OPEN-SOURCE SCRIPT
Large Order Delta Profile [TradingIQ]
Hello Traders!
🔹[*b]Large Order Delta Profile
Large Order Delta Profile is an order-flow visualization tool designed to split delta profiles across different transaction-size categories.
That is the core idea behind the tool: instead of showing one combined volume or delta profile, it separates activity by customizable dollar-value thresholds so you can compare how smaller, medium-sized, and very large transactions behaved during the same session.
This helps traders visualize [*b]where different sizes of market participants were active, where aggressive buying or selling concentrated, and whether large-order flow agreed or disagreed with smaller transaction flow.
🔹[*b]What the tool shows
🔸[*b]Transaction-size delta profiles
The main feature of this indicator is that it separates market activity into different transaction-size profiles.
Each profile represents a different dollar-value range of transactions, allowing you to compare:
This makes it easier to see whether large participants were active at the same price levels as smaller participants, or whether larger transactions were concentrated in completely different areas.
🔸[*b]Large order delta distribution
The script builds a profile showing where aggressive buying and selling activity occurred during the active session.
Instead of displaying simple volume-at-price, it separates:
This helps identify where buyers or sellers were more aggressive across each transaction-size category.
🔸[*b]Custom dollar-value filters
The indicator allows you to define multiple transaction-size filters using estimated dollar value.
Each filter creates its own profile, so you can compare activity such as:
This is useful because not all market activity carries the same context.
A small transaction imbalance and a large transaction imbalance can tell very different stories.
🔸[*b]Delta-based directional analysis
The profile uses directional estimation to classify activity as bullish or bearish.
Depending on your selected granularity:
Positive delta suggests stronger aggressive buying.
Negative delta suggests stronger aggressive selling.
This helps reveal where different transaction-size groups were actively lifting offers or hitting bids.
🔸[*b]Session-based profiling
The indicator resets and rebuilds based on a customizable session period.
This allows profiles to adapt dynamically to:
The profile continuously expands as price moves beyond existing ranges.
🔸[*b]Adaptive profile levels
The script uses ATR-based level spacing to dynamically build profile rows.
This allows the profile structure to adapt to:
Instead of relying on static tick spacing, the levels automatically scale with market volatility.
🔸[*b]Visual imbalance mapping
Profile blocks expand horizontally based on the strength of bullish or bearish delta.
This creates a quick visual representation of:
Bullish pressure is displayed using bullish profile coloring.
Bearish pressure is displayed using bearish profile coloring.
Optional delta labels can also display the raw imbalance values directly on the chart.
🔹[*b]How to read it
Each component gives a different layer of order-flow context:
Transaction-size profile → which order-size group is being shown
Bullish delta → aggressive buying pressure
Bearish delta → aggressive selling pressure
Large profile expansion → stronger directional imbalance
Thin profile areas → weaker participation
Filter ranges → separated transaction-size categories
Session profile → where activity concentrated during the session
🔹[*b]Why this tool is useful
It gives you:
🔹[*b]Best use cases
🔹[*b]Important note
This tool estimates directional pressure using lower-timeframe or tick-based data.
That means:
🔹[*b]Inputs you can customize
The script includes flexible controls such as:
[*b]Closing Notes
Large Order Delta Profile is built around one central idea: [*b]not all transaction sizes should be viewed the same way.
By splitting delta profiles across different dollar-value thresholds, the tool helps traders compare how smaller flow, larger flow, and extreme transaction activity behave during the same session.
Rather than asking only where volume occurred, this tool helps ask [*b]which size of activity created the imbalance, where it happened, and whether larger transaction flow told a different story from the broader market.
Thank you for checking it out!
🔹[*b]Large Order Delta Profile
Large Order Delta Profile is an order-flow visualization tool designed to split delta profiles across different transaction-size categories.
That is the core idea behind the tool: instead of showing one combined volume or delta profile, it separates activity by customizable dollar-value thresholds so you can compare how smaller, medium-sized, and very large transactions behaved during the same session.
This helps traders visualize [*b]where different sizes of market participants were active, where aggressive buying or selling concentrated, and whether large-order flow agreed or disagreed with smaller transaction flow.
- splits the delta profile across multiple transaction-size ranges
- compares smaller, medium, and large-order activity side by side
- tracks bullish and bearish delta at price levels
- filters trades using customizable dollar-value thresholds
- supports tick, second, and minute-based granularity
- builds session-based delta profiles
🔹[*b]What the tool shows
🔸[*b]Transaction-size delta profiles
The main feature of this indicator is that it separates market activity into different transaction-size profiles.
Each profile represents a different dollar-value range of transactions, allowing you to compare:
- smaller transaction flow
- medium-sized transaction flow
- large-order activity
- extreme large-order activity
This makes it easier to see whether large participants were active at the same price levels as smaller participants, or whether larger transactions were concentrated in completely different areas.
