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Telah dikemas kini Allyhshn - OrderFlow
Allyhshn – OrderFlow
Dynamic Order Flow, Volume Delta & Price-Based Flow visualization
Is an advanced order flow and volume-by-price visualization indicator designed to work on any TradingView account, using public volume data and lower-timeframe aggregation to approximate professional order-flow behavior.
The script combines delta analysis, dynamic volume (bubbles), price-region (snapshot ladders), real-time flow tracking, delivering a comprehensive snapshot of buyer and seller activity directly on the chart.
1) Core Concept
The indicator estimates order flow by:
* Aggregating volume from lower timeframes.
* Classifying volume as buying or selling pressure.
* Distributing volume into price bins.
* Rendering this information as visual bubbles, ladder tables, and real-time labels.
This approach allows traders to identify:
* Aggressive buying or selling.
* Absorption and institutional participation.
* Acceptance or rejection of price levels.
* High-interest price zones (POC and volume clusters).
2) Order Flow & Delta Calculation
Delta Estimation
* Delta is calculated as the difference between buying and selling volume.
* On second-based charts, delta is computed directly from candle behavior.
* On higher timeframes, delta is reconstructed from lower timeframes
Wick-Based Classification (Optional)
* When enabled, volume classification uses **wick and candle position** rather than only
open/close.
This improves detection of:
* Absorptions;
* Rejections;
* True control of the candle (buyers vs sellers).
3) Delta Normalization & Thresholds
To maintain consistency across different market regimes:
* Absolute delta is normalized using an EMA-based baseline.
* A configurable threshold factor filters out weak or irrelevant volume.
* Only significant aggressions generate visual signals.
This makes signals comparable across:
* Low-volume sessions.
* High volatility.
* News events.
* Consolidation phases.
4) Dynamic Volume Bubbles (Order Flow Visualization)
Bubble Logic
* Buy and sell aggressions are rendered as bubbles on the chart.
* Bubble size dynamically reflects the relative strength of delta.
* Sizes adapt automatically to market conditions.
Real-Time Behavior:
* During the active candle, bubbles:
* Expand as volume accumulates.
* Update continuously.
* Reflect real-time changes in order flow.
* Buy and sell bubbles are mutually exclusive unless both sides are active.
Historical Bubbles:
* Confirmed candles store bubbles in history.
* The total number of displayed bubbles is limited to avoid clutter.
* Optional **institutional-only mode** displays only extreme or absorbed events.
5) Absorption & Institutional Event Detection
The script can isolate high-impact volume events by:
* Requiring delta to exceed a dynamic threshold;
* Filtering only extreme or abnormal volume behavior;
* Highlighting potential institutional absorption zones.
Bubble sizing becomes more aggressive in this mode, emphasizing:
* Large participants.
* Defended price levels.
* Failed auctions.
6) Vertical & Horizontal Positioning
* Bubble placement is offset vertically using ATR-based padding, ensuring clarity.
* Labels and bubbles never overlap candles.
* Horizontal offsets are configurable for right-side labels.
7) Ladder – Order Flow by Price (Flow Snapshot)
Purpose:
The Ladder provides a price-based snapshot of order flow,
similar to a volume profile combined with delta.
Features:
* Aggregates buy, sell, and total volume by price regions (bins).
* Uses fixed tick-based bins for accurate price granularity.
* Automatically adapts to the visible range or fallback lookback.
Range Modes:
*ATR Mode: Ladder range adapts dynamically to volatility.
*ABS Mode: Ladder uses a fixed price range defined by scale and units.
Display Options
* Price level.
* Bought volume.
* Sold volume.
* Total volume.
* Compact number formatting (K/M).
8) Point of Control (POC)
* The ladder automatically identifies the Point of Control.
* The price region with the highest total volume.
* The POC row can be visually highlighted.
This helps identify:
* Acceptance zones.
* Fair value areas.
* High-interest liquidity levels.
9) Real-Time Overlay on Ladder
* The current candle’s live delta is overlayed on the ladder in real time.
* This ensures the ladder always reflects the most current order flow state.
* Traders can see developing volume before candle close.
10) Right Mini Labels – Last Candle Snapshot
A compact label panel on the right side displays:
* Buyers volume.
* Sellers volume.
* Optional total volume.
These values:
* Update in real time.
* Reset at each new candle.
* Reflect only the current bar’s order flow.
This provides a quick, readable snapshot without scanning the entire ladder.
11) Data Management & Performance
* Uses rolling arrays to maintain performance.
* Automatically removes outdated price bins.
* Prevents memory growth with fixed limits.
* Designed to remain stable even on fast markets and low timeframes.
12) Intended Use Cases
This script is suitable for:
* Scalping and intraday trading.
* Identifying absorption and manipulation.
* Confirming breakouts and failures.
* Reading auction behavior.
* Enhancing entries and exits with order flow context.
13) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.
