PROTECTED SOURCE SCRIPT
已更新 Allyhshn - OrderFlow
Allyhshn – OrderFlow
Dynamic Order Flow, Volume Delta & Price-Based Flow visualization
Is an advanced order flow and volume-by-price visualization indicator designed to work on any TradingView account, using public volume data and lower-timeframe aggregation to approximate professional order-flow behavior.
The script combines delta analysis, dynamic volume (bubbles), price-region (snapshot ladders), real-time flow tracking, delivering a comprehensive snapshot of buyer and seller activity directly on the chart.
1) Core Concept
The indicator estimates order flow by:
* Aggregating volume from lower timeframes.
* Classifying volume as buying or selling pressure.
* Distributing volume into price bins.
* Rendering this information as visual bubbles, ladder tables, and real-time labels.
This approach allows traders to identify:
* Aggressive buying or selling.
* Absorption and institutional participation.
* Acceptance or rejection of price levels.
* High-interest price zones (POC and volume clusters).
2) Order Flow & Delta Calculation
Delta Estimation
* Delta is calculated as the difference between buying and selling volume.
* On second-based charts, delta is computed directly from candle behavior.
* On higher timeframes, delta is reconstructed from lower timeframes
Wick-Based Classification (Optional)
* When enabled, volume classification uses **wick and candle position** rather than only
open/close.
This improves detection of:
* Absorptions;
* Rejections;
* True control of the candle (buyers vs sellers).
3) Delta Normalization & Thresholds
To maintain consistency across different market regimes:
* Absolute delta is normalized using an EMA-based baseline.
* A configurable threshold factor filters out weak or irrelevant volume.
* Only significant aggressions generate visual signals.
This makes signals comparable across:
* Low-volume sessions.
* High volatility.
* News events.
* Consolidation phases.
4) Dynamic Volume Bubbles (Order Flow Visualization)
Bubble Logic
* Buy and sell aggressions are rendered as bubbles on the chart.
* Bubble size dynamically reflects the relative strength of delta.
* Sizes adapt automatically to market conditions.
Real-Time Behavior:
* During the active candle, bubbles:
* Expand as volume accumulates.
* Update continuously.
* Reflect real-time changes in order flow.
* Buy and sell bubbles are mutually exclusive unless both sides are active.
Historical Bubbles:
* Confirmed candles store bubbles in history.
* The total number of displayed bubbles is limited to avoid clutter.
* Optional **institutional-only mode** displays only extreme or absorbed events.
5) Absorption & Institutional Event Detection
The script can isolate high-impact volume events by:
* Requiring delta to exceed a dynamic threshold;
* Filtering only extreme or abnormal volume behavior;
* Highlighting potential institutional absorption zones.
Bubble sizing becomes more aggressive in this mode, emphasizing:
* Large participants.
* Defended price levels.
* Failed auctions.
6) Vertical & Horizontal Positioning
* Bubble placement is offset vertically using ATR-based padding, ensuring clarity.
* Labels and bubbles never overlap candles.
* Horizontal offsets are configurable for right-side labels.
7) Ladder – Order Flow by Price (Flow Snapshot)
Purpose:
The Ladder provides a price-based snapshot of order flow,
similar to a volume profile combined with delta.
Features:
* Aggregates buy, sell, and total volume by price regions (bins).
* Uses fixed tick-based bins for accurate price granularity.
* Automatically adapts to the visible range or fallback lookback.
Range Modes:
*ATR Mode: Ladder range adapts dynamically to volatility.
*ABS Mode: Ladder uses a fixed price range defined by scale and units.
Display Options
* Price level.
* Bought volume.
* Sold volume.
* Total volume.
* Compact number formatting (K/M).
8) Point of Control (POC)
* The ladder automatically identifies the Point of Control.
* The price region with the highest total volume.
* The POC row can be visually highlighted.
This helps identify:
* Acceptance zones.
* Fair value areas.
* High-interest liquidity levels.
9) Real-Time Overlay on Ladder
* The current candle’s live delta is overlayed on the ladder in real time.
* This ensures the ladder always reflects the most current order flow state.
* Traders can see developing volume before candle close.
10) Right Mini Labels – Last Candle Snapshot
A compact label panel on the right side displays:
* Buyers volume.
* Sellers volume.
* Optional total volume.
These values:
* Update in real time.
* Reset at each new candle.
* Reflect only the current bar’s order flow.
This provides a quick, readable snapshot without scanning the entire ladder.
11) Data Management & Performance
* Uses rolling arrays to maintain performance.
* Automatically removes outdated price bins.
* Prevents memory growth with fixed limits.
* Designed to remain stable even on fast markets and low timeframes.
12) Intended Use Cases
This script is suitable for:
* Scalping and intraday trading.
* Identifying absorption and manipulation.
* Confirming breakouts and failures.
* Reading auction behavior.
* Enhancing entries and exits with order flow context.
13) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.
