Order Imbalance / Volume Regime
A buy-versus-sell volume imbalance proxy using the up-bar / down-bar (tick) rule when level-1 order data is unavailable, plus a percentile-rank regime of total traded volume. Highlights directional pressure and activity bursts. It does NOT generate buy or sell signals.
What it shows
- Cumulative buy-minus-sell volume imbalance over a window, normalised to [-1, 1]
- Volume percentile rank
- Volume regime (Quiet / Normal / High / Burst)
Honest by design
- No buy/sell signals. The imbalance is a descriptive pressure proxy, not a directional call.
- Non-repainting: backward-looking sums on confirmed bars.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
What it shows
- Cumulative buy-minus-sell volume imbalance over a window, normalised to [-1, 1]
- Volume percentile rank
- Volume regime (Quiet / Normal / High / Burst)
Honest by design
- No buy/sell signals. The imbalance is a descriptive pressure proxy, not a directional call.
- Non-repainting: backward-looking sums on confirmed bars.
Open-source and MIT licensed.
Disclaimer: impersonal educational and analytics tool. This is not investment advice, not a personalised recommendation, and carries no performance guarantee. Past results do not predict future results. You are solely responsible for your own trading decisions.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.