Microstructure
Premium indicators that analyze the internal dynamics of the market — range, trend, intrabar strength, order flow and book pressure.
Premium module
Microstructure indicators analyze the internal dynamics of the market — range, trend, intrabar strength, order flow, book pressure. Each covers a causal aspect, not a descriptive one.
CT Indicators
CT Range
Detects range from anchor candle with high volume confirmed by reversal in the following bar. Produces top, bottom and range age.
CT Trend
Causal states of the trend process after range breakout. 5 phases: impulse, retest, continuation, trap. Reference = the range itself.
CT Swing
Turn strength detector via CT BOP with dynamic calibration by empirical quantiles (Pareto 80/20). No arbitrary thresholds.
CT Candle
28 raw features per candle: direction, volatility (spread), volume, with rolling window and short window for slopes.
CT Candle Classified
Quantizes the 28 CT Candle features into 18 categorical descriptive axes (body size, wicks, regime, direction, etc.).
CT Fibo Candle
Fibonacci projection from anchor candles (largest spread + relevant volume). 30 columns: 7 levels, phases, directions and defenses.
CT Momentum
Characterizes how price exits a range by intrabar strength at the close. Measures conviction vs. absorption in the breakout bar.
CT Regime
Classifies market regime by combining amplitude, volume and movement into rolling volatility terciles.
Flow and book pressure
BFI / CT BFI
Book Flow Imbalance — bid vs. ask pressure in [-1, +1]. CT BFI is the windowed version (activity-weighted VWMA).
BOP / CT BOP
Balance of Power (Livshin) — buyer vs. seller strength intrabar in [-1, +1]. CT BOP is the volume-weighted version.
OBI / CT OBI
Order Book Imbalance — top-of-book pressure in [-1, +1]. CT OBI is the liquidity-weighted windowed version.
TFI / CT TFI
Trade Flow Imbalance — taker buy ratio in [-1, +1]. CT TFI is the volume-weighted windowed version.
DBI ±0.1% / ±1%
Depth Book Imbalance — deep version of OBI around mid at different bands.
MPO
Microprice Offset — (microprice − mid) / half_spread. Book skew in [-1, +1].
Microstructure indicators require a premium license and real-time book/trades access (Binance). See the licensing page for tier comparison.