Imbalance screener

How the data is built#

For every ticker we collect 30 bins of data on the 1m, 5m, 15m, 1h and 4h timeframes and generate imbalance charts from them: the sum of asks, the sum of bids and their delta. Every column of the table is derived from those charts.

Screener table#

A — asks change#

Change between the maximum and the minimum sum of asks (%).

B — bids change#

Change between the maximum and the minimum sum of bids (%).

AB — total change#

Change between the maximum and the minimum of the combined sum of asks and bids (%).

D — delta change#

Change between the maximum and the minimum delta of asks and bids (%).

P — price change#

Change between the maximum and the minimum price (%).

C — crosses#

Number of crosses between the asks sum chart and the bids sum chart.

S — similarity#

Similarity between the asks sum chart and the bids sum chart, from 0 (completely different) to 1 (identical). Similar and not similar charts:

Settings#

Set the screener filters to search for the situations you need on the market: