Heavy Absorption

Heavy Absorption analyzes bid and ask volume at each price level within a bar and detects exceptionally large individual trades absorbed by passive liquidity.

Heavy Absorption markers are not a standalone buy or sell signal. The indicator visualizes large trades — the trader interprets them as part of their own analysis and makes decisions independently.

Key Features

Adaptive detection. The threshold is based on standard deviations above the mean print size within the lookback window — it automatically tightens during volatile sessions and loosens in quiet conditions, avoiding a flood of extra markers at market open.

Visual hierarchy by volume. Circles scale in size by trade volume relative to other active markers — the bigger the print, the bigger the circle. The exact traded volume is displayed inside each marker.

Additional filters. An optional minimum volume filter and bar-close alerts round out the indicator.

How It Works

Heavy Absorption builds a statistical population of all individual prints within the lookback window (default 100 bars), computes the mean and standard deviation, and sets the detection threshold at a configurable number of standard deviations above the mean (default 2.0). Any print at or above this threshold qualifies as a big trade.

Because the threshold is statistical rather than fixed, it adapts automatically: during high-volatility sessions the mean and deviation rise, raising the bar for what counts as exceptional — so the indicator stays selective when activity surges instead of firing on every bar.

Qualifying buy-side prints are marked with bull circles and sell-side prints with bear circles, positioned at the exact price where the largest print occurred. Circle diameter scales with the trade's volume relative to other active markers using square-root scaling, so size differences are clearly visible. The total qualifying volume is displayed inside each circle. An optional volume floor filters out smaller markers, and a bar-close alert can notify when a new big trade registers.

Settings

• standard deviation multiplier (sensitivity — higher means fewer, stronger markers);
• lookback period for the statistical window;
• optional minimum volume filter — hides smaller markers;
• bull/bear circle colors and text color;
• bar-close alerts on/off.

Works on any timeframe.

Example Use Case

A trader watching a sell-off sees price approach a key support area. A large red sell circle appears at the low, showing 1,200 contracts absorbed — which may indicate a large buy order stepping in against the move. If the following candles hold above that price, the trader may consider a long entry with a stop below the absorption point — using the large trade as one factor supporting the idea that passive liquidity defended the level, alongside the rest of their analysis.

Pricing

Heavy Absorption is subscription-based:

• 6 months — €399;
• Lifetime — €1,499 one-time payment.
• PRO15 for 15% off.

The indicator is also included in the "Advanced" and "Lifetime" bundles on the vendor's website.