Order Flow 3D Delta Profile [LuxAlgo]

The Order Flow 3D Delta Profile indicator provides a spatial visualization of volume delta distribution across a specified lookback period, using 3D extrusion to represent market depth and intensity.

🔶 USAGE

The indicator projects a 3D volume profile onto the chart, allowing traders to identify price levels with significant buying or selling pressure. Unlike traditional 2D profiles, this tool uses depth and perspective to highlight the relationship between price, volume, and time.

🔹 Value Area and POC
The script identifies the Point of Control (POC) as the price level with the highest total volume, rendered in a distinct color. The Value Area (VA) highlights the price range where a user-defined percentage of total volume (default 70%) occurred. Bins outside the Value Area are darkened to emphasize the core trading zone.

🔹 Profile Alignment and Placement
Users can customize the spatial arrangement of the profile:

• Placement: Choose to overlay the profile directly "On Candles" or position it to the "Right of Price" for a clearer view of current price action.
• Alignment: Set the profile to "Center" to see delta split (bullish volume to the right, bearish to the left), or "Left/Right" to see unified volume bars.

🔹 3D Perspective
The "3D Options" allow for full control over the visual tilt. Adjusting the X and Y Extrusion Depths changes the angle of the "blocks," providing a pseudo-3D effect that can help distinguish overlapping price levels.

🔹 Volume Anomaly Highlights
When enabled, the indicator identifies individual candles with abnormally high volume (based on a multiplier of the average). These candles are highlighted with a glowing effect and a "3D Laser Beam" that connects the candle directly to its corresponding price level in the profile.

🔶 DETAILS

The script calculates volume distribution by dividing the high-low range of the lookback period into "Buckets." Each candle's volume within the period is assigned to a bucket based on its median price.

The 3D effect is constructed using polylines to create front, side, and top faces for every volume bin. The drawing order is dynamically managed based on the Y-tilt (drawing bottom-to-top or top-to-bottom) to ensure correct visual layering and occlusion.

🔶 SETTINGS

🔹 General

• Length: The number of historical bars included in the profile calculation.
• Buckets: The number of price rows (bins) used to divide the vertical range.
• Value Area %: The percentage of total volume used to calculate the Value Area.

🔹 Profile Setup

• Profile Alignment: Determines if volume is centered or pinned to a side.
• Profile Placement: Determines the horizontal location of the profile.
• Profile Width Scale: Controls the maximum horizontal width of the volume bins.

🔹 3D Options

• Extrusion Depth X/Y: Controls the horizontal and vertical tilt of the 3D perspective.
• Show Bounding Box: Draws a 3D wireframe around the range of the profile.

🔹 Visuals

• Highlight High Vol Candles: Enables the glow and connection beams for volume anomalies.
• Anomaly Threshold: The multiplier applied to average volume to identify an anomaly.

🔹 Style

• POC Color: Color used for the Point of Control.
• Bull/Bear Colors: Colors representing positive and negative volume delta.
• Border Color: The color of the 3D block edges and bounding box.