Order Flow: Structural Sniper [Profile + Signals]

The Order Flow: Structural Sniper [Profile + Signals] indicator provides a comprehensive framework for analyzing market structure and volume distribution to identify high-probability trading opportunities. It combines dynamic pivot detection, volume-weighted fair price analysis, and real-time volume profiling to visualize where institutional participants are most active.

Usage

The indicator provides visual context and actionable signals based on volume dynamics:

• Market Context: Use the dynamically anchored profile on the right side of the chart to identify High Volume Nodes (HVN) and Low Volume Nodes (LVN). HVNs act as magnets or barriers, while the yellow HMA line serves as a trend "spine" for support and resistance.
• Structural Signals (AGR): These "Aggression" signals (marked with triangles) appear when the price retraces to a value zone (near the anchored VWAP), rejects it with high volume, and closes in the trend's direction. Use these for trend continuation or pullback entries.
• Absorption Signals (ABS): Marked with a cross, these signals indicate potential reversals. A bullish ABS occurs when price makes a new local low on high volume but closes bullishly, suggesting passive buyers have "absorbed" the selling pressure.
• Trend Filters: Use the colored Hull Moving Average (HMA) and the 200/233 EMAs to confirm the overall market bias before taking a signal.

Details

The script operates on three core technical layers:

1. Pivot Detection: Identifies significant swing highs and lows to determine market bias and anchor the volume calculations.
2. Anchored VWAP: Automatically calculates the fair price starting from the most recent confirmed pivot, providing a dynamic institutional reference point.
3. Split Delta Profile: The right-aligned volume profile estimates buy/sell volume (Delta) based on price action and bar volume. The intensity of the histogram bars reflects volume density, highlighting zones of liquidity and interest.

Settings

Market Structure

• Pivot Sensitivity: Sets the length used for detecting swing highs and lows.

Visuals

• Show Pivot Lines: Toggles the visibility of horizontal lines extending from detected pivots.
• Profile Resolution: Adjusts the number of rows in the volume histogram for more or less detail.
• Width Factor: Controls the horizontal length of the volume profile bars.

Value Zones

• Show POC/VA: Toggles the Point of Control (Red line) and Value Area High/Low (Blue lines).
• Value Area Percentage: Defines the percentage of total volume included in the Value Area (default is 70%).

Signals & Volume

• Volume Multiplier: Adjusts the threshold for what is considered "high volume" for signal generation.
• Show Signals: Toggles the AGR and ABS signal labels on the chart.

FAQ

How do I interpret the AGR vs ABS signals?

AGR signals represent aggressive trend continuation where one side of the market is overwhelming the other. ABS signals represent market exhaustion or "traps" where aggressive participants are being absorbed by passive limit orders, often leading to reversals.

Why does the profile change when a new pivot is formed?

The script uses an "Anchored" methodology. When a new structural pivot is confirmed, the analysis (VWAP and Profile) resets to that point to ensure you are viewing the data relative to the current market swing rather than outdated price action.

How can I access Order Flow: Structural Sniper [Profile + Signals]?

You can get access on the LuxAlgo Library for charting platforms like TradingView, MetaTrader (MT4/MT5), and NinjaTrader for free.