookback : 80
Offset (ATR%) : 0.4
Candle Height : 2.0
Show Reversal Zones : Enabled
Zone Cooldown : 31
Max Zones : 3
Show Fuel Candles : Enabled
Show Baseline : Enabled
Show Baseline Glow : Enabled
Color Price Candles : Enabled (requires disabling original chart candles in chart settings)
These suggested parameters should be used as a baseline; their effectiveness depends on the instrument's volatility characteristics, volume behavior, and preferred signal density, so fine-tuning is expected for optimal performance.
Parameter Calibration Notes
Use the following adjustments to refine behavior without altering the core logic:
Fuel candles too tall or too short : Adjust Candle Height to scale the maximum fuel candle height relative to ATR. Lower values produce more subtle fuel visualization, higher values produce more prominent height differences between high and low flow bars.
Fuel candles too close or far from price : Adjust Offset (ATR%) to control the gap between the WMA baseline and the near edge of the fuel candles, adapting visual separation to the instrument's typical ATR range.
Flow score too reactive : Increase Normalization Lookback to smooth the normalization window, requiring more bars to recalibrate the flow range and reducing sensitivity to short-term volume spikes.
Flow score too slow to adapt : Decrease Normalization Lookback for faster recalibration of the flow score range, allowing the system to adapt more quickly to changing volatility and volume conditions.
Too many reversal zones forming : Increase Zone Cooldown to enforce greater bar separation between consecutive zone plants, or reduce Max Zones to limit the total number of active reference levels on the chart.
Reversal zones too narrow or wide : Adjust Zone Height (ATR×) to scale the vertical size of each reversal zone relative to ATR, calibrating zone thickness to the instrument's typical noise range at the target timeframe.
WMA too reactive to price : Increase WMA Length for a smoother baseline that filters minor oscillations and reduces frequency of trend direction changes, producing more stable fuel candle positioning and cleaner reversal zone direction assignments.
Adjustments should be incremental and evaluated across multiple session types rather than isolated market conditions.
Performance Characteristics
High Effectiveness:
Trending markets with clear directional momentum where fuel candle height builds during impulse phases and provides early warning of conviction decay before price reverses
Instruments with consistent volume participation where SMA normalization accurately identifies above-average bars and the flow score reliably differentiates high and low conviction moves
Flow divergence strategies where declining fuel candle height during price extension provides early deterioration signals before conventional indicators confirm reversal
Counter-trend monitoring approaches where reversal zones mark the precise price levels where meaningful opposing flow appeared for use as structural reference in subsequent analysis
Reduced Effectiveness:
Choppy, low-volume markets where body ratios are consistently low and volume normalization produces undifferentiated scores, reducing fuel candle height variation and generating frequent yellow candles without meaningful reversal context
Instruments with highly irregular volume distribution where the SMA normalization baseline is distorted by outlier sessions, producing unreliable flow score rankings across typical bars
Extremely fast-moving markets where large body ratios are consistently present on almost every bar, compressing the flow score range and reducing the visual differentiation between high and low conviction periods
Low-ATR instruments where the fuel candle geometry produces visually imperceptible height differences, requiring manual candle height and offset adjustment to produce meaningful visual scaling
Consolidation and sideways conditions where volume participation is mixed and body ratios are low, producing uniformly short fuel candles and frequent yellow candles without the trend context that makes reversal detection structurally meaningful
Integration Guidelines
Confluence : Combine with BOSWaves structural tools, order block analysis, or momentum oscillators to validate reversal zone interactions and yellow candle events with broader analytical context
Fuel Candle Trend Health : Monitor fuel candle height evolution throughout established trends as a continuous conviction health indicator. Progressively shrinking fuel candles during a sustained trend suggest flow deterioration that may precede reversal before price structure confirms the change.
Yellow Candle Clustering : Single isolated yellow candles within a trend carry less weight than clusters of two or more within a short window. Clusters suggest building counter-trend participation that is approaching the threshold required to challenge the prevailing flow direction.
Zone Freshness : Prioritize recently planted reversal zones over older ones. Fresh zones reflect current session flow dynamics while older zones may have formed under different volume and volatility conditions that are no longer representative.
State Discipline : Maintain directional bias aligned with the current WMA trend state until a confirmed WMA direction change occurs. Yellow candles and reversal zones within an established trend are monitoring signals rather than automatic exit triggers and should be interpreted as context rather than directional commands.
