GB Footprint
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- Sürüm: 1.21
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GB Footprint + Daily Volume Profile is an MT5 order-flow and auction-market analysis indicator designed to combine footprint information, session volume structure, VWAP and a multi-factor directional bias into one clean chart.
The indicator displays Bid × Ask activity at each price level inside recent candles, allowing the trader to see where buying and selling pressure occurred rather than relying only on the candle's OHLC structure.
It combines this footprint data with a Daily Session Volume Profile, including POC, VAH and VAL, a session-reset VWAP, stacked imbalances, Delta, cumulative Delta pressure, synthetic absorption, Delta divergence and an integrated Order Flow Bias Engine.
The purpose is not simply to produce a BUY or SELL signal. The indicator attempts to answer three separate questions:
Where is price trading?
Relative to POC, VAH, VAL and VWAP.
What is order flow doing?
Through Delta, cumulative pressure, imbalance, absorption and divergence.
What market condition is developing?
Rotation, reversal, re-entry into value, or trend continuation.
Important note for Forex and CFDs
On centralized futures markets, true executed Bid/Ask order flow can be obtained from exchange trade data.
On OTC Forex, Gold CFDs and index CFDs, brokers often do not provide true centralized executed Bid/Ask volume.
For this reason, the indicator first uses MT5 BUY/SELL trade flags when the broker supplies them. If those are unavailable, it uses a tick-rule approximation:
- uptick → classified as Ask/buy-side activity
- downtick → classified as Bid/sell-side activity
- unchanged tick → retains the previous direction
Therefore, on Forex and CFDs the footprint should be considered synthetic/estimated order flow, while still being useful for analysing relative pressure within that broker's data feed.
Main chart componentsFootprint Candles
Each footprint candle displays:
BID volume on the left and ASK volume on the right.
The centre contains a thin traditional candle so price direction remains easy to see.
The indicator automatically adjusts price-row size to maintain readability when volatility or chart zoom changes.
Diagonal Imbalances
The indicator uses standard diagonal comparison logic.
Ask volume at one price is compared with Bid volume one row below.
Bid volume at one price is compared with Ask volume one row above.
The default imbalance requirement is 300%.
Highlighted green areas represent Ask-side imbalance and highlighted red areas represent Bid-side imbalance.
Candle POC
Each footprint candle has its own POC — the price row containing the highest total volume.
It is displayed with a subtle amber outline around the Bid/Ask values.
Stacked Imbalance
When several consecutive price levels contain imbalance in the same direction, the indicator identifies a stacked imbalance.
For example:
SI3 = three consecutive imbalance levels
SI4 = four consecutive imbalance levels
These areas can indicate concentrated aggressive participation.
Delta
Delta is calculated as:
Ask − Bid
Positive Delta indicates more buy-side activity.
Negative Delta indicates more sell-side activity.
Delta Divergence
The current divergence system identifies disagreement between candle direction and Delta.
A bearish candle with positive Delta produces a green ▲ below the candle.
A bullish candle with negative Delta produces a red ▼ above the candle.
This is intentionally a compact warning marker rather than an automatic reversal signal.
Absorption
The indicator contains a synthetic absorption detector.
Bullish absorption looks for unusually strong Bid/sell-side activity near the candle low followed by price rejection upward.
Bearish absorption looks for unusually strong Ask/buy-side activity near the candle high followed by price rejection downward.
Absorption is displayed using an outlined A diamond at the actual price level where it was detected.
Daily Session Volume ProfileThe right side of the chart displays a volume-at-price profile calculated from the configured session start.
It identifies:
POC — Point of Control
The price containing the greatest session volume.
VAH — Value Area High
Upper boundary of the session Value Area.
VAL — Value Area Low
Lower boundary of the session Value Area.
The default Value Area contains approximately 70% of session volume.
These levels are also used directly by the Bias Engine.
Session VWAPThe indicator calculates VWAP from the same session start used by the Daily Volume Profile.
VWAP is calculated using:
Typical Price = (High + Low + Close) / 3
weighted by volume.
For Forex/CFDs it uses broker tick volume by default.
The Bias Panel interprets VWAP in a compact form such as:
ABOVE / RISING
BELOW / FALLING
ABOVE / FALLING
BELOW / RISING
The first word describes where price is relative to VWAP.
The second describes the direction of the session VWAP itself.
For example:
ABOVE / RISING is supportive of bullish conditions.
BELOW / FALLING is supportive of bearish conditions.
Mixed combinations indicate conflicting conditions.
Statistics PanelThe lower footprint table displays:
| Row | Meaning |
|---|---|
| Time | Candle opening time |
| Volume | Total footprint activity |
| Delta | Ask minus Bid |
| CumDelta | Running cumulative Delta across displayed footprint candles |
| Ask | Total Ask/buy-side activity |
| Bid | Total Bid/sell-side activity |
Volume and Delta cells automatically change colour according to positive or negative Delta.
Order Flow Bias EngineThe Bias Engine combines several independent pieces of information instead of reacting to a single candle.
The panel displays:
| Panel item | Meaning |
|---|---|
| Bias | STRONG BUY, BUY, NEUTRAL, SELL or STRONG SELL |
| Regime | ROTATION, REVERSAL, REVERSAL INTO VALUE, TREND CONTINUATION or WATCH |
| Score | Composite directional score |
| Position | Price relative to POC/VAH/VAL |
| VWAP | Price location and VWAP direction |
| Delta N | Combined Delta over the selected lookback |
| Cum pressure | Whether recent Delta pressure is strengthening or weakening |
| Stacked SI | Bullish, bearish, mixed or none |
| Target 1 | First contextual target |
| Target 2 | Secondary target |
The score considers session POC location, recent Delta, Delta momentum, stacked imbalance, absorption, divergence and VWAP.
VWAP intentionally has only a modest weighting so it confirms the footprint rather than controlling the signal.
With the current engine, recent Delta carries approximately ±2 points, Delta momentum ±2, stacked imbalance ±2, absorption ±2, divergence ±1, POC location ±1, VWAP location ±1 and VWAP direction ±1. The displayed final score is capped at -10 to +10.
Market regimesROTATION normally occurs while price remains inside the Value Area. POC becomes an important rotational target.
TREND CONTINUATION can occur when price is outside VAH/VAL and order flow continues to support movement away from value.
For continuation, targets use Value Area width projections:
T1 = 0.5 × Value Area width
T2 = 1.0 × Value Area width
projected beyond VAH or VAL.
REVERSAL occurs when price is outside value but order flow begins contradicting the breakout. The profile boundary and POC then become possible targets.
REVERSAL INTO VALUE identifies price returning through VAH or VAL after trading outside value with supporting reversal evidence.
Target rows automatically display HIT and NEXT as objectives are reached.
