Advanced Order Flow Volume Profile Indicator

🧩 Each VolumeProfile holds:

• The price range for a given period

• Buy/sell volume for each price level

• Calculated POC, VAH, VAL, Delta, and Imbalance

🔍 Indicator Logic Summary

1. Divide data by timeframe (e.g., one H1 profile per hour).

2. Aggregate volumes for each price level.

3. Separate buy and sell volumes using tick or trade direction.

4. Compute Delta (Buy − Sell) and Imbalance (dominance ≥70%).

5. Detect POC, VAH, VAL to outline the Value Area.

6. Draw graphical profiles beside price candles using color-coded bars:

   • 🟩 Green = Buy volume

   • 🟥 Red = Sell volume

   • 🟨 Yellow line = POC

   • 🟦 Blue zone = Value Area

   • 🟧 Orange = Imbalance highlight

📊 Reading and Interpreting the Indicator

💡 How to Use It on Your Chart

1. Attach the indicator to your chart (works in main window).

2. Choose your analysis timeframe (e.g., H1, M15).

3. Adjust:

   • NumberOfProfiles → how many historical profiles to show

   • PriceLevels → resolution of the profile

4. Observe:

   • POC moving upward → uptrend (buyers gaining control)

   • POC moving downward → downtrend (sellers dominant)

   • Strong positive Delta → aggressive buying

   • Clusters of Imbalances → strong momentum direction

   • Price above Value Area → bullish bias

   • Price below Value Area → bearish bias