Disclaimer
Volume Flow Zones is a professional-grade flow quality analysis and counter-trend monitoring tool. It uses body-ratio volume flow scoring with rolling normalization and reversal zone detection but does not predict future price movements. Results depend on market conditions, instrument volume characteristics, parameter selection, and disciplined execution. BOSWaves recommends deploying this indicator within a broader analytical framework that incorporates price structure, order flow context, and comprehensive risk management. Indicator
OrderFlow FVG Matrix MTF | ProjectSyndicateOrderFlow FVG Matrix reads every Fair Value Gap through the lens of the order flow that created it, across three timeframes at once, then commits a single shaded imbalance zone only where the gap, the delta behind it, and the timeframes agree. Instead of drawing every three-candle gap as an identical box, it detects gaps on your chosen higher timeframes, decomposes the volume that formed each one into buying versus selling, scores the imbalance 0–10 on six order-flow-native factors, and fuses overlapping gaps into one Confluence zone tagged with every timeframe that produced it. Each zone carries its own maroon/green buy-versus-sell split, net delta, absorption and relative-volume read, is normalized to a universal height so none dominate the chart, re-scores as price develops, and is neutralized the moment price mitigates it — while a live diagnostics panel shows the full multi-timeframe order-flow picture driving every zone on the symbol and timeframe you trade.
🧠 Order-Flow Core — the central idea. Every gap is graded not by its size but by the flow that built it. Each of the three candles that form an FVG has its volume split into buying versus selling from where price closed within that candle's range, then summed across the formation to yield buy volume, sell volume, net delta, and a wick-rejection absorption estimate; relative volume compares that participation to a rolling baseline. This is what separates a gap born of violent one-sided displacement from a thin, low-conviction gap that merely looks the same. Because the read is derived from price geometry rather than lower-timeframe intrabar requests, it keeps working even where only tick volume is available — gold, FX, and similar instruments — instead of going blank.
📐 Multi-Timeframe FVG Detection — three lenses, one map. Gaps are detected independently on three fully configurable timeframes (default H1 · H2 · H4), with bullish and bearish detection separately toggleable. Each timeframe runs its own self-contained detector on its own confirmed bars, and a gap must clear an ATR (or percent-of-price) filter to qualify. Higher-timeframe data is read with no lookahead, so a zone's price, class and statistics are fixed once its bar closes — the zones do not repaint.
🔗 Confluence Merging — no overlapping zones, ever. When two same-direction zones overlap within an adjustable ATR tolerance, they fuse into one. The order flow is re-aggregated — volumes and delta summed, buy/sell percentage and relative volume recomputed, the band re-centered on the weighted midpoint — and the zone is re-labeled Confluence FVG · H1·H2·H4 with every contributing timeframe, its strength lifted by a confluence bonus for each extra timeframe stacked in. The consolidation repeats until nothing overlaps, so the chart never stacks bands or duplicates labels: three timeframes agreeing at a level read as one stronger zone, not a cluttered pile.
📏 Universal Zone Height. Every gap is normalized to a single fixed height — ATR-based or a percentage of price — centered on the gap's midpoint. Thin gaps and wide gaps render as uniform bands, so no imbalance becomes a tall tower and the chart stays clean; the strength score, not the raw gap size, tells you which levels actually matter.
⭐ 6-Factor Strength Engine (0–10). Each zone is scored on six order-flow-native factors, every weight adjustable: Displacement (gap size versus ATR), Delta Alignment (did buying confirm a bullish gap, or selling a bearish one), Relative Volume (participation versus baseline), Flow Dominance (how one-sided the split was), Middle-Candle Body (displacement conviction), and Absorption (wick-rejection volume). The result maps to a tier word rendered inside the zone — WEAK · SOFT · FAIR · HIGH · PEAK — and to a star read on the dashboard. Read it as a confluence / cleanliness rank: how textbook the imbalance is, not a guaranteed outcome.
🎯 Shaded Zones + Order-Flow Split Bars. Each zone is a maroon (bearish) or dark-green (bullish) shaded band, opacity graded by strength, with the tier word spelled across gradient cells and a timeframe / confluence badge pinned to it. To the right of price, a two-bar order-flow split renders the bearish percentage (maroon) over the bullish percentage (dark green), and a stat label prints net delta, total volume and relative volume — so the participation behind every level is visible at a glance and factored into how it is graded.
🩶 Self-Invalidation + Filled History. Zones extend forward and re-score as price develops. The instant price mitigates a zone — by Touch, 50% fill, or full fill, your choice — it is neutralized: recolored to a muted dark-grey and frozen, so a filled level reads as spent context, never as a live signal. A history cap keeps grey levels from accumulating into clutter, and you can drop filled zones entirely for a strictly-live view.
📊 Live Multi-Timeframe Dashboard. A compact institutional panel tracks, in real time on your chart: a per-timeframe grid — active bull and bear zone counts plus directional bias for each of your three timeframes; Key Zones — the strongest zone, plus the nearest zone above and below price, each with its timeframe set and star score; Flow Pressure — aggregate FVG net delta with an ACCUM / DISTRIB regime read, live chart delta, relative volume, CVD bias and session; and running active / confluence / filled counts. It is a live read of the engine's current state on your symbol — not a backtest and not a printed statistic.
