Order Flow Lab V2 - Absorption & CVD Divergence
No README in this version.
Indicator
Outputs
| Output | Plot | Panel | Style |
|---|---|---|---|
delta | data only | default | |
cvd | data only | default | |
absorption_candidate | data only | default | |
absorption | data only | default | |
divergence | data only | default | |
buying_absorption | shape | overlay | color #22c55e |
selling_absorption | shape | overlay | color #ef4444 |
bullish_divergence | shape | overlay | color #f8c000 |
bearish_divergence | shape | overlay | color #f86800 |
Params
| Name | Default | Min | Max |
|---|---|---|---|
delta_window | 48 | 10 | 200 |
delta_spike | 2 | 1 | 6 |
atr_length | 14 | 2 | 100 |
max_range_atr | 0.8 | 0.2 | 2 |
max_body_atr | 0.3 | 0.05 | 1 |
min_imbalance | 0.25 | 0 | 1 |
close_side | 0.55 | 0.5 | 0.9 |
swing | 5 | 3 | 20 |
min_price_bps | 5 | 0 | 100 |
min_cvd_multiple | 1 | 0 | 10 |
Inputs
| Input | Source | Selection |
|---|---|---|
close | ohlcv | field close |
buy | trades | field volume, side BUY, missing zero |
sell | trades | field volume, side SELL, missing zero |
open | ohlcv | field open |
high | ohlcv | field high |
low | ohlcv | field low |
bar_t | time | field bar_open_sec |
Provenance
| ABI | wrun-1 |
|---|---|
| Source | not published |
| Version | Published | Note |
|---|---|---|
| 0.1.0 | Oct 17, 2026 |
| File | Size |
|---|---|
| om-package.json | 511 B |
| wrun/metadata.json | 5.0 KiB |
| wrun/module.wasm | 7.1 KiB |