HTF Footprint Candles

The HTF Footprint Candles indicator is a professional-grade visualization tool that overlays High-Timeframe (HTF) candles onto the active chart while integrating a detailed volume footprint profile. This allows traders to analyze institutional market structure and internal volume distribution across multiple timeframes without needing to switch chart views.

Usage

The indicator is used to bridge the gap between macro structure and micro volume data. By displaying "ghost" HTF candles alongside the current price action, users can identify significant structural levels (Open, High, Low, Close) while seeing the volume intensity within those levels.

The Footprint integration offers several modes to aid interpretation:

• POC + Voids: Highlights the Point of Control (highest volume level) and liquidity gaps.
• Delta: Visualizes the net buying versus selling pressure at specific price points.
• Total Volume: Displays the relative volume intensity for each price bin.
• Voids: Specifically targets price levels where movement was so rapid that minimal volume was transacted.

Details

The indicator uses request.security_lower_tf to source granular data for footprint calculations, ensuring precision even when visualizing high-timeframe candles. The tool supports up to 60 historical HTF candles and includes an optional New York Midnight anchor for session-specific institutional analysis.

A hierarchical timeframe logic is employed to ensure data integrity:

1. HTF (Higher Timeframe): The timeframe for the ghost candles (e.g., 4H, Daily).
2. Chart Timeframe: The active timeframe being viewed.
3. LTF (Lower Timeframe): The source for footprint calculations. The Chart Timeframe must be equal to or higher than the LTF setting for the footprint to render.

Settings

HTF Control

• HTF I: Enables the first group of HTF candles.
• HTF Timeframe: Sets the period for the ghost candles (must be higher than chart TF).
• LTF: Sets the lower timeframe source for volume data.
• Lot: Controls the vertical resolution (bin size) as a percentage of price movement.
• Count: Determines how many historical HTF candles to display (max 60).

Visuals

• Coloring: Customizes bull and bear colors for the ghost candles.
• Offset/Space/Margin: Adjusts the positioning and spacing of the overlays relative to the current price.
• Labels: Toggles the display of period, remaining time, and timestamps.
• NY Midnight Open: Anchors the HTF logic to the New York 00:00 session open.

Footprint

• Footprint Mode: Selects between POC, Delta, Total Volume, or Voids.
• Theme: Offers various color presets (e.g., Teal-Rose, Aqua-Purple) for volume visualization.

FAQ

How do I adjust the footprint resolution? Use the "Lot" setting in the HTF group. For volatile assets like BTC, use a higher value (0.1); for stable assets like EURUSD, use a lower value (0.005) for better granularity.

Why are my footprints not appearing? Ensure your Chart Timeframe is not lower than your "LTF" setting. If you are on a 1-minute chart, the LTF setting must also be 1 minute or the data cannot be requested.

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