OPEN-SOURCE SCRIPT
Updated Replay Footprint
Replay Footprint (RF) is a footprint (cluster) volume analysis indicator with a key feature: full support for Replay mode.
You can rewind to any point in history, and the indicator will re-request real tick data (or the lower timeframe specified in the inputs) and rebuild the footprint as if the market were forming in real time. This allows accurate historical analysis without distorted or pre-aggregated data.
The indicator displays:
Replay note
If you want to play Replay in real time, make sure to run Replay using a lower resolution (ticks or lower timeframe) rather than the chart resolution.
In this mode, the indicator works correctly and updates footprint data in real time.
Requesting detailed data is a resource-intensive operation.
If you encounter memory limit errors, reduce the number of price rows or the amount of detailed bars requested.
If you need more detail, you can increase these values, keeping TradingView limits in mind.
You can rewind to any point in history, and the indicator will re-request real tick data (or the lower timeframe specified in the inputs) and rebuild the footprint as if the market were forming in real time. This allows accurate historical analysis without distorted or pre-aggregated data.
The indicator displays:
- buy and sell volume at each price level,
- imbalance levels,
- delta and volume imbalances,
- Point of Control (POC),
- Value Area High / Low (VAH / VAL).
Replay note
If you want to play Replay in real time, make sure to run Replay using a lower resolution (ticks or lower timeframe) rather than the chart resolution.
In this mode, the indicator works correctly and updates footprint data in real time.
Requesting detailed data is a resource-intensive operation.
If you encounter memory limit errors, reduce the number of price rows or the amount of detailed bars requested.
If you need more detail, you can increase these values, keeping TradingView limits in mind.
Release Notes
someOpen-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.