Allyhshn - OrderFlow

12 sty

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.

12 sty

Informacje o Wersji

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.

14 sty

Informacje o Wersji

Allyhshn – Dynamic OrderFlow

Advanced Delta Proxy, Continuation & Exhaustion Classification

Allyhshn – Dynamic OrderFlow is an advanced order flow proxy indicator designed to extract directional intent, effort, and outcome quality from *public TradingView data*, making it usable on any account, without access to real bid/ask or order book feeds.

This version represents a major upgrade to the previously published script, introducing adaptive normalization, event classification (Continuation vs Exhaustion), stable real-time visualization, and contextual panels and ladders.



Core Concept

This indicator is built on three fundamental principles:
1. Volume alone is not Order Flow
2. Effort only matters when compared to context
3. Result (range + follow-through) defines the quality of a move

Rather than attempting to “simulate” a professional order book, the script focuses on interpreting intent using:
* Directional bias of price movement
* Relative volume aggression
* Market response on the following candle
* Persistence or rejection of the move

1) Delta Proxy Engine

Direction Classification
The script infers buy/sell pressure using two selectable models:

* Body Bias (default)
* Buy if `close ≥ open`
* Sell if `close < open`
* Wick Bias (optional)

* Buy if `close ≥ (high + low) / 2`
* Sell if `close < (high + low) / 2`

Wick bias improves sensitivity to absorption, rejection, and intrabar control.
Lower Timeframe Sampling (Optional)
On non-seconds charts, the indicator can:

* Sample a lower timeframe using `request.security_lower_tf`
* Aggregate intrabar volume to reconstruct a more granular delta proxy

This improves:

* Scalping accuracy
* Intrabar flow interpretation
* Stability of historical bubbles

Note: This is still a proxy. TradingView does not provide true bid/ask order flow in Pine Script.

2) Adaptive Normalization & Signal Filter

Dynamic Baseline
The script computes an adaptive baseline:
baseline = EMA(abs(delta))

This baseline:

* Adapts to volatility regimes
* Filters low-quality noise
* Keeps signals comparable across sessions

Event Trigger
An order-flow event is triggered only when:
abs(delta) > baseline × factor

The Min Factor controls aggressiveness:
* Lower values → more signals
* Higher values → only strong aggressions

Dominance Control (Anti-Ghost Logic)
To avoid misleading signals:
* Only one dominant side (buy or sell) can generate a bubble per candle
* Dominance requires a configurable percentage of total flow

This eliminates:
* Dual buy/sell bubbles on the same candle
* Intrabar flipping artifacts

3) Real-Time Buyer / Seller Attribution

During the active candle, the script tracks incremental delta changes and separates:
* BUYERS (positive delta changes)
* SELLERS (negative delta changes)

This real-time attribution powers:
* The Right Mini List
* Realtime bubbles
* Smooth intensity visualization

4) Continuation vs Exhaustion Classification (Key Upgrade)

Two-Stage Evaluation (Non-Repainting)
1. Event candle → bubble is printed
2. Next candle close → quality of the event is evaluated

This ensures no repainting and realistic confirmation.
Metrics Used:
* Effort
Measures how abnormal the aggression was:
effort = abs(delta) / baseline

* Range
Measures the result of the effort:
range = TrueRange / ATR

* Follow-Through
Measures market acceptance on the next candle:
(next_close − event_close) / ATR

Continuation Score (0–100)
A weighted score combines:

* Effort
* Range
* Follow-through

Weights are fully configurable.

Final Classification:
CONTINUATION (CONT) - Strong effort, result, and follow-through
EXHAUSTION (EXH) - High effort with poor result and rejection
NEUTRAL (NEU) - No clear continuation or exhaustion

5) Bubble System

Historical Bubbles
* Printed only on confirmed candles
* No text (clean visual)
* Size reflects relative flow magnitude
* History capped for performance

Real-Time Bubble (Last Candle)
* Updates continuously
* Represents *developing* order flow
* Not classified until confirmation

Realtime Bubbles (Visual Enhancement)
Advanced dual-ring bubbles with:

* Smooth intensity scaling
* Dynamic transparency
* Intrabar dominance latch (no flickering)

These are visual only and do not affect logic or scoring.

