Ultimate Institutional Order Flow Pro [Pointalgo]Ultimate Institutional Order Flow (UIOF Pro)
Ultimate Institutional Order Flow (UIOF Pro) is a multi-component market analysis indicator designed to study order flow behavior, liquidity interaction, volatility structure, and session-based participation.
It integrates several commonly used market structure and order-flow concepts into a single visual framework.
This script focuses on context and alignment, not on isolated signals.
Core Objective
The indicator aims to identify areas where price, volume, liquidity, and structure appear aligned in the same direction.
It does this by combining:
VWAP behavior
Volume participation
Cumulative delta analysis
Liquidity pool interaction
Order blocks and fair value gaps
Market structure shifts
Session and higher-timeframe confirmation
VWAP & Volatility Framework
Calculates VWAP using session, weekly, or monthly anchors.
Optional VWAP standard-deviation bands visualize price dispersion.
VWAP slope and price position are used to classify directional bias.
VWAP is treated as a dynamic equilibrium reference rather than a signal.
Cumulative Volume Delta (CVD)
Estimates buy and sell pressure based on intrabar price movement.
Tracks cumulative delta and a smoothed delta average.
Uses delta change normalization to highlight abnormal activity.
Detects potential delta divergences when price and participation differ.
CVD is used to assess whether participation supports or contradicts price movement.
Liquidity Zones & Sweeps
Identifies recent swing highs and lows as potential liquidity pools.
Tracks buy-side and sell-side liquidity areas.
Flags conditions where price sweeps liquidity beyond recent extremes.
Liquidity interaction is treated as context, not prediction.
Order Blocks
1. Detects potential bullish and bearish order blocks using:
Candle structure
Volatility thresholds
Volume confirmation
2.Highlights areas where strong participation followed opposing price movement.
Order blocks are visual reference zones and do not imply guaranteed reactions.
Fair Value Gaps (FVG)
Identifies imbalance zones where price moves without overlapping structure.
Filters gaps using ATR-based size conditions.
Visual shading is used to highlight imbalance areas.
These zones may represent inefficient price movement requiring further interaction.
Volume Profile & Point of Control (POC)
Builds a simplified volume profile over a configurable lookback window.
Determines the price level with the highest traded volume (POC).
POC is used as a reference for acceptance or rejection behavior.
Market Structure
Evaluates recent highs and lows to identify structure breaks.
Classifies directional structure as bullish, bearish, or neutral.
Structure is used as a directional filter rather than a trigger.
Multi-Timeframe Confirmation
Optional higher-timeframe confirmation aligns lower-timeframe behavior with broader context.
Prevents analysis from relying on isolated timeframe conditions.
Session Filtering
1. Allows analysis to be limited to specific trading sessions.
2. Helps reduce signals during low-participation periods.
3. Session logic affects signal eligibility, not calculations.
Signal Logic
Signals are generated only when multiple independent conditions align, including:
Liquidity interaction
Order block presence
VWAP bias
Delta confirmation
Structure alignment
Volume participation
Optional higher-timeframe confirmation
Active trading session
Strong continuation conditions are also highlighted when price, volume, and participation remain aligned.
Signals represent confluence states, not trade instructions.
Dashboard Summary
A real-time dashboard summarizes:
VWAP bias and slope
CVD strength and direction
Delta behavior
Market structure state
Higher-timeframe context
Volume conditions
Liquidity pool counts
Session activity
This provides a high-level snapshot of market conditions without manual calculation.
Alerts are available for:
Institutional alignment conditions
Strong continuation pressure
Liquidity sweeps
Delta divergences
Alerts are informational and reflect internal indicator states only.
Usage Notes
Designed for analytical interpretation and market study.
Best used alongside price action and risk management methods.
Performance depends on instrument liquidity and volume quality.
All visual elements can be individually enabled or disabled.
Disclaimer
This script is provided for educational and analytical purposes only.
It does not provide financial, investment, or trading advice.
All outputs should be independently verified before making trading decisions.
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