OPEN-SOURCE SCRIPT
Order Aggression Heatmap (Asymmetrical Volume Visualizer)
Order Aggression Heatmap is a footprint-based visualization tool designed to highlight high-volume aggressive and/or asymmetrical buy/sell activity at individual price rows.
User-defined filters allow you to eliminate noise and only show the highest volume heat blocks.
Using TradingView’s footprint data, the indicator analyzes volume at individual price rows and identifies areas where one side demonstrates a meaningful advantage over the other. Qualifying rows are displayed as heatmap blocks, with or without text, allowing traders to quickly spot volume concentrations, directional pressure, and potential areas of market response.
The indicator is intended as a supplemental order-flow visualization and can be used alongside price action, support/resistance levels, supply-demand zones, volume profiles, or other market structure tools.
How It Works
For each footprint price row, the script evaluates:
Rows are displayed only when user-defined thresholds are met.
The filtering process allows traders to focus on meaningful participation while reducing visual noise from lower-volume activity.
Available Filters
*Minimum Row Volume Requires a footprint row to contain at least the specified amount of traded volume before it can be displayed.
Increasing this value reduces noise and emphasizes higher-activity areas.
*Minimum Absolute Delta Requires a minimum difference between buy and sell volume.
Higher values focus on stronger directional pressure.
*Aggression Ratio Measures how dominant one side is relative to the other.
*[u]Aggressive Rows Only[/u]
When enabled, only rows meeting the aggression ratio requirement are displayed.
When disabled, rows may still qualify through volume and delta thresholds alone.
Visual Features
Suggested Applications
This indicator may be useful for:
Notes
*This indicator uses TradingView footprint data.
*It does not use Level 2, DOM, or market-by-order data.
*It does not identify individual trades or individual order sizes.
*Results may vary depending on symbol, exchange data, *and footprint resolution settings.
*The snapshots above show the heatblocks hidden by the candles, but in use they appear in front of the candles.
User-defined filters allow you to eliminate noise and only show the highest volume heat blocks.
Using TradingView’s footprint data, the indicator analyzes volume at individual price rows and identifies areas where one side demonstrates a meaningful advantage over the other. Qualifying rows are displayed as heatmap blocks, with or without text, allowing traders to quickly spot volume concentrations, directional pressure, and potential areas of market response.
The indicator is intended as a supplemental order-flow visualization and can be used alongside price action, support/resistance levels, supply-demand zones, volume profiles, or other market structure tools.
How It Works
For each footprint price row, the script evaluates:
- Total traded volume
Buy volume
Sell volume
Delta (buy volume minus sell volume)
Relative dominance between buyers and sellers
Rows are displayed only when user-defined thresholds are met.
The filtering process allows traders to focus on meaningful participation while reducing visual noise from lower-volume activity.
Available Filters
*Minimum Row Volume Requires a footprint row to contain at least the specified amount of traded volume before it can be displayed.
Increasing this value reduces noise and emphasizes higher-activity areas.
*Minimum Absolute Delta Requires a minimum difference between buy and sell volume.
Higher values focus on stronger directional pressure.
*Aggression Ratio Measures how dominant one side is relative to the other.
Example:
Ratio = 2.0
Buy Volume = 100
Sell Volume = 50
The row qualifies because buyers traded at least twice the volume of sellers.
*[u]Aggressive Rows Only[/u]
When enabled, only rows meeting the aggression ratio requirement are displayed.
When disabled, rows may still qualify through volume and delta thresholds alone.
Visual Features
- •Heatmap-style overlays
•Custom buy and sell colors
•Optional footprint Point of Control (POC) highlighting
•Adjustable historical display window
•Adjustable heatmap persistence
•Optional row volume and delta labels
•Heat intensity can be customized through the selected color and opacity settings.
Suggested Applications
This indicator may be useful for:
- •Identifying areas of concentrated participation
•Monitoring directional pressure within a move
•Comparing buyer and seller dominance at specific price levels
•Studying footprint behavior around support and resistance
•Evaluating activity near supply and demand zones
•Visualizing market response after large directional candles
Notes
*This indicator uses TradingView footprint data.
*It does not use Level 2, DOM, or market-by-order data.
*It does not identify individual trades or individual order sizes.
*Results may vary depending on symbol, exchange data, *and footprint resolution settings.
*The snapshots above show the heatblocks hidden by the candles, but in use they appear in front of the candles.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.
Open-source script
In true TradingView spirit, the creator of this script has made it open-source, so that traders can review and verify its functionality. Kudos to the author! While you can use it for free, remember that republishing the code is subject to our House Rules.
Disclaimer
The information and publications are not meant to be, and do not constitute, financial, investment, trading, or other types of advice or recommendations supplied or endorsed by TradingView. Read more in the Terms of Use.