LiveDeltaAddon — Signal Guide

Single-row imbalances

SellPriceBuy

5102

5101

5100

5099

5098

5097

Imbalance BuyImbalance Sell

At a given price level, one side dominates the other by a large factor. A buy imbalance means aggressive buyers absorbed everything — far more contracts traded at the ask than the bid. A sell imbalance is the opposite.

Triggers when: buy ≥ sell × ratio (or vice versa) and total ≥ min vol.
Default: ratio = 3×, min vol = 10 contracts.

Stacked imbalances

SellPriceBuy

5104

5103

STACKED
BUY

5102

5101

5100

5099

STACKED
SELL

5098

5097

Stacked BuyStacked Sell

When 3 or more consecutive rows all show the same directional imbalance, the block is promoted to a Stacked signal with a stronger highlight. Buyers or sellers dominated an entire price zone, not just one tick.

Stacked buys below price = absorbed support. Stacked sells above = supply wall. Classic institutional footprint.

Default trigger: 3+ consecutive rows.

Volume signals

SellPriceBuy

5103

5102

5101

5100

5099

5098

POC Point of Control

The price level with the highest total traded volume in the current session. Marked with a 5px gold left accent bar. Acts as a gravitational magnet — price tends to return to it and it serves as a key pivot for mean-reversion and breakout setups.

Large Order

A level where total volume spikes significantly above its neighbors — shown as a purple vol bar at full opacity. Flags institutional prints: large lots, stop sweeps, or icebergs being filled.

Triggers when: row volume ≥ neighbor average × multiplier (default 2×).

DOM columns — Bid & Ask depth

BIDSTACKPRICESTACKASK

85

210

5103

380

220

60

45

5102

140

300

400

5101 ◆

160

320

420

5100

40

340

460

5099

32

120

80

5098

48

Bid DOMAsk DOM

Live order book depth alongside each price row. The bar fills proportionally to the largest resting size visible in the window. Both sides scroll as one block with the price ladder — DOM position is always anchored to current price, not absolute scroll position.

Largest size highlight: The single row with the largest resting bid (or ask) in the visible window shows its number in white — instantly marking the dominant passive wall on each side.

Bid DOM (left of price) = passive buy orders waiting. Ask DOM (right) = passive sell orders waiting.
Widths normalized to the max visible on each side. Largest visible size shown in white text.

Stack / Pull / Iceberg columns

Stack Iceberg Pull Three distinct signals, one column per side

Each side (bid left of price, ask right) has a dedicated column showing three independent signals simultaneously. Detection uses executed volume — fully independent per side — to separate genuine cancellations from absorption and passive walls. All values are time-decayed (configurable 0.90–0.99 per DOM update) so stale signals fade naturally.

Signal	Bid color	Ask color	Detection logic	Meaning
Stack	■ Green	■ Red	`Scan once from best bid/ask outward. N consecutive levels ≥ StackMinVol. Display = first level vol only.`	Passive liquidity wall anchored at best bid/ask. Only the single row closest to price is marked. Value shown = first level size (what gets hit next).
Iceberg	■ Teal	■ Pink	`traded > 0 AND diff > 0 diff = newVol − (oldVol − traded) iceberg = iceberg × decay + diff`	Volume refreshed after execution — requires a trade to have printed first. Hidden size replenishing. Pure passive order additions (no trade) are excluded. Decays over time. Detected icebergs also show as a number directly in the price cell.
Pull	■ Orange	■ Purple	`traded == 0 AND newVol < oldVol pulled = pulled × decay + (oldVol − newVol) Reset to 0 when price trades through level.`	Orders cancelled with NO execution — pure withdrawal of liquidity. Decays over time. Automatically cleared when price trades through the level.

Stack recomputes every frame — disappears instantly when wall breaks.
Iceberg and Pull use time-decayed accumulation — recent activity dominates, old signals fade.
Pull resets to zero when price trades through the level.
Bid and Ask executed volume are fully independent — mid-price trades split 50/50.
Thresholds: StackMinVol, StackMinLevels, PullMinVol, PullDecay (0.90–0.99).

Absorption

SellPriceBuy

5104

5103

5102

5101

5100

5099

Absorption

Price tried to move through a level but volume kept hitting from both sides without price going anywhere. The signature: very high total volume, tiny net delta. One side absorbed the other's aggression completely — price rejected.

Marked by a 4px teal right-edge accent bar. Stacks with all other signals — a stacked imbalance + absorption is a high-conviction reversal setup.

Formula: Total ÷ (|Delta| + 1) ≥ threshold
Default: min vol = 20, threshold = 5×.

Exhaustion

SellPriceBuy

5104

5103

5102

5101

5100

5099

Exhaustion

A level that previously showed a strong imbalance in one direction is now printing delta in the opposite direction. The initial aggression has run out of steam — the zone is being revisited and the conviction has flipped.