Dynamic Order Flow, Volume Delta & Price-Based Flow visualization
Is an advanced order flow and volume-by-price visualization indicator designed to work on any TradingView account, using public volume data and lower-timeframe aggregation to approximate professional order-flow behavior.
The script combines delta analysis, dynamic volume (bubbles), price-region (snapshot ladders), real-time flow tracking, delivering a comprehensive snapshot of buyer and seller activity directly on the chart.
1) Core Concept
The indicator estimates order flow by:
* Aggregating volume from lower timeframes.
* Classifying volume as buying or selling pressure.
* Distributing volume into price bins.
* Rendering this information as visual bubbles, ladder tables, and real-time labels.
This approach allows traders to identify:
* Aggressive buying or selling.
* Absorption and institutional participation.
* Acceptance or rejection of price levels.
* High-interest price zones (POC and volume clusters).
2) Order Flow & Delta Calculation
Delta Estimation
* Delta is calculated as the difference between buying and selling volume.
* On second-based charts, delta is computed directly from candle behavior.
* On higher timeframes, delta is reconstructed from lower timeframes
Wick-Based Classification (Optional)
* When enabled, volume classification uses **wick and candle position** rather than only
open/close.
This improves detection of:
* Absorptions;
* Rejections;
* True control of the candle (buyers vs sellers).
3) Delta Normalization & Thresholds
To maintain consistency across different market regimes:
* Absolute delta is normalized using an EMA-based baseline.
* A configurable threshold factor filters out weak or irrelevant volume.
* Only significant aggressions generate visual signals.
This makes signals comparable across:
* Low-volume sessions.
* High volatility.
* News events.
* Consolidation phases.
4) Dynamic Volume Bubbles (Order Flow Visualization)
Bubble Logic
* Buy and sell aggressions are rendered as bubbles on the chart.
* Bubble size dynamically reflects the relative strength of delta.
* Sizes adapt automatically to market conditions.
Real-Time Behavior:
* During the active candle, bubbles:
* Expand as volume accumulates.
* Update continuously.
* Reflect real-time changes in order flow.
* Buy and sell bubbles are mutually exclusive unless both sides are active.
Historical Bubbles:
* Confirmed candles store bubbles in history.
* The total number of displayed bubbles is limited to avoid clutter.
* Optional **institutional-only mode** displays only extreme or absorbed events.
5) Absorption & Institutional Event Detection
The script can isolate high-impact volume events by:
* Requiring delta to exceed a dynamic threshold;
* Filtering only extreme or abnormal volume behavior;
* Highlighting potential institutional absorption zones.
Bubble sizing becomes more aggressive in this mode, emphasizing:
* Large participants.
* Defended price levels.
* Failed auctions.
6) Vertical & Horizontal Positioning
* Bubble placement is offset vertically using ATR-based padding, ensuring clarity.
* Labels and bubbles never overlap candles.
* Horizontal offsets are configurable for right-side labels.
7) Ladder – Order Flow by Price (Flow Snapshot)
Purpose:
The Ladder provides a price-based snapshot of order flow,
similar to a volume profile combined with delta.
Features:
* Aggregates buy, sell, and total volume by price regions (bins).
* Uses fixed tick-based bins for accurate price granularity.
* Automatically adapts to the visible range or fallback lookback.
Range Modes:
*ATR Mode: Ladder range adapts dynamically to volatility.
*ABS Mode: Ladder uses a fixed price range defined by scale and units.
Display Options
* Price level.
* Bought volume.
* Sold volume.
* Total volume.
* Compact number formatting (K/M).
8) Point of Control (POC)
* The ladder automatically identifies the Point of Control.
* The price region with the highest total volume.
* The POC row can be visually highlighted.
This helps identify:
* Acceptance zones.
* Fair value areas.
* High-interest liquidity levels.
9) Real-Time Overlay on Ladder
* The current candle’s live delta is overlayed on the ladder in real time.
* This ensures the ladder always reflects the most current order flow state.
* Traders can see developing volume before candle close.
10) Right Mini Labels – Last Candle Snapshot
A compact label panel on the right side displays:
* Buyers volume.
* Sellers volume.
* Optional total volume.
These values:
* Update in real time.
* Reset at each new candle.
* Reflect only the current bar’s order flow.
This provides a quick, readable snapshot without scanning the entire ladder.
11) Data Management & Performance
* Uses rolling arrays to maintain performance.
* Automatically removes outdated price bins.
* Prevents memory growth with fixed limits.
* Designed to remain stable even on fast markets and low timeframes.
12) Intended Use Cases
This script is suitable for:
* Scalping and intraday trading.
* Identifying absorption and manipulation.
* Confirming breakouts and failures.
* Reading auction behavior.
* Enhancing entries and exits with order flow context.
13) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.
Nota Keluaran
Allyhshn – OrderFlowDynamic Order Flow, Volume Delta & Price-Based Flow visualization
Is an advanced order flow and volume-by-price visualization indicator designed to work on any TradingView account, using public volume data and lower-timeframe aggregation to approximate professional order-flow behavior.
