Dynamic Liquidity Profile

What this indicator does:

1. Tick Profile: Unlike standard volume profiles that use bar data, this indicator tracks every price movement (ticks) in real-time.
2. Buy/Sell Split: It separates ticks moving "up" (Buy) and "down" (Sell) at each price level, displaying them in different colors (default: Green and Red).
3. Smart Money Features:
• Delta Filter: Highlights levels with significant imbalance (e.g., if buy volume exceeds 70% of the total volume at that level).
• Vacuum Filter: Identifies "price voids" (low liquidity zones) where the price moved through rapidly without lingering.
4. Dynamic Grid: The indicator automatically expands the price range up or down if the current price moves outside the initial window.
5. Data Persistence: Accumulated tick data is saved via Terminal Global Variables, ensuring information is preserved when switching timeframes or restarting the terminal.

Key Settings (Inputs):

• InpRows: Number of horizontal levels (rows) in the profile.
• InpDeltaThreshold: Percentage threshold for defining an Imbalance.
• InpVacuumCoef: Coefficient for identifying Vacuum zones (lower values highlight "emptier" zones).
• InpWidth: Maximum width of the histogram in pixels.

Implementation Details:

• Rendering: Uses OBJ_RECTANGLE_LABEL objects, allowing the histogram to stay fixed to the screen (Overlay) rather than being tied to specific dates on the chart.
• Performance: Recalculation and rendering occur via a timer (OnTimer), which reduces CPU load compared to updating on every single tick.

Trading Applications:

• Imbalance (Aqua/Orange): Signals strong aggressive pressure from one side. Often acts as a support or resistance zone.
• Vacuum (SlateGray): Low liquidity zones. Price often "blasts through" these areas quickly or returns later to "fill" the inefficiency.