GHOST — OrderFlow Intelligence

Category: volume, momentum, market_structure

A multi-module Order Flow dashboard providing volume-based liquidity heatmaps, cumulative volume delta (CVD) proxies, and a directional momentum compass.

Formula

\begin{cases} 
\Delta = V \times (\frac{2(C - L)}{H - L} - 1) \\
CVD = \sum_{session} \Delta \\
Sentiment_{buy} = \frac{\sum_{n} V_{green}}{\sum_{n} V_{total}} \times 100 \\
\theta = \arctan(\frac{\Delta EMA_{fast} / ATR}{|EMA_{fast} - EMA_{slow}| / ATR})
\end{cases}

Inputs

• Afficher heatmap (default: true)
• Lookback bougies (default: 100)
• Tranches de prix (default: 24)
• Afficher Delta + CVD (default: true)
• Barres histogramme (default: 12)
• Afficher boussole (default: true)
• EMA rapide (default: 9)
• EMA lente (default: 21)
• Afficher sentiment (default: true)
• Période (default: 20)

See signal primitives and every published strategy that uses GHOST — OrderFlow Intelligence on WOBR StrategyVerse.