Institutional Volume Bubbles

Institutional Bubble Signals – Aggression, Absorption & MTF Clusters

This indicator detects institutional activity using extreme-volume events and classifies them into aggression, absorption, and multi-timeframe dominance.
It is designed for real-time discretionary traders who want to identify where large players are entering, absorbing flow, or creating traps in key zones.

The script uses:

1. Extreme Volume Detection (Z-Score Model)

A dynamic Z-score on local volume identifies statistically unusual buy/sell pressure.
Events are marked as:

Aggressive Buys (green bubbles)

Aggressive Sells (red bubbles)

Buy Absorption (yellow diamonds)

Sell Absorption (orange diamonds)

2. Absorption Logic (Wick Behavior + Trend Context)

The indicator classifies absorption events when the market shows:

A strong directional candle (volume + body threshold)

A sweep of the previous high/low

A close significantly away from the extreme

A clear prior trend (context filter)

This helps distinguish true absorption from simple volatility or random spikes.

3. Range & ATR Filters

The script includes multiple layered filters to remove noise:

ATR-based minimum range

Micro-range detection (flat candles)

Extreme-volume conditions inside ranges

Edge-of-range logic to avoid false signals

Optional CVD flow filter

This ensures bubbles only appear during meaningful conditions.

4. Multi-Timeframe Clusters (5m → 15m → 1h → 4h → 1D)

The script aggregates aggression events into MTF blocks:

5-minute signals form 15-minute triangles

15-minute summary forms 1-hour and 4-hour signals

Daily direction (filtered) appears as triangles when new sessions begin

These MTF markers help identify where institutional dominance aligns across higher timeframes, improving directional bias.

How to Use

Circles = aggressive market orders (imbalances)

Diamonds = absorption (large players absorbing flow)

Triangles (MTF) = multi-timeframe directional dominance

Green below price = bullish pressure

Red above price = bearish pressure

Yellow/Orange diamonds = potential reversals or absorption traps

Use the MTF triangles to confirm or reject trade direction

What Makes This Script Original

This script combines several concepts rarely seen together in a single open-source tool:

Z-Score volume outliers

Absorption based on trend, sweeps, and relative body strength

Range logic with statistical volume peaks

Optional CVD-based confirmation

Multi-timeframe summaries using lower-timeframe events

The intention is not to replicate orderbook tools, but to provide a proxy for institutional presence using public OHLCV data.

Recommended Settings

Use 1m, 5m, 15m, 1h or 4h timeframes

Keep your chart clean when using the indicator

Pair it with structural analysis (BOS/ChoCH), liquidity sweeps and key levels

Do NOT combine it with other heavy overlays when publishing or sharing charts.

--------------------------------------------------

Señales Institucionales – Agresión, Absorción y Clústers Multitemporales

Este indicador detecta actividad institucional a través de eventos de volumen extremo y los clasifica en agresión, absorción, y dominancia multitemporal.

Utiliza un modelo Z-Score para señalar compras y ventas agresivas, y una lógica de absorción basada en:

Contexto de tendencia

Barrida del máximo/mínimo anterior

Fuerza de la vela

Cierre relativo al extremo previo

Incluye filtros de rango, ATR y un filtro opcional por CVD para eliminar ruido.

Además, agrega eventos de 5m para generar señales limpias en 15m, 1h, 4h y 1D, permitiendo identificar zonas donde los grandes jugadores dominan el flujo.

Cómo interpretarlo:

Círculos verdes/rojos → agresión

Diamantes → absorción (posible giro o trampa)

Triángulos → clústeres multitemporales

Verde abajo → presión alcista

Rojo arriba → presión bajista

El objetivo es ofrecer una visión clara y ordenada de dónde actúan los participantes institucionales sin necesidad de herramientas de orderflow.