Whale Liquidity & Absorption Profile is a market microstructure indicator designed for detailed volume and order flow analysis. It distinguishes institutional ("whale") volume from retail activity using a percentile-based Strength Filter, enabling users to focus on smart money footprints. The indicator visually presents a stacked volume profile that separates bullish and bearish volume by price level, highlighting key areas such as the Point of Control (POC) and High/Low Volume Nodes (HVN/LVN). It automatically detects the Value Area, where the majority of volume is concentrated, to provide clear market context.

A Delta Profile heatmap calculates the net difference between market buys and sells at each price level, showing buyer or seller aggression. The Absorption Profile identifies volume trapped in candlestick wicks, revealing where institutional traders absorb liquidity from retail participants. The indicator’s optimized engine processes heavy volumetric calculations only on the latest candle, ensuring smooth performance on the cTrader platform.

Traders can use this tool to define market context, evaluate buying or selling aggression, and pinpoint reversal triggers based on absorption patterns. The "Strong Only" mode filters out retail noise during consolidation phases, focusing on institutional accumulation or distribution zones. This indicator supports volume and DOM data visualization to enhance decision-making around key support and resistance levels.