FootPrint

PipFlow

FootPrint

Introduction

The FootPrint is a comprehensive order flow analysis tool that breaks down market activity for each candle at every price level. For each tick (or group of ticks), the indicator displays the volume of transactions executed on the Bid (sell side) and the Ask (buy side). This granular view reveals the internal structure of each candle, exposing the battle between buyers and sellers that simple candlestick charts cannot show.

Beyond bid/ask volume, the FootPrint offers multiple visualization modes. You can display a volume profile on one side and delta values on the other, or show Bid x Ask values with delta bars. The indicator also calculates and highlights several derived features:

  • Imbalances — regions where significantly more activity occurred on one side than the other, which can drive price movement or cause price rejection.
  • Unfinished Auctions — zones at the edges of candles where buyer/seller interest did not diminish, suggesting the price may revisit that level.
  • Point of Control (POC) — the price level with the highest traded volume within each candle, a natural magnet for price.
  • Value Area — the price range containing the majority of the candle's traded volume, defining the zone of acceptance.
  • Support/Resistance Zones — horizontal zones derived from stacked imbalances, signaling areas of strong directional bias.
  • COT (Commitment of Traders) — an estimate of trader commitment for each candle.
  • Information Zones — configurable data fields attached to the top and bottom of each candle, displaying delta, volume, imbalance counts, ratios, and other variables directly on the chart.

The FootPrint indicator is one of the most powerful tools available for order flow analysis and can be combined with other PipFlow indicators to build comprehensive trading strategies.


Key Concepts

Point of Control (POC) — The price level within a candle where the highest volume was traded. Price tends to revisit the POC because it represents the level of greatest market agreement. A Naked POC is a POC that has not yet been touched by subsequent price action.

Value Area (VA) — The price range containing a configurable percentage (typically 70%) of the candle's total traded volume. The Value Area defines where most of the trading activity concentrated, and price outside this area is considered to be in an imbalanced state.

Imbalance — A condition where the volume on one side (bid or ask) significantly exceeds the other at a given price level. Imbalances reveal aggressive buying or selling and often precede directional price movement. They can be detected horizontally (same price level) or diagonally (comparing adjacent price levels).

Unfinished Auction — When a candle's high or low shows no loss of interest from participants (i.e., there is still meaningful volume at the extreme), the auction is considered "unfinished." This suggests the market has not yet found a price where participants are no longer willing to trade, making a revisit likely.

Support/Resistance Zones — Derived from stacked imbalances — consecutive price levels that all show imbalances in the same direction. These clusters indicate a strong directional bias and tend to act as barriers to price movement.

Delta — The difference between Ask volume and Bid volume at a price level or for an entire candle. Positive delta indicates net buying pressure; negative delta indicates net selling pressure.

COT (Commitment Of Traders) — An estimate of trader commitment within each candle, derived from order flow data. This is not related to the CFTC COT report; it is a candle-level metric calculated by the FootPrint.


Chart Properties

Automatic Cryptocurrency Volume

When trading cryptocurrencies, volumes are often reported in the smallest unit (for example, satoshis for Bitcoin). This setting automatically converts those values to the principal unit (for example, BTC) for readability. It is enabled by default. For non-cryptocurrency instruments, this option has no effect. It can be turned off to save a small amount of CPU when trading other instruments.

Max Historical Candles

The maximum number of bars that will be kept on the chart. When this limit is reached, the oldest bar is discarded as each new bar forms. This setting ensures efficient memory usage in 24-hour markets such as Forex and cryptocurrency, where candles accumulate continuously.

Automatic Footer Margin

Automatically adjusts the Y-axis of the chart to prevent the price action from overlapping with the footer area. This works well in most cases, but may occasionally cause the Y-axis range to grow too large. If this happens, disable this option and adjust the margin manually.

Margin without footer

Adjusts the bottom chart margin as a percentage of the chart height when the footer is not visible. Use this to control how much empty space appears below the price action.

