OPEN-SOURCE SCRIPT
Footprint: Cluster by Exchanges v2 [AlexKo]
Footprint: Cluster by Exchanges v2
What the Indicator Does
Detects buy and sell clusters from footprint data (POC level + delta) and draws a **stacked set of colored boxes** at each cluster — one box per connected exchange. Box height is proportional to that exchange's volume relative to its own average, so you can instantly see **which exchanges participated in forming the cluster**.
How It Works
1. Cluster Detection
A cluster is confirmed on bar close when all of the following conditions pass:
| Condition | Buy Cluster | Sell Cluster |
|-----------|-------------|--------------|
| POC position | ≤ N% from candle bottom | ≥ (100−N)% from bottom |
| Delta (optional) | > 0 | < 0 |
| Min delta % | ≥ threshold | ≥ threshold |
| Min candle volume | ≥ threshold | ≥ threshold |
| Min range (ATR %) | ≥ threshold | ≥ threshold |
2. Fetching Exchange Volumes
Once a cluster is detected, volume is pulled from each enabled exchange via `request.security()`, automatically substituting the current chart ticker.
3. Visualization — Stacked Boxes
```
▲ ← label (hover → tooltip with full details)
┌──────────┐
│ OKX │ ← h = ATR × scale × (vol_okx / avg_okx)
├──────────┤
│ Bybit │ ← height reflects relative volume
├──────────┤
│ Binance │ ← bottom box = Exchange 1 in settings
● ← POC level of the cluster candle
```
Buy cluster** → stack grows **upward** from POC
Sell cluster** → stack grows **downward** from POC
- Each box is labeled with the exchange name
- Hovering the ▲/▼ marker shows the full tooltip
---
Tooltip (example)
```
▲ BUY CLUSTER
─────────────────────────
POC: 65 420.00 (18% from bottom)
Delta: +12 450 (+8.3%)
Buy: 54.2% │ Sell: 45.8%
─────────────────────────
Exchange Volume ×avg
─────────────────────────
Binance 1.2M ×2.3
Bybit 890K ×1.8
OKX 450K ×0.9
─────────────────────────
∑ Total: 2.5M
```
---
Parameters
Footprint Parameters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Ticks per Row | 100 | Footprint row size in ticks |
| Value Area (%) | 70 | Value area percentage for POC calculation |
Clusters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Cluster Zone (%) | 35 | POC in bottom/top N% of range = cluster. Recommended: 30–40% |
| Show Buy / Sell Clusters | true / true | Toggle each cluster type on/off |
| Accent Color: Buys / Sells | orange / blue | Color for the ▲/▼ label and frame |
Filters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Confirm with Delta | true | Main filter. Buy cluster only when delta > 0 |
| Min Delta (% of Volume) | 0 | Minimum delta strength as % of volume. 0 = disabled |
| Min Candle Volume | 0 | Ignore low-activity bars. 0 = disabled |
| Min Candle Range (ATR %) | 0 | Doji filter. 0 = disabled |
Exchanges 1–5
| Parameter | Description |
|-----------|-------------|
| Enable | Toggle this exchange on/off |
| Prefix | TradingView exchange prefix: `BINANCE`, `BYBIT`, `OKX`, `BITGET`, `KRAKEN`, `COINBASE`, `BITMEX`, etc. |
| Ticker | Empty = current chart ticker. Fill manually if the exchange uses a different format (e.g. `XBTUSD` for Kraken) |
| Name | Text shown on boxes and in the tooltip |
| Color | Box fill and border color |
Bar Visualization
| Parameter | Default | Description |
|-----------|---------|-------------|
| Normalization Mode | % of Average | How bar heights are calculated (see below) |
| SMA Period (bars) | 20 | Moving average period for normalization. Volume / SMA = relative size |
| Height Scale (× ATR) | 0.08 | Base height when volume equals average. Increase if bars look too small |
| Max Multiplier | 5.0 | Growth cap. Volume > 5×average does not increase height further |
| Fill Transparency | 25 | 0 = fully opaque, 95 = nearly invisible |
| Info Label (exchanges + volumes) | true | Show per-exchange volume label outside the candle |
| Label Text Size | small | Text size for the label: tiny / small / normal |
| Label Offset (× ATR) | 0.5 | Distance from candle high/low in ATR units. 0 = flush with candle |
Normalization Modes
| Mode | Description |
|------|-------------|
| **% of Average** | Each exchange bar is scaled against its own SMA. Height = base when volume = average; capped at Max Multiplier × base |
| **% of Total** | Bar width represents the exchange's share of combined volume across all active exchanges on that bar |
| **Absolute** | All exchanges normalized against the combined average of all active exchanges |
Limitations
Object limit:** `max_boxes_count = 500`. With 3 active exchanges you can see ~165 cluster bars; with 5 exchanges ~100. Older objects are removed automatically.
Footprint data:** requires a TradingView subscription that includes Order Flow / Footprint access.
Box labels:** may not be visible if a box is very thin (small ATR or low scale). The hover tooltip always works.
Cluster detection** is based on the current chart's exchange only. Exchanges 1–5 provide volume breakdowns but do not affect whether a cluster is detected.
Alerts
| Alert Name | Trigger |
|------------|---------|
| Buy Cluster | Buy cluster detected on bar close |
| Sell Cluster | Sell cluster detected on bar close |
Alert message format: `{{ticker}} {{interval}} | Buy/Sell cluster by exchanges`
What the Indicator Does
Detects buy and sell clusters from footprint data (POC level + delta) and draws a **stacked set of colored boxes** at each cluster — one box per connected exchange. Box height is proportional to that exchange's volume relative to its own average, so you can instantly see **which exchanges participated in forming the cluster**.
