AdvancedOFPIAnalyzer

Advanced Order Flow Pressure Index Analyzer Library
Implements sophisticated volume distribution analysis with candle microstructure
Provides comprehensive order flow assessment for institutional activity detection
analyzeAdvancedOrderFlow(priceOpen, priceHigh, priceLow, priceClose, volumeData, analysisWindow, institutionalSensitivity)
Performs comprehensive order flow analysis with advanced institutional detection
Parameters:
priceOpen (float): float Opening price for analysis
priceHigh (float): float High price for range calculation
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for flow analysis
analysisWindow (int): int Analysis window period
institutionalSensitivity (float): float Institutional detection sensitivity
Returns: [float, float, bool, float, string, float, string, bool, string, float, float] OFPI, momentum, institutional detected, strength, phase, overall strength, class, volume available, trend, efficiency, market structure
calculateMicrostructurePressure(priceOpen, priceHigh, priceLow, priceClose, volumeData, microWindow)
Calculates sophisticated order flow pressure with comprehensive candle microstructure analysis
Parameters:
priceOpen (float): float Opening price for pressure calculation
priceHigh (float): float High price for range analysis
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for pressure analysis
microWindow (int): int Microstructure analysis window
Returns: [float, float, float, float, float, float, float, float, float, float, float] Pressure index, buying pressure, selling pressure, body ratio, upper wick ratio, lower wick ratio, microstructure confidence, volume confirmation, institutional pressure, pressure velocity, microstructure quality
generateInstitutionalAlerts(priceClose, volumeData, alertSensitivity, lookbackPeriod)
Generates sophisticated volume-weighted institutional activity alerts
Parameters:
priceClose (float): float Close price for analysis
volumeData (float): float Volume data for detection
alertSensitivity (float): float Alert sensitivity threshold
lookbackPeriod (int): int Analysis lookback period
Returns: [bool, string, string, float, float, float, float, float, float, float, int, int] Institutional detected, alert level, phase, strength, volume signature, pressure signature, time signature, absorption signature, impact signature, reliability, active methods, priority
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.
Penafian
Perpustakaan Pine
Dalam semangat sebenar TradingView, penulis telah menerbitkan kod Pine ini sebagai perpustakaan sumber terbuka supaya pengaturcara Pine lain dari komuniti kami boleh menggunakannya semula. Sorakan kepada penulis! Anda juga boleh menggunakan perpustakaan ini secara peribadi atau dalam penerbitan sumber terbuka lain, tetapi penggunaan semula kod ini dalam penerbitan adalah tertakluk kepada Peraturan Dalaman.