TradingView-RU
06/22 18:00
Footprint Lookback [Order Flow]
HOW IT WORKS
A footprint records, for each bar, how much volume traded as buying (at the ask) and selling (at the bid) at each price level. Footprint Lookback reads that real data with a single request and aggregates it across a rolling window instead of showing it one candle at a time.
Rolling lookback window — you choose a period (for example, 1 hour). The tool converts it into a number of chart bars — the last N bars — and aggregates the footprint of those bars. The window slides forward as new bars close, so the profile always describes the most recent period. For performance the window is capped at 300 bars, and the tool marks on the chart when that cap is reached rather than silently shortening it.
The profile — a panel to the right of the last bar, bounded by the window's high and low. Each row is a price band: the real sell (bid) volume is drawn on the left, the buy (ask) volume on the right, shown by color intensity with the number on the outer edge. The row height is fixed and the number of rows follows the price range, so rows stay consistent and non-overlapping on any instrument and timeframe. Auto sizes the row height from ATR (volatility-adaptive); Manual lets you set ticks per row.
Point of Control and Value Area — the Point of Control (POC) is the price band that traded the most total volume. The Value Area expands outward from the POC until it covers your chosen share of the window's volume (default 70%). POC, VAH and VAL are drawn as levels extending to the right.
Diagonal imbalance — footprint imbalance compares the buy volume at one price against the sell volume at the level below it — the diagonal. When one side exceeds the other by your threshold, that cell is highlighted. Runs of consecutive same-side imbalances are boxed as stacked-imbalance zones (B-IMB for buy, S-IMB for sell).
Stats — a fixed corner box reads out the window's total volume, its delta (buy minus sell), and the buy/sell split.
If no footprint data is available — an unsupported symbol, a plan without footprint access, or a market with no real volume — the tool does not invent anything. It shows "No footprint data" and draws no profile.
A single footprint request pulls the real bid/ask volume rows for each bar; the last N bars of your chosen window are aggregated into price bands between the window's high and low
Each band shows real sell and buy volume by color and number; the Point of Control, Value Area, diagonal imbalances and stacked-imbalance zones are derived from the aggregated data
Confirmed bars stay fixed; the window rolls forward and the panel redraws at the latest bar — and where there is no footprint data, the tool says so instead of drawing
HOW TO READ
The profile answers one question: over the period you chose, at which prices did real buying and selling actually happen? Tall rows are prices that traded heavily; the Point of Control is the single price band that traded the most.
The Value Area (POC, VAH, VAL) marks the price range where the bulk of the volume changed hands — a common reference for where the market accepted value versus where it rejected it.
A row leaning strongly to the buy or sell side, or a highlighted diagonal imbalance, shows one side dominating at that price. It is a fact about what already happened inside the window, not a prediction.
Stacked-imbalance zones (B-IMB, S-IMB) mark a run of one-sided pressure across several prices. They describe an order-flow condition — not a buy or sell instruction.
The stats box gives the window totals: a positive delta means more volume traded into buys than sells over the period, negative the reverse. The tool maps the order flow; the read is yours.
INPUTS
Lookback period — the window the footprint is aggregated over (e.g. 60 = the last hour of chart bars).
Source granularity (ticks per row) — the resolution of the underlying footprint request; keep it fine for accurate aggregation.
Value Area % — the share of window volume the Value Area covers (default 70).
Imbalance threshold % — how far one side must exceed its diagonal opposite to count as an imbalance.
Row size mode / Manual ticks per row / ATR length — Auto sizes each row from ATR (volatility-adaptive); Manual fixes ticks per row. Either way the row count follows the range.
Max rows — a safety cap on the number of rows.
Panel — Gap from last bar, Panel width, Show numbers, Show stats box, Stats box position, Text size, Mark current price line: the placement and contents of the right-side panel.
Colors — buy, sell, lookback high/low, POC, current price line.
Value Area / Imbalance — Show POC/VAH/VAL, VAH-VAL color, Mark imbalance, Mark stacked-imbalance zones, Stacked count (how many consecutive imbalanced rows form a zone).
NOTES & LIMITS
This is an observation tool, not a forecast. It uses TradingView's native footprint data, which requires a Premium or Ultimate plan; on a symbol or plan where that data is not available, or a market with no real volume, it shows "No footprint data" rather than drawing something invented. It is a rolling-window footprint profile — it aggregates the available footprint of the last N bars into one profile — not a per-candle footprint. The volume it reads is only as good as the feed underneath it: on instruments with genuine traded volume (futures, crypto) it is at its most reliable, while on forex and CFDs the volume is tick volume (the number of price updates, not contracts traded), so the readings there are looser and should be treated with more caution. The lookback is capped at 300 bars for performance, and the tool marks on the chart when that cap is reached. The Point of Control, Value Area, imbalances and stacked-imbalance zones are a factual aggregation of what traded — not buy or sell instructions, and marking one says nothing about whether price will turn or continue. The profile is built from confirmed (closed) bars, which stay fixed; the live window updates to show the current state and the panel redraws at the latest bar, but past levels are not moved, and the footprint request reads completed data and does not leak the future. No profit, win-rate, or guarantee claim. Open-source under CC BY-NC-SA 4.0 — non-commercial use, attribution to ElisTools required for reuse or derivatives. TradingView (Pine v6) only.
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