BO-voldel-Signal

**BO-VolDel (Breakout Order-Flow Volume Delta)** is a rules-based order-flow confirmation model that identifies **statistically meaningful aggression imbalances** using vwap and volume delta (VD).

The model operates by continuously measuring **delta range expansion** relative to a rolling distribution of recent values. Breakout conditions are triggered only when **incremental participation increases** and VD exceeds prior structural extremes, filtering out rotational and balanced regimes.

Signals are further constrained by:

* **Session-anchored VWAP alignment** to enforce directional price acceptance
* **Directional alternation logic** to prevent clustering during sustained imbalance
* **Lower-timeframe volume delta sampling** to preserve execution sensitivity while maintaining higher-timeframe structural context

Visual state changes represent **order-flow regime transitions**, not predictive trade entries:

* **Upper state (green):** Dominant buy-side initiative with price acceptance
* **Lower state (red):** Dominant sell-side initiative with price rejection

BO-VolDel is designed for **trade management and exit validation**. It reacts exclusively to confirmed participation shifts, making it effective for identifying **exhaustion, continuation, or invalidation** zones in real time.

The indicator avoids fixed thresholds and adapts dynamically to changing intraday liquidity conditions, aligning with professional execution and risk-controlled trading methodologies.