6) Score Panel

A configurable panel displays the last evaluated event, including:
* Direction (BUY / SELL)
* Type (CONT / EXH / NEU)
* Final Score
* Effort
* Range
* Follow-through
* Event candle index

The panel accent color adapts to the event type.

7) Right Mini List (BUYERS / SELLERS)

A compact, stable mini-list near the last candle:
* Displays real-time buyer and seller totals
* Fixed spacing (no overlap)
* Adjustable text size and offsets
* Designed for fast scalping decisions

8) Ladder (Rolling Volume-by-Price)

Concept
The ladder is not an order book.
It represents a rolling volume-by-price snapshot, derived from the delta proxy.

How It Works
* Price is discretized into tick-based bins
* Each candle contributes buy/sell volume to its price bin
* A rolling window keeps only the last *N* bars

Columns
* PRICE
* BOUGHT
* SOLD
* TOTAL

Each column can be enabled or disabled.

POC Highlight
* The bin with the highest TOTAL volume is highlighted
* Calculated only within the visible ladder range

9) Full Customization

Every visual component is configurable:
* Bubbles
* Mini List
* Score Panel
* Ladder

Each supports:
* Screen position
* Text size
* Independent colors

10) What This Update Adds vs the Published Version

This update introduces:
* Adaptive normalization
* Continuation vs Exhaustion logic
* Non-repainting evaluation
* Stable realtime bubbles
* Informative score panel
* Rolling price ladder
* Clean, overlap-free mini list
* Modular, extensible architecture

11) 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.

12) Account Compatibility
* Does not require proprietary order book or footprint data.
* Works on all TradingView accounts.
* Uses only publicly available volume information.

Final Note:
This script does not attempt to replace professional institutional order flow tools.
Instead, it delivers something extremely valuable:
> Context, intent, and quality of movement — using only public data.
That is where discretionary traders gain real edge.

18 sty

Informacje o Wersji

This update replaces the previous estimated ladder behavior with a more realistic, price-binned approach inspired by the logic used in map-liquidity.

What was wrong before

The ladder previously concentrated the entire candle’s delta proxy into a single bin (typically the close).
That approach can produce misleading clusters and “fake liquidity” at one price level, because it ignores the fact that a candle trades through a range of prices.

What’s improved in this patch
1) Range-based bin distribution (more realistic)

Instead of assigning all flow to one price level, the script now distributes the buy/sell proxy across every ladder bin touched by the candle (low → high).
This gives a ladder that better reflects “where trading likely occurred” within the candle’s range, using the same core concept as map-liquidity: volume-by-price accumulation across bins.

Result: Bubbles/levels feel less “pinned” to the close and more representative of actual price interaction.

2) True rolling window with exact removal (lookback accuracy)

The ladder now uses a rolling lookback by bar_index and removes old contributions precisely as they fall out of the window (queue-based removal).
This prevents drift and distortions that can happen when ladder totals are not properly decremented over time.

Result: The ladder remains stable and consistent, and old data doesn’t “stick” longer than it should.

3) Performance safety: max bins per candle

A new safety control limits the maximum number of bins processed per candle when the candle range is extremely large.

Result: More consistent performance, fewer worst-case slowdowns on high-volatility candles or low-tick bin sizing.

New ladder controls

Distribute flow across candle-range bins (more realistic)
ON = distributes flow across all bins from low to high
OFF = legacy behavior (all flow assigned to the close bin)

Max bins per candle (safety)
Caps the number of bins processed per candle to protect performance.

Auto bin size by timeframe (ladder)
Optional auto-selection of bin size (in ticks) based on the current chart timeframe.

Bin size (ticks) (manual)
Used when auto bin sizing is disabled.

Rolling lookback (bars)
Controls how many bars of bin contributions are retained.

Important notes (transparency)

This is still not a true order book: TradingView/Pine does not provide raw bid/ask orderflow for most symbols.

However, this patch removes the biggest structural issue in the ladder model (single-bin concentration) and produces a significantly more realistic volume-by-price ladder.

Recommended settings

If you want the most realistic ladder behavior:
Enable Range distribution, keep Auto bin size ON, and adjust Lookback based on your chart speed.

If you are on very volatile markets / large candles:
Keep Max bins per candle at a moderate value to avoid heavy loops.