Rows 5102–5103 were previously a buy imbalance zone. Price returned and they are now showing clear sell delta — flagged with an orange 2px top stripe. Classic sign of failed auction or distribution after a buying cluster.

Triggers when: a level with a recorded imbalance direction is revisited and delta has flipped by ≥ 25% of total volume.
Default: min vol = 20 contracts.

Trapped traders

SellPriceBuy

5104

5103

5102

5101

5100

5099

Trapped Traders

Price broke through a stacked imbalance zone, trapping everyone who traded in the direction of the breakout — then quickly reversed back through the zone within the time window. Those traders are now offside and forced to exit, fueling the reversal move.

5100–5102 was a stacked sell zone. Price dropped below it, sellers went short — then price snapped back up through the zone. Sellers are trapped. The entire zone is highlighted with pink left + right bracket bars, persisting until the time window expires.

Triggers when: price fully crosses a stacked zone, then returns through it within the time window.
Default: time window = 30 seconds. Zone expires after 90 seconds.

Opening Range NEW

LVLSellPxBuy

5107

US H

5106

5105

5104

LON H

5103

5102

LON L

5101

US L

5100

5099

London OR US OR Lunch OR

Three independent session windows each track their own opening range high and low. When the session is active, the high and low are updated live. After the window closes, the levels are locked and persist through the day as reference markers.

Each OR boundary is marked with a colored 4px left accent bar on that price row and a short text tag in the Level column (LON H / LON L, US H / US L, LCH H / LCH L). Classic use: price above OR high = bullish breakout; below OR low = bearish breakdown; inside range = mean-reversion zone.

Each session window is independently configurable: start/end time (Eastern), color, enable/disable.
Defaults: London 02:00–03:00, US Open 09:30–10:30, Lunch 11:00–12:00. All times Eastern.

Swing Failure Pattern NEW

SellPriceBuy

5106

5105 SFP▼

5104

5103

5102 SFP▲

5101

SFP Bull ▲ SFP Bear ▼

Price wicks beyond a prior swing extreme (stop hunt), then closes back inside the prior range. Aggressive breakout traders are caught offside — the move reverses and runs their stops out, fueling a sharp counter-move.

Bull SFP: price wicked below a prior low and recovered — buyers absorbed all the sell stops below. Bear SFP: price wicked above a prior high and closed back below. The SFP row shows a teal bottom stripe (bull) or pink top stripe (bear) and a label in the price cell.

Marks the wick row when: a new session extreme is set AND current price has reversed back through the prior range boundary. Configurable display window.

View lock & scroll

⊙ Locked ⊙ Unlocked Price view control

⊙

Locked — green border (default)
Window always follows the live price. The view centers on the mid-market — the midpoint between best bid and best ask — so the spread is always visible around center. Scroll wheel and ▲▼ buttons disabled. Normal trading view, nothing drifts.

↕ click ⊙ to toggle

⊙

Unlocked — red border (reminder you're in scroll mode)
View anchors at the price the moment you clicked. The live price moves independently. Use the scroll wheel or the ▲ ▼ footer buttons (5 rows per click) to pan the frozen view. Click ⊙ again to snap back to locked mode instantly.

Useful for reviewing historical levels while the market is live.
Scroll is coalesced — rapid wheel events batch into a single repaint on the next 200ms timer tick for zero UI stutter.

Column layout & customization NEW

☰ Settings → Layout Reorder, resize, show/hide, and fill direction — all live

Every column is fully customizable. Changes apply instantly — no restart, no settings save trip needed for resize. The layout is remembered across sessions.

Column visibility

Level

Label column: shows Opening Range tags, SFP markers, and API level names at their exact price rows.

Delta

Net buy minus sell per row. Bar opacity scales with delta magnitude — stronger imbalances appear more saturated.

Vol Profile

Horizontal volume bars showing relative activity per level. Ghost profile overlays past sessions here.

Sell | Buy

Bid/ask trade volume bars — the core footprint columns. Flash buy/sell color briefly on each new print.

DOM

Live resting order book — both bid and ask sides. Largest visible size highlighted in white text.

Stack / Pull

Stack, Iceberg and Pull columns on both sides of price.

Trade Tape

Live time & sales tape on the right edge. Flashes blue on buy prints, red on sell prints.

Column ordering

Columns can be placed in any order on either side of the Price column. Use the Up/Down arrow buttons in Settings → Layout to reorder, or move a column from the left side to the right side (and vice versa).

☰ BidDom

☰ BidStack

◆ Price

☰ AskStack

☰ Delta

☰ AskDom

Example: Delta moved to the right of AskDom — any arrangement is valid. Price is always the fixed anchor.

Bar fill direction (per column)

Each column has an independent fill direction override: Auto, Left, or Right.

Mode	Behavior
Auto	Bar fills away from the Price column (outward). Bid-side columns fill left; ask-side columns fill right. DOM text sits on the inner edge next to Price for readability.
Left	Bar always anchors on the left and grows rightward, regardless of which side of Price the column is on.
Right	Bar always anchors on the right and grows leftward (classic Delta/Vol style).

