PINE LIBRARY
AdvancedOFPIAnalyzer
Library "AdvancedOFPIAnalyzer"
Advanced Order Flow Pressure Index Analyzer Library
Implements sophisticated volume distribution analysis with candle microstructure
Provides comprehensive order flow assessment for institutional activity detection
analyzeAdvancedOrderFlow(priceOpen, priceHigh, priceLow, priceClose, volumeData, analysisWindow, institutionalSensitivity)
Performs comprehensive order flow analysis with advanced institutional detection
Parameters:
priceOpen (float): float Opening price for analysis
priceHigh (float): float High price for range calculation
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for flow analysis
analysisWindow (int): int Analysis window period
institutionalSensitivity (float): float Institutional detection sensitivity
Returns: [float, float, bool, float, string, float, string, bool, string, float, float] OFPI, momentum, institutional detected, strength, phase, overall strength, class, volume available, trend, efficiency, market structure
calculateMicrostructurePressure(priceOpen, priceHigh, priceLow, priceClose, volumeData, microWindow)
Calculates sophisticated order flow pressure with comprehensive candle microstructure analysis
Parameters:
priceOpen (float): float Opening price for pressure calculation
priceHigh (float): float High price for range analysis
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for pressure analysis
microWindow (int): int Microstructure analysis window
Returns: [float, float, float, float, float, float, float, float, float, float, float] Pressure index, buying pressure, selling pressure, body ratio, upper wick ratio, lower wick ratio, microstructure confidence, volume confirmation, institutional pressure, pressure velocity, microstructure quality
generateInstitutionalAlerts(priceClose, volumeData, alertSensitivity, lookbackPeriod)
Generates sophisticated volume-weighted institutional activity alerts
Parameters:
priceClose (float): float Close price for analysis
volumeData (float): float Volume data for detection
alertSensitivity (float): float Alert sensitivity threshold
lookbackPeriod (int): int Analysis lookback period
Returns: [bool, string, string, float, float, float, float, float, float, float, int, int] Institutional detected, alert level, phase, strength, volume signature, pressure signature, time signature, absorption signature, impact signature, reliability, active methods, priority
Advanced Order Flow Pressure Index Analyzer Library
Implements sophisticated volume distribution analysis with candle microstructure
Provides comprehensive order flow assessment for institutional activity detection
analyzeAdvancedOrderFlow(priceOpen, priceHigh, priceLow, priceClose, volumeData, analysisWindow, institutionalSensitivity)
Performs comprehensive order flow analysis with advanced institutional detection
Parameters:
priceOpen (float): float Opening price for analysis
priceHigh (float): float High price for range calculation
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for flow analysis
analysisWindow (int): int Analysis window period
institutionalSensitivity (float): float Institutional detection sensitivity
Returns: [float, float, bool, float, string, float, string, bool, string, float, float] OFPI, momentum, institutional detected, strength, phase, overall strength, class, volume available, trend, efficiency, market structure
calculateMicrostructurePressure(priceOpen, priceHigh, priceLow, priceClose, volumeData, microWindow)
Calculates sophisticated order flow pressure with comprehensive candle microstructure analysis
Parameters:
priceOpen (float): float Opening price for pressure calculation
priceHigh (float): float High price for range analysis
priceLow (float): float Low price for support detection
priceClose (float): float Closing price for trend assessment
volumeData (float): float Volume data for pressure analysis
microWindow (int): int Microstructure analysis window
Returns: [float, float, float, float, float, float, float, float, float, float, float] Pressure index, buying pressure, selling pressure, body ratio, upper wick ratio, lower wick ratio, microstructure confidence, volume confirmation, institutional pressure, pressure velocity, microstructure quality
generateInstitutionalAlerts(priceClose, volumeData, alertSensitivity, lookbackPeriod)
Generates sophisticated volume-weighted institutional activity alerts
Parameters:
priceClose (float): float Close price for analysis
volumeData (float): float Volume data for detection
alertSensitivity (float): float Alert sensitivity threshold
lookbackPeriod (int): int Analysis lookback period
Returns: [bool, string, string, float, float, float, float, float, float, float, int, int] Institutional detected, alert level, phase, strength, volume signature, pressure signature, time signature, absorption signature, impact signature, reliability, active methods, priority
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Pine脚本库
秉承TradingView的精神，作者已将此Pine代码作为开源库发布，以便我们社区的其他Pine程序员可以重用它。向作者致敬！您可以私下或在其他开源出版物中使用此库，但在出版物中重用此代码须遵守网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。