Buy/Sell Imbalance 10Microstructure

Timeframe M1 · unit ratio

What it measures

Log ratio of buyer-tagged volume to seller-tagged volume over the last 10 bars. Positive values mean more buy-side volume; negative values mean more sell-side volume.

How Janira reads it (bullish vs bearish)

Zero is balanced. +1 means roughly 2.7× more buy than sell volume; −1 means 2.7× more sell. Values beyond ±2 indicate extreme one-sidedness.

In plain language

Think of it as a scales that weighs buying activity against selling activity over the last 10 minutes. A positive number tilts towards buyers; negative towards sellers.

Scenarios

Imbalance above +1: buyer-side volume is significantly larger than seller-side - participation is skewed toward demand.
Imbalance below −1: seller-side volume dominates; supply pressure is concentrated in this window.
Imbalance near 0: roughly equal buy and sell participation - neither side has absorbed the other.
Imbalance flipping sign after a price move: the dominant side in the prior bars is giving way to the opposite - flow exhaustion.

More microstructure indicators

CVD Proxy 20 Body Ratio 14 Upper Wick Ratio 14 Lower Wick Ratio 14 Wick Skew 14 Gap Pct Range Position Close Velocity 5

Janira computes Buy/Sell Imbalance 10 deterministically from live price action, the same way for every reading - no discretion, no hidden weighting. This page explains the method; it is not a live reading and not advice.