Footprint.Pro-v3.7-EN [Elykia]

Title: Footprint Pro System [Elykia] - Order Flow & Price Action

Footprint Pro is a comprehensive institutional-grade Order Flow suite designed to visualize the internal dynamics of a candle. It allows traders to see Bid x Ask volume, Delta, and Liquidity imbalances directly inside the bars, offering a "X-Ray" view of the market.

This tool is optimized for Scalping and Intraday trading, compatible with both Standard Timeframes and simulated Range Bars.

🔥 Key Features

1. Dual Calculation Modes

• Timeframe Mode: Displays Footprints on standard candles (1m, 5m, etc.) with a live countdown.
  

• Range Mode (Simulated): Calculates Range Bars based on volatility (Points/Ticks) rather than time. This filters out noise and highlights pure price movement.
  

• Note: Includes a performance optimizer to limit historical calculation.
  

2. Advanced Visualization Styles

• Standard Style: Classic box display with Bid x Ask or Total Volume numbers. Includes a Volume Heatmap that changes color intensity based on Delta strength.
  

• Profile Style: Displays a volume profile histogram next to each candle to visualize the distribution of liquidity within the bar.
  

3. 🧠 Smart Assistant & Automated Setups
The script includes a real-time analysis engine that detects 5 high-probability Order Flow setups:

• S1 - Rejection: Detects price reversal with strong wick rejection and Delta confirmation.
  

• S2 - Exhaustion: Identifies a trend drying up (Volume drops significantly at highs/lows).
  

• S3 - Absorption (Iceberg): Detects aggressive buying/selling that fails to move price (High Volume + Inverse Delta).
  

• S4 - Trapped Traders (New): "Effort vs. Result." Detects high Delta participation but the candle closes in reverse (e.g., Doji or opposite color).
  

• S5 - Stacked Imbalances (New): Identifies "Walls" of liquidity. Looks for 3 consecutive levels where Buy/Sell volume exceeds the imbalance ratio (default 300%).
  

4. Data & Analytics Dashboard

• Fixed Data Ribbon: A ribbon at the bottom of the screen showing Volume, Delta, and Divergences for the last 50 candles.
  

• Technical Dashboard: Displays current mode, Range size, and tick value.
  

• Setups Table: An on-screen legend explaining active signals and their logic.
  

5. Order Flow Nuances

• Delta Flip (Divergence): Highlights candles where Price and Delta disagree (e.g., Red Candle but Positive Delta), signaling a potential reversal or trap.
  

• POC (Point of Control): auto-plots the highest volume node of the candle.
  

• VWAP Session: Integrated anchor for confluence.
  

5. 🔥 Advanced Histogram & Visualization
The core of this system is its ability to break down a candle into granular price levels (bins). It offers a rich visual representation of market intent:

Dynamic Histogram:

• Standard Style: Displays volume blocks inside the candle.
  

• Profile Style: Projects a Volume Profile histogram alongside the candle to instantly identify high-volume nodes (HVN) and low-volume nodes (LVN).
  

Delta & Volume Data:

• You can choose to display Bid x Ask interactions or Total Volume per level.
  

• Delta Coloring: Automatically colors bars based on the net difference between buyers and sellers.
  

Smart Heatmap (Visual Filtering):

• The script uses a dynamic Heatmap System.
  

• Weak Levels: Displayed with high transparency (faint colors), filtering out noise.
  

• Strong Levels: Displayed in solid, bright colors (Red/Green) when volume/delta exceeds critical thresholds. This draws your eye immediately to where the real money is exchanging hands.
  

🛠️ Installation & Best Setup (Critical)
For the most accurate volume filtering and "Tick-Perfect" precision, this tool is designed to work on the lowest possible timeframe.
1. Set Chart to 1-Second Timeframe:

• Ideally, position your TradingView chart on the 1-second (1s) timeframe.
  

• Why? The script aggregates these micro-movements to reconstruct higher timeframe candles with minimal data loss and maximum volume precision.
  

2. Clean the Chart:

• Go to Chart Settings (Symbol).
  

• Uncheck "Body", "Borders", and "Wick".
  

• Why? The script draws its own custom candles. Hiding the native chart prevents visual clutter.
  

3. Configure the Footprint:

• Open the Indicator Settings.
  

• Timeframe Footprint: Select your desired trading timeframe (e.g., 1 minutes ... 15 minutes, ).
  

• The script will now calculate and draw a perfect 5-minute Footprint candle using the high-precision 1-second data feed.
  

🚀 Optimization
Footprint charts are calculation-heavy. This script includes a Performance Optimization group:

• Limits the number of drawn boxes.
  

• Dynamic buffer calculation.
  

• "Smart Load" allows you to view historical data without freezing the browser.
  

Recommended (Premium): To optimize the tool and precisely separate Buy/Sell, using second-based charts (1s, 5s) via a TradingView Premium subscription is highly recommended.

Disclaimer: Order Flow analysis requires practice. This tool provides data visualization and does not constitute financial advice.