OFC - Liquidations ATS edition

OFC – Liquidations (ATS-edition)

This indicator detects aggressive position closures and liquidation-style activity using a dynamic, flow-based approach grounded in Volume-to-Open-Interest (VOI) analysis. It identifies sudden surges in executed volume relative to open interest and filters them through adaptive, statistically-driven thresholds.

Built for traders who want to anticipate or confirm market flushes, stop hunts, or trap reversals, the tool supports detection of both long/short closures and optionally position openings — all based on actual order flow dynamics rather than speculative price patterns.

Key Features:

• VOI Spike Detection: Identifies rare bursts of volume relative to open interest using percentile and volatility scaling.
  
• Directional Filtering: Uses volume delta to determine whether long or short positions are being flushed.
  
• Adaptive Thresholds: Built-in ATR and standard deviation normalization make the logic self-tuning across assets and timeframes.
  
• Signal Confidence Tiers: Three levels of signal strength help distinguish mild pressure from extreme liquidations.
  
• Opening Detection (Optional): Spot potential position buildups in real time.
  
• Debug Table (Optional): View live stats including VOI, thresholds, and signal proximity.
  

Ideal Use Cases

• Confirmation of liquidation flushes and reversals
  
• Trap identification (long/short bait setups)
  
• Tactical execution timing for breakout retests or exhaustion fades
  
• Scalp filtering in combination with price action or market structure
  

This tool prioritizes signal quality over quantity, offering a clear edge for traders who rely on actionable flow insights.
No predictions — just real-time evidence of pressure in the tape.