OPEN-SOURCE SCRIPT
Single Candle Footprint v2 - Engine
Single Candle Footprint Delta Pro
Single Candle Footprint Delta Pro is an order flow inspired indicator designed to visualize intrabar buying and selling pressure directly on each candle.
Unlike traditional volume indicators that only show total volume, this script breaks each candle into multiple price levels and estimates the distribution of aggressive buying and selling activity using lower timeframe data.
Features
• Bid / Ask Footprint Visualization
Displays a footprint-style ladder beside each candle:
Left side: estimated selling volume (Bid)
Right side: estimated buying volume (Ask)
Each row represents a price level inside the candle range
This allows traders to analyze how volume is distributed at different prices.
• Delta Calculation
The script calculates:
Delta = Ask Volume - Bid Volume
Positive delta indicates stronger buying pressure, while negative delta indicates stronger selling pressure.
Delta helps identify:
Aggressive buyers
Aggressive sellers
Momentum strength
Potential exhaustion
• Volume Point of Control (POC)
Highlights the price level where the highest amount of volume occurred inside the candle.
POC can act as:
A short-term equilibrium level
A reaction zone
A potential retest area
• Imbalance Detection
Detects abnormal volume differences between buyers and sellers.
Example:
Ask: 3000
Bid: 500
The strong ratio suggests buyer imbalance.
This helps identify areas where one side is dominating the auction.
• Stacked Imbalance
Identifies multiple consecutive price levels with strong imbalance.
A stacked imbalance may indicate:
Strong directional participation
Institutional activity
Aggressive order flow continuation
• Absorption Detection
Highlights situations where price movement and delta disagree.
Examples:
Bullish absorption:
Price moves down
Delta remains positive
Meaning:
Sellers are aggressive, but buyers absorb their selling pressure.
Bearish absorption:
Price moves up
Delta turns negative
Meaning:
Buyers are aggressive, but sellers absorb the demand.
• Unfinished Auction (UA)
Detects extreme price levels where one side dominates without sufficient opposing volume.
This can indicate an incomplete auction process and possible future price revisit.
How It Works
The indicator uses lower timeframe candles to estimate intrabar order flow:
Lower timeframe bullish candles → estimated buying volume
Lower timeframe bearish candles → estimated selling volume
Because TradingView does not provide true exchange Bid/Ask volume data, this is an approximation of footprint behavior.
For true order flow data, platforms with exchange-level market data may provide more precise Bid/Ask footprints.
Recommended Use
Combine with:
Volume Profile
VWAP
Market Structure
Liquidity zones
Support / Resistance
Best used to analyze:
Absorption
Breakout confirmation
Failed breakouts
Liquidity reactions
Entry timing
Note: This indicator is designed as an order flow visualization tool, not a standalone trading system. It should be interpreted together with price action and market context.
Single Candle Footprint Delta Pro is an order flow inspired indicator designed to visualize intrabar buying and selling pressure directly on each candle.
Unlike traditional volume indicators that only show total volume, this script breaks each candle into multiple price levels and estimates the distribution of aggressive buying and selling activity using lower timeframe data.
Features
• Bid / Ask Footprint Visualization
Displays a footprint-style ladder beside each candle:
Left side: estimated selling volume (Bid)
Right side: estimated buying volume (Ask)
Each row represents a price level inside the candle range
This allows traders to analyze how volume is distributed at different prices.
• Delta Calculation
The script calculates:
Delta = Ask Volume - Bid Volume
Positive delta indicates stronger buying pressure, while negative delta indicates stronger selling pressure.
Delta helps identify:
Aggressive buyers
Aggressive sellers
Momentum strength
Potential exhaustion
• Volume Point of Control (POC)
Highlights the price level where the highest amount of volume occurred inside the candle.
POC can act as:
A short-term equilibrium level
A reaction zone
A potential retest area
• Imbalance Detection
Detects abnormal volume differences between buyers and sellers.
Example:
Ask: 3000
Bid: 500
The strong ratio suggests buyer imbalance.
This helps identify areas where one side is dominating the auction.
• Stacked Imbalance
Identifies multiple consecutive price levels with strong imbalance.
A stacked imbalance may indicate:
Strong directional participation
Institutional activity
Aggressive order flow continuation
• Absorption Detection
Highlights situations where price movement and delta disagree.
Examples:
Bullish absorption:
Price moves down
Delta remains positive
Meaning:
Sellers are aggressive, but buyers absorb their selling pressure.
Bearish absorption:
Price moves up
Delta turns negative
Meaning:
Buyers are aggressive, but sellers absorb the demand.
• Unfinished Auction (UA)
Detects extreme price levels where one side dominates without sufficient opposing volume.
This can indicate an incomplete auction process and possible future price revisit.
How It Works
The indicator uses lower timeframe candles to estimate intrabar order flow:
Lower timeframe bullish candles → estimated buying volume
Lower timeframe bearish candles → estimated selling volume
Because TradingView does not provide true exchange Bid/Ask volume data, this is an approximation of footprint behavior.
For true order flow data, platforms with exchange-level market data may provide more precise Bid/Ask footprints.
Recommended Use
Combine with:
Volume Profile
VWAP
Market Structure
Liquidity zones
Support / Resistance
Best used to analyze:
Absorption
Breakout confirmation
Failed breakouts
Liquidity reactions
Entry timing
Note: This indicator is designed as an order flow visualization tool, not a standalone trading system. It should be interpreted together with price action and market context.
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。
开源脚本
秉承TradingView的精神，该脚本的作者将其开源，以便交易者可以查看和验证其功能。向作者致敬！您可以免费使用该脚本，但请记住，重新发布代码须遵守我们的网站规则。
免责声明
这些信息和出版物并非旨在提供，也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。