Order Flow Bar Statistics [QuantAlgo]

by QuantAlgo · Indicator · Pine Script v6 · 853 likes

Verifiedbit-exact

Order Flow Bar Statistics [QuantAlgo] by QuantAlgo, a Pine Script v6 indicator, converted with PyneComp and run with PyneCore on BINANCE:BTCUSDT 30m: 490,464 plotted values compared with TradingView, every one bit-identical.

Plot match vs TradingView100%

Data-limited — this script calls request.footprint(), whose tick-level order-flow (buy/sell aggressor) data TradingView derives from bid/ask ticks. This comparison runs on frozen OHLCV bars and no such feed is part of it, so the footprint is reported as na and the script falls back to price action. It runs, but can never match TradingView here — excluded from the accuracy score, by design.

Accuracy

Plots compared16
Plotted values compared490,464
Identical to the bit100%
Worst gapsame double
Transcendentals on the pathpow

Run

Bars executed30,655
Run time4.45 s CPU
Per-bar time0.14 ms/bar CPU (per chart bar)

Data window

SymbolBINANCE:BTCUSDT
Timeframe30 min
From2025-01-01 00:00
To2026-10-01 15:00
Bars30,655

Source

Pine versionv6
Script revisionv1
LicenseCC

SHA-2569082825c69ebb7095f4db0eda66813d705349e45dbb8460044fad438b8654d60

View on TradingView Permalink: Order Flow Bar Statistics [QuantAlgo]

Measured 2026-10-01 · How this is measured · All scripts