FlowFusion Money Flow — FP + VWAP Drift + PVT (−100..+100)

Title (ASCII only)

FlowFusion Money Flow — Flow Pressure + Rolling VWAP Drift + PVT (Normalized −100..+100)

Short Description

Original money-flow oscillator combining Flow Pressure, Rolling VWAP Drift, and PVT Momentum into one normalized score (−100..+100) with a signal line, thresholds, optional component plots, and ready-made alerts.

Full Description (meets “originality & usefulness”)
What’s original

FlowFusion Money Flow is not a generic mashup. It builds a single score from three complementary, volume-aware components that target different facets of order flow:

Flow Pressure (FP) — In-bar directional drive scaled by relative volume.

Drive
=
close
−
open
max
⁡
(
high
−
low
,
 tick
)
∈
[
−
1
,
1
]
=
max(high−low, tick)
close−open
​

∈[−1,1].

Relative Volume
=
volume
average volume over 
𝑓
𝑝
𝐿
𝑒
𝑛
=
average volume over fpLen
volume
​

.

𝐹
𝑃
𝑟
𝑎
𝑤
=
Drive
×
RelVol
FP
raw
​

=Drive×RelVol then squashed (softsign) to
[
−
100
,
100
]
[−100,100].
Why it belongs: distinguishes real pushes (big body and big volume) from noise.

Rolling VWAP Drift — Direction of VWAP itself over a rolling window, normalized by ATR.

𝑉
𝑊
𝐴
𝑃
𝑡
=
∑
(
𝑇
𝑃
×
𝑉
𝑜
𝑙
)
∑
𝑉
𝑜
𝑙
VWAP
t
​

=
∑Vol
∑(TP×Vol)
​

over vwapLen.

Drift
=
𝑉
𝑊
𝐴
𝑃
𝑡
−
𝑉
𝑊
𝐴
𝑃
𝑡
−
1
𝐴
𝑇
𝑅
=
ATR
VWAP
t
​

−VWAP
t−1
​

​

→ squashed to
[
−
100
,
100
]
[−100,100].
Why it belongs: persistent VWAP movement signals sustained accumulation/distribution.

PVT Momentum — Price-Volume Trend standardized (z-score) and squashed.

𝑃
𝑉
𝑇
𝑡
=
𝑃
𝑉
𝑇
𝑡
−
1
+
𝑉
𝑜
𝑙
×
Δ
𝐶
𝑙
𝑜
𝑠
𝑒
𝐶
𝑙
𝑜
𝑠
𝑒
𝑡
−
1
PVT
t
​

=PVT
t−1
​

+Vol×
Close
t−1
​

ΔClose
​

.

𝑧
=
𝑃
𝑉
𝑇
−
SMA
(
𝑃
𝑉
𝑇
)
StDev
(
𝑃
𝑉
𝑇
)
z=
StDev(PVT)
PVT−SMA(PVT)
​

→ squashed to
[
−
100
,
100
]
[−100,100].
Why it belongs: captures volume-weighted trend pressure without relying on price alone.

Composite score:

Score
=
𝑤
𝐹
𝑃
⋅
𝐹
𝑃
+
𝑤
𝑉
𝑊
𝐴
𝑃
⋅
𝑉
𝑊
𝐴
𝑃
_
𝐷
𝑟
𝑖
𝑓
𝑡
+
𝑤
𝑃
𝑉
𝑇
⋅
𝑃
𝑉
𝑇
_
𝑀
𝑜
𝑚
𝑤
𝐹
𝑃
+
𝑤
𝑉
𝑊
𝐴
𝑃
+
𝑤
𝑃
𝑉
𝑇
Score=
w
FP
​

+w
VWAP
​

+w
PVT
​

w
FP
​

⋅FP+w
VWAP
​

⋅VWAP_Drift+w
PVT
​

⋅PVT_Mom
​


with a Signal = SMA(Score, sigLen). Thresholds mark strong accumulation/distribution zones.

How it works (step-by-step)

Compute FP, VWAP Drift, PVT Momentum.

Normalize each to the same
[
−
100
,
100
]
[−100,100] scale.

Weighted average → FlowFusion Score.

Smooth with a Signal line to reduce whipsaw.

Optional background shading when Score exceeds thresholds.

How to use

Direction filter:

Score > 0 favors longs; Score < 0 favors shorts.

Momentum turns:

Score crosses above Signal → setup for long; below → setup for short.

Strength zones:

Above Upper Threshold (default +40) = strong buy pressure; below Lower (−40) = strong sell pressure.

Confluence:

Best near S/R, trendlines, or HTF bias. For scalping on 1–5m, consider sigLen 9–13 and thresholds ±40 to ±50.

Alerts included: zero cross, zone entries, and Score/Signal crossovers.

Inputs (key)

fpLen (20): relative-volume lookback for Flow Pressure.

vwapLen (34): rolling VWAP window.

pvtLen (50): PVT z-score window.

sigLen (9): Signal smoothing.

Weights: wFP, wVWAP, wPVT to bias the blend.

Thresholds: upperBand / lowerBand (defaults +40/−40).

Display: toggle component plots and background shading.

Best practices

Trending markets: increase wVWAP (VWAP Drift) or widen thresholds.

Ranging markets: increase wFP and wPVT; take quicker profits.

News: wait for bar close confirmation or reduce size.

Data quality: use consistent volume feeds (especially in crypto).

Limitations

Oscillators can stay extreme in strong trends; use structure/trend filters.

Volume anomalies (illiquid pairs, API glitches) can distort signals—sanity-check with another venue when possible.

Disclaimer

This indicator is for educational purposes only and is not financial advice. Trading involves risk; past performance does not guarantee future results. Always paper-trade first and use appropriate risk controls.