Footprint signal markers
Six per-bar overlay tags detected from footprint statistics — Absorption, Imbalance stack, Delta divergence, Exhaustion, Unfinished auction, High Volume Node. Educational helpers, not trading advice. Each kind can be toggled independently.
The chart engine can overlay automated footprint signals as small labels on top of any of the three display modes. There are six kinds — ABS, IMB, DIV, EXH, UA, HVN. Each describes a recognisable order-flow pattern the engine detects from per-bar footprint statistics. They are detection helpers, not buy / sell recommendations. Use them alongside your structural read, your higher-timeframe context, and your execution rules — never as the trigger on their own.
Enable in Footprint Settings → Display → Signal markers, and pick which of the six kinds you want shown (each has its own toggle).
How they're detected
The engine watches a short rolling window of recent bars. Per-bar inputs include total volume, bar delta, POC location, range, wick lengths, and the per-level imbalance pattern. Each signal kind has its own threshold logic; defaults favour clear events over noisy chatter so the chart doesn't tag every bar.
ABS — Absorption
Idea. One side aggresses heavily near an extreme of the bar, but price does not follow through in that direction by the close — suggesting the other side absorbed the flow.
Bullish example. Strong ask-initiated volume near the low, but candle closes bullish — interpreted as buyers absorbing selling pressure.
Bearish example. Strong bid-initiated volume near the high, but candle closes bearish — sellers absorbed buying pressure.
How traders use it. As a warning of exhaustion or initiation of a reversal — but only when structure (key level, trend break, higher-timeframe context) aligns. Wait for confirmation on the next bar (break of level, failed retest, follow-through).
Caveat. News spikes and gaps can produce false absorption-like prints. The engine doesn't know there was a news headline; you do.
IMB — Imbalance stack
Idea. Multiple consecutive price levels show one-sided dominance (ratio of bid-initiated vs ask-initiated exceeds threshold for several rows in a row). Same underlying detection as the Stacked Imbalances overlay, surfaced here as a single-tag per bar.
How traders use it.
- With trend. Stacked imbalances in the trend direction suggest continuation pressure.
- Into a level. Stacks against a structural barrier (resistance / support / VWAP) may precede a break or a rejection — combine with volume at the level and what the next bar does to confirm.
Caveat. Thin markets and a single large sweep can produce stacks without lasting edge. If the bar's total volume was below average, treat the IMB with caution.
DIV — Delta divergence
Idea. Price makes a new short-term extreme (higher high or lower low over a small lookback window) while bar delta disagrees — e.g. new high but negative delta on that bar.
How traders use it. As a non-confirmation warning — potential weakness in the move. Some traders scout mean reversion or scale-out of trend positions; others require price-structure confirmation (e.g. a close back inside the prior range) before acting on the divergence.
Caveat. Divergence can persist in strong trends. Timing it is hard without additional rules — DIV alone is rarely enough to fade a move.
EXH — Exhaustion
Idea. A very-high-volume bar with a large wick relative to range, and a directional close consistent with counter-pressure — the stylised "effort vs result" mismatch.
How traders use it. Watch for pause, pullback, or reversal — especially at range extremes or after an extended run.
Caveat. High-volume continuation bars can also have long wicks. Context matters — EXH is most useful when the bar caps an extension move into a known supply / demand level, not in the middle of a chop range.
UA — Unfinished auction
Idea. At the extreme tick of the bar (top tick or bottom tick), only one side traded — e.g. bids without asks at the high tick — suggesting the auction did not complete two-sided trade at the edge. Stylised narrative: "unfinished business".
How traders use it. Some traders expect price to revisit that extreme to "complete" the auction; others use it only as a soft bias alongside stronger tools.
Caveat. Tick granularity and chart aggregation change appearance — at coarser ticks UA is rarer and more meaningful, at very fine ticks it can appear frequently from quote-feed quirks.
HVN — High Volume Node
Idea. The bar's POC volume is large vs the recent average POC size — a prominent high-volume price within the recent session window used for the average.
How traders use it. Mark potential support / resistance or a magnet for future trade. Combine with multi-bar profiles for higher significance — a single-bar HVN is local, but if several adjacent bars all POC at the same price, that's a multi-bar value area.
Caveat. A single-bar HVN is local; it may mean little on higher timeframes. Always relate it to the higher-TF structure (see Reading & analysis).
Quick reference
| Tag | Theme | Bullish form | Bearish form |
|---|---|---|---|
| ABS | Absorption at extreme | Sells absorbed at low; close bullish | Buys absorbed at high; close bearish |
| IMB | Stacked one-sided imbalance | Stacked buyers across rows | Stacked sellers across rows |
| DIV | Price-vs-delta disagreement | New high, negative delta | New low, positive delta |
| EXH | Effort vs result | High vol + long wick + bull close after long down move | High vol + long wick + bear close after long up move |
| UA | Unfinished trade at extreme | One-sided print at bar low | One-sided print at bar high |
| HVN | Standout POC vs recent norm | (Direction-agnostic) | (Direction-agnostic) |
Per-kind toggles
In Footprint Settings → Display → Signal markers each of the six kinds has its own toggle. Common configurations:
- Beginner.
ABS+IMBonly. The two highest-leverage tags; less clutter while you learn the chart. - Intermediate.
ABS+IMB+DIV+HVN. Adds price-vs-delta context and value-area markers. - Advanced. All six on. Read each tag in its full context.
The per-kind toggles are render-only — turning a kind off doesn't stop the engine from detecting it, just from drawing the label. Re-enabling shows historical detections immediately.
Risk and discipline
- Signals are not entries. Define stop, target, and position size outside the footprint — based on structure, risk budget, and your trade plan.
- Correlate with higher-timeframe bias and liquidity (the Orderbook Heatmap, obvious highs and lows, prior-day reference points).
- Replay and journal. Use Replay mode to mark signals in retrospect — learn which kinds matter in your market and your session. The same signal can have very different edge on BTC 1m vs ES 5m vs DAX 15m.
What's next
- Stacked Imbalances — the multi-row overlay that drives
IMB. - Reading & analysis — fitting signals into a full bar-by-bar read.
- Footprint Settings — where to enable each kind.
- Tips & best practices — common mistakes and calibration heuristics.
- Replay mode — a great way to journal signal outcomes without risking capital.