openmarket
Delta tone / Delta / Absorption delta

Delta tone / Delta / Absorption delta

0.1.0 · Indicator · published 24 days ago · by @nabilsm86

Order Flow Suite — Trois détecteurs de flux d'ordres en un seul indicateur : Absorption (volume agressif absorbé sans mouvement de prix), Exhaustion (impulsion à court de volume) et Big Trades (blocs

No README in this version.

Indicator

Outputs

OutputPlotPanelStyle
delta_tonedata onlylowerdefault
deltahistogramlower2 colors, colored by delta_tone
absorption_deltahistogramlower2 colors, colored by delta_tone
absorption_gatedata onlylowerdefault
absorption_buyshapeoverlaycolor #f86800, where absorption_gate
absorption_sellshapeoverlaycolor #f8c000, where absorption_gate
box_topdata onlyoverlaydefault
box_bottomdata onlyoverlaydefault
absorption_box_gatedata onlyoverlaydefault
exhaustion_gatedata onlylowerdefault
exhaustion_levellineoverlaycolor #f97316, width 1, dotted
big_gatedata onlylowerdefault
big_buyshapeoverlaycolor #14b8a6, where big_gate
big_sellshapeoverlaycolor #ef4444, where big_gate
alert_absorptiondata onlylowerdefault
alert_exhaustiondata onlylowerdefault
alert_big_tradedata onlylowerdefault

Boxes

BoxTopBottomOffsetsPanelColor
absorption_boxbox_topbox_bottom-0.45 to 0.45, when absorption_box_gateoverlaycolor #f8a51a, opacity 0.1, border width 1

Params

NameDefaultMinMax
absorption_on101
delta_spike216
delta_window4810200
max_range_atr0.80.22
atr_length142100
exhaustion_on101
volume_ratio0.30.050.8
momentum_window102100
level_lifetime101100
big_trades_on101
big_usd_threshold100000010000050000000
big_bucket_min517

Inputs

InputSourceSelection
closeohlcvfield close
buytradesfield volume, side BUY, missing zero
selltradesfield volume, side SELL, missing zero
blockstrade_volume_by_size
highohlcvfield high
lowohlcvfield low
volumeohlcvfield volume

Provenance

ABIwrun-2
Sourcenot published
VersionPublishedNote
0.1.0Oct 9, 2026
FileSize
om-package.json716 B
wrun/metadata.json7.7 KiB
wrun/module.wasm9.0 KiB