Buyers vs Sellers — Live Order Flow Pressure
—BUYERS —
SELLERS —
DRAW
Imbalance (10-bar)
—
buy/sell delta ratio
Delta (last bar)
—
net aggressive ticks
Cumulative Delta
—
session running total
Z-Score (30 bar)
—
trigger |z| ≥ 1.0
VWAP
—
volume weighted avg
ATR (14)
—
volatility unit
Signal State
—Signal
—
Pressure Filter
—
Bars Loaded
—
Tick Age
—
Entry
—
Stop
—
Target 1
—
Target 2
—
Price & Delta — M1
LIVETime & Sales
LIVEPrice Ladder — Delta by Bar
LIVESignal History
ADVISORY| Time (server) | Direction | Pressure | Price | Bars ago |
|---|---|---|---|---|
| No signal fired in the current session window. | ||||
How this data is produced. Every tick is pulled from the MetaTrader 5 terminal on a live broker feed
(IC Markets demo) via the MetaTrader5 Python API, classified as buy or sell aggression by
spread-crossing, and aggregated into one-minute flow bars. Buyers-vs-sellers pressure is the
imbalance of the last 10 bars; the signal is a delta z-score over a 30-bar window.
Pressure filter validation. On a 40% out-of-sample holdout (n=505 bars) the filter raised profit factor from 1.109 to 1.582 with a 58.4% win rate, and held up under 2× cost stress and against a random-sign control. Pressure on its own loses money (PF 0.300) — it is used strictly as a filter, never as a standalone signal.
Advisory only. Nothing on this page places a trade. CFD/spot-metal delta is a proxy for aggressive spread-crossing flow, not exchange-reported volume. Past behaviour does not predict future results.
← pipnova.in · Order Flow Desk · Signals · About · Contact
Pressure filter validation. On a 40% out-of-sample holdout (n=505 bars) the filter raised profit factor from 1.109 to 1.582 with a 58.4% win rate, and held up under 2× cost stress and against a random-sign control. Pressure on its own loses money (PF 0.300) — it is used strictly as a filter, never as a standalone signal.
Advisory only. Nothing on this page places a trade. CFD/spot-metal delta is a proxy for aggressive spread-crossing flow, not exchange-reported volume. Past behaviour does not predict future results.
← pipnova.in · Order Flow Desk · Signals · About · Contact