openmarket
Delta/OI Divergence

Delta/OI Divergence

0.1.0 · Indicator · published 10 days ago · by @jimwang007

Marks the order-flow fights a candle hides: aggressive volume absorbed by the close, price vs open-interest divergence, and buy or sell volume peaks trapped inside wicks.

No README in this version.

Indicator

Outputs

OutputPlotPanelStyle
g_bear_absdata onlyoverlaydefault
g_bull_absdata onlyoverlaydefault
g_oi_coverdata onlyoverlaydefault
g_oi_newshortdata onlyoverlaydefault
g_poc_buy_cdata onlyoverlaydefault
g_poc_buy_sdata onlyoverlaydefault
g_poc_sell_cdata onlyoverlaydefault
g_poc_sell_sdata onlyoverlaydefault
g_poc_anydata onlyoverlaydefault
bear_absshapeoverlaycolor #f97316, width 11, where g_bear_abs
bull_absshapeoverlaycolor #22c55e, width 11, where g_bull_abs
oi_covershapeoverlaycolor #eab308, width 9, where g_oi_cover
oi_newshortshapeoverlaycolor #a855f7, width 9, where g_oi_newshort
poc_buy_cshapeoverlaycolor #facc15, width 9, where g_poc_buy_c
poc_buy_sshapeoverlaycolor #facc15, width 9, where g_poc_buy_s
poc_sell_cshapeoverlaycolor #ef4444, width 9, where g_poc_sell_c
poc_sell_sshapeoverlaycolor #ef4444, width 9, where g_poc_sell_s

Params

NameDefaultMinMax
window11200
vol_auto101
vol_ref1005250
vol_k1.20.110
vol_min1000000
delta_share0.1501
px_eps0010
px_min0.3020
oi_min0.3020
show_abs101
show_oi101
show_poc101
wick_min200100
poc_shape0

Inputs

InputSourceSelection
pxohlcvfield close
buytradesfield volume, side BUY
selltradesfield volume, side SELL
oioifield close
vpvolume_profilemissing empty
openohlcvfield open
highohlcvfield high
lowohlcvfield low
bar_ttimefield bar_open_sec

Provenance

ABIwrun-2
SourceRuns on OpenMarket's servers; not downloadable
VersionPublishedNote
0.1.0Oct 24, 2026