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