GC1 Orderflow Engine - sudo

TLDR
This indicator measures relative buying and selling pressure by comparing GC1! futures returns against XAU price returns, normalized by their own volatility and weighted by GC1! volume. The result is a pressure histogram and line that show whether futures orderflow is leading, lagging, or diverging from spot gold in real time.

What this indicator does

The Orderflow Engine is designed to answer one core question:

Is GC1! futures orderflow applying net pressure in the same direction as XAU, or pushing against it?
It does this by isolating relative strength and weakness between futures and spot, rather than looking at price direction alone.

How the pressure calculation works

1. GC1! futures returns and XAU returns are calculated bar by bar
2. Each return is normalized by its own recent volatility
3. The normalized XAU return is subtracted from the normalized GC1! return

This creates a relative pressure value:
Positive pressure - GC1! futures are outperforming XAU
Negative pressure - GC1! futures are underperforming XAU
Near zero - futures and spot are moving in balance

To emphasize meaningful activity:
GC1! volume is converted into a normalized score
Higher-than-normal futures volume increases the weight of the pressure
Low-volume pressure is naturally dampened
The final output is clamped to keep the scale stable across different market conditions.

Visual output
Histogram

Green bars - positive futures pressure
Red bars - negative futures pressure
Gray bars - neutral or minimal pressure

Pressure line
A smoother view of the same pressure data
Useful for spotting momentum shifts and divergence
Zero line
Represents balance between futures and spot
Crosses often mark changes in orderflow control

Optional annotations
Regime shift markers based on futures participation
Optional percent-change labels for studying pressure acceleration

How to use it
-Confirm whether price moves are supported by futures orderflow
-Spot early divergence between GC1! and XAU
-Identify absorption, distribution, or initiative behavior
-Filter entries by trading only when pressure aligns with your bias
-This tool is best used as confirmation and context, not as a standalone signal generator.

Design philosophy
-Self-normalizing across sessions and volatility regimes
-No fixed thresholds that break over time
-Focused on relative behavior, not prediction
-Built to pair naturally with the Participation Regime indicator