说明
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
摘要
指标配置
指标分类
统计数据
输出类型
过滤器
数据要求
跳动点数据
支持的信号
突破水平位
触及水平位
反转
背离
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讨论
常见问答
Bollinger Bands
Key Levels
Volume
Supply & Demand
VWAP
Support & Resistance
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注册日期 23/06/2025