LuxAlgo
Order Flow

Volume Bubbles

Volume Bubbles mark size at price; Delta mode splits each cluster by side.

View as Markdown

Volume Bubbles plots a dot on the price pane for each bar × price bucket, sized by the volume that traded there. It answers where size traded at a glance, without switching to a full Footprint.

Needs footprint data. Add it from Indicators → Orderflow.

Filters

The point of the tool is isolating the clusters that matter, so the filters do the heavy lifting:

  • Volume Min / Max: absolute volume bounds (0 = off).
  • Hide below (%) (default 50): drop bubbles smaller than this share of the largest visible one, keeping the display relative to current conditions.
  • Min delta (%): only show clusters with at least this much buy/sell imbalance, filtering for one-sided size.
  • Max visible: keep only the top N bubbles on screen (up to 500).

Display

  • Mode: Total sizes a single dot per cluster; Delta paints each cluster as a buy/sell pie, so you see the split inside every bubble.
  • Rows: Auto, or Manual with Ticks per row (default 8) to control the price bucketing.
  • Size (px): minimum and maximum bubble radius (defaults 5–25); Opacity (%) and Gradient fade smaller bubbles so the big ones dominate.
  • Hover tooltip: per-bubble readout on hover.

Style

  • Color by dominant side (Total mode) tints each bubble by whichever side traded more, with a Neutral color when disabled.
  • Highlight largest rings bubbles at or above a share of the visible maximum (≥ %, default 80). The standouts get a literal ring around them.
  • Volume labels print the volume on the bubbles.

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