Drag-to-resize

Hover over any column divider in the header — the cursor changes to a resize arrow ↔. Drag to resize both adjacent columns simultaneously: dragging right grows the left column and shrinks the right column. Dragging the ladder/tape divider adjusts the tape column width and the adjacent ladder column together. Widths are saved automatically on mouse release.

No settings trip needed for resize — just drag the header divider. Works even when visual dividers are hidden (7px transparent hit region always present). Minimum column width: 20px (Level column can collapse to 0).

Signal visibility — Settings → Signal Indicators

Each signal overlay can be independently toggled. Disabling a signal hides its row background color and accent bar — the underlying data is still computed, it just doesn't render. Useful for reducing visual noise during fast markets.

Imbalance

Single-row buy/sell imbalance row highlight.

Stacked imbalance

Multi-row consecutive imbalance zone highlight.

POC accent

Gold 5px left bar on highest-volume price.

Large order

Purple vol bar when volume spikes vs neighbors.

Absorption

Teal 4px right bar — high vol, tiny delta.

Exhaustion

Orange 2px top stripe — delta flipped on imbalance zone.

Trapped traders

Pink left + right brackets — zone crossed then reversed.

Opening Range

Colored accent bars for each session OR high/low. Toggle each session independently.

SFP

Teal/pink stripe at the wick row — stop-hunt reversal.

API price levels NEW

API Level External reference prices displayed in the Level column

Price levels loaded from an external API endpoint appear as labeled markers in the Level column. Each level shows a short text tag at its exact price row. Use cases include institutional pivots, previous day high/low, VWAP anchors, earnings levels, or any custom reference prices your strategy requires.

Levels are refreshed automatically in the background every 5 minutes — no interruption to the live view. Markers persist until the next refresh cycle.

API endpoint configurable in Settings → Data. The Level column must be visible (Settings → Layout → Show Level) for labels to display.

Ghost volume profile — session history

Ghost 1 Ghost 2 Past session volume preserved as background reference

On every reset (auto or manual), the current session's volume profile is snapshot and preserved as a ghost overlay in the vol profile column. Up to two past sessions are kept — Ghost 1 (most recent, slightly brighter) and Ghost 2 (older, more faded).

Behaviour	Detail
On reset	Current session → Ghost 1. Previous Ghost 1 → Ghost 2. Previous Ghost 2 discarded. Both auto-reset and manual reset trigger a snapshot.
Price revisit	When current session accumulates meaningful volume at a price tick (≥ StackMinVol contracts), the ghost at that exact tick is erased. Ghost fades tick-by-tick as the market revisits old levels.
No revisit	If price never returns to a ghost level, the bar stays frozen indefinitely — exact historical footprint of where volume was in that session.
Rendering	Ghost reuses the vol profile bar. Ghost 1 renders at 55% opacity, Ghost 2 at 40%. Only shows on rows where current session has no print. Toggled via Show Ghost Profile checkbox.
Reset timer	Ghost interval matches your reset timer exactly — 5min reset = 5min ghost bars. Session reset = full session ghost.

Colors customizable via Ghost 1 color and Ghost 2 color pickers in settings.
Default: dark charcoal tones (#2A2D30 / #3D4145) so history reads clearly behind live data.

Quick reference

SignalMeaningDefault setting

Imbalance Buy Buy vol dominates sell at one level Ratio ×3, MinVol 10

Imbalance Sell Sell vol dominates buy at one level Ratio ×3, MinVol 10

Stacked Buy 3+ consecutive buy imbalance rows MinRows 3

Stacked Sell 3+ consecutive sell imbalance rows MinRows 3

Bid DOM Resting buy orders · largest size in white Width 80px

Ask DOM Resting sell orders · largest size in white Width 80px

Bid / Ask Stack Passive DOM wall — consecutive levels above threshold MinVol 50, MinLevels 2

Bid / Ask Iceberg Volume refreshed beyond resting after trades · number in price cell PullMinVol 20

Bid / Ask Pull Orders cancelled beyond what traded PullMinVol 20

POC Highest volume price · 5px gold left bar Auto

Large Order Volume spike vs neighbors · purple vol bar Mult ×2

Absorption High vol + tiny delta · teal right bar MinVol 20, Thr ×5

Exhaustion Imbalance zone revisited, delta flipped · orange top stripe MinVol 20

Trapped Traders Price crossed zone then reversed · pink brackets Window 30s

Opening Range Session OR hi/lo · colored left bar + Level label 3 sessions (ET)

SFP Bull Stop-hunt below prior low, price recovered · teal bottom stripe Configurable

SFP Bear Stop-hunt above prior high, price rejected · pink top stripe Configurable

API Levels External reference prices · labeled in Level column Refresh 5 min

Ghost Profile Past session vol — fades as current session revisits levels 2 sessions max

⊙

Lock / Scroll Toggle mid-market price-follow vs free scroll Default: locked

Reading the Footprint