orderflow profile overlay

Integrated volume and delta profile overlay on price charts, signed color modes, and custom session alignments.

The Orderflow Profile Overlay renders horizontal volume and delta distributions directly over the primary price chart in the Orderflow package.

Key Capabilities

Volume & Delta Profiles: Toggle between raw classified volume and net delta exposure distributions across strike prices.
Signed Color Modes: Dynamically color bars based on net signed transactions (bullish vs bearish delta) or use standard theme colors.
Profile Alignment: Position the profile overlay on the left or right of the primary chart to suit your visual layout.
Session Range Slicing: Calculate profile distributions across the full trading day or restrict to custom intraday time windows.

High Volume Nodes (HVNs): Price levels with concentrated trading activity. These act as fair-value consensus areas where price often consolidates.
Low Volume Nodes (LVNs): Price levels where volume drops sharply. Price tends to reject or accelerate rapidly through these transition zones.
Delta Imbalance Clusters: Strikes with disproportionate positive or negative delta indicate institutional accumulation or liquidation.