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QuaScript

Liquidity Pressure Waves

NewFree

Volume-weighted buy / sell pressure waves with absorption and divergences

WebGPU StudioOwn pane WebGPUSignalsAlerts
quascriptgpuwebgpupressureabsorptionorder-flow

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Language
QuaScript
Engine
Native C++, incremental on live ticks
Rendering
WebGPU
Placement
Own pane
Settings
5
Plots
6
Lines of code
49
Source
presets/analysis/gpu/liquidity_pressure.qs
Liquidity Pressure Wavesengine result
Loading the engine result…
quatick-charts · QuaScript engine on synthetic 1-minute bars · drag to pan · scroll to zoom · Run executes the script on the engine (⌘/Ctrl+Enter while editing)

About

Where each bar closed inside its range, weighted by its volume, splits the bar into buying and selling pressure. The net pressure is shown on three horizons: per-bar columns (shaded by relative volume), a fast wave and a slow tide, each normalised by the volume of the same horizon so the whole pane reads in percent of volume. The cloud between the wave and the tide takes the side that is winning. Absorption marks bars with heavy volume, a small range and pressure against the bar's own direction: someone large is soaking up the other side. Divergences compare the tide with price.

6
Plotted series
4
Signal marks
0
Drawings
2
Alert rules
5
Settings
37
Lines of code

What it draws

Own pane · counted from the engine's plot table and the script's draw calls

Series

  • Line2 visible · 2 helper
    ZeroTide
  • Histogram1
    Bar pressure
  • Spline1
    Wave
  • Band fills (render.band calls)2
Legend
Bar pressure Zero Wave Tide

Signal marks

Buy absorptionSell absorptionBullish divergenceBearish divergence

Drawings and chart effects

No drawings; everything is plotted series.

How it runs

From source to the live chart, for this script

  1. 1
    Compile

    The QuaScript compiler checks the 49-line script (37 lines of code) and lowers it for the native C++ engine. Compile errors point at the exact line and column.

  2. 2
    Place

    The header sets pane = hpane with height = 0.28 (28% of the chart), so the output gets its own pane under the price with its own scale.

  3. 3
    Compute

    The script runs once per bar, oldest to newest.

  4. 4
    Stay live

    On the terminal the script keeps one live engine session: a tick rolls the forming bar back to its checkpoint and re-executes only that bar, and new bars are appended, so history is never rerun while the market moves. The live result is identical to a full run.

  5. 5
    Render

    The results are handed to the chart: series on WebGPU.

  6. 6
    Tune

    5 settings in 2 groups appear in the chart's settings dialog. Changing one reruns the engine with the new value.

Rendering

This script draws on WebGPU

WebGPUSeries renderer

The browser's modern GPU API. The chart uploads every line, band and mark of the script as GPU buffers and draws them in one pass, so dense heatmaps and dozens of series stay smooth while you pan and zoom. Without WebGPU support the chart's GPU layer falls back to WebGL 2, then Canvas 2D.

In this script
  • • 6 plotted series
  • • 2 band fill calls
  • • 4 signal mark types

Chosen by render = webgpu in the header.

WebGLNot used

GPU drawing through WebGL 2, available in every current browser. Used for chart-native profiles and for series that ask for it with backend = "webgl". Fast for large numbers of bars and wide fills.

CanvasNot used

The browser's 2D drawing API. Text-heavy and object-style output (dashboard tables, zones, tags, segments), candle colors and backgrounds are painted by the QuaScript layer, a Canvas 2D surface over the chart. Series use Canvas when the script's header does not ask for a GPU.

Alerts

2 alert rules declared with alert.rule

Absorption

Heavy volume, small range and pressure against the bar

Pressure divergence

The tide diverges from price at a confirmed pivot

Settings

5 settings, grouped as in the chart's settings dialog

Horizons
SettingTypeDefaultRange / optionsId
Wave lengthInteger82 – 100wave_length
Tide lengthInteger345 – 400tide_length
Absorption
SettingTypeDefaultRange / optionsId
Relative volume windowInteger505 – 500relative_volume_window
Absorption volume (x average)Number1.81 – 10, step 0.1absorption_volume_x_average
Absorption range (x ATR)Number0.70.1 – 2, step 0.05absorption_range_x_atr

Script

packages/quascript/presets/analysis/gpu/liquidity_pressure.qs

Header

analysis "Liquidity Pressure Waves" {
    pane = hpane
    height = 0.28
    render = webgpu
}
Total lines
49
Code lines
37
Comment lines
7
Helper functions
0
Loops
0
Persistent variables
0
Higher-interval feeds
0
Engine plots
6

Built with

Technical analysis (ta.*)
ta.atrta.divergenceta.emata.sma
Math (math.*)
math.clampmath.max

Discussion

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