Delta-imbalance

Order Flow VWAP Deviation [NeBlok]ORDER FLOW VWAP DEVIATION Order Flow VWAP Deviation shows where price sits relative to fair value (VWAP) and who is in control, buyers or sellers, at each price level. It combines an anchored VWAP, deviation bands weighted by order flow, a 3D buy/sell volume profile with imbalance detection, band-rejection signals and a live dashboard. Everything is drawn in flat neon colors with large, readable labels. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 1) ANCHORED V

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aggressor_flow_lib 📘 ABOUT THIS LIBRARY Aggressor Flow is an order-flow engine for Pine Script. It turns each chart bar's volume footprint -- buy and sell volume at every price row -- into a small, fixed vocabulary of named events that any indicator or strategy can use as confluence: who was aggressing, whether that aggression achieved anything, where the heavy volume sat, and what happened when price came back to a level you care about. It is the engine behind the Aggressor Volume Delta indicator, published se

Bibliothèque

Liquidity Footprint Profile Liquidity Footprint Profile combines a session volume profile, real footprint order flow and liquidity levels in one indicator. Session profile: - Volume profile for each NY session (09:30-16:00) or the full day - POC, Value Area High and Low, and a developing profile for the current session - With footprint data, the profile is built from real buy and sell volume at each price, and each row is colored by delta (green = buyers dominated, red = sellers dominated) - Previous VAH / VAL extended, a

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FootprintKit Analysis toolkit for the native footprint API introduced in Pine v6. It turns a `footprint` object into aggregated row statistics, price-interval measurements, low and high volume node runs, stacked imbalances, unfinished auction reads, absorption reads and multi-bar composite profiles. It is written for script authors who build their own footprint tools and who would otherwise re-implement the same row loops in every script. WHY THE LIBRARY NEVER CALLS request.footprint() Pine allows only on

Bibliothèque

par Smart-Day-Trader

Volume Footprint: Measuring by Math & Geometry Introduction Volume tells you how much traded. A footprint tells you where. A conventional volume bar compresses all trading activity within a candle into a single total. That total measures participation, but it does not show how the activity was distributed through price. Two candles can carry similar volume and range while containing very different internal structures. A volume footprint restores this missing dimension. It organizes a bar's volume across price levels and separates buying

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par ata_sabanci

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 Li

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par martineye15

AG Pro Volume Delta Imbalance Map [AGPro Series]AG Pro Volume Delta Imbalance Map OVERVIEW / WHAT IT DOES AG Pro Volume Delta Imbalance Map is an overlay-style volume pressure tool designed to visualize directional participation asymmetry directly on the price chart. Instead of presenting volume as a standalone histogram or reducing the analysis to a single cumulative line, this script maps estimated directional imbalance into a chart-native structure built around a basis line, a flow spine, and an adaptive ribbon. The result is a cleaner

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