Use Metric Suffix

Groups volumes using the decimal metric system with suffixes such as K (Kilo), M (Mega), G (Giga), etc. For example, 1500 becomes 1.5K. This keeps the footprint cells compact and readable in high-volume markets.

Metric Suffix Decimals

The number of decimal places shown after the decimal point when using the metric suffix. For example, with 1 decimal 1523 displays as 1.5K; with 2 decimals it displays as 1.52K.

Set Bar Spacing and width at load

When enabled, the chart automatically sets the candle width and spacing to predefined values each time it loads. This is useful for less experienced users and is enabled by default. More advanced users may disable it so that the chart retains their manually configured layout across reloads.

Bar Spacing at load

The spacing between candles applied when automatic configuration at loading is enabled. Each time the chart loads, the bar spacing is reset to this value.

Bar Width at load

The width of candles applied when automatic configuration at loading is enabled. Each time the chart loads, the bar width is reset to this value.

Volume Divisor

Divides all displayed volumes by the specified number. Set to zero to disable. When enabled, this takes priority over the metric suffix system — the metric suffix will not be applied.

Ticks per bar

Groups multiple tick levels into a single row in the footprint, treating them as one price level. This is necessary for instruments with very small tick sizes where displaying every individual tick level would be impractical. Common examples include indices like the NQ and cryptocurrency pairs.

Width to hide candle Data

The candle width in pixels at which the footprint transitions between wide (expanded) view and narrow (compressed) view. When the candle width is equal to or larger than this value, all footprint data — bars and text — is displayed. When the candle is narrower, the footprint data is hidden and only the candlestick body is shown.

Cot Divisor

Divides the COT values by this number to make them more readable. Set to zero to disable COT division.

Right Chart margin

Adds additional margin to the right side of the chart in pixels. Set to -1 to disable. It is recommended to leave this disabled because chart templates already define a margin, and this value is added on top of the template margin. It cannot be determined whether an indicator was loaded directly or from a template.

Historical Calculation mode

Determines how the indicator classifies each historical trade as a buy (ask) or a sell (bid). The recommended mode is BidAsk, which uses the trade's execution side directly from the data feed.

Some data providers send historical data with volume on one side only (typically bid). In these cases, the UpDownTick mode can be used, which classifies trades based on the direction of price movement — an uptick is classified as ask volume and a downtick as bid volume. Note that UpDownTick discards volume that cannot be classified, so choosing a data provider that separates bid and ask is always preferable.

Available modes:

  • BidAsk — Normal mode. Classifies trades based on execution side. Recommended.
  • UpDownTick — Classifies trades based on tick direction. Useful with data providers that do not separate bid and ask in history.

Realtime calculation mode

Same classification method as above, but applied to real-time data. In most cases, data providers that do not separate bid and ask in historical data still do so in real time. The recommended setting is BidAsk.

Available modes:

  • BidAsk — Normal mode. Recommended.
  • UpDownTick — Classifies trades based on tick direction.

Indicator Rendering ZOrder

Sets the rendering order of the indicator on the Z-axis. This axis is not visible on screen but controls the layering order of rendered elements. A higher Z-order means the indicator is drawn on top of other indicators, candles, or chart elements with a lower Z-order.

Number of pinned candles

PipFlow can draw up to two candles at the right edge of the chart that remain visible even when scrolling back in narrow mode. This allows the trader to monitor the most recent candles while analyzing earlier price action. Set to 0 to disable, or 1 or 2 to pin that many candles.

Pinned Candle Width

The width in pixels of the pinned candles at the right edge of the chart.

Pinned Candle space

The space in pixels between the two pinned candles when two are displayed.


Candlestick Bar Properties

Show candle body

Whether to display the body of the candlestick. Disabling this can be useful when the outline is shown, since the outline already represents the candle's shape. It may also be useful when custom candle styles are applied.

