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Whale Liquidity and Absorption Profile
Free TradingView Indicator by AlgoAlpha — Volume & Order Flow
The Whale Liquidity and Absorption Profile maps intrabar buying, selling, delta, and absorption activity into stacked horizontal profiles. It samples lower timeframe volume data inside each chart candle, then groups that activity into price bins to show where aggressive participation and absorption occurred across a configurable lookback range.
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2026-05-15published
What is Whale Liquidity and Absorption Profile?
The Whale Liquidity and Absorption Profile maps intrabar buying, selling, delta, and absorption activity into stacked horizontal profiles. It samples lower timeframe volume data inside each chart candle, then groups that activity into price bins to show where aggressive participation and absorption occurred across a configurable lookback range.
The script separates strong and weak activity using a percentile-based strength filter. It also builds a delta heatmap, absorption profile, historical absorption heatmap, and local absorption zones. Together, these components help traders identify where liquidity entered the market, where imbalance formed, and where price may react again.
Whale Liquidity and Absorption Profile Features
Multi-Layer Volume Profile
Displays stacked buying and selling activity across price levels.
Separates strong bullish, weak bullish, weak bearish, and strong bearish volume.
Optional strong-only mode hides weak participation and normalizes the profile using only strong activity.
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Delta Heatmap
Displays signed delta values directly inside each profile cell.
Positive delta highlights dominant buying pressure.
Negative delta highlights dominant selling pressure.
TradingView Snapshot
Absorption Profile
Aggregates wick-based absorption activity into a separate horizontal profile. (Buys at high wicks, Sells at low wicks)
TradingView Snapshot
Historical Absorption Heatmap
Creates rolling 5-bar heatmap snapshots to show where historical absorption accumulated over time.
TradingView Snapshot
Absorption Zones
Detects local absorption peaks and projects them across the chart as potential reaction areas.
TradingView Snapshot
Strong Activity Bubbles
Marks the strongest intrabar buying and selling events directly on price using percentile-ranked bubble tiers.
TradingView Snapshot
How Whale Liquidity and Absorption Profile Works
• Intrabar Sampling — Lower timeframe volume and directional data are requested using to reconstruct buying and selling activity inside each chart candle.
• Strength Filter — Intrabar volume samples are ranked by percentile. Volumes above the selected percentile threshold are classified as strong activity while lower values are treated as weak activity.
• Delta Profile — Buy volume minus sell volume calculated per price bin. Positive delta shows aggressive buying while negative delta shows aggressive selling.
• Absorption Volume — Bullish volume occurring in upper wicks and bearish volume occurring in lower wicks. This is used to estimate where opposing liquidity absorbed incoming pressure.
• Price Bins — The full price range inside the lookback is divided into vertical bins. All volume, delta, and absorption calculations are aggregated into these bins.
• Absorption Peaks — Local highs in the absorption profile compared against neighboring bins. These areas are drawn as support and resistance zones.
How to Use Whale Liquidity and Absorption Profile
• Load 2 instances of the indicator to bypass box drawing limits and use both the Absorption heatmap and the profiles.
• Watch for stacked strong bullish volume combined with positive delta — this can show aggressive participation entering a price region.
• Watch for stacked strong bearish volume combined with negative delta — this can show heavy selling pressure dominating a level.
• Use absorption zones as areas where price previously encountered opposing liquidity — these zones may act as future reaction points.
• Compare delta against absorption — strong positive delta with heavy upper-wick absorption can indicate trapped buyers or resistance.
• Use the historical absorption heatmap to locate repeated liquidity interaction zones that price continues to respect over time.
• Increase profile resolution for tighter price detail and reduce it for broader structural zones.
• Enable strong-only mode to isolate high-participation liquidity events and remove weaker intrabar activity from the profile.
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