OrderFlow Absorption Matrix
Indicateur
Version 1.0, Jul 2026
Windows, Mac
Description
1️⃣ Order Flow & Delta Detection
- Lower Timeframe (LTF) Drilling: The indicator inspects lower-timeframe candle data (e.g., 1-minute bars) within each current bar to compute:
- Net Delta: The net difference between buying and selling volume.
- Absorption: Heavy volume traded at bar extremes that fails to push price further, signaling large passive limit orders absorbing market liquidity.
- Whale Print Detection: Utilizes dynamic Percentiles calculated across three distinct lookback windows (Short, Medium, Long) combined with a customizable Consensus Engine to isolate true institutional volume spikes.
2️⃣ Adaptive Volume Profile Engine
- Bin Segmentation: Segments the historical price range (Lookback Bars) into equal vertical price bins.
- Volume Distribution: Separates buy volume, sell volume, and delta per bin, rendering proportional horizontal profile bars on the right side of the chart.
- Dynamic Timeframe Handling: Instead of relying on fixed-second ticks, the indicator dynamically evaluates real bar spans (
GetCurrentBarSpan). This prevents profile collapse or line distortion across non-standard timeframes and market session breaks (such as stock market overnight gaps). - Value Area & POC Calculation:
- POC (Point of Control): Identifies the highest-volume price level and highlights it with a prominent anchor line.
- Value Area (VA): Dynamically isolates the core volume percentage (e.g., 70%) and draws the Value Area High (VAH) and Value Area Low (VAL).
3️⃣ Weighted Multi-Factor Zone Scoring System
Each price bin is continuously evaluated using a weighted multi-factor formula scored from 1 to 10:
Score=w1⋅Volume+w2⋅Absorption+w3⋅Touches+w4⋅Rejections+w5⋅Recency
- Automated Zone Profiling: High-scoring levels (Elite or Strong) are projected onto the chart as dynamic support/resistance zones complete with real-time numeric strength badges.
4️⃣ Anchored VWAP Signals & Execution Triggers
- Calculates VWAP benchmark lines anchored to key temporal shifts (Start of Day, Week, and Month).
- Cross-analyzes price action relative to Anchored VWAPs alongside high-volume Cluster Triggers to plot precision entry arrows directly on the chart.
5️⃣ On-Screen Analytics Dashboard
A clean, real-time HUD positioned at any chart corner of your choice provides an immediate summary of market conditions:
- Cluster Tier: Current bar classification (Whale, Medium, Small).
- Cluster Side & Net Delta: Directional liquidity bias and precise delta numbers.
- Volume Ratio: Current volume relative to moving averages.
- Flow Score: A normalized momentum/order flow score ranging from −100 to +100.
- VWAP Benchmarks: Real-time values for active VWAP levels
Résumé
Profil de l'indicateur
Catégorie de l'indicateur
Statistiques
Type de résultat
Filtre
Exigences en matière de données
Données de tick
Signaux pris en charge
Dépassement de niveau
Atteinte du niveau
Inversion
Divergence
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Discussion
Questions fréquentes
Bollinger Bands
Key Levels
Volume
Supply & Demand
VWAP
Support & Resistance
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Prix
Depuis le 23/06/2025