The script combines delta analysis, dynamic volume (bubbles), price-region (snapshot ladders), real-time flow tracking, delivering a comprehensive snapshot of buyer and seller activity directly on the chart.
1) Core Concept
The indicator estimates order flow by:
* Aggregating volume from lower timeframes.
* Classifying volume as buying or selling pressure.
* Distributing volume into price bins.
* Rendering this information as visual bubbles, ladder tables, and real-time labels.
This approach allows traders to identify:
* Aggressive buying or selling.
* Absorption and institutional participation.
* Acceptance or rejection of price levels.
* High-interest price zones (POC and volume clusters).
2) Order Flow & Delta Calculation
Delta Estimation
* Delta is calculated as the difference between buying and selling volume.
* On second-based charts, delta is computed directly from candle behavior.
* On higher timeframes, delta is reconstructed from lower timeframes
Wick-Based Classification (Optional)
* When enabled, volume classification uses **wick and candle position** rather than only
open/close.
This improves detection of:
* Absorptions;
* Rejections;
* True control of the candle (buyers vs sellers).
3) Delta Normalization & Thresholds
To maintain consistency across different market regimes:
* Absolute delta is normalized using an EMA-based baseline.
* A configurable threshold factor filters out weak or irrelevant volume.
* Only significant aggressions generate visual signals.
This makes signals comparable across:
* Low-volume sessions.
* High volatility.
* News events.
* Consolidation phases.
4) Dynamic Volume Bubbles (Order Flow Visualization)
Bubble Logic
* Buy and sell aggressions are rendered as bubbles on the chart.
* Bubble size dynamically reflects the relative strength of delta.
* Sizes adapt automatically to market conditions.
Real-Time Behavior:
* During the active candle, bubbles:
* Expand as volume accumulates.
* Update continuously.
* Reflect real-time changes in order flow.
* Buy and sell bubbles are mutually exclusive unless both sides are active.
Historical Bubbles:
* Confirmed candles store bubbles in history.
* The total number of displayed bubbles is limited to avoid clutter.
* Optional **institutional-only mode** displays only extreme or absorbed events.
5) Absorption & Institutional Event Detection
The script can isolate high-impact volume events by:
* Requiring delta to exceed a dynamic threshold;
* Filtering only extreme or abnormal volume behavior;
* Highlighting potential institutional absorption zones.
Bubble sizing becomes more aggressive in this mode, emphasizing:
* Large participants.
* Defended price levels.
* Failed auctions.
6) Vertical & Horizontal Positioning
* Bubble placement is offset vertically using ATR-based padding, ensuring clarity.
* Labels and bubbles never overlap candles.
* Horizontal offsets are configurable for right-side labels.
7) Ladder – Order Flow by Price (Flow Snapshot)
Purpose:
The Ladder provides a price-based snapshot of order flow,
similar to a volume profile combined with delta.
Features:
* Aggregates buy, sell, and total volume by price regions (bins).
* Uses fixed tick-based bins for accurate price granularity.
* Automatically adapts to the visible range or fallback lookback.
Range Modes:
*ATR Mode: Ladder range adapts dynamically to volatility.
*ABS Mode: Ladder uses a fixed price range defined by scale and units.
Display Options
* Price level.
* Bought volume.
* Sold volume.
* Total volume.
* Compact number formatting (K/M).
8) Point of Control (POC)
* The ladder automatically identifies the Point of Control.
* The price region with the highest total volume.
* The POC row can be visually highlighted.
This helps identify:
* Acceptance zones.
* Fair value areas.
* High-interest liquidity levels.
9) Real-Time Overlay on Ladder
* The current candle’s live delta is overlayed on the ladder in real time.
* This ensures the ladder always reflects the most current order flow state.
* Traders can see developing volume before candle close.
10) Right Mini Labels – Last Candle Snapshot
A compact label panel on the right side displays:
* Buyers volume.
* Sellers volume.
* Optional total volume.
These values:
* Update in real time.
* Reset at each new candle.
* Reflect only the current bar’s order flow.
This provides a quick, readable snapshot without scanning the entire ladder.
11) Data Management & Performance
* Uses rolling arrays to maintain performance.
* Automatically removes outdated price bins.
* Prevents memory growth with fixed limits.
* Designed to remain stable even on fast markets and low timeframes.
12) Intended Use Cases
This script is suitable for:
* Scalping and intraday trading.
* Identifying absorption and manipulation.
* Confirming breakouts and failures.
* Reading auction behavior.
* Enhancing entries and exits with order flow context.
13) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya secara bebas dan tanpa apa-apa had – ketahui lebih di sini.
Penafian
Maklumat dan penerbitan adalah tidak bertujuan, dan tidak membentuk, nasihat atau cadangan kewangan, pelaburan, dagangan atau jenis lain yang diberikan atau disahkan oleh TradingView. Baca lebih dalam Terma Penggunaan.