🔸[*b]Large order delta distribution
The script builds a profile showing where aggressive buying and selling activity occurred during the active session.
Instead of displaying simple volume-at-price, it separates:
- bullish delta
- bearish delta
- net directional pressure
This helps identify where buyers or sellers were more aggressive across each transaction-size category.
🔸[*b]Custom dollar-value filters
The indicator allows you to define multiple transaction-size filters using estimated dollar value.
Each filter creates its own profile, so you can compare activity such as:
- all qualifying transactions
- transactions above a larger threshold
- transactions above an extreme threshold
This is useful because not all market activity carries the same context.
A small transaction imbalance and a large transaction imbalance can tell very different stories.
🔸[*b]Delta-based directional analysis
The profile uses directional estimation to classify activity as bullish or bearish.
Depending on your selected granularity:
- tick-based bid/ask estimation can be used
- lower-timeframe candle direction can be used
- aggressive buying and selling pressure is separated
Positive delta suggests stronger aggressive buying.
Negative delta suggests stronger aggressive selling.
This helps reveal where different transaction-size groups were actively lifting offers or hitting bids.
🔸[*b]Session-based profiling
The indicator resets and rebuilds based on a customizable session period.
This allows profiles to adapt dynamically to:
- daily sessions
- custom session structures
- intraday profiling
- higher-timeframe segmentation
The profile continuously expands as price moves beyond existing ranges.
🔸[*b]Adaptive profile levels
The script uses ATR-based level spacing to dynamically build profile rows.
This allows the profile structure to adapt to:
- high-volatility conditions
- low-volatility conditions
- tight ranges
- expanding markets
Instead of relying on static tick spacing, the levels automatically scale with market volatility.
🔸[*b]Visual imbalance mapping
Profile blocks expand horizontally based on the strength of bullish or bearish delta.
This creates a quick visual representation of:
- where aggressive buyers dominated
- where aggressive sellers dominated
- which price levels showed the strongest imbalance
- where directional pressure was concentrated
- how imbalance differed across transaction-size groups
Bullish pressure is displayed using bullish profile coloring.
Bearish pressure is displayed using bearish profile coloring.
Optional delta labels can also display the raw imbalance values directly on the chart.
🔹[*b]How to read it
Each component gives a different layer of order-flow context:
Transaction-size profile → which order-size group is being shown
Bullish delta → aggressive buying pressure
Bearish delta → aggressive selling pressure
Large profile expansion → stronger directional imbalance
Thin profile areas → weaker participation
Filter ranges → separated transaction-size categories
Session profile → where activity concentrated during the session
🔹[*b]Why this tool is useful
It gives you:
- a way to compare delta across different transaction sizes
- a visual map of where larger orders were active
- separate profiles for smaller, medium, and larger transaction flow
- context around whether large-order activity confirms or conflicts with smaller flow
- session-based order-flow structure
- a clearer view of where aggressive participation concentrated
🔹[*b]Best use cases
- comparing small vs large transaction behavior
- tracking where large participants were most active
- studying aggressive buying and selling by transaction size
- analyzing directional imbalance across multiple order-size groups
- identifying high-participation price zones
- building session-based order-flow context
🔹[*b]Important note
This tool estimates directional pressure using lower-timeframe or tick-based data.
That means:
- delta estimation is not identical to centralized exchange order books
- transaction-size filters are based on estimated dollar value
- large imbalance does not guarantee continuation
- profiles represent historical participation, not future certainty
- market conditions can shift quickly
- outputs should be used as contextual analysis, not standalone signals
🔹[*b]Inputs you can customize
The script includes flexible controls such as:
- data granularity selection
- session timeframe selection
- profile level granularity
- multiple dollar-value transaction filters
- profile offsets
- bullish and bearish profile colors
- delta label visibility
- delta label sizing
[*b]Closing Notes
Large Order Delta Profile is built around one central idea: [*b]not all transaction sizes should be viewed the same way.
By splitting delta profiles across different dollar-value thresholds, the tool helps traders compare how smaller flow, larger flow, and extreme transaction activity behave during the same session.
Rather than asking only where volume occurred, this tool helps ask [*b]which size of activity created the imbalance, where it happened, and whether larger transaction flow told a different story from the broader market.
Thank you for checking it out!
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لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
نص برمجي مفتوح المصدر
بروح TradingView الحقيقية، قام مبتكر هذا النص البرمجي بجعله مفتوح المصدر، بحيث يمكن للمتداولين مراجعة وظائفه والتحقق منها. شكرا للمؤلف! بينما يمكنك استخدامه مجانًا، تذكر أن إعادة نشر الكود يخضع لقواعد الموقع الخاصة بنا.
Get Access To Our Tools: tradingiq.io
Subscribe For Daily Content: youtube.com/watch?v=Gx_cW29BUds
Subscribe For Daily Content: youtube.com/watch?v=Gx_cW29BUds
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.