OFS Confluence

Description

A level is worth more when independent sources agree on it. A VWAP band that sits on the POC of the last swing, a fibo level that meets yesterday's London high, an anchored VWAP at the value area edge - that is confluence, and it is what this indicator is built to show. OFS Confluence is not a new calculation. It is a switchboard: proven OrderFlowSmith modules assembled into one indicator, each with its own settings group and each switched by one button of a compact two-row control panel at the top of the chart; a small + next to its name expands it with the most used settings of the modules. Blue means on, grey means off. When you add the indicator every module is off, so the chart stays clean until you switch on what you need.

MODULES IN THIS RELEASE

VWAP - the volume weighted average price of the trading day, drawn as it develops: a curve along the bars, broken at the start of each trading day (18:00 New York), computed from the footprint price by price. The VWAP button switches the curve on and off; VWAP or NYVWAP is chosen in the expanded control panel. NYVWAP starts at the New York open (RTH Start in 05 · Session and Time, 09:30 New York by default) and runs to the end of the trading day. Six sigma bands (0.5 to 3 sigma) are on by default and each can be switched off; whole sigmas are solid, half sigmas dashed. Each curve can carry a label at its right end, and the curve is never drawn through its own label.

SVWAP - swing VWAP. Two VWAPs anchored automatically: one at the last swing high, one at the last swing low of the chosen time frame - 5, 15, 30 or 60 minutes (chosen in the expanded control panel; the label names the time frame). They work like the ATAS Anchored VWAP with Source High from the swing high and Source Low from the swing low, so each curve starts exactly at the wick of the swing candle. A swing is a confirmed turning point of that time frame - its candles are built from the trades themselves, also on tick, volume and range charts; when a new swing forms, the anchor moves by itself. Each curve can end in a label with its current value (SVWAP · Show Labels, off by default); when the two curves come close, the labels stand above each other in the order of the lines.

VP - swing and session volume profile. An automatic volume profile of the LAST SWING LEG: the chart candles between the last swing high and the last swing low - or of the last Tokyo, London or New York session (TKY, LDN, NY) from its high to its low, a running session growing with every closed candle. The VP button switches it on and off; the expanded control panel chooses the swings of the 5, 15, 30 or 60 minute time frame or the session, the rows (TICK = one row per price, BARS = rows of several prices, with POC, VAH and VAL counted from these rows) and DELTA - the delta of each price drawn to the left of the start of the profile, green for more buying and red for more selling. The profile counts only the candles of the leg and draws its histogram, POC, VAH and VAL; the three lines run on to the live candle. A swing is confirmed by a pullback of an adjustable size, in both directions alike, and as soon as the leg changes the profile moves with it; when price leaves the leg the profile follows the running move. Measured on a year of MNQ and MES one-minute data with the default rule: price is inside the profile leg 98 percent of the time, and 5VP finds about 61 legs a day, 15VP about 23, 30VP about 12 and 60VP about 7 (MNQ). Four optional alerts report a move of the profile to a new leg and the first touch of POC, VAH and VAL on each leg.

FIB - fibo levels. The fibonacci grid of the range you choose - yesterday's completed session, today's session so far, or the last hours - with the levels from 0 to 1 and, if you want, the extensions beyond 1. The golden pocket (0.618 and 0.65) is gold and thicker, the ratio is written on each line and the line is interrupted under its label. The grid is drawn across the whole loaded chart: every older day shows the fibo that was valid then. It is the fibo module of OFS Entry Desk, built on the OFS FiboLevels library. The expanded control panel has the range (TODAY - PREV - HOURS) and F EXT for the extensions beyond 1.

GW - gamma walls. The option market on your futures chart, drawn by the OFS GammaWalls module: a strength histogram of the option strikes at the side of the chart - today's 0DTE set and, if you want it, the 90-day set on the other side - and the key levels as lines across the chart: Zero Gamma and the strongest positive and negative walls from volume and from open interest. An optional thin path (off by default) shows where each level stood over the last hour. The tip of every wall is coloured by how its strength changed over the time you choose, small dots mark where the wall ended 1, 5, 15, 30 and 60 minutes ago, and an optional table lists the strikes with the largest change. On top of that a triangle marks the candle and the price where a wall jumped within a minute (a card under the mouse tells the details), the whole wall can glow while its strength is changing - yellow while it is building, light blue while it is melting, the walls without a change dimmed (off by default) - and an optional window ranks the walls that gained and lost the most. The data come live from gexbot.com with your own GEXBot API key; the module asks nothing while it is switched off. A calculation older than 20 hours is not drawn at all - on weekends and before the US options open GEXBot keeps returning the old values - and a notice says so.

