Orderflow Feed

Orderflow Feed Indicator
This Pine Script indicator provides real-time orderflow analysis by displaying buying and selling volume data in a structured table format on your TradingView chart.

What It Does
The indicator creates a volume orderflow table that tracks and displays:

• Buy Volume: Aggressive buying volume (market orders hitting asks)
  
• Sell Volume: Aggressive selling volume (market orders hitting bids)
  
• Volume Delta: Net difference between buy and sell volume
  
• Price Levels: The prices where these volumes occurred
  
• Cumulative Totals: Running totals of all buy/sell volume
  

Key Features
📊 Real-Time Volume Tracking

• Monitors volume data at configurable timeframes (default: 1-second)
  
• Distinguishes between aggressive buying vs. selling pressure
  
• Calculates volume delta (buy volume - sell volume)
  

📋 Dynamic Table Display
Shows the most recent orderflow data (default: 15 rows)
Table Columns:

• Buy: Volume of aggressive buy orders
  
• Price: Price level for buy orders
  
• Delta: Net volume difference
  
• Price: Price level for sell orders
  
• Sell: Volume of aggressive sell orders
  

🎨 Visual Highlighting

• High Volume Highlighting: Rows with volume above threshold get colored backgrounds
  
• Delta Coloring: Green for positive delta, red for negative delta
  
• Chart Background:
  

  Green when buying pressure dominates overall
  Red when selling pressure dominates overall

📍 Customizable Display

• Table Position: Configurable placement (9 positions available)
  
• Row Count: Adjustable number of historical rows (3-100)
  
• Volume Threshold: Customizable high-volume highlighting
  

How It Works

• Data Collection: Uses TradingView's volume analysis to separate buy vs. sell volume
  
• Real-Time Updates: Continuously updates with new orderflow data
  
• Cumulative Analysis: Tracks running totals to identify overall market bias
  
• Visual Signals: Provides immediate visual feedback on market pressure
  

Use Cases

• Scalping: Identify short-term buying/selling imbalances
  
• Order Flow Trading: Track institutional activity and market microstructure
  
• Confirmation Tool: Validate breakouts with volume-based evidence
  
• Market Sentiment: Gauge real-time market bias and momentum shifts
  

Signal Interpretation

• Positive Delta + Green Background: Strong buying pressure
  
• Negative Delta + Red Background: Strong selling pressure
  
• High Volume Rows: Significant institutional or large trader activity
  
• Cumulative Totals: Overall session bias toward buyers or sellers
  

This indicator is particularly useful for day traders and scalpers who need to understand the underlying orderflow dynamics driving price movement.