Holographic Market Microstructure Indicator: Flow, Fractals, and Volume Zones

Summary

This indicator combines several chart-based measures under a configurable visual dashboard. It estimates buy and sell volume from each bar’s close position within its high-low range, cumulates the resulting imbalance, and compares it with a moving average. Other components flag wide, low-volume bars as possible liquidity voids; classify price and volume changes over a chosen lookback; identify fractal highs and lows; and summarize recent swing-level changes as a microtrend. A volume heat map bins bar volume by the midpoint price over a rolling window, while optional displays show structure lines, divergence markers, alerts, and a status table.

These are heuristic proxies calculated from bar data, not order-book observations or verified measures of institutional activity. The “smart money” labels are driven by price and volume rates of change, so they do not establish who traded or whether accumulation occurred. The code offers no trading rules, performance testing, or evidence that its signals predict future returns. Its visual complexity and configurable thresholds should not be mistaken for validation; users should inspect the calculations and data limitations before interpreting the labels.

Key ideas

• The order-flow estimate derives buying and selling pressure from close location within each bar’s range.
• A rolling heat map groups bar volume by midpoint price across a configurable number of price bins.
• Fractal swing points feed a simple comparison of recent highs and lows to label microtrend direction.
• Liquidity voids and price-volume divergence are defined by threshold rules applied to bar data.
• The indicator’s labels are heuristic proxies and do not verify order-book activity or institutional trading.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.