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Footprint Order Flow Heatmap + Imbalances [PineIndicators]
Order Flow Heatmap + Stacked Imbalances visualizes executed order flow directly on the price chart using TradingView Volume Footprint data.
The indicator combines a configurable price/time heatmap with optional projected stacked imbalance zones. Its purpose is to make areas of concentrated executed volume, directional delta, and significant footprint imbalance easier to identify without displaying a full numerical footprint chart.
Heatmap
The heatmap aggregates executed footprint data into configurable time columns and relative logarithmic price zones.
In Volume mode, cells represent concentrations of executed volume. Lower-activity areas remain subtle, while stronger concentrations progress through a multi-stage heat gradient.
In Delta mode, the map represents the absolute strength and direction of executed delta. Positive delta is shown in green tones and negative delta in red tones, with intensity reflecting the relative magnitude.
The Sensitivity setting controls how selective the visualization is. Lower values retain only stronger concentrations, while higher values progressively expose more of the underlying order-flow structure.
Cells that are filtered out do not consume the script's available drawing capacity. This allows the indicator to automatically display more historical depth when a selective sensitivity setting is used.
Stacked Imbalances
A stacked imbalance occurs when multiple consecutive footprint price rows meet the selected diagonal imbalance threshold.
Instead of converting a stacked imbalance into a single horizontal line, this indicator preserves its actual price range and displays it as a projected zone.
Buy stacked imbalances use a green/turquoise color family. Sell stacked imbalances use a red/burgundy color family. Direction therefore remains immediately identifiable regardless of strength.
Within each direction, color intensity represents relative stack strength. Buy and sell stacks are normalized independently so that differences remain visible even when the raw strength values occupy a narrow range.
Stack strength takes into account the diagonal imbalance ratios across the qualifying rows together with the number of consecutive rows in the stack. A geometric average is used for the imbalance ratios to reduce distortion from isolated extreme values.
A projected stacked zone continues forward until price first revisits its price range. On that first retest, the zone stops extending but remains visible historically. This allows users to see:
where the stacked imbalance originally formed,
how long the zone remained untouched,
and where price eventually revisited it.
Historical tested zones are slightly faded, while still retaining their original directional color.
View modes
Heatmap is the default mode and dedicates nearly all available drawing capacity to the executed order-flow heatmap.
Stacked Levels focuses the available capacity on stacked imbalance zones and provides substantially more projected-zone history.
Heatmap + Levels displays both components while intentionally prioritizing the heatmap so that projected zones do not visually overwhelm the underlying order-flow structure.
Inputs
Bars per column controls horizontal time aggregation. Higher values combine more candles into each heatmap column.
Price detail controls vertical price resolution. Lower values produce coarser zones and generally allow faster/deeper processing. Higher values provide finer price detail.
Map switches the heatmap between executed Volume and Delta.
Sensitivity determines how selective the heatmap is.
Imbalance % controls the diagonal imbalance threshold used for stacked imbalance detection. For example, 300% corresponds approximately to a 3:1 relationship, while 500% represents approximately 5:1.
Stack size defines the minimum number of consecutive qualifying imbalance rows required to create a stacked zone.
Color interpretation
Heatmap colors represent intensity of executed order flow.
Stacked imbalance colors use a different semantic model:
Green/turquoise = Buy stacked imbalance
Red/burgundy = Sell stacked imbalance
More saturated / visible = stronger relative stack
More transparent = weaker relative stack
Faded and stopped = historically retested stack
Important limitation
This indicator is based on executed Volume Footprint data. Projected stacked imbalance zones represent historical executed order-flow structures.
They do not represent live resting limit orders and should not be interpreted as Level 2 or current order-book liquidity.
Footprint availability and granularity depend on the symbol and data available through TradingView. Higher price-detail settings and large historical ranges can also require additional processing.
This is an analytical visualization tool, not a standalone trading signal.
Developed by PineIndicators.
