# Execution Algo Footprints Scores the tape 0-100 for signs of a working institutional execution program (uniform intrabar slice sizes, one-sided delta, pressure persisting through pullbacks and volume-scaled participation) over a 30-bar window against a 50 threshold. Detections confirm after 60 minutes and 1 ATR of worked price span, a dashboard itemizes every component, and four alerts track the lifecycle. - Indicator in the LuxAlgo Library, by LuxAlgo, published Jun 30, 2026. - Access: free. - Concepts: [Execution Algo Footprints](https://www.luxalgo.com/library/concept/execution-algo-footprints/) (primary) - Open on Vela: https://vela.luxalgo.com/chart?pineScriptCodeId=kt9gvu600t10bn2flv5wqf5b - Page: https://www.luxalgo.com/library/indicator/execution-algo-footprints/ **Execution Algo Footprints** compresses the tape-level signature of a parent order being worked, [execution algo footprints](https://www.luxalgo.com/library/concept/execution-algo-footprints/), into one signed score. Intrabar slices stand in for child-order prints; the build scores their uniformity, one-sidedness, persistence through pullbacks and volume scaling, averaging the four components into a 0-100 score signed by the dominant side. Beyond the threshold a tentative program is tracked; surviving the confirmation time across a sufficient span upgrades it to confirmed. ## How to Trade the Execution Algo Footprints? - **Tentative detection**: the score crossing the dashed threshold starts a footprint and lightly tints the pane, a hypothesis about persistent flow. - **Confirmed program**: persistence plus span is the schedule signature; the dashboard's Schedule read labels the mix VWAP/POV-like, TWAP-like or Mixed. - **Fade / completion**: the score falling below 75% of the threshold, or the side flipping, releases the footprint. The persistent support or pressure it supplied is gone. ## Execution Algo Footprints Settings - **Analysis Window (bars)** (default 30): window over which the four components are measured. - **Detection Threshold** (default 50): composite score required to flag a working program. - **Confirmation Time (minutes)** (default 60): how long a detection must persist to count as confirmed. - **Min Price Span (ATR)** (default 1.0) with **ATR Length** (default 14): a confirmed program must have worked across price levels, unlike an iceberg defending one. - **Auto Intrabar Timeframe** (default on) and **Custom Intrabar Timeframe** (default 1): the slice source, roughly a dozen slices per chart bar when automatic. - **VWAP Proximity (ATR)** (default 0.25): band around the session VWAP where benchmark-hugging pressure is checked. - Display: **Show Dashboard** and **Highlight Active Program** (both on). ## Frequently Asked Questions ### How is this different from Absorption? [Absorption](https://www.luxalgo.com/library/indicator/absorption/) watches a single level soak up repeated heavy tests: defense of one price. A footprint is a schedule: steady, one-sided participation that persists across time and multiple price levels, exactly the line the minimum-span check draws between the two. ### What do the slices actually measure? Lower-timeframe bars approximate child-order prints: each slice contributes its volume and a delta signed by its close direction. On deep history without intrabar data, the chart bar itself becomes a single slice. ### Does a fade mean the move reverses? No. It means the schedule finished or paused. The alert matters because completion removes a persistent source of one-sided flow; what price does next depends on everyone else. ## Related indicators - [Volume Footprint](https://www.luxalgo.com/library/indicator/volume-footprint/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volume-footprint.md - [Liquidity Structure & Order Flow](https://www.luxalgo.com/library/indicator/liquidity-structure-order-flow/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/liquidity-structure-order-flow.md - [Volume Delta Candles](https://www.luxalgo.com/library/indicator/volume-delta-candles/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volume-delta-candles.md - [Order Flow VWAP Deviation](https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/order-flow-vwap-deviation.md - [Volumetric Order Flow Structure](https://www.luxalgo.com/library/indicator/volumetric-order-flow-structure/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/volumetric-order-flow-structure.md - [Volume Bubbles & Liquidity Heatmap](https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap/) (Resting Liquidity / Liquidity Heatmap): markdown at https://www.luxalgo.com/library/indicator/volume-bubbles-liquidity-heatmap.md - [Fair Value Gap Absorption Indicator](https://www.luxalgo.com/library/indicator/fair-value-gap-absorption-indicator/) (Absorption & Exhaustion): markdown at https://www.luxalgo.com/library/indicator/fair-value-gap-absorption-indicator.md - [Delta Flow Profile](https://www.luxalgo.com/library/indicator/delta-flow-profile/) (Volume Delta): markdown at https://www.luxalgo.com/library/indicator/delta-flow-profile.md --- Source: https://www.luxalgo.com/library/indicator/execution-algo-footprints/ (LuxAlgo Library). Free to use with attribution: https://www.luxalgo.com/library/license/