Community scripts
Order-flow indicators built by traders on the real order book, trades, delta and liquidations. Open source, free to use on Depth, and free to copy with credit.
{ } Write a script ◆ Trading ideas Script Rules
Draws trendlines through swing highs (sell side) and swing lows (buy side) that have at least 3 touch points. Every touch is marked T1, T2, T3 and so on. Lines that are still intact run to the live bar and are solid. Lines that price has already closed through stop at the break and are dashed.
Puts a dot on the chart at the time and price of every large liquidation, colored by whether longs or shorts were closed by force.
Marks bars where heavy market selling did not push price down, or heavy buying did not push it up: a sign that resting orders absorbed the aggressive side.
A histogram under the chart with the real delta of every bar, the taker buy volume minus the taker sell volume, plus an average of it.
Draws the largest resting bid and ask in the live order book near the current price, with their size, and a small table with the book imbalance.
Two exponential moving averages on price, and a marker at every cross that shows whether real buying or real selling dominated the bar where the cross happened.