Book imbalance / Bull gate / Bear gate
No README in this version.
Indicator
Outputs
| Output | Plot | Panel | Style |
|---|
book_imbalance | histogram | lower | color #38bdf8 |
imbalance_z | data only | lower | default |
vol_ratio | histogram | lower | color #f59e0b |
bull_gate | data only | lower | default |
bear_gate | data only | lower | default |
vol_up_gate | data only | lower | default |
vol_down_gate | data only | lower | default |
bull_absorption | shape | overlay | color #22c55e, where bull_gate |
bear_absorption | shape | overlay | color #ef4444, where bear_gate |
vol_up_bubble | shape | overlay | color #f59e0b, where vol_up_gate |
vol_down_bubble | shape | overlay | color #a855f7, where vol_down_gate |
Params
| Name | Default | Min | Max |
|---|
depth_pct | 1 | 0.1 | 10 |
wick_ratio | 0.45 | 0.1 | 0.9 |
imbalance_threshold | 20 | 5 | 90 |
min_z | 1 | 0 | 4 |
persist_bars | 2 | 1 | 10 |
baseline_len | 50 | 10 | 300 |
atr_len | 14 | 5 | 100 |
min_range_atr | 0.8 | 0 | 3 |
min_rel_volume | 1.2 | 0 | 5 |
min_liquidity | 0.5 | 0 | 2 |
cooldown_bars | 3 | 0 | 20 |
vol_bubble_x | 2.5 | 1.5 | 6 |
Inputs
| Input | Source | Selection |
|---|
close | ohlcv | field close |
volume | ohlcv | field volume |
book | book | |
open | ohlcv | field open |
high | ohlcv | field high |
low | ohlcv | field low |
Provenance
| Version | Published | Note |
|---|
| 0.1.5 | Oct 11, 2026 | |
| 0.1.4 | Oct 11, 2026 | |
| 0.1.3 | Oct 11, 2026 | |
| 0.1.2 | Oct 11, 2026 | |
| 0.1.1 | Oct 11, 2026 | |
| 0.1.0 | Oct 11, 2026 | |
| File | Size |
|---|
| om-package.json | 536 B |
| src/indicator.ts | 10.1 KiB |
| wrun/metadata.json | 7.3 KiB |
| wrun/module.wasm | 5.5 KiB |