OPEN-SOURCE SCRIPT

Sin RSI Footprint (with Volume, CVD & VWAP)[ALT_analyst]

█ Overview
The Sin RSI Footprint [ALT_analyst] brings the concept of professional order flow and footprint charting directly into momentum oscillators.

Instead of mapping traditional trading volume at raw price levels, this script peers inside the current higher-timeframe candle to map the internal momentum distribution and structural shifts using Lower Timeframe (LTF) RSI Crossovers, Volume, and Cumulative Volume Delta (CVD) data.

By visualizing exactly where and how momentum transitions occurred within a single bar, traders can identify hidden exhaustion, hidden accumulation/distribution, and intra-bar divergences that are completely invisible on standard candlestick charts.

█ Why is this one unique
This is not a normal RSI indicator. It is an intra-bar market structure mapping engine.

Most indicators treat every price level within a single candlestick as equal. This script uses a Fast/Slow RSI Cross Trigger mechanism to filter out ambient market noise, isolating the exact coordinates where momentum definitively shifts. It transforms these structural shifts into a multi-dimensional footprint matrix, combining them with localized transaction metrics.

⚪ What it does
At a high level:
• Retrieves LTF Crossover Data: Uses request.security_lower_tf to fetch an array of LTF Fast/Slow RSI crosses, Close prices, Volume, and CVD for the duration of the current chart's bar.

• Bins the data: Groups the validated LTF momentum nodes into precise price levels or vertical stacks.

• Calculates localized momentum: Identifies exactly where the definitive momentum shifts occurred inside the wick or body.

• Applies VWAP Trend Discipline: Dynamically filters out counter-trend noise based on a multi-band session VWAP.

█ Core Engines & How It Works

⚪ 1. The Matrix Engine (Traditional Price Level)
This mode acts like a traditional volume profile or footprint chart, but optimized for RSI crossover nodes and localized liquidity.

The script divides the high-to-low range of the current candle into user-defined bins (e.g., 10 rows). It calculates the step size dynamically:

Pine Script®

float _st = _bh > _bl ? (_bh - _bl) / _i21 : syminfo.mintick

For each LTF crossover point, it determines the correct row and calculates the localized average RSI, accumulated Volume, and CVD.
Why this matters: It maps definitive momentum shifts to specific price levels. You can instantly see if buyers were exhausting their momentum at the absolute highs or absorbing pressure in the middle of the candle.

⚪ 2. The Stack Engine (Vertical Momentum)
This mode stacks validated LTF RSI crossover prints vertically above or below the candle based on a baseline threshold.

If the triggered LTF RSI is > 50, it is categorized as bullish and stacked above the candle's high. If <= 50, it is stacked below the candle's low. The height of each box is calculated dynamically using the Average True Range (ATR):

Pine Script®

float _bhg = _ba * _i22

Why this matters: Separating crossover prints above and below the candle isolates bullish vs. bearish momentum bursts. Using ATR for box height ensures the boxes remain visually proportionate across different assets and timeframes regardless of absolute price volatility.

⚪ 3. The Adaptive VWAP Filter Engine & Multi-Bands
To enforce strict trading discipline ("No position is the third position"), the script includes an adaptive VWAP transparency filter and a dynamic multi-band system.

If a localized footprint box generates a "Sell" signal (overbought RSI) but the price level is ABOVE the session VWAP (bullish regime), the script automatically increases the transparency of that box, fading it into the background. It does the same for "Buy" signals below VWAP.

This ensures you are only presented with high-probability exhaustion or continuation signals that align with the true intraday value.

█ Key Features
• Micro Momentum Analysis: Displays localized RSI, Volume (K), and CVD directly inside the footprint boxes only when a momentum shift is confirmed.

• VWAP Trend Gate & Gradient Bands: Counter-trend signals are visually faded to prevent fighting the primary trend, visualized alongside 3 dynamic standard deviation bands.

• Noise Filter (Hide Range): Clean up the chart by hiding neutral RSI values (e.g., hiding everything between 30 and 70).

• Responsive Text Scaling: Box text size automatically adapts based on box height and user-defined scaling adjustments.

• Custom Color Themes: Choose from heavily optimized palettes including Neon Cyber, Monochrome Dark, Oceanic Deep, Toxic Alert, and Classic TV.

█ Settings
• Mode: Select the rendering engine (Stack or Matrix).

• Fast/Slow RSI Length (Cross Trigger): Defines the sensitivity of the LTF momentum shift detection.

• Matrix Rows: Specifies how many segments the candle is divided into.

• Lower Timeframe (LTF): Specifies the lower timeframe for data collection. Shorter LTFs provide higher precision but increase historical loading requirements.

• Counter-Trend Signal Transparency Filter: Toggles the adaptive VWAP filter.

• Hide Range Min / Max: Filters out neutral momentum values to isolate true extreme nodes.

█ How to Use

⚪ Spotting Reversals (Matrix Mode)
Look for deep red (overbought) RSI footprints concentrated at the very top of a bullish candle's wick. If the next candle fails to break that high, combined with a negative CVD print in the box, it highly suggests momentum exhaustion and trapped buyers at resistance.

⚪ Confirming Breakouts (Stack Mode)
When price breaks a key level, look at the Stack Mode. A large stack of green/blue boxes above the candle, supported by high relative volume, confirms sustained LTF bullish momentum shifting in your favor.

⚪ Filtering Noise
Set the "Hide Range" to 30-70 and enable the "VWAP Filter". The indicator will now only display footprint boxes when the LTF momentum shift reaches true extremes in the direction of the daily trend.

█ Developer's Note & Timeframe Guidelines

As a fundamental characteristic of market structure, momentum patterns observed on higher timeframes tend to carry greater reliability due to the natural reduction of market noise. To achieve optimal performance and prevent technical limitations (TradingView limits), follow these recommended timeframe ratios:

• For Stack Mode (Recommended Ratio: 1:5 to 1:12)
Best paired as 1m LTF on 5m/10m chart, or 5m LTF on 30m/1H chart.

• For Matrix Mode (Recommended Ratio: 1:12 to 1:60)
Best paired as 1m LTF on 15m/1H chart.

Disclaimer

The content provided in my scripts, indicators, ideas, algorithms, and systems is for educational and informational purposes only. It does not constitute financial advice, investment recommendations, or a solicitation to buy or sell any financial instruments. I will not accept liability for any loss or damage, including without limitation any loss of profit, which may arise directly or indirectly from the use of or reliance on such information. All investments involve risk, and the past performance of a security, industry, sector, market, financial product, trading strategy, backtest, or individual's trading does not guarantee future results or returns. Investors are fully responsible for any investment decisions they make.

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ALT_analyst

Script Developer.
I specialize in pushing basic, fundamental concepts to their absolute limits. Dedicated to engineering noise-free indicators that reveal true market mechanics and logical edges. Clarity over https://clutter.https://www.youtube.com/@alt.analyst

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ALT_analyst

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