Order Flow Analysis

2021年6月4日

The script plots the order flow clusters for the last six candles in the middle right.
The cluster contains buy volume, sell volume and the price range of the volume.
It calculates uptick volume as buy volume and down tick volume as sell volume and calculates the delta(shown in labels). Recent ATR is considered to determine each cell price range in the cluster.
At the left side, the top volume ticks and the live ticks are displayed.
Please note this works only during market trading hours.
Do not refresh the browser tab and do not change the timeframe, which will cause ​a reset of numbers.

2021年7月23日

版本注释

Delta divergences are shown in labels with yellow color. Labels are present at 0 price.Please scroll and zoom to get the delta labels.
Minor enhancements and bug fixes.

2021年7月23日

版本注释

Minor enhancements.

2022年10月5日

版本注释

converted to V5
The delta bars now overlay on the chart ( can also be separated into new pane below)
Delta bars size, font size, color and number of required bars can be changed
minor improvements and fixes
Delta labels will be aligned automatically below day's low with an offset that can be changed.