Show outline in footprint bar

Whether to display the contour (outline) around the entire candle, including the footprint bar area.

Show bar wicks

Whether to display the wicks (shadows) of the candlestick.

Hide bar border in narrow view

When enabled, removes the candle border in narrow view to improve readability when candles are compressed.

Show bar border

Whether to display the border around the candle body. This applies to both narrow and expanded view modes.

Wick Color up

The color of the wick when the candle is bullish (close above open).

Wick Color Down

The color of the wick when the candle is bearish (close below open).

Outline Candle down

The color of the contour drawn around the entire candle — including the footprint bar area — when the candle is bearish.

Outline Candle up

The color of the contour drawn around the entire candle — including the footprint bar area — when the candle is bullish.

Outline fill color Up

The fill color inside the contour when the candle is bullish.

Outline fill color Down

The fill color inside the contour when the candle is bearish.

Candle body Color up

The color of the candle body when it is bullish.

Candle body Color down

The color of the candle body when it is bearish.

Candle Width

The maximum width in pixels of the candle body.


Footprint Bar Properties

The footprint bars are the horizontal bars drawn on each side of the candle, showing volume activity at each price level. The left and right sides of the candle can display different types of data, and the bars can be rendered in several visual styles.

Bar Type

Selects the type of data shown on the footprint bars. Each option configures what is displayed on the left and right sides of the candle:

  • Bid/Ask — Left side shows Bid volume, right side shows Ask volume. This is the most common footprint layout.
  • Volume/Delta — Left side shows the total volume profile, right side shows the delta (Ask minus Bid) at each price level.
  • SideDelta — Displays delta values on both sides of the candle.
  • SideDeltaBidXAsk — Displays delta values along with Bid x Ask data.

Bar Style

Determines how the footprint bars are visually rendered. This setting controls the relationship between volume magnitude and the bar's appearance:

  • Saturation — All bars have the same width, but their color opacity varies based on volume. Higher volume produces more opaque colors; lower volume produces more transparent colors. This mode makes it easy to spot high-volume levels at a glance.
  • Volume — All bars have the same color opacity, but their width varies based on volume. Higher volume produces wider bars. This mode provides a visual profile shape similar to a volume profile.
  • Solid — All bars have uniform width and solid color, regardless of volume. Only the text values differentiate volume levels.
  • VolumeAndSaturation — Combines both dimensions: bar width and color opacity both scale with volume. Higher volume bars are both wider and more opaque. This provides the richest visual encoding.
  • None — No bars are drawn. Only the text values are displayed.

Min Saturation Transparency

Sets a minimum opacity (0-100) for bars when using saturation-based styles. This prevents low-volume bars from becoming fully transparent. For example, a value of 20 ensures that even the lowest-volume bars have at least 20% opacity.

Text Color

The color of the text labels displayed on the footprint bars.

Bar Text Alignment

Controls how the text values are positioned within the footprint bars:

  • CenterCandle — Aligns text towards the center of the candle, so bid and ask values appear close together near the candle's center line.
  • CenterBar — Centers text within the bar itself, using the maximum bar width as the reference.

Volume Up bar color

The color used for the Ask (buy) side bars.

Volume Down Bar Color

The color used for the Bid (sell) side bars.

Volume Bar Color

The color used for volume bars when displaying total volume (not split into bid/ask).

Close indicator

Highlights the price level where the candle closed. This helps quickly identify the close position within the footprint:

  • None — No close indicator is shown.
  • TextColor — The text color at the close price level changes to the configured close color.
  • Rectangle — A rectangle is drawn around the close price level.

Close Box Border Transparency

The transparency of the close indicator border (0-100), where 0 is fully opaque and 100 is fully transparent.

Close Box Fill Transparency

The transparency of the close indicator fill (0-100), where 0 is fully opaque and 100 is fully transparent.

Close Color

The color used for the close indicator (text color change or rectangle, depending on the selected mode).

