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已更新 OFC - Liquidations ATS edition
OFC – Liquidations (ATS-edition)
This indicator detects aggressive position closures and liquidation-style activity using a dynamic, flow-based approach grounded in Volume-to-Open-Interest (VOI) analysis. It identifies sudden surges in executed volume relative to open interest and filters them through adaptive, statistically-driven thresholds.
Built for traders who want to anticipate or confirm market flushes, stop hunts, or trap reversals, the tool supports detection of both long/short closures and optionally position openings — all based on actual order flow dynamics rather than speculative price patterns.
Key Features:
Ideal Use Cases
This tool prioritizes signal quality over quantity, offering a clear edge for traders who rely on actionable flow insights.
No predictions — just real-time evidence of pressure in the tape.
This indicator detects aggressive position closures and liquidation-style activity using a dynamic, flow-based approach grounded in Volume-to-Open-Interest (VOI) analysis. It identifies sudden surges in executed volume relative to open interest and filters them through adaptive, statistically-driven thresholds.
Built for traders who want to anticipate or confirm market flushes, stop hunts, or trap reversals, the tool supports detection of both long/short closures and optionally position openings — all based on actual order flow dynamics rather than speculative price patterns.
Key Features:
- VOI Spike Detection: Identifies rare bursts of volume relative to open interest using percentile and volatility scaling.
- Directional Filtering: Uses volume delta to determine whether long or short positions are being flushed.
- Adaptive Thresholds: Built-in ATR and standard deviation normalization make the logic self-tuning across assets and timeframes.
- Signal Confidence Tiers: Three levels of signal strength help distinguish mild pressure from extreme liquidations.
- Opening Detection (Optional): Spot potential position buildups in real time.
- Debug Table (Optional): View live stats including VOI, thresholds, and signal proximity.
Ideal Use Cases
- Confirmation of liquidation flushes and reversals
- Trap identification (long/short bait setups)
- Tactical execution timing for breakout retests or exhaustion fades
- Scalp filtering in combination with price action or market structure
This tool prioritizes signal quality over quantity, offering a clear edge for traders who rely on actionable flow insights.
No predictions — just real-time evidence of pressure in the tape.
版本注释
No longer publicly available受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。