MQ - MenthorQ levels. The levels of your own MenthorQ account on the chart, exactly as the MenthorQ module of OFS Entry Desk draws them: the Key Levels (Call Resistance, Put Support, HVL), the 0DTE levels, GEX 1 - 10, the one-day expected range (1D Min / Max) and the Blind Spots (BL 1 - 8), each set with its own switch, colour and width, the name written on every line. The data come from api.menthorq.io with your own MenthorQ API key and user id; the module asks nothing while it is switched off. MenthorQ serves its end-of-day calculation, so the levels stay the same through the trading day, and the MenthorQ ticker is taken from the chart contract by itself - or picked from the list in MQ · Ticker (NQ, ES, YM, RTY, GC, CL, BTC, ETH or a custom name).

SESS - world sessions. Tokyo, London and New York as rectangles from the first to the last bar of each session and from its high to its low, with the session name and optional open and close lines that run until the same session opens again. The hours are entered in the local time of each city, so summer and winter time are applied per bar and the rectangles stay on the exchange hours in every week of the year. The running session grows live. Two optional alerts report a session open and a session close. It is the session part of OFS SessionGamma.

MKT - market breadth. Is the whole market behaving the same way? The MKT button slides a thin strip out of the control panel - under it by default, over it if you keep the panel at the bottom of the chart - with ten equal boxes: ES, QQQ and eight of the largest Nasdaq-100 stocks (NVDA, AAPL, MSFT, AMZN, META, GOOGL, TSLA, AVGO). Each box carries the name and the colour of the gamma regime GEXBot computes for that market: green when price is at or above zero gamma and the net gamma is positive (dealers hedge against the move and tend to damp it), red when price is below zero gamma and the net gamma is negative (dealers hedge with the move), orange when the two disagree, grey when nothing fresh came in the last 20 hours. When most boxes show the same colour, the regime of your index is shared by the market behind it. The strip uses your GEXBot key, works with GW on or off and is dimmed outside the options session.

TREND - structure trendlines. Trendlines found by the OFS StructureMapper engine and drawn by its own painter: lines through confirmed swing pivots of the micro and the structural layer (and an optional context layer), every distance adapts to the volatility of the instrument, so one settings set carries across instruments. A line is born as a candidate, becomes confirmed with a rejected touch, is tested, broken and - after a successful retest from the other side - flipped; its label carries the score, the touch count and the state. Every state change waits for a completed candle, so nothing repaints; a live trendline continues along its slope past the live candle, so you see where it will stand on the next candles. The module has the full StructureMapper settings for pivots, anchors, touches, breaks, lifetimes and scoring.

LINES - session levels. The POC, VAH, VAL, HIGH and LOW of the trading session (from 18:00 New York, like the VWAP), computed from the footprint price by price: the POC is the price with the most volume, VAH and VAL are the edges of the value area that holds 70 % of the volume of the session. The LINES button switches them on and off; the expanded control panel chooses LINES, pLINES or xLINES: the current session, whose levels move as it develops, the previous session (pPOC, pVAH, pVAL, pHIGH, pLOW) or both - the previous one dashed by default, so the two tell apart at a glance. Each level type has its own switch, colour and width, and the name stands on every line. LINES PROFILE draws the volume profile of the session from its first candle to the right (VP) and its delta to the left of it (DELTA) - each session of xLINES has its own; LINES ROWS chooses TICK or BARS rows of several prices, with POC, VAH and VAL counted from these rows.

RUN - level breaks and sweeps. The first breaks of the key levels of the day: last week's high and low, yesterday's regular-session high and low, the overnight high and low, the high and low of the first regular-session hour and the swing highs and lows of the day. A line at the level runs from the break until the price comes back, with a label such as ONH reclaim 34.5: amber while the break is in progress, grey when the price came back beyond the level, amber dashed when the market accepted it (the price stayed beyond it for an hour). The big sweeps of the last hours - one aggressive order through many prices at once - are vertical strokes with their size in ticks. Every level, state, colour, line style and label can be set; alerts on a break, a reclaim, an accepted break and a sweep (off by default). It shows where it happened - neither a break nor a sweep predicts the direction by itself.

ZONES - structure zones. The support and resistance zones of the same OFS StructureMapper engine: transparent areas built from the confirmed structure of the chart, including broken levels retested from the other side, plus the context zones you switch on - the prior session high and low, the opening range and the overnight high and low. A zone is dashed while it is a candidate and has a score and a state - candidate, confirmed, tested, broken, flip. ZONES has its own look: colours for support, resistance, BALANCE, context and broken zones, edge widths, extension past the live candle, a right offset and a label in the middle of each zone - at its left end, in its centre or at its right end, with optional prices, score and state. Zones and trendlines share one engine and its settings, but each has its own button, so you can show either or both.