High Volume Indicator

Optionally highlights the price level with the highest volume (the POC) within the footprint bars:

  • Rectangle — Draws a rectangle over the highest volume bar.
  • None — No highlight is applied.

Separation between footprint bars

The distance in pixels between the footprint bars and the center of the candle. This defines the margin between the left and right bar areas, measured from an imaginary line that crosses the center of the candle vertically.

Distance for text in footprint bars from center

When text is aligned towards the center of the candle, this value establishes a margin in pixels between the text and the edge of the bar. This prevents text from overlapping the opposite side's bars.

Bar Volume Filter

A volume threshold that hides footprint bars below the specified volume. Only bars with volume higher than this value are displayed. Set to zero to show all bars. This filter is useful for detecting large clusters and supports the strategy of identifying institutional activity ("hiding behind the elephant").

Maximum font size for Footprint bars

The FootPrint dynamically adjusts text size based on bar dimensions. This setting defines the upper limit. Very large values will slow down rendering because text rasterization is hardware-intensive. Set this value carefully.

Minimum font size for Footprint bars

The minimum font size at which text is displayed. When the available space would require a font smaller than this value, the text is hidden and only bars are shown. Very small values may slow down rendering. PipFlow always tries to make text as large as possible within the available space.

Do not render zero values

When enabled, any footprint cell with a value of zero — whether bid, ask, or total volume — is not displayed. This reduces visual clutter on price levels with no activity.

Bar Text antialias

Controls the text rasterization method, which determines how text is converted into pixels on screen. The choice depends on your hardware capabilities and performance requirements:

  • ClearCase — Highest quality. Produces the sharpest and clearest text. However, it is the slowest mode and requires more GPU resources. Suitable for high-end graphics hardware.
  • GrayScale — Balanced quality. Slightly lower visual quality than ClearCase but noticeably faster. This is the default setting and provides a good trade-off between clarity and performance.
  • Aliased — Fastest mode. Text edges are not smoothed, resulting in lower visual quality. Use this mode if you experience slow rendering or if your system has limited graphics capabilities.

VPOC (Volume Point of Control)

The Point of Control (POC) is the price level within each candle where the highest total volume was traded. It represents the price of greatest market consensus. A Naked POC is a POC from a previous candle that has not yet been touched by subsequent price action. Naked POCs act as magnets for price because the market tends to revisit levels of high activity.

Show naked vpoc

When enabled, displays Naked POCs — POC levels from previous candles that have not yet been reached by the price. These are drawn as horizontal lines extending to the right until the price touches them.

Extend naked vpoc

When enabled, extends the Naked POC lines beyond the right edge of the chart, making them visible even when scrolling forward.

Min POC volume

A volume filter for Naked POC lines. Only POCs with volume above this threshold are displayed. This filters out POCs from low-volume candles that are less likely to attract price.

POC Coloring Style

Determines how POC lines are colored. Each mode provides different analytical information about the nature of the POC:

  • AllEqual — All POC lines are drawn in the same color.
  • Delta — Colors POC lines based on the candle's net delta. POCs from candles with positive delta, negative delta, and zero delta each use a different color. This reveals whether the high-volume level was driven by buyers or sellers.
  • ValueArea — Colors POC lines based on where the candle's close is relative to the Value Area. A different color is used when the close is below the Value Area, within the Value Area, or above the Value Area. This helps assess whether price accepted or rejected the value zone.

POC Lines 0-2

The line styles (color, dash pattern, width) used to draw the POC lines. Three styles are available, corresponding to the three states in the selected coloring mode.

POC Color 0-2

The colors used for the highest volume bar within the footprint. Three colors are available, corresponding to the three states in the selected coloring mode.


Imbalances

Imbalances are one of the most important features of the FootPrint indicator. An imbalance occurs when the volume on one side of the market (bid or ask) significantly exceeds the volume on the other side at a given price level. This reveals aggressive directional activity — a strong imbalance towards the ask indicates aggressive buying, while an imbalance towards the bid indicates aggressive selling.

