Liquidity Structure & Order Flow

Liquidity Structure & Order Flow shows where the market is heavy, who is aggressive inside that weight, and where price can slip fast. A lookback volume profile sets the value area (VAH to VAL) and point of control, mapping the clustered liquidity that anchors levels; a backdrop colors each price bin by EMA-smoothed delta flow; and the widest void (the longest run of bins under 15% of POC volume) is flagged as the low-friction lane.

How to Trade the Liquidity Structure & Order Flow?

• Value area as regime: inside VAH–VAL the market is balanced and range tactics apply; a break beyond it signals imbalance and often a fresh trend leg.
• Absorption at the edges: strong delta into a value-area edge without follow-through suggests passive orders defending the level: reversal or fake-breakout risk.
• Widest void as target: price tends to cross it quickly toward the next high-liquidity node: natural breakout targets and take-profit zones.
• Unusual Volume Bubbles: volume Z-scored against a 200-period baseline prints as deviation-scaled bubbles; extremes at the POC, VAH/VAL, or swing points strengthen the reaction case.
• Volume ribbons: cumulative curves above (red) and below (green) the midpoint show which side of the range is heavier.

Liquidity Structure & Order Flow Settings

• Lookback Period: bars feeding the volume profile.
• Weight Recent Volume: tilts the profile toward fresh activity.
• Value Area %: the share of volume the value area contains.
• Profile Smoothing: reduces heatmap noise.
• Show Volume Delta Panel / Delta Intensity / Delta Smoothing Length: the delta backdrop's toggle, saturation, and EMA length.
• Sensitivity (Z-Score) with Min/Max Bubble Size: bubble trigger threshold and visual scaling.
• Show Heatmap, Highlight Widest Void, Curves X-Offset, Dashboard: display layers, with the dashboard reporting Mass Skew, Distance to POC, and Aggregated Delta.

Frequently Asked Questions

Which trading styles does it suit?

How does it differ from the Liquidity Delta Profiler?

How do I access Liquidity Structure & Order Flow?