🎚️ Declutter & Conviction Controls. A tight set of dials governs how busy and how selective the chart is: Min Strength filters out weak imbalances; Merge Distance (×ATR) sets how aggressively overlapping zones fuse; Max Zones caps the live set; the mitigation rule and filled-history toggle decide how decisively price must close through a level and whether history stays; and the universal-height and flow-bar dimensions tune density. Tighten for a clean, high-conviction map; loosen for full structural context.
🎨 Clean Themed Visuals. A dark institutional palette built around maroon and dark green — the classic imbalance / order-flow color language — colors the zone bands, tier cells, flow bars, badges, labels and dashboard into one coherent look, so class and conviction read at a glance. Every zone, bar and mitigated color is exposed as an input, so you can match the scheme to your chart.
🔔 Alerts. Fires on a new bullish MTF FVG, a new bearish MTF FVG, and any new MTF FVG — formatted for manual or automated use — so you can be pinged when a fresh imbalance forms rather than watching the chart.
🔧 Fully Customizable. Every component is exposed: the three timeframes and direction toggles; the ATR / percent gap filter and ATR length; universal-height mode and size; all six strength weights, the min-strength gate and the relative-volume baseline; merge distance and confluence bonus; the mitigation rule and filled-history tone; every zone, bar and mitigated color; badge, tier-word, flow-bar and stat-label visibility and dimensions; extend length and max zones; and dashboard position and size.
🎯 Why this is different. Most FVG tools draw every three-candle gap as an identical box and leave interpretation to you — a gap that formed on violent one-sided displacement looks exactly like a thin, low-conviction one, and three timeframes worth of gaps stack into an unreadable ladder. This engine reads the order flow behind each gap, scores it 0–10 on six flow-native factors, fuses agreeing timeframes into a single labeled Confluence zone, normalizes every level to one height, re-scores it on development, and neutralizes it the instant it fills — then surfaces the whole multi-timeframe rationale on a live panel. You are looking at classified, ranked, self-invalidating imbalances with the order-flow reasoning attached, not an undifferentiated field of boxes.
🚀 Where to use it. Symbol- and timeframe-agnostic — it runs on forex, indices, metals, crypto and equities across intraday and higher timeframes. Because the score and split use volume, it is sharpest on instruments where volume is meaningful; the range-position delta model is specifically built to keep working on tick-volume instruments like gold and FX, where lower-timeframe intrabar data is unavailable, and it degrades gracefully rather than failing. Keep the chart timeframe at or below your lowest selected zone timeframe for full detail; larger timeframes yield fewer, more significant zones, smaller ones a more reactive map.
🎯 How to trade it. Apply it to a liquid instrument and let the zones and dashboard populate. Read the per-timeframe bias and Flow Pressure for the prevailing order-flow lean, and favor high-strength and Confluence zones — where multiple timeframes and the delta agree — over isolated single-timeframe gaps. Treat each zone as a decision level: plan entries on a controlled retest into the band, define invalidation by the same decisive close-through that neutralizes the zone on the chart, and manage targets against the next opposing zone or your own R model. Use Min Strength, Merge Distance and Max Zones to set chart density — stricter for a clean, high-conviction map, looser for full structure — and use the star score to focus on the cleanest imbalances.
⚠️ Important — this is a decision-support tool, not a standalone buy/sell system, and it makes no performance guarantees. The order-flow read is a volume-delta estimate derived from price geometry — and, on many instruments, from tick volume — not true exchange order flow or bid/ask tape; treat it as a well-behaved approximation, not the book. The 0–10 score is a confluence / cleanliness rank that describes how textbook an imbalance is; it is not a probability or a promise of outcome, and the dashboard is a live read of the engine's current state, not a backtest or forecast. Zones confirm on closed higher-timeframe bars, so they print with the built-in confirmation lag and you should always wait for a settled level. Always pair it with higher-timeframe context, your own analysis, and disciplined risk management, and test it on your market and timeframe before trading it live. Indicator
Xcelerate - Order Flow PRO - Delta and ImbalanceORDER FLOW PRO - Volume Delta & Institutional Levels
This indicator brings institutional Order Flow analysis to PulseWire,
inspired by professional trading methodologies used by banks, hedge funds,
and institutional traders.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 WHAT IS ORDER FLOW?
