AMT Orderflow Profile + Imbalance Highlight + Dashboard

The AMT Orderflow Profile + Imbalance Highlight + Dashboard indicator provides a price-bin-based order flow profile designed to identify where aggressive participation is concentrated and sustained within a specific lookback window.

Usage

The tool is primarily used to distinguish between standard trading activity and statistically dominant buying or selling pressure. By separating volume into directional components based on candle closes, traders can identify "Initiative" movements where aggressive participants are driving price.

Key usage scenarios include:

• Spotting Absorption vs. Acceptance: Observing how price reacts when it returns to a previously high-volume or imbalanced bin.
• Confirming Auction Direction: Using the imbalance stacks to confirm the directional bias within a larger market structure framework.
• Order Flow Context: Providing a granular view of participation alongside other tools like VWAP, Initial Balance (IB), or Cumulative Volume Delta (CVD).

Details

The script functions by dividing the price range of the lookback window into fixed bins. It calculates "Buy Volume" (candles closing above open) and "Sell Volume" (candles closing below open) for each bin.

An imbalance is identified only when one side controls a user-defined percentage (threshold) of the total volume within that bin. To filter out market noise, the script employs a persistence requirement: an imbalance is only highlighted and alerted when it appears across three or more consecutive bins. This ensures that only significant "stacks" of aggressive activity are brought to the trader's attention.

Settings

• Profile Type: Choose between "Comparison" and "Net Order Flow" display modes.
• Profile Lookback: Sets the number of bars used to calculate the order flow profile.
• Profile Resolution: Determines the number of vertical price bins.
• Profile Horizontal Scale/Offset: Adjusts the visual width and positioning of the profile on the chart.
• Bin Imbalance Threshold: The percentage (0.6 to 0.95) required for one side to be considered "imbalanced."
• Alert Only On Bar Close: When enabled, triggers alerts only after the candle has confirmed.
• Enable Imbalance Hold Alerts: Activates tracking for when price re-enters and exits imbalance zones.
• Bars To Track Hold Setup: Defines the lookback period for tracking price interaction with identified imbalance zones.

FAQ

How do I interpret the visual bins?

Each bin is a horizontal box where width represents relative volume intensity. Imbalanced bins are distinguished by bold borders, highlighted backgrounds, and "BUY IMB" or "SELL IMB" labels.

Are the alerts non-repainting?

Yes, the alerts are mathematically locked to the visual labels and do not repaint once a bar is confirmed.

How can I access this tool?

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