Vortex Imbalance Detector

Vortex Imbalance Detector (VID)

Core Purpose:
To spot "fresh" institutional order flow entering the market, aiming to catch the early stage of a potential reversal driven by an imbalance between aggressive buyers and sellers.

It looks for moments when a surge in buying or selling pressure coincides with a sharp acceleration in price momentum at a market extreme.

The Vortex Imbalance Detector identifies high-probability reversal points by detecting simultaneous shifts in order flow (buy/sell pressure) and price momentum acceleration.

What It Does:
Order Flow Proxy: Creates a cumulative delta-like metric using price action (body vs. range) to estimate net buying or selling pressure.

Momentum Vortex: Calculates price acceleration (the rate of change of velocity) to gauge the force behind a move.

Imbalance Signal: Triggers when both conditions align:

Flow Flip: The order flow proxy crosses above/below zero with significant strength (exceeding a threshold).

Vortex Reversal: The momentum acceleration confirms the direction (positive for buys, negative for sells).

Price Extreme: The signal occurs at a recent low (for buys) or high (for sells).

Output:
Buy Signal (▲): A bullish order flow imbalance with upward momentum acceleration at a short-term low.

Sell Signal (▼): A bearish order flow imbalance with downward momentum acceleration at a short-term high.