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Order Flow analysis reveals the real buying and selling pressure behind
price movements. Instead of reacting to price with lagging indicators
(RSI, MACD), you see WHO is in control of the market RIGHT NOW — before
the move happens.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔥 KEY FEATURES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 VOLUME DELTA HISTOGRAM
- Green bars = Aggressive buying pressure (bullish)
- Red bars = Aggressive selling pressure (bearish)
- Shows who is in control on every single bar
- Smoothed with a configurable Moving Average
📉 CUMULATIVE DELTA
- Running total of buying vs selling pressure
- Rising line = Bulls in control overall
- Falling line = Bears in control overall
- Divergence from price = powerful reversal warning
⚡ STACKED IMBALANCES DETECTION
- Automatically detects 3+ consecutive imbalance bars
- Green signal (▲) = Stacked Buy Imbalance → potential Support
- Red signal (▼) = Stacked Sell Imbalance → potential Resistance
- One of the highest-probability setups in Order Flow trading
⚠️ PRICE-DELTA DIVERGENCE
- Bearish: Price making higher high, Delta making lower high
- Bullish: Price making lower low, Delta making higher low
- Historically one of the most reliable reversal signals
- Automatically marked with warning symbols on chart
📊 LIVE DASHBOARD
- Real-time overview of all key metrics
- Current Delta value
- Cumulative Delta value
- Volume status (Normal / 🔥 HIGH)
- Market Pressure (Buying / Selling / Neutral)
- Imbalance status
- Overall SIGNAL (Bullish / Bearish / Neutral)
🔔 6 BUILT-IN ALERTS
- Stacked Buy Imbalance detected
- Stacked Sell Imbalance detected
- Bearish Divergence detected
- Bullish Divergence detected
- Extreme Buying Pressure
- Extreme Selling Pressure
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 HOW TO USE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
1. VOLUME DELTA — Monitor the histogram:
• Consistent green bars = bullish bias
• Consistent red bars = bearish bias
• Watch for sudden spikes = institutional activity
2. CUMULATIVE DELTA — Watch the line:
• Trending up while price trends up = strong trend
• Diverging from price = potential reversal
3. STACKED IMBALANCES — Best trade setups:
• Mark the zone when signal appears
• Wait for price to pull back to that zone
• Enter in the direction of the original imbalance
• Place SL just beyond the zone
4. DIVERGENCE — Reversal signals:
• Look for divergence warnings near S/R levels
• Strongest when combined with high volume
• Confirm with a price action candle
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ RECOMMENDED SETTINGS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- Timeframes: 5m, 15m, 30m (best for day trading)
- Delta MA Period: 20 (default) — increase for smoother signal
- Imbalance Threshold: 0.7 (default) — lower = more signals
- Combine with: Volume Profile, Support/Resistance, Price Action
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📌 BEST INSTRUMENTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✅ Forex pairs (EUR/USD, GBP/USD, etc.)
✅ Crypto (BTC/USD, ETH/USD, SOL/USD)
✅ Indices (SPX, NAS100, DAX)
✅ Commodities (Gold, Oil)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ IMPORTANT NOTES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- PulseWire does not provide true Bid/Ask data for most instruments
- Volume Delta is estimated based on bar structure (close vs open)
- For true institutional Order Flow, use NinjaTrader 8 with Futures data
- This indicator works best as a CONFLUENCE tool — always combine
with proper price action analysis and risk management
- Past signals do not guarantee future results
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 PRO TIPS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
→ Trade Stacked Imbalances at key S/R levels for highest probability
→ Use Cumulative Delta to confirm trend direction before entering
→ Pay attention to HIGH volume bars — institutions are active
→ Always wait for the FIRST touch of a level (don't re-trade same zone)
→ Use a minimum 2:1 Risk:Reward on every trade
→ Set alerts so you never miss a signal
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📚 METHODOLOGY
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is based on institutional Order Flow trading principles,
including concepts from professional futures and forex trading:
- Volume Delta analysis (Aggressive Buyers vs Sellers)
- Imbalance detection (one-sided market domination)
- Cumulative Delta divergence (weakening momentum)
- High Volume Node identification (institutional activity zones)
These concepts are used by professional traders on platforms like
NinjaTrader and Sierra Chart with real Bid/Ask Futures data. This
indicator adapts those principles for PulseWire using estimated
volume data.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ RISK DISCLAIMER
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is for educational purposes only. Trading financial
markets involves substantial risk of loss. Never risk more than you
can afford to lose. Always use proper risk management. Past performance
is not indicative of future results.
If you find this indicator useful, please leave a comment or a ⭐ —
it helps others discover it and motivates further development!
Good luck and trade safe! 🚀
Feb 17
Release Notes
🚀 ORDER FLOW PRO - Volume Delta & Institutional Levels
This indicator brings institutional Order Flow analysis to PulseWire,
inspired by professional trading methodologies used by banks, hedge funds,
and institutional traders.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📊 WHAT IS ORDER FLOW?
