The Volume-Weighted Order Block Zones is an advanced technical indicator created by BigBeluga to identify and map institutional order blocks using pivot points and price displacement. Traditional order block indicators often highlight every single pivot zone, resulting in chart clutter and low-probability setups. In order to provide a solution to this problem, this indicator integrates volume-weighted strength calculations and ATR-based displacement triggers, ensuring that only high-momentum structural zones backed by significant volume are plotted.
The indicator aims to visualize institutional order-building and subsequent market expansions. The core element of its calculation involves tracking volume-weighted metrics against moving averages alongside a dynamic displacement formula defined as:
bearLevel = bearObHigh – atr * displacement
bullLevel = bullObLow + atr * displacement
where atr is the standard Average True Range of period 100, and displacement is the sensitivity multiplier. Higher values of displacement and minVolStrength allow the indicator to filter out weak market noise and focus exclusively on major institutional footprints.
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