Imbalances are significant because they show where one side of the market overwhelmed the other. These events tend to influence subsequent price movement: a cluster of ask imbalances (aggressive buying) often drives prices higher, while a cluster of bid imbalances (aggressive selling) often pushes prices lower. Additionally, imbalance zones frequently act as future support or resistance levels — when price returns to the area of a previous imbalance, it often reverses or stalls.

How Imbalances Are Detected

The indicator compares the bid volume and ask volume at each price level using the configured comparison operator and threshold. An imbalance is flagged when the result of the comparison exceeds the threshold. The winning side (the side with more volume) determines the direction of the imbalance.

Diagonal comparison compares the bid volume at one price level with the ask volume one tick higher. This reflects how the order book is structured: a buyer lifting the ask at one level is competing against a seller hitting the bid one level below. Diagonal comparison is the traditional method used in footprint analysis.

Horizontal comparison compares the bid and ask volumes at the same price level. This can be useful when tick grouping is applied, as the grouped rows already aggregate multiple price levels.

Imbalances display mode

Selects how imbalances are detected and displayed:

  • None — Imbalances are not shown.
  • Horizontal — Compares bid and ask volumes at the same tick level. Useful when tick grouping is applied.
  • Diagonal — Compares the bid volume at one tick level with the ask volume one tick higher. This is the traditional footprint imbalance method. When tick grouping is active, the comparison is made between groups.
  • Horizontal and Diagonal — Detects and displays both horizontal and diagonal imbalances independently. A price level can show either or both types.
  • Combination Horizontal and Diagonal — An imbalance is only displayed when both conditions are met simultaneously: a diagonal imbalance and a horizontal imbalance must exist at the same price level. This is the most selective mode, producing fewer but higher-confidence signals.

Show imbalances bars

Whether to display the visual bars that mark imbalance locations. Disabling this hides the bars but does not deactivate imbalance detection — other features that depend on imbalances (such as S/R Zones and Information Zones) continue to function.

Color for Bid

The color used to highlight bars where the imbalance favors the bid side (aggressive selling).

Color for ask

The color used to highlight bars where the imbalance favors the ask side (aggressive buying).

Box width

The pixel width of the box that surrounds the imbalance markers. A wider box extends further into the footprint profile bars.

Line width

The width of the imbalance marker line in pixels.

Comparison operator

The mathematical method used to compare the two sides when detecting imbalances:

  • Ratio — Divides the larger side by the smaller side. For example, if the ask volume is 300 and the bid volume is 100, the ratio is 3.0. The threshold represents how many times larger the winning side must be. A common threshold is 3.0 (the winning side must be at least 3 times larger).
  • Difference — Subtracts the smaller side from the larger side. For example, if the ask volume is 300 and the bid volume is 100, the difference is 200. The threshold represents the minimum absolute difference required to flag an imbalance.
  • Percent — Calculates the percentage difference between the two sides. The threshold represents the minimum percentage the winning side must exceed the losing side by.

Operator Threshold

The value compared against the result of the selected comparison operator. If the result exceeds this threshold, an imbalance is detected. The appropriate value depends on the chosen operator: for Ratio, typical values range from 2.0 to 4.0; for Difference, the value depends on the instrument's typical volume levels.

Min size of winning side filter

An additional volume filter. The imbalance is only displayed if the winning side's volume is at least this value. This prevents false signals from low-volume price levels where a small number of contracts can produce large ratios. Set to zero to disable.

Min size of total volume filter

An additional volume filter based on the combined volume of both sides. The imbalance is only displayed if the total volume (bid + ask) at the price level reaches this threshold. This is another way to filter out noise from low-activity levels. Set to zero to disable.

Bold imbalance text

When enabled, the text on the winning side of the imbalance is rendered in bold, making it stand out from normal footprint text.