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Order Flow analysis reveals the real buying and selling pressure behind
price movements. Instead of reacting to price with lagging indicators
(RSI, MACD), you see WHO is in control of the market RIGHT NOW — before
the move happens.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🔥 KEY FEATURES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📈 VOLUME DELTA HISTOGRAM
- Green bars = Aggressive buying pressure (bullish)
- Red bars = Aggressive selling pressure (bearish)
- Shows who is in control on every single bar
- Smoothed with a configurable Moving Average
📉 CUMULATIVE DELTA
- Running total of buying vs selling pressure
- Rising line = Bulls in control overall
- Falling line = Bears in control overall
- Divergence from price = powerful reversal warning
⚡ STACKED IMBALANCES DETECTION
- Automatically detects 3+ consecutive imbalance bars
- Green signal (▲) = Stacked Buy Imbalance → potential Support
- Red signal (▼) = Stacked Sell Imbalance → potential Resistance
- One of the highest-probability setups in Order Flow trading
⚠️ PRICE-DELTA DIVERGENCE
- Bearish: Price making higher high, Delta making lower high
- Bullish: Price making lower low, Delta making higher low
- Historically one of the most reliable reversal signals
- Automatically marked with warning symbols on chart
📊 LIVE DASHBOARD
- Real-time overview of all key metrics
- Current Delta value
- Cumulative Delta value
- Volume status (Normal / 🔥 HIGH)
- Market Pressure (Buying / Selling / Neutral)
- Imbalance status
- Overall SIGNAL (Bullish / Bearish / Neutral)
🔔 6 BUILT-IN ALERTS
- Stacked Buy Imbalance detected
- Stacked Sell Imbalance detected
- Bearish Divergence detected
- Bullish Divergence detected
- Extreme Buying Pressure
- Extreme Selling Pressure
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
🎯 HOW TO USE
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
1. VOLUME DELTA — Monitor the histogram:
• Consistent green bars = bullish bias
• Consistent red bars = bearish bias
• Watch for sudden spikes = institutional activity
2. CUMULATIVE DELTA — Watch the line:
• Trending up while price trends up = strong trend
• Diverging from price = potential reversal
3. STACKED IMBALANCES — Best trade setups:
• Mark the zone when signal appears
• Wait for price to pull back to that zone
• Enter in the direction of the original imbalance
• Place SL just beyond the zone
4. DIVERGENCE — Reversal signals:
• Look for divergence warnings near S/R levels
• Strongest when combined with high volume
• Confirm with a price action candle
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚙️ RECOMMENDED SETTINGS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- Timeframes: 5m, 15m, 30m (best for day trading)
- Delta MA Period: 20 (default) — increase for smoother signal
- Imbalance Threshold: 0.7 (default) — lower = more signals
- Combine with: Volume Profile, Support/Resistance, Price Action
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📌 BEST INSTRUMENTS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
✅ Forex pairs (EUR/USD, GBP/USD, etc.)
✅ Crypto (BTC/USD, ETH/USD, SOL/USD)
✅ Indices (SPX, NAS100, DAX)
✅ Commodities (Gold, Oil)
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ IMPORTANT NOTES
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
- PulseWire does not provide true Bid/Ask data for most instruments
- Volume Delta is estimated based on bar structure (close vs open)
- For true institutional Order Flow, use NinjaTrader 8 with Futures data
- This indicator works best as a CONFLUENCE tool — always combine
with proper price action analysis and risk management
- Past signals do not guarantee future results
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
💡 PRO TIPS
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→ Trade Stacked Imbalances at key S/R levels for highest probability
→ Use Cumulative Delta to confirm trend direction before entering
→ Pay attention to HIGH volume bars — institutions are active
→ Always wait for the FIRST touch of a level (don't re-trade same zone)
→ Use a minimum 2:1 Risk:Reward on every trade
→ Set alerts so you never miss a signal
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📚 METHODOLOGY
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This indicator is based on institutional Order Flow trading principles,
including concepts from professional futures and forex trading:
- Volume Delta analysis (Aggressive Buyers vs Sellers)
- Imbalance detection (one-sided market domination)
- Cumulative Delta divergence (weakening momentum)
- High Volume Node identification (institutional activity zones)
These concepts are used by professional traders on platforms like
NinjaTrader and Sierra Chart with real Bid/Ask Futures data. This
indicator adapts those principles for PulseWire using estimated
volume data.
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⚠️ RISK DISCLAIMER
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This indicator is for educational purposes only. Trading financial
markets involves substantial risk of loss. Never risk more than you
can afford to lose. Always use proper risk management. Past performance
is not indicative of future results.
If you find this indicator useful, please leave a comment or a ⭐ —
it helps others discover it and motivates further development!
Good luck and trade safe! 🚀
Feb 17
Release Notes
🚀 ORDER FLOW PRO - Volume Delta & Institutional Levels
This indicator brings institutional Order Flow analysis to PulseWire,
inspired by professional trading methodologies used by banks, hedge funds,
and institutional traders.
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📊 WHAT IS ORDER FLOW?
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Order Flow analysis reveals the real buying and selling pressure behind
price movements. Instead of reacting to price with lagging indicators
(RSI, MACD), you see WHO is in control of the market RIGHT NOW — before
the move happens.
