Alpha Forge | Flow BUY SELL
Flow Persistence - Aurora Glass
Price movement and volume tell a more useful story when considered together.
Alpha Forge Flow Persistence combines a nonlinear price–volume pressure model, trend confirmation and directional efficiency in a long-only indicator. Its Aurora Glass presentation brings that analysis onto the chart through illuminated candles, a state-aware trend line, glass signal badges and a compact dashboard.
The indicator follows a clear sequence: identify a qualifying long setup, track the active long state, flag weakening flow and mark a confirmed trend exit.
**How the flow model works**
The model estimates directional pressure from the candle’s closing position within its high–low range, weighted by volume relative to a prior volume baseline.
It combines that pressure with the size of the candle’s price change relative to prior ATR. Nonlinear saturation limits the influence of extreme inputs, while a price-response correction allows a large price move to attenuate or reverse the resulting score.
The score therefore reflects an interaction between proxy pressure and price response. Volume alone does not determine the signal.
A short smoothing period produces the displayed Flow Pulse. Its scale runs approximately from −100 to +100. This is a model score, not a probability, confidence percentage or expected return.
The calculations use ordinary OHLCV data. The script does not measure actual aggressor buying and selling, identify institutional participants or access an order book.
**When a BUY appears**
With the default settings, a BUY requires all of the following:
- The indicator is flat and has sufficient valid price and volume history.
- Smoothed flow meets the positive threshold of +10, with active pressure.
- Relative volume meets the minimum participation requirement.
- Price closes above the 20-period trend EMA.
- Price closes above the broader 50-period EMA, and that EMA is higher than five bars earlier.
- Signed directional efficiency over 20 bars is at least 0.30.
- The waiting period following the previous SELL has completed.
The broader trend and efficiency requirements belong to the optional Trend / Range Entry Filter, enabled by default.
Once a BUY opens the indicator’s long state, additional BUY labels are suppressed until that state has closed. There is no pyramiding or repeated entry labeling while the same long remains active.
**Filtering sideways movement**
Directional efficiency compares net upward progress with the total distance traveled by closing prices.
For example, an efficiency reading of 0.30 means the net rise equals 30% of the total absolute close-to-close movement over the lookback window. A market moving repeatedly backward and forward can accumulate considerable movement while making little net progress.
This filter is designed to withhold entries when upward progress is insufficient. The rising broader EMA adds a separate trend requirement.
Both checks affect new BUY signals only. They do not postpone an existing long’s exit. All calculations use the current chart timeframe; the broader EMA is a longer average on that timeframe.
**When a SELL appears**
SELL is a long-exit signal. It does not open a short position.
By default, an active long closes after two consecutive confirmed candle closes below the 20-period trend EMA.
Weakening flow is handled separately. Sufficiently negative flow can place the dashboard into LONG / CAUTION while the price-based exit condition remains unmet. A caution state does not automatically generate a SELL.
After an exit, three complete candles must pass before another BUY becomes eligible.
**Reading the Aurora Glass display**
The visual layer preserves the chart’s actual open, high, low and close.
- **Glass candles:** Translucent body shading with illuminated outlines and wicks.
- **Candle colors:** Mint/cyan for upward bodies and rose/violet for downward bodies.
- **Luminosity:** Relative volume changes candle brightness. Brightness does not represent signal confidence.
- **Trend line:** Displays the confirmed trend EMA, with colors reflecting the indicator’s state.
- **Active cloud:** Highlights the indicator’s active long state.
- **Glass badges:** Mark confirmed BUY and SELL events.
The ribbon, cloud and glow are decorative. They are not stop levels, profit targets or execution prices. Candle color alone is not an entry instruction.
Glass Neon, Hollow Neon and Classic presentations are available. Recent-candle halos, badges, colors, dashboard position and other appearance settings can be adjusted independently.
**Dashboard and alerts**
The dashboard identifies the current operating state:
- **STANDBY:** No active long; waiting for qualifying conditions.
- **LONG ACTIVE:** The indicator’s long state remains open.
- **LONG / CAUTION:** Flow has weakened while the confirmed price exit remains unmet.
- **Rearming after exit:** The waiting period is still active.
It also displays Flow Pulse, the latest signal and the configured exit confirmation.
Separate BUY and SELL alert conditions are provided. Users must create their own TradingView alerts; use “Once Per Bar Close” to align notifications with confirmed signals.
**Signal timing and practical use**
Signals are committed at candle close. The forming candle’s appearance can change as price and volume update, but it does not generate a confirmed BUY or SELL before closing.
A historical signal marker is not proof of an execution at that candle’s closing price. The development convention for executable testing is the next available bar open after confirmation.
Use standard candlestick charts with reliable volume data. Begin with the defaults, review the dashboard’s waiting states and assess signal behavior across different market conditions before changing parameters.
The chart displays up to 240 recent signal badges. Additional candle halos are limited to recent bars; these drawing limits do not define the signal calculations.
**Limitations and research background**
Trend confirmation can delay entries, and the range filter can skip early reversals. Sideways-market signals and losing trades remain possible. The indicator does not supply position sizing, protective stop-loss orders or profit-target execution.
The current release is a research build. Its rules have been refined after reviewing development charts, and profitability has not been established through completed out-of-sample validation.
The analytical inspiration is Manuel Naviglio and Fabrizio Lillo’s 2026 paper, “Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models,” arXiv:2609.06085. This script is an original OHLCV adaptation with its own coefficients and trading rules. It does not run the paper’s neural network or reproduce its fitted results.
Price movement and volume tell a more useful story when considered together.
Alpha Forge Flow Persistence combines a nonlinear price–volume pressure model, trend confirmation and directional efficiency in a long-only indicator. Its Aurora Glass presentation brings that analysis onto the chart through illuminated candles, a state-aware trend line, glass signal badges and a compact dashboard.
