TradingIQ - OrderFlow IQ

Introducing “OrderFlow IQ”

OrderFlow IQ is an all-in-one order-flow and volume-profiling suite crafted to bring true market microstructure to your TradingView charts. It bundles footprints, per-bar and intra-bar delta analytics, class-based delta tracking, adaptive volume profiles, bubble-style trade tapes, live time-and-sales feeds, cumulative-volume fight meters, iceberg detection, and more—all driven by a single, user-friendly interface.

Features

The list below details an ever=expanding list of the indicators capabilities; more to come in the future!

• Tick-based Footprints
  
• Imbalance and stacked imbalance detection
  
• Tick-based chronicled volume profile
  
• Delta classification (small order, medium order, and block order delta)
  
• Tick-based order flow bubble tape
  
• Live order feed with total buying volume against total selling volume
  
• Tick-based CVD
  
• Iceberg order detection
  
• Delta class lines
  
• Tick-based bar statistics
  

Key Components and Their Functions

Data Granularity

• 1-Tick / 1-Second / 1-Minute modes let you choose the resolution of every calculation. On true tick charts you get genuine tick-by-tick precision; on second charts you see every intra-second print; on anything else it falls back to minute bars.

Footprint Engine

• Bid vs Ask Volume Columns – Each candle is sliced into tick-level price rows showing buy-volume, sell-volume, total volume, delta and delta%.
  
• CVD-Level Columns – Optionally color each row by net cumulative delta instead of raw volume to spotlight buying or selling pressure trends.
  
• Imbalance Detection – Highlight rows where one side exceeds your % threshold, with “stacked” imbalances calling out multi-row alignment ahead of potential breaks.
  
• Value Area & POC – Automatically compute and draw the 70% value area (VAH/VAL) and mark the Point of Control per session or any chosen timeframe.
  

Footprint



The image above shows the volume profiling data calculated for each row across the footprint engine.

• Delta: Shows the net difference between buying and selling
  
• Delta Percentage: Calculates delta as a percentage of total volume
  
• Total Volume: The total volume at the price block
  
• Buy Volume: The total buying volume at the price block
  
• Sell Volume: The total selling volume at the price block
  

Additionally, you can select to only show buying volume and selling volume at each price block, as shown in the image above.

POC



The image above shows the visuals used to mark the POC of the footprint. The POC is marked yellow by default; the color can be changed in the settings.

Value Area



The image above shows the visuals used to mark the value area of the footprint.

Imbalance Detection



The image above shows the Footprint Engine detecting and marking buying/selling imbalances.

Stacked Imbalances



The image above shows the Footprint Engine detecting and marking stacked imbalances. Stacked imbalances are shown as consecutive, small blocks to the right of the footprint.

CVD Levels



The image above shows the footprint engine calculating CVD across the footprint, rather than net delta that resets bar by bar. Traders can enable the "Use CVD Levels" setting to have net delta persist across price bars, allowing traders to see the net CVD across various price blocks as the footprint develops.

Delta Class Statistics

With the inclusion of tick volume, The Delta Class Statistics component of the indicator classifies volume delta by order size to give traders detailed insights into whether small players are buying/selling and whether big players are buying/selling.



The image above shows a full view of the Delta Class Statistics feature.



The image above further explains the Delta Class Statistics view.

Orders are distributed (classified) across various order size amounts. From here, a rolling CVD is calculated across each order size. This feature gives traders detailed insights into whether big money is buying/selling (big player sentiment) and whether small money is buying/selling (small player sentiment).

Analysis

The image above shows a net-negative CVD for the session for both small orders (small money) and big orders (big money), while "medium" sized orders are currently at a net-positive CVD.

Consequently, sentiment for big players is bearish.

Additionally, small triangles are printed alongside each Delta Class box for each bar. You can hover over these labels with your cursor to see the net delta for the bar for each order size.

Bar Delta Statistics

With the inclusion of tick data, OrderFlow IQ is designed to generate detailed tick-based bar statistics for each candlestick.



The image above shows the feature in action.

Metrics

• Volume: Total volume for the bar
  
• Bar VWAP: The individual bar's VWAP
  
• Delta: Net delta for the bar
  
• Delta %: Delta % of the bar
  
• Max Delta: The maximum positive delta achieved during the bar
  
• Min Delta: The lowest negative delta achieved during the bar
  
• CVD: Cumulative volume delta measurement by the bar
  
• Buy Volume: Total buying volume for the bar
  
• Sell Volume: Total selling volume for the bar
  

Iceberg Detection (Tick-Data Only)

An Iceberg Order is a type of large trading order that is broken up into much smaller visible portions. Only a small part of the order is displayed in the public order book at any given time, while the rest is hidden (like an iceberg where only the tip is above water).

Why are Iceberg Orders Important?

Minimizing Market Impact

If a trader were to post a 10,000-share sell order openly, the market would immediately react:

Buyers might panic, thinking there's a rush to sell.

Sellers could undercut the price aggressively.

This would likely drive the price down before the large order even finishes executing.