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🔥 KEY FEATURES
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📈 VOLUME DELTA HISTOGRAM
- Green bars = Aggressive buying pressure (bullish)
- Red bars = Aggressive selling pressure (bearish)
- Shows who is in control on every single bar
- Smoothed with a configurable Moving Average
📉 CUMULATIVE DELTA
- Running total of buying vs selling pressure
- Rising line = Bulls in control overall
- Falling line = Bears in control overall
- Divergence from price = powerful reversal warning
⚡ STACKED IMBALANCES DETECTION
- Automatically detects 3+ consecutive imbalance bars
- Green signal (▲) = Stacked Buy Imbalance → potential Support
- Red signal (▼) = Stacked Sell Imbalance → potential Resistance
- One of the highest-probability setups in Order Flow trading
⚠️ PRICE-DELTA DIVERGENCE
- Bearish: Price making higher high, Delta making lower high
- Bullish: Price making lower low, Delta making higher low
- Historically one of the most reliable reversal signals
- Automatically marked with warning symbols on chart
📊 LIVE DASHBOARD
- Real-time overview of all key metrics
- Current Delta value
- Cumulative Delta value
- Volume status (Normal / 🔥 HIGH)
- Market Pressure (Buying / Selling / Neutral)
- Imbalance status
- Overall SIGNAL (Bullish / Bearish / Neutral)
🔔 6 BUILT-IN ALERTS
- Stacked Buy Imbalance detected
- Stacked Sell Imbalance detected
- Bearish Divergence detected
- Bullish Divergence detected
- Extreme Buying Pressure
- Extreme Selling Pressure
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🎯 HOW TO USE
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1. VOLUME DELTA — Monitor the histogram:
• Consistent green bars = bullish bias
• Consistent red bars = bearish bias
• Watch for sudden spikes = institutional activity
2. CUMULATIVE DELTA — Watch the line:
• Trending up while price trends up = strong trend
• Diverging from price = potential reversal
3. STACKED IMBALANCES — Best trade setups:
• Mark the zone when signal appears
• Wait for price to pull back to that zone
• Enter in the direction of the original imbalance
• Place SL just beyond the zone
4. DIVERGENCE — Reversal signals:
• Look for divergence warnings near S/R levels
• Strongest when combined with high volume
• Confirm with a price action candle
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⚙️ RECOMMENDED SETTINGS
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- Timeframes: 5m, 15m, 30m (best for day trading)
- Delta MA Period: 20 (default) — increase for smoother signal
- Imbalance Threshold: 0.7 (default) — lower = more signals
- Combine with: Volume Profile, Support/Resistance, Price Action
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📌 BEST INSTRUMENTS
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✅ Forex pairs (EUR/USD, GBP/USD, etc.)
✅ Crypto (BTC/USD, ETH/USD, SOL/USD)
✅ Indices (SPX, NAS100, DAX)
✅ Commodities (Gold, Oil)
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⚠️ IMPORTANT NOTES
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- PulseWire does not provide true Bid/Ask data for most instruments
- Volume Delta is estimated based on bar structure (close vs open)
- For true institutional Order Flow, use NinjaTrader 8 with Futures data
- This indicator works best as a CONFLUENCE tool — always combine
with proper price action analysis and risk management
- Past signals do not guarantee future results
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💡 PRO TIPS
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
→ Trade Stacked Imbalances at key S/R levels for highest probability
→ Use Cumulative Delta to confirm trend direction before entering
→ Pay attention to HIGH volume bars — institutions are active
→ Always wait for the FIRST touch of a level (don't re-trade same zone)
→ Use a minimum 2:1 Risk:Reward on every trade
→ Set alerts so you never miss a signal
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
📚 METHODOLOGY
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This indicator is based on institutional Order Flow trading principles,
including concepts from professional futures and forex trading:
- Volume Delta analysis (Aggressive Buyers vs Sellers)
- Imbalance detection (one-sided market domination)
- Cumulative Delta divergence (weakening momentum)
- High Volume Node identification (institutional activity zones)
These concepts are used by professional traders on platforms like
NinjaTrader and Sierra Chart with real Bid/Ask Futures data. This
indicator adapts those principles for PulseWire using estimated
volume data.
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
⚠️ RISK DISCLAIMER
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
This indicator is for educational purposes only. Trading financial
markets involves substantial risk of loss. Never risk more than you
can afford to lose. Always use proper risk management. Past performance
is not indicative of future results.
If you find this indicator useful, please leave a comment or a ⭐ —
it helps others discover it and motivates further development!
Good luck and trade safe! 🚀
Mar 9
Release Notes
ORDER FLOW PRO — Volume Delta & Imbalance Analysis | Xcelerate Trade
Overview
Order Flow Pro is a volume-pressure analysis framework designed to visualize directional activity within individual bars and across broader market swings.
It examines the relationship between price expansion and underlying volume-derived pressure, helping traders assess whether movement is supported by participation or developing under weakening internal conditions.
The objective is structural clarity, not prediction.
Methodology
PulseWire does not provide true bid/ask transaction data for most instruments. Delta is therefore estimated using volume and bar-structure logic.
