Professional Order Flow vs Volume Analysis

Professional Order Flow & Volume Analysis Indicator
Overview
This advanced TradingView/MT5 indicator provides institutional-grade order flow and volume analysis, designed to identify smart money movements, liquidity grabs, and high-probability trading opportunities through sophisticated volume delta analysis and market microstructure detection.

Core Features
📊 Candle Analysis Engine
Analyze multiple historical candles with customizable lookback periods
Real-time analysis of forming candles
Detailed candle breakdown table showing bid/ask dynamics
Visual representation of volume distribution across price levels
📈 Volume Delta Analysis
Imbalance Detection: Identifies significant buy/sell volume imbalances using customizable ratios
Stacked Imbalances: Detects consecutive imbalanced levels indicating strong directional pressure
Absorption Analysis: Reveals areas where large orders absorb incoming market pressure
Delta Divergence: Highlights discrepancies between price action and underlying volume delta
🎯 Cumulative Volume Delta (CVD)
Track cumulative buying and selling pressure over time
Configurable lookback periods for different timeframe analysis
CVD divergence detection to spot potential reversals
Early warning system for momentum shifts
💰 Smart Money Detection
Institutional Volume Spikes: Identifies abnormally large volume suggesting institutional participation
Stop Hunt Detection: Recognizes wick patterns characteristic of liquidity sweeps
Liquidity Grab Identification: Spots when smart money triggers retail stops before reversing
Sweep Detection: Identifies high/low sweeps that trap retail traders
Minimum delta thresholds ensure signal quality
📊 Volume Profile Integration
Multi-level volume profile analysis
Point of Control (POC): Displays the price level with highest trading activity
Value Area: Shows where 70% of volume occurred (key support/resistance)
Visual zones marking institutional interest areas
🔵 Advanced Volume Bubbles (Professional)
Dynamic bubble sizing based on volume intensity, delta strength, and signal type
Separate visual indicators for:
Buy/Sell Pressure: Standard volume-based signals
Absorption Events: Major orders absorbing market pressure
Imbalances: Significant order flow imbalances
Smart Money: Institutional activity markers
Liquidity Grabs: Stop hunt events
Customizable symbols (circles, squares, diamonds, stars) for each signal type
Adjustable size multipliers for fine-tuned visualization
Optional neutral volume display
🌊 Buy/Sell Pulse Detection
Identifies sustained directional pressure through consecutive high-volume bars
Configurable pulse sensitivity and duration requirements
Real-time alerts for emerging pulse patterns
Helps confirm trend strength and potential breakouts
📍 Chart Annotations
Trading Arrows: Visual entry/exit signals at key levels
Price Labels: Important reference prices for decision-making
Support/Resistance Zones: Dynamically identified from volume profile data
Customizable arrow sizing and placement
🎚️ Signal Strength Classification
Strong Signals: High-confidence setups exceeding 70% threshold
Moderate Signals: Valid setups between 50-70% confidence
Color-coded visual hierarchy for quick assessment
Helps prioritize trading opportunities
📋 Data Tables & Panels
Candle Analysis Table: Comprehensive breakdown of recent price action
Bid/Ask volume per candle
Volume delta calculations
CVD progression
Imbalance ratios
Absorption indicators
Smart money flags
Live Statistics Panel: Real-time market metrics
Current volume analysis
Active signals summary
Market bias indicator
Fully customizable positioning, sizing, and color schemes
🎨 Professional Theming
Dark mode optimized with customizable background colors
Adjustable color schemes for all signal types:
Buy signals (default: Lime)
Sell signals (default: Red)
Absorption (default: Magenta)
Smart money (default: Gold)
Liquidity grabs (default: Orange)
Customizable table borders, headers, and fonts
Multiple corner positioning options
Key Parameters Explained
Volume Delta Settings
Imbalance Ratio: Defines how skewed buy/sell volume must be (1.5 = 60/40 split)
Stacked Levels: How many consecutive imbalanced levels confirm a strong signal
Absorption Threshold: Percentage of volume required to qualify as absorption
Divergence Threshold: Minimum delta/price divergence percentage
Smart Money Detection
MM Volume Multiplier: How many times average volume indicates institutional activity (2.5x recommended)
Volume Average Period: Baseline calculation period for volume comparisons
Wick Percentage: Minimum wick size relative to candle body for stop hunt detection
Min Delta: Minimum delta percentage required for smart money classification
Bubble Visualization
Volume Size Multiplier: Controls how volume affects bubble size (10-30 range)
Delta Size Multiplier: Controls how delta strength affects size (10-40 range)
Boost Multipliers: Additional sizing for special signal types (absorption, imbalance, smart money)
Min/Max Bubble Size: Prevents bubbles from being too small or oversized
Use Cases
1. Reversal Trading
Spot absorption + CVD divergence for high-probability reversals
Identify liquidity grabs before trend changes
Use stacked imbalances to time entries
2. Trend Following
Detect buy/sell pulses confirming trend strength
Follow smart money volume spikes in trend direction
Use POC and value area as dynamic support/resistance
3. Scalping
Monitor real-time delta for quick momentum shifts
Trade off imbalance signals for fast moves
Use forming candle analysis for precise entries
4. Institutional Tracking
Identify where smart money is positioning
Follow absorption zones as key levels
Recognize stop hunts and fade retail traps
Display Options
Positioning
Tables and panels can be placed in any screen corner
Adjustable X/Y offsets for perfect placement
Configurable dimensions for different screen sizes
Performance
Adjustable update intervals (default 500ms) balance accuracy and system load
Option to hide neutral signals reduces visual clutter
Selective column display optimizes table size
Who Is This For?
Professional day traders seeking institutional-level market insight
Volume analysts who trade order flow and market profile
Scalpers needing real-time momentum data
Swing traders identifying major support/resistance from volume
Anyone wanting to see what smart money is doing
Advantages Over Standard Volume Indicators
✅ Goes beyond simple volume bars to analyze bid/ask dynamics
✅ Detects institutional activity patterns invisible on standard charts
✅ Combines multiple confirmation factors for high-probability signals
✅ Provides both real-time and historical analysis
✅ Highly customizable to match individual trading styles
✅ Professional visualization makes complex data instantly actionable

Note: This indicator works best on liquid markets (major forex pairs, index futures, popular stocks) where order flow data is robust. Recommended timeframes: 1-minute to 1-hour for optimal signal quality.
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5 (6)
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