Professional Footprint OrderFlow

Bar Market and Order Flow Footprint – Balance and Aggression Analysis

Overview

The Bar Market and Order Flow Footprint indicator is an original TradingView tool designed to help traders analyze balanced market conditions and the order flow behavior that occurs within them. The indicator combines bar-based balance detection with footprint-style order flow estimates to provide insight into rotation, participation, and directional pressure directly on the price chart.

Rather than focusing solely on breakouts or trend signals, this indicator emphasizes how price behaves while in balance, how participation changes near range boundaries, and how imbalances develop before expansions or failed moves.

Bar Market Detection

The indicator automatically identifies balanced, rotational market environments (often referred to as bar markets) using a combination of:

Price overlap and range compression

Volatility contraction

Structural neutrality over a defined lookback period

When a balanced state is detected, the script visually marks the area using shaded regions or range boundaries. These markings allow traders to clearly see:

When price enters balance

How price rotates within the range

When price exits balance or fails and returns

Footprint-Style Order Flow Analysis

Within the limitations of Pine Script, the indicator estimates order flow behavior on a per-bar basis by analyzing price and volume interaction. For each candle, it evaluates:

Relative buy versus sell pressure

Bar-level delta behavior

Volume intensity and imbalance conditions

This information helps traders assess whether aggressive buyers or sellers are active and whether moves are supported by participation or showing signs of exhaustion or absorption.

Order Flow Inside Balance

The indicator places special emphasis on order flow behavior while price is in balance, where rotation and absorption often precede expansion. Within balance zones, the script can highlight:

Absorption near range highs or lows

Delta divergence ahead of attempted breakouts

Failed breakouts that return price to the balance area

Optional settings allow traders to reduce or hide detailed footprint data outside of balance zones, keeping the chart focused on the areas where this information is most relevant.

Customization and Controls

The indicator provides flexible inputs to adapt to different trading styles, including:

Sensitivity and lookback controls for bar market detection

Minimum balance duration filters

Volume smoothing and delta calculation options

Toggles for footprint visibility and detail level

Fully customizable colors, labels, and visual elements

These options allow the indicator to be tailored for different instruments and timeframes while maintaining a clean chart layout.

Intended Use

This indicator is designed to support:

Auction market and balance-based analysis

Rotation and range-trading strategies

Breakout and failed-break recognition

Order flow–informed intraday decision-making

It can be applied to futures, forex, crypto, indices, and other liquid markets across multiple timeframes.

Disclaimer

This indicator is intended for educational and analytical purposes only and does not constitute financial advice. Always apply proper risk management and confirm analysis with additional tools.