AMT Toolkit

Counts imbalanced price levels per bar from footprint data

Scans each bar's volume-at-price data and counts the number of price levels where the bid/ask volume ratio exceeds a configurable threshold. High imbalance counts reveal aggressive, one-sided auction activity — the kind of conviction that moves price.

Real-time speedometer gauge for delta momentum

A visual GDI-rendered speedometer gauge overlaid on the chart showing real-time delta. The needle sweeps from sell (left, red) to buy (right, green) with intensity-based coloring. Supports per-bar, rolling window, and session cumulative modes.

Trade rate from time and sales with bid/ask split and spike detection

Measures real-time trade rate from Time & Sales data with bid/ask directional split. Colors price bars by pace intensity relative to a moving average, marks extreme pace spikes, and optionally shows delta-dominant arrows. Persists data across chart refreshes.

Volume-to-delta conversion efficiency oscillator

Measures how efficiently volume converts into directional delta on both the bid and offer sides. Features smoothed efficiency lines, min/max swing levels, an efficiency midpoint, and crossover signals. Designed for volume charts with per-product volume settings.

Incomplete price discovery at bar extremes

Marks bar extremes where price discovery was incomplete — where one side of the auction was absent at the high or low. These unfinished auctions often attract price back for a retest, as the market seeks to complete the two-sided discovery process.

Wyckoff effort vs result — volume to price range per bar

Calculates the ratio of volume to price range (in ticks) per bar, revealing Wyckoff-style 'effort vs result' dynamics. When a bar has high volume but a small range, the effort didn't produce a proportional result — suggesting absorption or value building at that price.

Exhaustion detection via declining volume at bar extremes

Detects exhaustion patterns by identifying strictly declining volume approaching bar extremes on the footprint. When volume tapers off at the high (or low), it signals that aggressive participants are losing conviction at the extreme — a classic exhaustion pattern.

Sudden delta shift detection between consecutive bars

Identifies sudden shifts in delta percentage between consecutive bars using dual-gate filtering. Both the change from the previous bar and the current bar's absolute delta must exceed their thresholds, plus a minimum volume requirement — ensuring signals represent genuine conviction shifts, not noise.

Per-bar Point of Control with migration moving average

Plots the Point of Control (highest-volume price level) for each bar from footprint data, with a migration moving average showing how value drifts over time. The POC dots show where the most volume traded on each bar, while the MA reveals the overall direction of value migration.

Normalized delta oscillator with dynamic OB/OS bands

Computes cumulative volume delta (CVD) internally, normalizes it via rolling Z-Score, and displays it as a stair-step oscillator with dynamic Bollinger Band overbought/oversold zones. Captures the momentum of order flow in a mean-reverting, statistically normalized view.

Delta-based passive absorption detection with zone drawing

Automatically detects where passive liquidity absorbed aggressive order flow using footprint delta analysis, then draws shaded zones at those levels for potential retest trades. Features configurable delta thresholds, rejection confirmation, zone expiration, and invalidation handling.

Running session high, low, and midpoint for configurable sessions

Tracks and displays the running high, low, and midpoint for five independently configurable trading sessions: US RTH, Overnight, London, Asian, and Initial Balance. All levels are drawn as dashed lines with color-coded identification.

Swing rotation statistics with GDI analytics panel

Computes swing rotations and displays comprehensive statistics — mean, median, mode, standard deviation, value area, and impulse detection — in a popup GDI panel with a distribution histogram. Helps answer the question: how big are normal rotations in this market right now?

Retracement zones from price rotations with impulsive move filtering

Draws retracement-based support and resistance zones from swing points. Zones represent the locations where price is most likely to react — the retracement levels of the prior impulsive move. Features configurable percentage levels, automatic invalidation, expiration, and overlap management.

Multi-state candle coloring for dominance, exhaustion, and absorption

Colors price bars into six states based on rotational leg structure and cumulative leg delta analysis. Each bar is classified as strong (momentum), weakening (exhaustion), or absorption based on whether its delta confirms or opposes the current leg direction and how it compares to the leg's average delta.

Prior day open, high, low, close, and midpoint as reference levels

Draws the previous trading day's open, high, low, close, and midpoint as horizontal reference lines across the current session. Supports two modes: reference a separate daily chart for settlement prices, or compute levels automatically from the current chart's session boundaries.

Prior week open, high, low, close, and midpoint as reference levels

Draws the previous trading week's open, high, low, close, and midpoint as horizontal reference lines. Automatically detects week boundaries including holiday-adjusted calendars. Supports both reference weekly chart and automatic session-based computation.

Visual band on the focused chart for multi-chart identification

Draws a colored band at the top of the chart when the window has focus. Fully configurable position, width, transparency, anchor mode, and badge text. Essential for multi-chart setups where you need to instantly identify your active workspace.