How It Works
1. Cluster Detection
A cluster is confirmed on bar close when all of the following conditions pass:
| Condition | Buy Cluster | Sell Cluster |
|-----------|-------------|--------------|
| POC position | ≤ N% from candle bottom | ≥ (100−N)% from bottom |
| Delta (optional) | > 0 | < 0 |
| Min delta % | ≥ threshold | ≥ threshold |
| Min candle volume | ≥ threshold | ≥ threshold |
| Min range (ATR %) | ≥ threshold | ≥ threshold |
2. Fetching Exchange Volumes
Once a cluster is detected, volume is pulled from each enabled exchange via `request.security()`, automatically substituting the current chart ticker.
3. Visualization — Stacked Boxes
```
▲ ← label (hover → tooltip with full details)
┌──────────┐
│ OKX │ ← h = ATR × scale × (vol_okx / avg_okx)
├──────────┤
│ Bybit │ ← height reflects relative volume
├──────────┤
│ Binance │ ← bottom box = Exchange 1 in settings
● ← POC level of the cluster candle
```
Buy cluster** → stack grows **upward** from POC
Sell cluster** → stack grows **downward** from POC
- Each box is labeled with the exchange name
- Hovering the ▲/▼ marker shows the full tooltip
---
Tooltip (example)
```
▲ BUY CLUSTER
─────────────────────────
POC: 65 420.00 (18% from bottom)
Delta: +12 450 (+8.3%)
Buy: 54.2% │ Sell: 45.8%
─────────────────────────
Exchange Volume ×avg
─────────────────────────
Binance 1.2M ×2.3
Bybit 890K ×1.8
OKX 450K ×0.9
─────────────────────────
∑ Total: 2.5M
```
---
Parameters
Footprint Parameters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Ticks per Row | 100 | Footprint row size in ticks |
| Value Area (%) | 70 | Value area percentage for POC calculation |
Clusters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Cluster Zone (%) | 35 | POC in bottom/top N% of range = cluster. Recommended: 30–40% |
| Show Buy / Sell Clusters | true / true | Toggle each cluster type on/off |
| Accent Color: Buys / Sells | orange / blue | Color for the ▲/▼ label and frame |
Filters
| Parameter | Default | Description |
|-----------|---------|-------------|
| Confirm with Delta | true | Main filter. Buy cluster only when delta > 0 |
| Min Delta (% of Volume) | 0 | Minimum delta strength as % of volume. 0 = disabled |
| Min Candle Volume | 0 | Ignore low-activity bars. 0 = disabled |
| Min Candle Range (ATR %) | 0 | Doji filter. 0 = disabled |
Exchanges 1–5
| Parameter | Description |
|-----------|-------------|
| Enable | Toggle this exchange on/off |
| Prefix | TradingView exchange prefix: `BINANCE`, `BYBIT`, `OKX`, `BITGET`, `KRAKEN`, `COINBASE`, `BITMEX`, etc. |
| Ticker | Empty = current chart ticker. Fill manually if the exchange uses a different format (e.g. `XBTUSD` for Kraken) |
| Name | Text shown on boxes and in the tooltip |
| Color | Box fill and border color |
Bar Visualization
| Parameter | Default | Description |
|-----------|---------|-------------|
| Normalization Mode | % of Average | How bar heights are calculated (see below) |
| SMA Period (bars) | 20 | Moving average period for normalization. Volume / SMA = relative size |
| Height Scale (× ATR) | 0.08 | Base height when volume equals average. Increase if bars look too small |
| Max Multiplier | 5.0 | Growth cap. Volume > 5×average does not increase height further |
| Fill Transparency | 25 | 0 = fully opaque, 95 = nearly invisible |
| Info Label (exchanges + volumes) | true | Show per-exchange volume label outside the candle |
| Label Text Size | small | Text size for the label: tiny / small / normal |
| Label Offset (× ATR) | 0.5 | Distance from candle high/low in ATR units. 0 = flush with candle |
Normalization Modes
| Mode | Description |
|------|-------------|
| **% of Average** | Each exchange bar is scaled against its own SMA. Height = base when volume = average; capped at Max Multiplier × base |
| **% of Total** | Bar width represents the exchange's share of combined volume across all active exchanges on that bar |
| **Absolute** | All exchanges normalized against the combined average of all active exchanges |
Limitations
Object limit:** `max_boxes_count = 500`. With 3 active exchanges you can see ~165 cluster bars; with 5 exchanges ~100. Older objects are removed automatically.
Footprint data:** requires a TradingView subscription that includes Order Flow / Footprint access.
Box labels:** may not be visible if a box is very thin (small ATR or low scale). The hover tooltip always works.
Cluster detection** is based on the current chart's exchange only. Exchanges 1–5 provide volume breakdowns but do not affect whether a cluster is detected.
Alerts
| Alert Name | Trigger |
|------------|---------|
| Buy Cluster | Buy cluster detected on bar close |
| Sell Cluster | Sell cluster detected on bar close |
Alert message format: `{{ticker}} {{interval}} | Buy/Sell cluster by exchanges`
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.
Skrip open-source
Dengan semangat TradingView yang sesungguhnya, pembuat skrip ini telah menjadikannya sebagai sumber terbuka, sehingga para trader dapat meninjau dan memverifikasi fungsinya. Salut untuk penulisnya! Meskipun Anda dapat menggunakannya secara gratis, perlu diingat bahwa penerbitan ulang kode ini tunduk pada Tata Tertib kami.
Pernyataan Penyangkalan
Informasi dan publikasi ini tidak dimaksudkan, dan bukan merupakan, saran atau rekomendasi keuangan, investasi, trading, atau jenis lainnya yang diberikan atau didukung oleh TradingView. Baca selengkapnya di Ketentuan Penggunaan.