PROTECTED SOURCE SCRIPT
Market Microstructure | SatoshiFrame
momentum imbalance, and short-term autocorrelation, captures the microstructural transition between trending order-flow and reverting inventory-rebalancing behavior. A higher value reflects dominant aggressive flow aligned with trend continuation, while lower values signal increased counter-flow absorption and reversion probability.
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Protected script
This script is published as closed-source. However, you can use it freely and without any limitations – learn more here.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.