Bal - ImBal MAP

Bal – ImBal MAP
Market Balance, Imbalance & Price Discovery Tool
Bal – ImBal MAP is a market structure framework built on Market Balance, Market Imbalance, and Price Discovery concepts.
It is designed for all commodity futures and equities, where price continuously alternates between acceptance, imbalance, and discovery.
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What is Bal – ImBal MAP?
Bal – ImBal MAP is a contextual market structure tool, It helps traders objectively identify:
1. Market Balance (Acceptance)
2. Market Imbalance (Initiative Activity)
3. Price Discovery (Expansion / Trend Phase)
It is especially effective on:
• Futures (ES, NQ, CL, GC, ZB, etc.)
• Highly liquid equities and indices
• Any auction-based market
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Market Balance (BAL)

Market Balance occurs when price is accepted by both buyers and sellers, resulting in two-sided trade.
Balance Area Mapping
The tool:
• Draws Balance Areas using blue lines
• Clearly marks:
o Upper Balance Limit
o Lower Balance Limit
• When a balance area shifts:
o Visually indicates whether the shift is bullish or bearish
o Applies color-coded Balance Area Shifts (BA Shift) based on direction
Balance areas represent value acceptance zones, where mean-reversion behavior dominates.
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Market Imbalance (IMBAL)

Market Imbalance begins when one side takes control, breaking acceptance and initiating directional movement.
Imbalance Conditions
Imbalance is identified by:
• Break of the balance range
• Break of Buyside Passive Orders
• Break of Sellside Passive Orders
• Reversal from either side when price fails to break:
o Buyside Passive Orders
o Sellside Passive Orders
These events signal a transition from responsive behavior to initiative activity.
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Price Discovery (DISCOVERY)

Price Discovery is the process of exploring new value, where no prior market reference exists and price operates outside established balance areas.
Discovery Identification & Management
The tool is designed to:
• Identify when price is in discovery
• Detect when discovery ends
• Determine when a new Balance or Imbalance forms
• Support both:
o Continuation trades during discovery
o Reversion trades once discovery exhausts
Visual Representation
• Blue-colored boxes mark the Price Discovery phase
• As market flow becomes clearer, box colors dynamically change:
o Light Green → Bullish discovery
o Pink → Bearish discovery
This visual shift helps assess:
• Directional conviction
• Strength of initiative activity
• Transition back into Balance or Imbalance
Discovery Reference Lines (Extended Levels)
• After discovery, the tool extends key reference lines
• These act as decision points for:
o Breakout continuation
o Retracement entries
o Reversal target zones
• Lines are plotted as:
o Bold Green (bullish discovery)
o Bold Red (bearish discovery)
These levels define:
• Risk management zones
• Continuation confirmation
• Potential exhaustion and reversal areas
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Point of Balance (POB)

The Point of Balance (POB) represents the price level of maximum acceptance, where buyers and sellers are most actively engaged.
POB Visualization
• Displayed as a yellow horizontal line
• Automatically labeled at the active balance level
• Updates dynamically as balance evolves
Market Significance
The POB acts as the core reference point for:
• Buyer and seller presence
• Key auction activity
• Acceptance vs rejection behavior
POB – Market Gravity Concept
The POB acts as the gravitational center of the Bal–ImBal MAP.
Unless strong initiative activity is present, price tends to:
• Rotate back toward the POB
• Rebalance around value
• Re-establish two-sided trade
This makes POB critical for:
• Mean reversion during imbalance
• Measuring directional conviction when price moves away from value
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IM Mark – Imbalance Candles

The IM Mark identifies imbalance candlessignalinginitiative activity.
Logic
An IM Mark appears when:
• A candle shows imbalance relative to recent candles
• Activity and directional intent increase
Contextual Significance
• Inside balance → early initiative / potential imbalance
• Outside balance or discovery → strong directional imbalance and continuation
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Bar Colors – Trend & Market Movement Identification
Bars use three intensity levels for both directions:
Bullish (Green)
• Light → Low buyer participation
• Normal → Moderate participation
• Bold → Strong initiative buying
Bearish (Red)
• Light → Low seller participation
• Normal → Moderate participation
• Bold → Strong initiative selling
Bar colors reveal:
• Participation strength
• Movement quality
• Initiative vs responsive behavior
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Buyside&Sellside Passive Orders

Key liquidity zones where institutions / large participants are positioned.
Visual Marking
• Color-coded labels
• Matching boxes
• Extended horizontal lines
Imbalance Logic
• Break → liquidity consumed, continuation likely
• Failure → defended liquidity, reversal or rotation expected
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Pivot Points – Trend & Reversal Reference
• Marked with bold black arrows
• Identify key swing highs and lows
Trend Logic
• Trend remains intact until a pivot is broken
Reversal Significance
• Pivot breaks confirm:
o Trend reversal
o Failure of continuation
o Shift back into balance
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Why the Script Is Closed-Source
Bal – ImBalance MAP uses a custom, self-protected market-structure framework combining balance mapping, imbalance detection, and discovery sequencing.
It includes proprietary logic for:
• Balance area shifting
• Passive order detection
• IM candle validation
• Discovery tracking
• POB gravity modeling
• Pivot-based trend validation
• Participation and initiative filters
To protect this original methodology from duplication and reverse-engineering, the source code is intentionally closed-source, ensuring consistency, integrity, and performance.