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.
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