AZ - Aegis zones. Support and resistance zones built by the OFS AegisZones engine from several independent kinds of evidence at once: the auction, the order flow, the price structure and the reaction of the market itself. A zone is drawn only where independent evidence agrees; it carries a 0 - 100 score, the codes of the evidence it stands on and a state - candidate, confirmed by the indicator, confirmed by the market, strong, weakening, broken, flipped - and it is followed through its tests until it is spent. An active zone runs 100 px past the live candle (AZ · Extend Right), with its label at the right end. The engine builds micro, session and composite zones and is rebuilt in the background after every settings change.

IMB - imbalance zones. Where at least three prices on top of each other inside one candle show an imbalance of the same side - counted exactly like the imbalance colours of the ATAS footprint (the ratio, 400 % by default, the volume filter and ignore zero values, all in the expanded control panel) - a buying zone (green) or a selling zone (red) runs from its candle to the right edge of the chart. Every price of a zone that the market trades at again disappears from it: only the part the market touched goes, the rest stays until it is reached. The zones of the live candle show at once; fill, outline and its width have their own settings.

BIG - big trades. Every cumulative trade - one aggressive order filled across one or more prints, the same unit ATAS Big Trades uses - of at least the minimum volume (100 contracts by default) is drawn as a circle - fill and outline in your own colours - with its size in the centre, at the price and on the candle where it traded. You choose which price of the trade the circle sits at (last, start or weighted average) and where in its candle a trade must be to count. Big trades share the trade history with HABS.

HABS - heavy absorption. Circles on the single trades that are far larger than the normal trade size around them. The OFS HeavyNodes engine reads the raw trades of the platform, learns the normal trade size from the recent tape and marks the trades of one side that stand far above it - never below HABS · Minimum Volume (30 contracts by default); a circle sums them at their price - green for buy aggressors, red for sell aggressors - and its size follows the volume. The colour shows who was aggressive, never a direction to trade. When you switch HABS on, the trade history of the loaded chart is requested day by day and a notice shows the progress; the trades are kept in memory, so a later settings change replays them instead of downloading them again.

DIV - delta divergences. Two swings on the 15 or 5 minute scale where the delta at the very high or low disagrees with the price: a higher high with a weaker delta (bearish) or a lower low with a stronger delta (bullish), and the hidden ones the other way round. A line joins the two highs or lows with a short label - bearish red, bullish green, hidden ones dashed. A divergence appears once its second swing is confirmed and stays drawn after the price goes beyond it or when it gets old, over the whole loaded chart. Regular and hidden, 15 and 5 minutes and the minimum strength can be chosen, and how strong the old ones are drawn; an alert on a new divergence (off by default). It is not a signal by itself.

ABS - confirmed absorption. Horizontal levels at the prices where aggressive volume was absorbed and the candle then closed away from it, found and drawn by the OFS ConfirmedAbsorption engine. The footprint of every closed candle is read tick by tick: where aggressive selling is absorbed in the lower wick and the candle closes above that zone, a bullish level is born; the mirror image in the upper wick gives a bearish level. The ratio (300 % by default) sets how strong the absorption must be, and the number on the line is its strength in percent. A level then lives by a fixed lifecycle: a line that price has not come back to yet grows towards the current candle as price approaches and freezes at the first touch; a touch followed by a reaction makes the level used and fades it; a close through it breaks it; after the set number of tests or sessions it expires. The expanded control panel has the ratio (- and + in steps of 100) and EX L / EX S, which draw the untested levels all the way to the current candle. When you switch ABS on, the footprint of the last sessions is scanned in the background and a notice says so; every later settings change is rebuilt in the background too.

ICE - icebergs. Resting orders that show only a small part of their real size and keep refilling it, found by the OFS IcebergDetector engine in the order-by-order book (Market-By-Order): an order that refills its visible size again and again (refilled), or one that traded more than it ever showed (proven - the hidden contracts are counted). A circle marks the bar and the exact price where an iceberg was established - green where a resting buyer absorbed the selling, red where a resting seller absorbed the buying, the size of the circle by the absorbed volume - a dashed link joins an iceberg order that moved to another price, and a side tree at the right edge of the chart shows the absorbed contracts per price and flashes when a level absorbs more. The ICE button sits in the ORDER FLOW group of the control panel, after DIV. It needs Market-By-Order data from the feed and works from the moment it is switched on, because order-by-order data cannot be replayed from history. Two alerts - proven and refilled - are off by default.