By revealing only a small portion at a time, Iceberg orders help avoid spooking the market and allow the trader to sell closer to the original price.

Hiding Trading Intentions

Markets are highly sensitive to order flow — the balance of buying and selling pressure.
If competitors, market makers, or algorithmic traders see a massive order, they might:

Front-run it (selling before it completes to profit from the expected price drop).

Reassess their own models about supply/demand imbalances.

Iceberg orders protect against this by masking true supply or demand.

Our Iceberg Detection Model

Using a proprietary iceberg order detection algorithm, OrderFlow IQ is capable of detecting/alerting iceberg orders when they occur.



The image above shows the Iceberg Detector in action.

When an iceberg order is identified, the size of the order in the quote currency, price of execution, and number of executions will be displayed.

It's important to set alerts for this feature, as iceberg orders aren't frequent and are easy to miss when away from the chart.

IQ Volume Profile (Chronicled Volume Profile)

OrderFlow IQ generates a Chronicled Volume Profile to give traders detailed insights into net delta by price level, but also historical net delta by price level.



The image above shows the feature in action. While the chronicled volume profile is seemingly a normal volume profile, the narrow-lines across the chronicle profile show historical min/max delta at each price level.



The image above exemplifies the feature.

The wide price blocks show the current net delta at each price area, while the small lines (with a circle at the end) show historical min/max delta at the price level.

This tool allows traders to see if buying/selling always dominated a price level, or if control of the price level changed hands between buyers/sellers throughout development of the profile.

Additionally, traders can hover over the small circles on the profile with their cursor to see the detailed delta statistics at each price area. The statistics will show the minimum delta at the price area, maximum delta, and the live change in delta.

Order Feed

OrderFlow IQ is capable of generating a live order feed with various metrics to assist real time orderflow traders in their analysis.



The image above exemplifies the feature.

• Bid/Ask: The bid price and ask price of the current bar
  
• Buys | Price: The size of a buy order and price of execution
  
• Sells | Price: The size of a sell order and price of execution
  
• ▴ Vol: Cumulative buying volume (in quote currency) for the feed
  
• ▾ Vol: Cumulative selling volume (in quote currency) for the feed
  
• Speed of tape: The average speed between each order fill
  

OrderFlow Bubble Tape

OrderFlow IQ also displays a traditional orderflow indicator, also known as OrderFlow Bubble Tape.



The image above shows the feature in action.

Orderflow Bubble Tape is a visual tool that shows recent market trades ("tape") as bubbles, where each bubble represents a trade.
The size of each bubble indicates the trade size (volume), and the color shows whether the trade was a buy (aggressive at the ask) or sell (aggressive at the bid).
Instead of showing trades as plain text (like a traditional tape), the bubble format makes it easier to spot bursts of aggressive buying or selling visually.
Clusters of large, fast bubbles in one color suggest momentum or imbalances in order flow, often signaling short-term price pressure.
Traders use Bubble Tape to quickly read supply/demand dynamics, identify hidden buyers/sellers (like iceberg orders), and anticipate short-term price moves.

Blue Bubble = Buy
Red Bubble = Sell

The larger the bubble, the larger the order. Traders can hover over each bubble with their cursor to see the exact size of the order.

Delta Class Lines

OrderFlow IQ shows Live Delta Class Lines grouped by order size buckets:



The blue line shows delta coming only from very large orders (100K–10B in size).

The red line shows delta coming from medium-large orders (50K–100K size).

The green line shows delta from small to medium orders (0–50K size).

Each line is the cumulative net delta for its class — meaning it is adding the buy and sell imbalances only from trades of that size class, live as trades occur.
For example, when a 30K-sized aggressive buy hits, it adds to the green line; if a 70K-sized sell hits, it subtracts from the red line.
The number next to each label is the current net delta value for that class, telling you whether buyers or sellers are dominating at that order size.

• Three Custom Dollar Brackets – Define “small,” “mid,” and “block” trade-size ranges (e.g., 0–50 K, 50 K–100 K, > 100 K).
• Live Streaming Lines – While a bar is forming, watch real-time totals for each bracket plotted as vertical columns or stair-step lines on the chart edge.

CVD

OrderFlow IQ also displays CVD as either candles or a line.



The image above shows the candles visualization for CVD. CVD can be calculated using tick data, 1-second bars, or 1-minute bars. The higher the granularity the more accurate the measurement.

More Features To Come

New features and calculations will be added to OrderFlow IQ based on community feedback, so feel free to share any requests you might have!

Summary

OrderFlow IQ brings a full suite of order-flow analytics into one Pine Script: footprints, delta analytics, dollar-bracket classes, adaptive profiles, bubble tapes, live feeds, CVD meters, and iceberg scans. Its unified Data Granularity switch and Preset System let you toggle entire dashboards with a click—scalpers, intraday traders, and long-term analysts alike can dial in the exact microstructure view they need without switching scripts. Publish once, share your preset layouts, and your TradingView community gains plug-and-play access to professional-grade order-flow tools—no extra installations or feeds required.