Real Absorption

About

PolishQuant - Real Absorption detects absorption using genuine orderflow data — real delta, CVD, and order-book depth — not candle-color or tick proxies. Absorption is when one side hits the market aggressively but price refuses to move: aggressive sellers into a level that holds is BUY absorption (bullish); aggressive buyers into a level that holds is SELL absorption (bearish). These are the footprints of a larger passive player soaking up flow. Five components are z-scored, weighted, and blended into a 0–100 score for each side: 1. Real Delta — direction of aggressive flow 2. CVD Slope — cumulative flow momentum 3. Volume Surge — activity spike detection 4. Price Inefficiency — wick-to-body ratio (effort vs. result) 5. Book Imbalance — passive depth confirmation Small-move and wick gates require price to actually hold before a score can build, filtering out ordinary momentum bars. The result plots as a dual histogram — above zero = buy absorption, below zero = sell absorption — with brightness scaling to strength. Trigger arrows fire when a side crosses the high threshold (or hits extreme), with a cooldown to prevent clustering. Fully configurable: component weights, z-score lookbacks, gate sensitivity, score thresholds, cooldown, and colors. Requires an instrument with real orderflow data (delta, CVD, order book).