The script applies rule-based calculations to:
• Estimate per-bar directional delta
• Aggregate cumulative delta over time
• Detect sustained imbalance conditions using configurable thresholds
• Compare structural price swings with cumulative delta swings
• Classify pressure state using internally defined conditions
All outputs are derived directly from available market data.
Key Features
• Volume Delta Histogram
Displays estimated buying and selling pressure per bar to evaluate participation intensity.
• Cumulative Delta
Tracks whether pressure is expanding, stabilizing, or diverging relative to price movement.
• Stacked Imbalance Detection
Identifies clusters of consecutive directional pressure exceeding a defined threshold.
• Price–Delta Divergence
Highlights structural disagreement between price movement and cumulative pressure.
• Integrated Dashboard
Provides real-time visibility of delta state, cumulative bias, imbalance status, and pressure classification.
• Configurable Alerts
Available for imbalance clusters and divergence conditions.
Practical Application
Order Flow Pro functions as a contextual layer within a structured analytical process.
It may assist in:
• Evaluating whether breakouts are supported by expanding participation
• Assessing the internal strength of ongoing trends
• Identifying areas where directional pressure has concentrated
• Observing potential momentum compression when price extends without corresponding delta expansion
Outputs should be interpreted alongside market structure, volatility conditions, and independent risk management rules.
Recommended Settings
Common intraday configurations:
• Timeframes: 5m, 15m, 30m
• Delta MA Period: 20 (adjustable for smoothing preference)
• Imbalance Threshold: configurable based on instrument volatility
Settings may be adapted to instrument characteristics and trading style.
Applicable Markets
Designed for use on:
• Major Forex pairs
• Crypto pairs
• Equity indices
• Commodities
Behavior varies depending on liquidity profile and volume structure.
Limitations
• Delta values are estimated due to platform data constraints.
• Results may differ from platforms using exchange-level bid/ask feeds.
• Imbalance and divergence represent structural conditions, not forecasts or trade instructions.
• Market regime and timeframe materially influence interpretation.
Developed by Xcelerate Trade — professional-grade tools designed for disciplined market structure workflows. Indicator
Cumulative Rejection Heatmap [MarkitTick]💡 This advanced visual analytics tool is designed to track, aggregate, and display price rejection zones over a rolling historical window. By focusing entirely on market wicks—the footprints of supply and demand absorption—this script constructs a dynamic heatmap that highlights where price has repeatedly struggled to close. Instead of simply looking at volume or closing prices, it isolates the exact microscopic levels where buyers and sellers have historically stepped in to reverse the momentum, providing a crystal-clear map of underlying market mechanics.
● ✨ Originality and Utility
Traditional technical analysis often relies on closing prices or volume-at-price concepts like the Volume Profile. While valuable, these standard tools can sometimes obscure the specific price extremes where true order absorption occurs. This tool takes an entirely original approach by creating a "Rejection Profile."
It systematically scans every single bar within a defined historical window, mathematically measures the length of the upper and lower wicks, and compares them against the total range of the bar. When a wick meets a stringent, user-defined threshold, it is classified as a valid rejection. Over time, these individual rejection events are accumulated into specific price bins, forming a dense, visual heatmap.
The utility here is unparalleled for traders who rely on price action and liquidity concepts. By rendering a visual concentration of wicks, the chart immediately reveals hidden support and resistance walls that might not be evident through standard line-drawing techniques. It removes subjectivity from the process, mathematically proving where the market is consistently refusing to allow price to travel.
● 🔬 Methodology and Concepts
The core engine of this script relies on a rolling matrix computation combined with strict volatility filtering. The methodology can be broken down into several distinct logical phases:
Volatility Filtering: Before any rejection is considered, the script measures the current bar's true range against a fraction of the Average True Range (ATR). If the bar's range is too small, it is deemed market noise or chop, and is entirely ignored. This prevents tight, low-volatility consolidation from falsely inflating the rejection heatmap.
Wick Ratio Calculation: For valid bars, the script calculates the exact length of the upper wick (High minus the maximum of Open/Close) and the lower wick (minimum of Open/Close minus Low). This value is divided by the total bar range. If this ratio exceeds the minimum wick ratio threshold, a rejection event is triggered.
Price Discretization (Binning): The script continuously tracks the highest high and lowest low of the entire lookback window. It divides this total vertical price space into a user-defined number of equal-sized bins.
Rolling Matrix Accumulation: Using an advanced matrix data structure, the script logs each rejection event into its corresponding price bin. As the lookback window rolls forward in time, the oldest data is systematically overwritten by the newest data. This ensures the heatmap is constantly adapting to current market conditions without retaining stale historical data that is no longer relevant.
● 🎨 Visual Guide
The script overlays multiple layers of visual intelligence directly onto the main price chart, designed to be quickly readable without cluttering the workspace.
