Liquidity Footprint Profile
Liquidity Footprint Profile combines a session volume profile, real footprint order flow and liquidity levels in one indicator.
Session profile:
- Volume profile for each NY session (09:30-16:00) or the full day
- POC, Value Area High and Low, and a developing profile for the current session
- With footprint data, the profile is built from real buy and sell volume at each price, and each row is colored by delta (green = buyers dominated, red = sellers dominated)
- Previous VAH / VAL extended, and naked POCs that stay active until price trades back to them
Footprint features (require a TradingView plan with footprint data):
- Stacked imbalance zones: 3 or more consecutive imbalanced rows in a bar create a zone. Overlapping zones are merged, and a zone is removed once price closes back through it
- Absorption at liquidity (ABS): a liquidity level is swept with strong opposite delta, but the bar closes back beyond the level. Example: price sweeps a low while sellers are aggressive (negative delta) and still closes back above it, which suggests the selling was absorbed
- Session delta in the dashboard
Liquidity:
- Asia high/low, London high/low and previous day high/low
- Unswept levels stay active; swept levels turn into short dashed lines
Without footprint data:
The indicator still works. The profile is built from 1-minute data and the footprint features are disabled. The dashboard shows whether footprint data is available.
Alerts:
- Buy-side / sell-side liquidity swept
- Naked POC touched
- Bullish / bearish absorption
Notes:
- Designed for index futures such as NQ/MNQ and ES/MES on intraday charts.
- Absorption and imbalance signals are confirmed on bar close.
- This is an analysis tool, not financial advice or a trading signal.
Session profile:
- Volume profile for each NY session (09:30-16:00) or the full day
- POC, Value Area High and Low, and a developing profile for the current session
- With footprint data, the profile is built from real buy and sell volume at each price, and each row is colored by delta (green = buyers dominated, red = sellers dominated)
- Previous VAH / VAL extended, and naked POCs that stay active until price trades back to them
Footprint features (require a TradingView plan with footprint data):
- Stacked imbalance zones: 3 or more consecutive imbalanced rows in a bar create a zone. Overlapping zones are merged, and a zone is removed once price closes back through it
- Absorption at liquidity (ABS): a liquidity level is swept with strong opposite delta, but the bar closes back beyond the level. Example: price sweeps a low while sellers are aggressive (negative delta) and still closes back above it, which suggests the selling was absorbed
- Session delta in the dashboard
Liquidity:
- Asia high/low, London high/low and previous day high/low
- Unswept levels stay active; swept levels turn into short dashed lines
Without footprint data:
The indicator still works. The profile is built from 1-minute data and the footprint features are disabled. The dashboard shows whether footprint data is available.
Alerts:
- Buy-side / sell-side liquidity swept
- Naked POC touched
- Bullish / bearish absorption
Notes:
- Designed for index futures such as NQ/MNQ and ES/MES on intraday charts.
- Absorption and imbalance signals are confirmed on bar close.
- This is an analysis tool, not financial advice or a trading signal.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.
إخلاء المسؤولية
لا يُقصد بالمعلومات والمنشورات أن تكون، أو تشكل، أي نصيحة مالية أو استثمارية أو تجارية أو أنواع أخرى من النصائح أو التوصيات المقدمة أو المعتمدة من TradingView. اقرأ المزيد في شروط الاستخدام.