Matrix Orderflow

Matrix Orderflow Technical Documentation
Matrix Orderflow is a Pine Script v6 execution engine that integrates Machine Learning regime detection with real-time orderflow imbalance tracking.

1. Functional Logic
Matrix ML Regime Detection
The indicator calculates a prediction using the Matrix ML library.

Bullish Regime: Triggered when the prediction slope exceeds the positive threshold. Visualized by a Cyan line.
Bearish Regime: Triggered when the prediction slope falls below the negative threshold. Visualized by a Hot Pink line.
Micro-Momentum Gating: Signals are strictly gated by the rate of change (p_slope) of the ML prediction.
Smart Trend Fallback
In instances where the ML prediction is neutral (below slope thresholds), the engine switches to a Macro Trend fallback. Bias is determined by the relationship between the closing price and the selected Baseline (Matrix ML or EMA).

Persistent Liquidity Zones (FVG)
Detects Fair Value Gaps using confirmable bar logic.

Persistence: Boxes remain active on the chart until the price trades through the mid-point or the entire gap (mitigation).
Directional Bias: Active long FVGs provide a bullish bias; active short FVGs provide a bearish bias.
Footprint Imbalance Tracking
Scans for stacked imbalances within a single candle.

Bullish Imbalance: Aggressive buying clustered at specific price levels.
Bearish Imbalance: Aggressive selling clustered at specific price levels.
These clusters act as rejection zones for high-conviction entries.
Trap Detection
Identifies instances where price interacts with a liquidity zone (FVG) but fails to maintain the move, accompanied by opposing orderflow. These are marked with "X" symbols.

2. Signal Generation (Confluence)
Signals are generated based on a "Triple-Lock" alignment system:

Regime Alignment: Price must be on the correct side of the ML/Trend baseline.
Bias Alignment: Most recent FVG and Imbalance must agree with the directional trade.
Momentum Confirmation: The ML slope must be trending in the direction of the signal.
3. Visualization Guide
Cyan Shapes/Lines: Bullish confluence and aggressive buying.
Hot Pink Shapes/Lines: Bearish confluence and aggressive selling.
Yellow Circle: Point of Control (POC).
Yellow X: Trap detection / Potential exhaustion.
Triangles: High-conviction entry signals.
4. Input Configuration
Delta Sensitivity: Sets the minimum volume delta required for institutional force confirmation.
ML Sensitivity: Adjusts the slope thresholds for regime changes.
Baseline Type: Toggle between Matrix ML prediction and a standard EMA for trend tracking.
Table Controls: Configuration for the top-right dashboard display. village