• The Rejection Heatmap
Projected forward from current price action, a series of horizontal boxes forms the heatmap. The vertical height of each box represents a specific price bin, while the color intensity indicates the density of rejections within that bin. Colors transition dynamically using a custom gradient. Areas with little to no rejection remain dark and transparent, while areas of extreme rejection light up in high-contrast neon tones. Each box contains a subtle text label displaying the exact number of rejection hits and its percentage relative to the most rejected level.
• Support and Resistance (S/R) Lines
The script automatically identifies the top bins with the absolute highest concentration of historical rejections. It projects dashed horizontal lines across the chart at the exact center of these bins. These lines act as major, mathematically validated support and resistance levels, highlighted in a distinct, user-defined border color.
• Directional Triangles
When an immediate price rejection occurs on the live chart, a small geometric shape is printed to alert the user:
A downward-pointing triangle above the bar indicates a significant upper wick rejection, signaling sudden selling pressure or supply absorption.
An upward-pointing triangle below the bar indicates a significant lower wick rejection, signaling sudden buying pressure or demand absorption.
• The Analytics Dashboard
A sleek, customizable table is anchored to a corner of the chart, providing a heads-up display of the current market state. It displays the active asset, the rolling window size, the current ATR, and the exact price level of the highest rejection density. Furthermore, it features a text-based ASCII progress bar showing the peak density relative to historical maximums, and a Bull/Bear Bias metric that calculates the exact ratio of upward versus downward rejections over the entire window.
● 📖 How to Use
Traders can integrate this visual framework into a variety of market approaches, primarily focusing on mean reversion, breakout confirmation, and precise risk management.
Identifying Liquidity Pools: The brightest zones on the heatmap represent areas where limit orders have historically absorbed market orders. Traders can use these glowing zones as highly probable target areas for taking profits, as price tends to gravitate toward and stall at heavy liquidity.
Validating Breakouts: If price breaks cleanly through a bright red, high-density rejection zone and closes beyond it, it indicates a significant shift in market structure. A zone that previously acted as a ceiling (supply) may now act as a floor (demand) upon a retest.
Stop Loss Placement: The automated S/R lines and high-density bins provide logical areas for stop-loss placement. Placing a stop just outside a heavy rejection bin ensures that the trade is only invalidated if the market successfully chews through a known area of heavy opposition.
Real-Time Execution: The live directional triangles can be used as immediate trigger signals when they align with the broader heatmap context. For example, an upward-pointing triangle printing exactly as price dips into a historically dense lower rejection bin provides a high-probability entry for a long position.
● ⚙️ Inputs and Settings
The script is highly customizable, allowing the user to tailor the mathematical sensitivity and visual output to their specific asset and timeframe.
• Heatmap Configuration
Window: The rolling lookback period. A larger window encompasses more macro price action, while a shorter window reacts faster to recent volatility.
Bins: Determines the vertical resolution. More bins create thinner, more granular price slices; fewer bins create wider, more generalized zones.
Min Wick Ratio: The strictness of the rejection criteria. A higher value (e.g., 0.60) requires the wick to make up at least 60% of the entire bar, filtering out weak signals.
Min Range (xATR): Filters out low-volatility bars to prevent tight consolidation from skewing the data.
Heatmap Width %: Controls how far the visual heatmap projects into the future on the right side of the chart.
• Dashboard and Visuals
Dashboard Pos: Anchors the analytics table to any corner of the chart to prevent obstruction of price action.
Top S/R Levels: Determines how many distinct dashed support/resistance lines are drawn based on the highest-ranking bins.
Use Neon Gradient: Toggles the dynamic color shading of the heatmap boxes.
• Alerts Configuration
Action Long / Action Short: Custom JSON string inputs that allow the user to format specific payloads for automated trading platforms or webhooks when a live rejection triangle prints.
● 🔍 Deconstruction of the Underlying Scientific and Academic Framework
At its academic core, this tool is heavily rooted in Auction Market Theory and the statistical discretization of continuous price variables. Auction Market Theory posits that financial markets exist solely to facilitate trade between buyers and sellers, constantly probing upward and downward to find areas of liquidity (fair value). When price extends too far and encounters a massive wall of limit orders, aggressive market orders are absorbed, and price is rapidly driven back in the opposite direction. On a candlestick chart, this aggressive absorption is permanently recorded as a wick.
By systematically isolating wicks, this script is effectively reconstructing the historical limit order book imbalance. It moves away from the continuous nature of time-series data and utilizes statistical binning—a process of dividing a continuous numerical range into discrete, non-overlapping intervals (bins). This is mathematically analogous to constructing a multidimensional probability density histogram.
The underlying matrix acts as a Markovian state tracker, where the probability of future price rejection at a specific interval is inferred from the historical density of prior absorptions within that exact same interval. The application of the Average True Range (ATR) as a high-pass volatility filter ensures that the statistical sample is robust, eliminating low-amplitude noise and focusing the mathematical weight strictly on statistically significant standard deviation expansions.
⚠️ Disclaimer
All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. We expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion. Indicator
