AMT Orderflow Profile + Imbalance Highlight + Dashboard

AMT Orderflow Profile + Imbalance Highlight + Dashboard
This indicator is a price-bin-based orderflow profile designed to expose where aggressive participation is concentrated and sustained, not just where volume traded.
Unlike traditional volume profiles that show where activity occurred, this script focuses on how volume behaved inside price, separating buying and selling pressure and highlighting only statistically dominant imbalance.
🔹 Why This Script Is Original
Most volume profiles and orderflow tools suffer from one or more of the following:
Single-bin imbalance noise
Repeating alerts from already-accepted imbalance
Visual imbalance that does not align with alerts
No distinction between fresh initiative vs historical volume
This script solves those issues by combining price-bin profiling, directional volume classification, and strict imbalance persistence rules into one unified model.
The result is a contextual orderflow tool, not a signal spammer.
🔹 How It Works (Concepts)
Price-Based Binning
The script divides the price range of the lookback window into fixed bins.
Directional Volume Separation
Buy volume: candles closing above open
Sell volume: candles closing below open
Bin-Level Imbalance Calculation
A bin is imbalanced only when one side controls a configurable percentage of total volume:
Side Volume ÷ (Buy + Sell Volume) ≥ Threshold
Persistence Requirement (Noise Filter)
Imbalance is only considered valid when it appears across 3 or more consecutive bins, filtering out isolated prints.
Fresh Print Enforcement
Alerts trigger only when imbalance first appears, never while it persists or after it has already been accepted by price.
🔹 Visual Output
Each bin is drawn as a horizontal box
Imbalanced bins display:
Bold borders
Highlighted background
Text label: BUY IMB or SELL IMB
Box width represents relative volume intensity
Alerts are mathematically locked to these visual labels, ensuring perfect alignment between what you see and what you’re alerted on.
🔹 How Traders Use It
This tool is best used for:
Identifying initiative buying or selling
Spotting absorption vs acceptance
Confirming auction direction within a larger framework
Providing orderflow context alongside VWAP, IB, CVD, or market structure
It is not intended as a standalone entry signal, but as a confirmation and context engine.
🔹 Alerts (Non-Repainting)
BUY alert → fresh 3+ bin buy-side imbalance
SELL alert → fresh 3+ bin sell-side imbalance
Alerts do not repeat unless imbalance fully disappears and reappears
⚠️ Notes
Candle-based volume (not tick footprint)
Non-repainting
Designed for futures and liquid markets
Best used with clean charts for clarity

リリースノート

🔥 Update: 3+ Stacked Imbalance Alert Engine Added
AMT Orderflow Profile + Imbalance Highlight + Dashboard
Version Update – Stacked Imbalance Detection

✅ What’s New
🔔 True 3+ Consecutive Imbalance Alerts
Alerts now trigger when 3 or more consecutive BUY or SELL imbalance bins are stacked.
Uses maximum streak detection logic (no false suppression).
Works reliably even during real-time recalculation.

⚙️ Optional Alert Mode
Added toggle:
Intrabar (real-time) alerts
Bar close only alerts
This allows traders to choose between early detection or confirmation-based execution.

🧠 Logic Improvement
Previous logic relied on “fresh print” state detection, which could suppress alerts if imbalance stacks persisted.
New logic:
Counts consecutive imbalance bins
Tracks maximum streak per bar
Fires alert whenever streak ≥ 3
No dependency on prior bar state
Result:
✔ Cleaner triggering
✔ More reliable notifications
✔ No missed stacked imbalances

📊 No Other Behavior Changed
Profile drawing remains identical
Bin resolution logic unchanged
Threshold logic unchanged
Dashboard unaffected
Only the alert engine was upgraded.

リリースノート

Imbalance Hold Alert Upgrade
This update introduces a major improvement to how imbalance signals are confirmed and traded.

✅ New Feature: Imbalance “Enter → Exit” Hold Alerts
Alerts are no longer based solely on imbalance detection or candle closes.
Instead, they now trigger based on real price interaction with imbalance zones:
🟢 Buy Hold Alert
A stacked BUY imbalance (3+ bins) forms
Price later returns into the imbalance zone
Buyers defend the zone
Price exits back above the imbalance zone
Alert triggers on that exit

🔴 Sell Hold Alert
A stacked SELL imbalance (3+ bins) forms
Price returns into the imbalance zone
Sellers defend the zone
Price exits back below the imbalance zone
Alert triggers on that exit

🎯 Why This Matters
This upgrade shifts alerts from:
❌ Detection-based signals (early, often noisy)
to
✅ Reaction-based confirmations (higher probability)
You are now alerted only when:
Price proves the imbalance is being defended
This aligns alerts with:
liquidity defense
orderflow confirmation
real participation (not just presence)

⚙️ Behavior Details
Alerts trigger after zone interaction + rejection, not on formation
Each setup only alerts once per imbalance cycle
Setups automatically expire after a configurable number of bars
Compatible with both real-time and bar-close alert settings

🧠 Trading Insight
This model is designed to capture:
“Enter → Trap → Exit” behavior
Which often represents:
trapped traders
absorbed liquidity
continuation fuel
🔧 No Changes To
Core imbalance detection logic
Profile visualization
Stacked imbalance alerts
Dashboard compatibility

リリースノート

— Imbalance Hold Alert Upgrade
✅ Improved Imbalance Exit Detection (Major Upgrade)
Refined the logic for imbalance hold alerts to ensure true confirmation of price rejection and continuation, eliminating premature or partial signals.
⚡ What Changed
🔹 Strict “Exit Back Out” Confirmation
Imbalance hold alerts now require price to fully exit the imbalance zone, rather than partially trading through it.
Buy Imbalance
Previous: Triggered if price touched above the zone
Now: Triggers only when the entire candle is fully above the imbalance zone
Sell Imbalance
Previous: Triggered if price touched below the zone
Now: Triggers only when the entire candle is fully below the imbalance zone
🎯 Why This Matters
This upgrade removes:
❌ False positives from wick-only reactions
❌ Partial exits that don’t confirm real strength
❌ Weak or noisy imbalance signals
And improves:
✅ Precision of imbalance “hold” confirmations
✅ Reliability of continuation setups
✅ Alignment with true orderflow aggression
🧠 Behavior Summary
The alert now follows a strict sequence:
Stacked Imbalance Forms (3+ bins)
Zone is Stored
Price Returns to Zone
Price Fully Exits the Zone
Alert Triggers Once
🔒 Cleaner Signal Logic
Ensures full candle displacement outside the imbalance zone
Filters out internal chop and inefficient reactions
Produces higher-quality, tradeable signals
⚙️ No Changes To
Core imbalance detection logic
Profile calculations
Visual structure and layout
Existing alert structure
🚀 Result
A more institutional-grade imbalance hold signal, focused on:
Real defense
Real continuation
Real conviction

リリースノート

When a buy imbalance zone is active and price first comes back into it, you get BUY IMB ENTERED
When a sell imbalance zone is active and price first comes back into it, you get SELL IMB ENTERED
Later, if price fully leaves the zone in the expected direction, you still get your existing exit confirmation alert

So now the flow is:
stack forms
entry alert
exit confirmation alert

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samb817

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samb817

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