Increment in size of imbalance font

The number of points added to the normal font size for imbalance text. For example, if the normal font size is 10 and this value is 2, imbalance text will be rendered at size 12. This makes imbalance values visually distinct from regular footprint values.


Unfinished Auctions

An unfinished auction occurs at the high or low of a candle when there is still meaningful trading activity at the extreme price level. In a "finished" auction, activity diminishes at the extremes — buyers stop buying at the high, or sellers stop selling at the low — indicating the market has found a temporary boundary. When this diminishment does not occur, the auction is considered unfinished, signaling that participants were still willing to trade at that price and were not given the opportunity to continue.

Unfinished auctions suggest that the price is likely to revisit that level in the future to complete the auction — that is, until interest is finally exhausted at that price. They are particularly useful for identifying potential targets for price movement.

Show unfinished auctions

When enabled, displays unfinished auction markers at the edges of candles.

Box Color

The color used for the unfinished auction box and lines.


Candle Developing Value Area

The candle's Value Area represents the price range where the majority of trading activity took place within that candle. By standard definition, this is where 70% of the volume was traded (some traders use 68%). The Value Area always includes the Point of Control (POC), as the POC is the level with the highest volume and serves as the starting point for the Value Area calculation.

The "developing" aspect means the Value Area is calculated and displayed in real time as the candle forms, updating with each new trade. This allows traders to observe how the zone of acceptance evolves during the life of the candle.

Show Developing value area

When enabled, displays the developing Value Area on each candle as vertical bars alongside the footprint.

Value Area Percent 0-100%

The percentage of total volume used to define the Value Area. The default is 70%. Adjusting this value changes the width of the Value Area: a higher percentage includes more price levels, while a lower percentage narrows the zone to only the most active levels.

Value Area width

The width in pixels of the Value Area indicator bars.

Developing Value Area color Bid

The color of the Value Area bar when the candle's delta is negative (net selling pressure).

Developing Value Area color Ask

The color of the Value Area bar when the candle's delta is positive (net buying pressure).

Developing value area horizontal displacement

The horizontal offset in pixels of the Value Area bar from the center of the candle. This value can be negative to shift the bar in the opposite direction.


Order Filter

The order filter removes market noise by discarding individual trades that do not meet the configured size criteria. Only trades that pass the filter are included in the footprint calculations (bid/ask volume, delta, imbalances, POC, etc.). This allows you to focus on the most meaningful transactions and build strategies around significant market activity.

Minimum order size

Trades with volume equal to or higher than this value are included in the analysis. Trades with lower volume are discarded and ignored. Set to zero to include all trades regardless of size.

Maximum order size

Trades with volume equal to or smaller than this value are included in the analysis. Trades with higher volume are discarded. Set to zero to include all trades. This filter is included for completeness but is rarely needed.


Absorptions

Absorption analysis is provided as a separate indicator in PipFlow, not as part of the FootPrint. Absorptions identify points where significant trading activity occurred without moving the price, which can signal that one side of the market is absorbing the other side's pressure. Refer to the dedicated absorption indicator documentation for configuration details.


Support/Resistance Zones

Support and Resistance zones are derived from stacked imbalances — consecutive price levels that all exhibit imbalances in the same direction. When multiple adjacent levels show the same directional bias (all favoring the ask, or all favoring the bid), they form a zone that signals strong directional commitment. These zones tend to act as barriers to price movement: a stack of ask imbalances creates a resistance zone (buyers were aggressive), while a stack of bid imbalances creates a support zone (sellers were aggressive).

The zones remain active until the price crosses through them, at which point they are cancelled. The method used to determine when a zone is crossed can be configured.

Show S/R Zones

When enabled, displays Support and Resistance zones derived from stacked imbalances.

Number of imbalances

The minimum number of consecutive imbalances in the same direction required to form a zone. Higher values produce fewer but stronger zones.