The indicator combines a configurable price/time heatmap with optional projected stacked imbalance zones. Its purpose is to make areas of concentrated executed volume, directional delta, and significant footprint imbalance easier to identify without displaying a full numerical footprint chart.
Heatmap
The heatmap aggregates executed footprint data into configurable time columns and relative logarithmic price zones.
In Volume mode, cells represent concentrations of executed volume. Lower-activity areas remain subtle, while stronger concentrations progress through a multi-stage heat gradient.
In Delta mode, the map represents the absolute strength and direction of executed delta. Positive delta is shown in green tones and negative delta in red tones, with intensity reflecting the relative magnitude.
The Sensitivity setting controls how selective the visualization is. Lower values retain only stronger concentrations, while higher values progressively expose more of the underlying order-flow structure.
Cells that are filtered out do not consume the script's available drawing capacity. This allows the indicator to automatically display more historical depth when a selective sensitivity setting is used.
Stacked Imbalances
A stacked imbalance occurs when multiple consecutive footprint price rows meet the selected diagonal imbalance threshold.
Instead of converting a stacked imbalance into a single horizontal line, this indicator preserves its actual price range and displays it as a projected zone.
Buy stacked imbalances use a green/turquoise color family. Sell stacked imbalances use a red/burgundy color family. Direction therefore remains immediately identifiable regardless of strength.
Within each direction, color intensity represents relative stack strength. Buy and sell stacks are normalized independently so that differences remain visible even when the raw strength values occupy a narrow range.
Stack strength takes into account the diagonal imbalance ratios across the qualifying rows together with the number of consecutive rows in the stack. A geometric average is used for the imbalance ratios to reduce distortion from isolated extreme values.
A projected stacked zone continues forward until price first revisits its price range. On that first retest, the zone stops extending but remains visible historically. This allows users to see:
where the stacked imbalance originally formed,
how long the zone remained untouched,
and where price eventually revisited it.
Historical tested zones are slightly faded, while still retaining their original directional color.
View modes
Heatmap is the default mode and dedicates nearly all available drawing capacity to the executed order-flow heatmap.
Stacked Levels focuses the available capacity on stacked imbalance zones and provides substantially more projected-zone history.
Heatmap + Levels displays both components while intentionally prioritizing the heatmap so that projected zones do not visually overwhelm the underlying order-flow structure.
Inputs
Bars per column controls horizontal time aggregation. Higher values combine more candles into each heatmap column.
Price detail controls vertical price resolution. Lower values produce coarser zones and generally allow faster/deeper processing. Higher values provide finer price detail.
Map switches the heatmap between executed Volume and Delta.
Sensitivity determines how selective the heatmap is.
Imbalance % controls the diagonal imbalance threshold used for stacked imbalance detection. For example, 300% corresponds approximately to a 3:1 relationship, while 500% represents approximately 5:1.
Stack size defines the minimum number of consecutive qualifying imbalance rows required to create a stacked zone.
Color interpretation
Heatmap colors represent intensity of executed order flow.
Stacked imbalance colors use a different semantic model:
Green/turquoise = Buy stacked imbalance
Red/burgundy = Sell stacked imbalance
More saturated / visible = stronger relative stack
More transparent = weaker relative stack
Faded and stopped = historically retested stack
Important limitation
This indicator is based on executed Volume Footprint data. Projected stacked imbalance zones represent historical executed order-flow structures.
They do not represent live resting limit orders and should not be interpreted as Level 2 or current order-book liquidity.
Footprint availability and granularity depend on the symbol and data available through TradingView. Higher price-detail settings and large historical ranges can also require additional processing.
This is an analytical visualization tool, not a standalone trading signal.
Developed by PineIndicators.
Note di rilascio
Update
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.
Declinazione di responsabilità
Le informazioni e le pubblicazioni non sono intese come, e non costituiscono, consulenza o raccomandazioni finanziarie, di investimento, di trading o di altro tipo fornite o approvate da TradingView. Per ulteriori informazioni, consultare i Termini di utilizzo.