AdvancedOFPIAnalyzer

Advanced Order Flow Pressure Index Analyzer Library
Implements sophisticated volume distribution analysis with candle microstructure
Provides comprehensive order flow assessment for institutional activity detection
analyzeAdvancedOrderFlow(priceOpen, priceHigh, priceLow, priceClose, volumeData, analysisWindow, institutionalSensitivity)
Performs comprehensive order flow analysis with advanced institutional detection
Parameters:
priceOpen (float): float Opening price for analysis
priceHigh (float): float High price for range calculation
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for flow analysis
analysisWindow (int): int Analysis window period
institutionalSensitivity (float): float Institutional detection sensitivity
Returns: [float, float, bool, float, string, float, string, bool, string, float, float] OFPI, momentum, institutional detected, strength, phase, overall strength, class, volume available, trend, efficiency, market structure
calculateMicrostructurePressure(priceOpen, priceHigh, priceLow, priceClose, volumeData, microWindow)
Calculates sophisticated order flow pressure with comprehensive candle microstructure analysis
Parameters:
priceOpen (float): float Opening price for pressure calculation
priceHigh (float): float High price for range analysis
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for pressure analysis
microWindow (int): int Microstructure analysis window
Returns: [float, float, float, float, float, float, float, float, float, float, float] Pressure index, buying pressure, selling pressure, body ratio, upper wick ratio, lower wick ratio, microstructure confidence, volume confirmation, institutional pressure, pressure velocity, microstructure quality
generateInstitutionalAlerts(priceClose, volumeData, alertSensitivity, lookbackPeriod)
Generates sophisticated volume-weighted institutional activity alerts
Parameters:
priceClose (float): float Close price for analysis
volumeData (float): float Volume data for detection
alertSensitivity (float): float Alert sensitivity threshold
lookbackPeriod (int): int Analysis lookback period
Returns: [bool, string, string, float, float, float, float, float, float, float, int, int] Institutional detected, alert level, phase, strength, volume signature, pressure signature, time signature, absorption signature, impact signature, reliability, active methods, priority
Bibliothèque Pine
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Bibliothèque Pine
Dans le plus pur esprit TradingView, l'auteur a publié ce code Pine en tant que bibliothèque open-source afin que d'autres programmeurs Pine de notre communauté puissent le réutiliser. Bravo à l'auteur! Vous pouvez utiliser cette bibliothèque en privé ou dans d'autres publications à code source ouvert, mais la réutilisation de ce code dans des publications est régie par nos Règles.