The indicator follows a clear sequence: identify a qualifying long setup, track the active long state, flag weakening flow and mark a confirmed trend exit.
**How the flow model works**
The model estimates directional pressure from the candle’s closing position within its high–low range, weighted by volume relative to a prior volume baseline.
It combines that pressure with the size of the candle’s price change relative to prior ATR. Nonlinear saturation limits the influence of extreme inputs, while a price-response correction allows a large price move to attenuate or reverse the resulting score.
The score therefore reflects an interaction between proxy pressure and price response. Volume alone does not determine the signal.
A short smoothing period produces the displayed Flow Pulse. Its scale runs approximately from −100 to +100. This is a model score, not a probability, confidence percentage or expected return.
The calculations use ordinary OHLCV data. The script does not measure actual aggressor buying and selling, identify institutional participants or access an order book.
**When a BUY appears**
With the default settings, a BUY requires all of the following:
- The indicator is flat and has sufficient valid price and volume history.
- Smoothed flow meets the positive threshold of +10, with active pressure.
- Relative volume meets the minimum participation requirement.
- Price closes above the 20-period trend EMA.
- Price closes above the broader 50-period EMA, and that EMA is higher than five bars earlier.
- Signed directional efficiency over 20 bars is at least 0.30.
- The waiting period following the previous SELL has completed.
The broader trend and efficiency requirements belong to the optional Trend / Range Entry Filter, enabled by default.
Once a BUY opens the indicator’s long state, additional BUY labels are suppressed until that state has closed. There is no pyramiding or repeated entry labeling while the same long remains active.
**Filtering sideways movement**
Directional efficiency compares net upward progress with the total distance traveled by closing prices.
For example, an efficiency reading of 0.30 means the net rise equals 30% of the total absolute close-to-close movement over the lookback window. A market moving repeatedly backward and forward can accumulate considerable movement while making little net progress.
This filter is designed to withhold entries when upward progress is insufficient. The rising broader EMA adds a separate trend requirement.
Both checks affect new BUY signals only. They do not postpone an existing long’s exit. All calculations use the current chart timeframe; the broader EMA is a longer average on that timeframe.
**When a SELL appears**
SELL is a long-exit signal. It does not open a short position.
By default, an active long closes after two consecutive confirmed candle closes below the 20-period trend EMA.
Weakening flow is handled separately. Sufficiently negative flow can place the dashboard into LONG / CAUTION while the price-based exit condition remains unmet. A caution state does not automatically generate a SELL.
After an exit, three complete candles must pass before another BUY becomes eligible.
**Reading the Aurora Glass display**
The visual layer preserves the chart’s actual open, high, low and close.
- **Glass candles:** Translucent body shading with illuminated outlines and wicks.
- **Candle colors:** Mint/cyan for upward bodies and rose/violet for downward bodies.
- **Luminosity:** Relative volume changes candle brightness. Brightness does not represent signal confidence.
- **Trend line:** Displays the confirmed trend EMA, with colors reflecting the indicator’s state.
- **Active cloud:** Highlights the indicator’s active long state.
- **Glass badges:** Mark confirmed BUY and SELL events.
The ribbon, cloud and glow are decorative. They are not stop levels, profit targets or execution prices. Candle color alone is not an entry instruction.
Glass Neon, Hollow Neon and Classic presentations are available. Recent-candle halos, badges, colors, dashboard position and other appearance settings can be adjusted independently.
**Dashboard and alerts**
The dashboard identifies the current operating state:
- **STANDBY:** No active long; waiting for qualifying conditions.
- **LONG ACTIVE:** The indicator’s long state remains open.
- **LONG / CAUTION:** Flow has weakened while the confirmed price exit remains unmet.
- **Rearming after exit:** The waiting period is still active.
It also displays Flow Pulse, the latest signal and the configured exit confirmation.
Separate BUY and SELL alert conditions are provided. Users must create their own TradingView alerts; use “Once Per Bar Close” to align notifications with confirmed signals.
**Signal timing and practical use**
Signals are committed at candle close. The forming candle’s appearance can change as price and volume update, but it does not generate a confirmed BUY or SELL before closing.
A historical signal marker is not proof of an execution at that candle’s closing price. The development convention for executable testing is the next available bar open after confirmation.
Use standard candlestick charts with reliable volume data. Begin with the defaults, review the dashboard’s waiting states and assess signal behavior across different market conditions before changing parameters.
The chart displays up to 240 recent signal badges. Additional candle halos are limited to recent bars; these drawing limits do not define the signal calculations.
**Limitations and research background**
Trend confirmation can delay entries, and the range filter can skip early reversals. Sideways-market signals and losing trades remain possible. The indicator does not supply position sizing, protective stop-loss orders or profit-target execution.
The current release is a research build. Its rules have been refined after reviewing development charts, and profitability has not been established through completed out-of-sample validation.
The analytical inspiration is Manuel Naviglio and Fabrizio Lillo’s 2026 paper, “Explainable Deep Learning for Price-Trade Dynamics: From Black-Box Forecasts to Effective Parametric Models,” arXiv:2609.06085. This script is an original OHLCV adaptation with its own coefficients and trading rules. It does not run the paper’s neural network or reproduce its fitted results.
Discord: discord.gg/gnjf87QGmv
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Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.
Discord: discord.gg/gnjf87QGmv
Thông báo miễn trừ trách nhiệm
Thông tin và các ấn phẩm này không nhằm mục đích, và không cấu thành, lời khuyên hoặc khuyến nghị về tài chính, đầu tư, giao dịch hay các loại khác do TradingView cung cấp hoặc xác nhận. Đọc thêm tại Điều khoản Sử dụng.