registry / @backquant / orderflow-imbalance

Orderflow Imbalance measures buy versus sell pressure at the top of the orderbook. At each bar, it calculates the change in bid size within the chosen depth minus the change in ask size. Positive v

1.0.0 · published 2026-07-07 · 1 version · 795 installs

Permissions

Pure data: no permissions, nothing executes.

Versions

Report this package