Order-flow analysis — tape speed, range bars and volume-at-price.
ATAS indicators are written in C# against the ATAS SDK. I have not published any C# ATAS indicators. What exists here are TradingView Pine implementations of ATAS order-flow concepts — the same ideas, rebuilt on a different platform with different data granularity. Calling them ATAS scripts without that distinction would be wrong.
Measures transaction speed — trades per unit time — and colours candles when speed exceeds a threshold.
- Three speed modes: Tick Count (the ATAS default), Volume, and Delta
- Configurable measurement window in seconds
- Auto-threshold from a rolling lookback, or a manual multiplier
Speed of tape is a proxy for urgency: the same volume delivered faster means something different from the same volume delivered slowly.
ATAS-style range bar visualisation — bars formed by price movement rather than by time.
- Configurable range size in points
- Volume confirmation against a rolling average before a bar is confirmed
- Distinct colouring for developing versus completed ranges, and high-volume bars
Range bars remove the distortion time-based candles introduce in quiet sessions.
Both live in Algorithmic-Trading-Projects/Tradingview Trading Strategy/.
https://github.com/pranay123-stack/Algorithmic-Trading-Projects
Pine gets aggregated bar data, not the raw tape. A true footprint or delta-per-price-level chart needs tick-by-tick order flow that TradingView does not expose to Pine. These ports approximate the concepts; they do not reproduce ATAS's actual data model.
Genuine order-flow work in this account is elsewhere: the crypto-exchange-development engines consume real order-book and trade streams, where delta and imbalance are computed from actual events rather than inferred.
Related: TradingView Pine Script · ES Futures Trading Strategies