Dynamic Order Flow, Volume Delta & Price-Based Flow visualization
Is an advanced order flow and volume-by-price visualization indicator designed to work on any TradingView account, using public volume data and lower-timeframe aggregation to approximate professional order-flow behavior.
The script combines delta analysis, dynamic volume (bubbles), price-region (snapshot ladders), real-time flow tracking, delivering a comprehensive snapshot of buyer and seller activity directly on the chart.
1) Core Concept
The indicator estimates order flow by:
* Aggregating volume from lower timeframes.
* Classifying volume as buying or selling pressure.
* Distributing volume into price bins.
* Rendering this information as visual bubbles, ladder tables, and real-time labels.
This approach allows traders to identify:
* Aggressive buying or selling.
* Absorption and institutional participation.
* Acceptance or rejection of price levels.
* High-interest price zones (POC and volume clusters).
2) Order Flow & Delta Calculation
Delta Estimation
* Delta is calculated as the difference between buying and selling volume.
* On second-based charts, delta is computed directly from candle behavior.
* On higher timeframes, delta is reconstructed from lower timeframes
Wick-Based Classification (Optional)
* When enabled, volume classification uses **wick and candle position** rather than only
open/close.
This improves detection of:
* Absorptions;
* Rejections;
* True control of the candle (buyers vs sellers).
3) Delta Normalization & Thresholds
To maintain consistency across different market regimes:
* Absolute delta is normalized using an EMA-based baseline.
* A configurable threshold factor filters out weak or irrelevant volume.
* Only significant aggressions generate visual signals.
This makes signals comparable across:
* Low-volume sessions.
* High volatility.
* News events.
* Consolidation phases.
4) Dynamic Volume Bubbles (Order Flow Visualization)
Bubble Logic
* Buy and sell aggressions are rendered as bubbles on the chart.
* Bubble size dynamically reflects the relative strength of delta.
* Sizes adapt automatically to market conditions.
Real-Time Behavior:
* During the active candle, bubbles:
* Expand as volume accumulates.
* Update continuously.
* Reflect real-time changes in order flow.
* Buy and sell bubbles are mutually exclusive unless both sides are active.
Historical Bubbles:
* Confirmed candles store bubbles in history.
* The total number of displayed bubbles is limited to avoid clutter.
* Optional **institutional-only mode** displays only extreme or absorbed events.
5) Absorption & Institutional Event Detection
The script can isolate high-impact volume events by:
* Requiring delta to exceed a dynamic threshold;
* Filtering only extreme or abnormal volume behavior;
* Highlighting potential institutional absorption zones.
Bubble sizing becomes more aggressive in this mode, emphasizing:
* Large participants.
* Defended price levels.
* Failed auctions.
6) Vertical & Horizontal Positioning
* Bubble placement is offset vertically using ATR-based padding, ensuring clarity.
* Labels and bubbles never overlap candles.
* Horizontal offsets are configurable for right-side labels.
7) Ladder – Order Flow by Price (Flow Snapshot)
Purpose:
The Ladder provides a price-based snapshot of order flow,
similar to a volume profile combined with delta.
Features:
* Aggregates buy, sell, and total volume by price regions (bins).
* Uses fixed tick-based bins for accurate price granularity.
* Automatically adapts to the visible range or fallback lookback.
Range Modes:
*ATR Mode: Ladder range adapts dynamically to volatility.
*ABS Mode: Ladder uses a fixed price range defined by scale and units.
Display Options
* Price level.
* Bought volume.
* Sold volume.
* Total volume.
* Compact number formatting (K/M).
8) Point of Control (POC)
* The ladder automatically identifies the Point of Control.
* The price region with the highest total volume.
* The POC row can be visually highlighted.
This helps identify:
* Acceptance zones.
* Fair value areas.
* High-interest liquidity levels.
9) Real-Time Overlay on Ladder
* The current candle’s live delta is overlayed on the ladder in real time.
* This ensures the ladder always reflects the most current order flow state.
* Traders can see developing volume before candle close.
10) Right Mini Labels – Last Candle Snapshot
A compact label panel on the right side displays:
* Buyers volume.
* Sellers volume.
* Optional total volume.
These values:
* Update in real time.
* Reset at each new candle.
* Reflect only the current bar’s order flow.
This provides a quick, readable snapshot without scanning the entire ladder.
11) Data Management & Performance
* Uses rolling arrays to maintain performance.
* Automatically removes outdated price bins.
* Prevents memory growth with fixed limits.
* Designed to remain stable even on fast markets and low timeframes.
12) Intended Use Cases
This script is suitable for:
* Scalping and intraday trading.
* Identifying absorption and manipulation.
* Confirming breakouts and failures.
* Reading auction behavior.
* Enhancing entries and exits with order flow context.
13) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.
發行說明
Allyhshn – OrderFlowDynamic Order Flow, Volume Delta & Price-Based Flow visualization
Is an advanced order flow and volume-by-price visualization indicator designed to work on any TradingView account, using public volume data and lower-timeframe aggregation to approximate professional order-flow behavior.
The script combines delta analysis, dynamic volume (bubbles), price-region (snapshot ladders), real-time flow tracking, delivering a comprehensive snapshot of buyer and seller activity directly on the chart.
1) Core Concept
The indicator estimates order flow by:
* Aggregating volume from lower timeframes.
* Classifying volume as buying or selling pressure.
* Distributing volume into price bins.
* Rendering this information as visual bubbles, ladder tables, and real-time labels.
This approach allows traders to identify:
* Aggressive buying or selling.
* Absorption and institutional participation.
* Acceptance or rejection of price levels.
* High-interest price zones (POC and volume clusters).
2) Order Flow & Delta Calculation
Delta Estimation
* Delta is calculated as the difference between buying and selling volume.
* On second-based charts, delta is computed directly from candle behavior.
* On higher timeframes, delta is reconstructed from lower timeframes
Wick-Based Classification (Optional)
* When enabled, volume classification uses **wick and candle position** rather than only
open/close.
This improves detection of:
* Absorptions;
* Rejections;
* True control of the candle (buyers vs sellers).
3) Delta Normalization & Thresholds
To maintain consistency across different market regimes:
* Absolute delta is normalized using an EMA-based baseline.
* A configurable threshold factor filters out weak or irrelevant volume.
* Only significant aggressions generate visual signals.
This makes signals comparable across:
* Low-volume sessions.
* High volatility.
* News events.
* Consolidation phases.
4) Dynamic Volume Bubbles (Order Flow Visualization)
Bubble Logic
* Buy and sell aggressions are rendered as bubbles on the chart.
* Bubble size dynamically reflects the relative strength of delta.
* Sizes adapt automatically to market conditions.
Real-Time Behavior:
* During the active candle, bubbles:
* Expand as volume accumulates.
* Update continuously.
* Reflect real-time changes in order flow.
* Buy and sell bubbles are mutually exclusive unless both sides are active.
Historical Bubbles:
* Confirmed candles store bubbles in history.
* The total number of displayed bubbles is limited to avoid clutter.
* Optional **institutional-only mode** displays only extreme or absorbed events.
5) Absorption & Institutional Event Detection
The script can isolate high-impact volume events by:
* Requiring delta to exceed a dynamic threshold;
* Filtering only extreme or abnormal volume behavior;
* Highlighting potential institutional absorption zones.
Bubble sizing becomes more aggressive in this mode, emphasizing:
* Large participants.
* Defended price levels.
* Failed auctions.
6) Vertical & Horizontal Positioning
* Bubble placement is offset vertically using ATR-based padding, ensuring clarity.
* Labels and bubbles never overlap candles.
* Horizontal offsets are configurable for right-side labels.
7) Ladder – Order Flow by Price (Flow Snapshot)
Purpose:
The Ladder provides a price-based snapshot of order flow,
similar to a volume profile combined with delta.
Features:
* Aggregates buy, sell, and total volume by price regions (bins).
* Uses fixed tick-based bins for accurate price granularity.
* Automatically adapts to the visible range or fallback lookback.
Range Modes:
*ATR Mode: Ladder range adapts dynamically to volatility.
*ABS Mode: Ladder uses a fixed price range defined by scale and units.
Display Options
* Price level.
* Bought volume.
* Sold volume.
* Total volume.
* Compact number formatting (K/M).
8) Point of Control (POC)
* The ladder automatically identifies the Point of Control.
* The price region with the highest total volume.
* The POC row can be visually highlighted.
This helps identify:
* Acceptance zones.
* Fair value areas.
* High-interest liquidity levels.
9) Real-Time Overlay on Ladder
* The current candle’s live delta is overlayed on the ladder in real time.
* This ensures the ladder always reflects the most current order flow state.
* Traders can see developing volume before candle close.
10) Right Mini Labels – Last Candle Snapshot
A compact label panel on the right side displays:
* Buyers volume.
* Sellers volume.
* Optional total volume.
These values:
* Update in real time.
* Reset at each new candle.
* Reflect only the current bar’s order flow.
This provides a quick, readable snapshot without scanning the entire ladder.
11) Data Management & Performance
* Uses rolling arrays to maintain performance.
* Automatically removes outdated price bins.
* Prevents memory growth with fixed limits.
* Designed to remain stable even on fast markets and low timeframes.
12) Intended Use Cases
This script is suitable for:
* Scalping and intraday trading.
* Identifying absorption and manipulation.
* Confirming breakouts and failures.
* Reading auction behavior.
* Enhancing entries and exits with order flow context.
13) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.
受保護腳本
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這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。
免責聲明
這些資訊和出版物並非旨在提供，也不構成TradingView提供或認可的任何形式的財務、投資、交易或其他類型的建議或推薦。請閱讀使用條款以了解更多資訊。