Realtime Footprint

The Realtime Footprint indicator provides a granular view of order flow by visualizing Bid and Ask volume distributions directly on the chart in real-time. It enables traders to identify aggressive buying or selling pressure, market imbalances, and hidden liquidity zones through high-fidelity footprint profiles.

Usage

The Usage section describes how the script can be used, examples should be provided in this section. This section also focuses on how main settings affect the indicator interpretation and output.

Real-time Data Limitation

This script functions exclusively in real-time. TradingView does not provide historical Bid/Ask data; therefore, the script uses up/down ticks to calculate order flow from the moment it is loaded. It is designed for time-based charts (e.g., 1m, 5m, Daily).

Profile Interpretation

The indicator displays several key components per price row:

• Footprint: Shows the specific Ask and Bid volumes.
• Diagonal Imbalance: Highlights rows where the Ask is significantly higher than the Bid of the row below (or vice versa), indicating aggressive market participants.
• Unfinished Auction (UA): Marks the extreme high or low of a bar that contains both Ask and Bid volume with "XXXXX," suggesting the price may return to "finish" the auction at that level.
• Point of Control (POC): This script uses a volume-weighted average to determine the POC, colored based on its relationship to the previous bar's POC.

Performance Management

Because TradingView limits the number of active labels to 500, the "Maximum row of Bar" and "Ticks per row" settings are critical. If you wish to see a longer history of footprint bars, you should increase the ticks per row (reducing label count per bar) or disable unused sub-display features.

Details

The script's engine is based on the "Real Time 5D Profile by LucF," modified to include advanced order flow features.

• Logic: It tracks every tick price change to categorize volume as "Up" (Ask) or "Down" (Bid).
• Volume Conversion: Since the script packs multiple data points into a single label to save resources, it converts volumes into integers. Users can use the "Volume Divisor" to adjust how decimal volumes (like in Crypto or Forex) are rounded for display.
• Box Ratio: Based on Richard W. Arms’ concept, this calculates Total Volume / Bar Range. A high Box Ratio indicates heavy fighting between bulls and bears within a tight range, often preceding a breakout.
• Ladder Fading: This feature identifies "fading" momentum by checking if volume or imbalance values are decreasing over three consecutive rows at the extremes of a bar.

Settings

General Settings

• Resets on: Determines what triggers a new footprint bar. Options include "Volume" (new bar after X volume) or "Range Bar."
• Ticks per row: The price interval for each footprint row. A value of 1 uses the minimum symbol tick.
• Maximum row of Bar: Limits the vertical resolution to save labels.
• Volume Filter: Ignores individual ticks with volume below this threshold.
• Volume Divisor: Divides volume by this number and rounds it to the nearest integer for cleaner visual display.

Main Display

• Footprint/Total/Delta: Toggles the visibility of specific text data within the profile.
• Volume per Profile Block: Determines the volume required to draw one "▆" block in the profile histogram.
• Row Imbalance Ratio: Sets the multiplier (e.g., 3x, 2x) used to color-code rows based on the dominance of Ask vs. Bid.

Sub Display

• Commitment of Traders (COT): Tracks delta extremes within a bar to identify where "Iceberg" orders might be absorbing market pressure.
• Diagonal Imbalance Ratio: The multiplier required to trigger an imbalance highlight (e.g., Ask > Bid * 2).
• Ratio Bounds: Measures the momentum at bar extremes by comparing volume in the last two rows.

FAQ

Why is there no historical data when I load the indicator? TradingView does not store historical tick-level Bid/Ask data. The indicator can only collect and display data that occurs while the script is actively running on your chart.

Why does the footprint disappear after several bars? This is due to the platform's limit of 500 labels. To see more bars, increase the "Ticks per row" setting or decrease the "Maximum row of Bar" setting in the inputs.

How can I access the Realtime Footprint? You can get access on the LuxAlgo Library for charting platforms like TradingView, MetaTrader (MT4/MT5), and NinjaTrader for free.