THE AI ASSISTANT

Claude (Anthropic) or ChatGPT (OpenAI) on your chart - you choose in AI · Provider. Click AI on the control panel, then CHAT, and ask about the market in a chat window that stays on top of the platform. The AI answers from the data of every Confluence module - also the ones switched off on the chart - and from the candles, the volume profiles, the previous days and two pictures of the chart - the last candles of your own chart as you see them and the last trading days in 60-minute candles - and your own drawings - lines, rectangles with their time span, trend lines, texts, fibo and more. The icebergs, the gamma walls, the MenthorQ levels, the market breadth with the VIX, the order book and the footprint are collected for it from the moment it is on, so it knows how they moved during the day. With OFS Confluence Feed on the charts of other markets (ES, bonds, the euro, gold, oil, the NYSE TICK) it sees those markets too - the Feed is in the same file and needs no licence key; the dollar index comes from a public delayed quote. It looks for news only on the sites in its settings (twelve by default, four of your own), knows the economic calendar of the week and the earnings dates of the big companies, and the news feeds of the sites are checked every 5 minutes.

Ask it to draw and it draws exactly that: levels, zones, trend lines, vertical time lines (also at a time ahead, right of the live candle), notes, small up / down arrows, the expected path of price and the volume profile of a stretch of time - pink, support green, resistance red, a pivot amber, strong levels thicker, every label starting with "AI ·"; the mouse over a drawing shows why the AI drew it. When price reaches an AI support, resistance or pivot, the AI alert sound plays and a line appears in the chat; every 5 minutes the AI also updates its drawings on its own. The NEWS button under the name of the control panel, next to HIDE, shows a small window as high as the panel with the important US release that just came out and the next one with a countdown (FOMC, CPI, jobs ...) and the latest important headlines, each with an AI arrow for the Nasdaq (up, neutral, down); a short mark at the candle shows where an important release of the day came out.

The AI runs through Claude Code or Codex (ChatGPT) on your computer with your own account: every question uses your Claude or ChatGPT plan and nothing goes through orderflowsmith.com. It only analyses - it never trades and never gives an entry, a stop or a target - and it can be wrong, so check what it says on your chart. The AI is off by default.

HOW IT BEHAVES

Everything is drawn behind the candles by default, so nothing covers the price; Draw Above Candles turns that around. Labels of different modules ask each other for room and move sideways instead of overlapping, and every label sits on its own background colour, so no line runs through the text. Every module that draws lines has the same set of fine-tuning rows: a label offset in both directions, an extension of its lines past the live candle - 100 px by default in every module - and a right offset that keeps lines and labels away from the right edge of the chart. Changing a setting never freezes the chart: the modules rebuild in the background, and while the trade history of HABS and BIG loads the market data of the platform never waits for the indicator - a trade that arrives meanwhile is processed in order a moment later. All alerts are off until you switch them on, every module has its own alert sound, and nothing ever reports from history. The settings follow the same order as every OrderFlowSmith indicator: licence first, then one group per module, then display, control panel, alerts, Telegram and log.

WALL CHANGES ON THE CHART (GW). Besides the walls themselves the GW module shows how their strength is changing, without reading a text list: short bars next to every 0DTE wall (growth yellow, decline blue), a balance box at the price with the net change above and below, a flow strip along the chart edge with one column per candle, a heat map of the changes per strike and minute, a strip with the gamma regime of each candle (damping, amplifying, mixed), thin open-interest lines under the walls, and a window with the skew needle (puts versus calls) and the net gamma curve of the day. With GW switched on, BALANCE, FLOW, REGIME and OI are drawn by default; BARS, MAP and SKEW stay off until you switch them on. GW · Money Show adds where the money goes right now: at every level where new option trades are arriving, a bar grows from the edge of its own side (left by default) - the longer and brighter, the more money in the last seconds, in the calls colour where more calls than puts were traded and in the puts colour otherwise. The levels with the most money show their price, the amount and C (more calls) or P (more puts). Only new trades count, not the growth a wall gets when the price comes closer. It is updated with every GEXBot calculation (about every 2 seconds), and a level goes dark about a minute after the money stops. It hides nothing, so the money and the 0DTE walls are read side by side. Each element has its own group of settings (BARS, BALANCE, FLOW, MAP, REGIME, OI, SKEW, GLOW, JUMPS, CHANGES) and the strips can be drawn on top of every other indicator or with the chart content.

FINDING A SETTING. Every row of the settings starts with the word of its category, the same word that stands on the chart or on the control panel button: type GW, MQ, MKT, VP, FIB, TOKYO, LINES, RUN, TREND, ZONES, AZ, IMB, HABS, BIG, DIV, ABS, ICE, SKEW, MAP or AI into the settings search and the whole module or window appears with all its rows. The texts of the expanded panel work too - NYVWAP, PREV, HOURS, F EXT, pLINES, xLINES, EX L, EX S - because they are part of the group name of their module.