OPEN-SOURCE SCRIPT
Aggressive Order Flow
This is a candle coloring indicator that combines aggregated Open Interest (OI) across multiple perpetual futures feeds with per-candle Volume Delta to identify whether price movement is backed by real orderflow conviction.
How it works
On each candle, the indicator checks two conditions:
OI direction — aggregated OI across up to 5 user-defined perpetual futures feeds is summed. If the combined OI grew by more than the defined threshold, OI is considered increasing.
Delta direction — lower timeframe volume is broken down into buying and selling pressure per bar. If net delta is positive, buy pressure increased
🟢 Green — OI increasing + positive delta. New money entering the market on the buy side. Bullish conviction.
🔴 Red — OI increasing + negative delta. New money entering the market on the sell side. Bearish conviction.
⬜ Grey — OI flat or decreasing. Movement is likely driven by existing positions being closed rather than new commitment. Low conviction.
Settings
Up to 5 perpetual futures tickers for OI aggregation, set them to spot to disable.
OI change threshold (%) to filter out noise, higher % means more OI added.
Stat Box
A table displayed in the top right corner shows the aggregated OI across chosen feeds now vs N candles ago, with the absolute and percentage change over that window. Only active ticker slots are included in the calculation.
Notes
The stat box is not necessary, you can disable it.
If you want to disable a ticker, set it to spot.
How it works
On each candle, the indicator checks two conditions:
OI direction — aggregated OI across up to 5 user-defined perpetual futures feeds is summed. If the combined OI grew by more than the defined threshold, OI is considered increasing.
Delta direction — lower timeframe volume is broken down into buying and selling pressure per bar. If net delta is positive, buy pressure increased
🟢 Green — OI increasing + positive delta. New money entering the market on the buy side. Bullish conviction.
🔴 Red — OI increasing + negative delta. New money entering the market on the sell side. Bearish conviction.
⬜ Grey — OI flat or decreasing. Movement is likely driven by existing positions being closed rather than new commitment. Low conviction.
Settings
Up to 5 perpetual futures tickers for OI aggregation, set them to spot to disable.
OI change threshold (%) to filter out noise, higher % means more OI added.
Stat Box
A table displayed in the top right corner shows the aggregated OI across chosen feeds now vs N candles ago, with the absolute and percentage change over that window. Only active ticker slots are included in the calculation.
Notes
The stat box is not necessary, you can disable it.
If you want to disable a ticker, set it to spot.
开源脚本
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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。
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。