Extend Zones to the right

When enabled, extends zone lines past the right edge of the chart, making them visible when scrolling forward.

Min Total Volume

The minimum combined volume across all price levels in the stack required to create a zone. This filters out zones formed from low-volume imbalances.

Number ticks simple cross

The number of ticks the price must move beyond the zone boundary to cancel it when using SimpleCross mode. This adds a buffer to prevent premature cancellation from minor price excursions.

Zone close method

Determines how a zone is cancelled when the price interacts with it:

  • FullCandleCross — The zone is only cancelled when an entire candle (both open and close) is positioned beyond the zone boundary. This is the most conservative mode.
  • POCCross — The zone is cancelled when the Point of Control of a candle crosses the zone boundary. This provides a balance between sensitivity and reliability.
  • SimpleCross — The zone is cancelled when the price simply crosses the zone boundary by the configured number of ticks. This is the most sensitive mode.

Support Color

The color used to draw support zones (stacked bid imbalances).

Resistance Color

The color used to draw resistance zones (stacked ask imbalances).

Enable sound alerts

When enabled, the indicator plays a sound when a zone is created or cancelled.

Resistance Cancellation sound

Path to the WAV sound file played when a resistance zone is cancelled.

Resistance Creation Sound

Path to the WAV sound file played when a resistance zone is created.

Support Cancellation sound

Path to the WAV sound file played when a support zone is cancelled.

Support Creation Sound

Path to the WAV sound file played when a support zone is created.


Information Zones

Information Zones display additional computed data attached to the top and bottom of each candle. They allow you to monitor variables that are not directly visible in the candlestick or footprint bars — such as delta, volume, imbalance counts, COT values, and ratios — without diverting attention to separate indicators or windows.

Settings

There are six configurable zones, three at the top and three at the bottom of the candle:

  • Top Upper Zone
  • Top Middle Zone
  • Top Lower Zone
  • Bottom Upper Zone
  • Bottom Middle Zone
  • Bottom Lower Zone

Each zone can display one of the following data types:

  • Nothing — Empty zone. No space is reserved when set to Nothing.
  • DeltaClose — The delta of the candle at its close (Ask volume minus Bid volume).
  • DeltaFinish — The candle's Delta Finish value.
  • DeltaMinMax — Shows two values: the minimum delta and maximum delta reached during the candle's formation.
  • ImbalanceCount — The total number of imbalances detected on each side (Bid and Ask) within the candle.
  • ImbalanceVolume — The total volume across all imbalance levels within the candle, shown separately for each side.
  • Volume — The total traded volume of the candle.
  • COTUp — The COT (Commitment of Traders) value for the candle, displayed above.
  • COTDown — The COT (Commitment of Traders) value for the candle, displayed below.
  • Ratio — The ratio between bid and ask volume, calculated according to the extreme.
  • CumDelta — The cumulative delta, which tracks the running total of the delta across candles.

Colors

All color settings in the Information Zones are designed to be intuitively interpretable — positive values, negative values, and neutral states each use distinct colors that match the conventions used throughout the FootPrint indicator. If you prefer a zone's background not to be colored, select a transparent brush for that color setting.


Graphic Delta Properties

The Graphic Delta is a compact delta candle drawn below (or above) the price candle. It provides a visual summary of the net buying/selling pressure for each candle. The delta candle has its own body and wicks, just like a price candle, but represents the delta value instead of the price.

Show graphic delta

When enabled, the delta candle is displayed alongside each price candle.

Blank space between candle and graphic

The vertical space in pixels between the price candle and the delta candle. Increasing this value separates the two candles for better readability. Decreasing it brings them closer together for a more compact view.

Graphic delta down indicator color

The color of the delta candle when the delta is negative (net selling pressure).

Graphic delta up indicator color

The color of the delta candle when the delta is positive (net buying pressure).

Wick Color

The color of the delta candle's wick.

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