Footprint.Pro [Elykia]

OVERVIEW
The Footprint Pro is a comprehensive Order Flow and Footprint analysis tool designed to visualize buying and selling pressure inside each candlestick. Unlike standard charts that only show OHLC, this script reconstructs the internal volume distribution to display the interaction between buyers (Ask) and sellers (Bid) at every price level.

METHODOLOGY & DATA PRECISION
For maximum accuracy, this script is designed to be applied on a 1-second (1s) chart timeframe.

• Reconstruction Engine: It harvests granular 1-second data to reconstruct and draw Footprint candles for higher timeframes (from 1 Minute up to 15 Minutes).
  
• Why 1-second? By processing 1-second intervals, the script captures the exact price levels where volume was traded with near-tick precision. This allows for the creation of accurate Volume Profiles and Delta calculations inside the candle, creating a high-definition view impossible to achieve with standard timeframe data.
  

CALCULATION MODES & STYLES
The script processes this data using distinct algorithms and visualization styles to adapt to different market conditions.

• Timeframe Mode: Reconstructs standard time-based footprints (e.g., viewing M5 candles while remaining on the 1s chart).
  
• Simulated Range Bars: Uses a custom algorithm to ignore time and close bars based on pure price movement (Volatility).
  
• Why use Range Mode? Unlike time-based charts, Range bars filter out "noise" during low volatility (choppy markets) and clarify market structure, allowing traders to see pure price action and volume distribution without the distortion of time.
  

Visualization Styles:

• Standard Style: Displays the numeric Bid x Ask values for precise reading of order flow.
  
• Profile Style: Displays a Volume Histogram inside the candle for a visual reading of volume nodes.
  

KEY FEATURES & ORIGINALITY
1. Multi-Timeframe SMT Divergence Engine
The "Smart Money Technique" (SMT) module performs a background scan on 4 distinct timeframes simultaneously (e.g., 30s, 1m, 2m, 5m).

• Logic: It continuously compares the Pivots (Highs/Lows) of the current asset against a correlated comparison asset (e.g., NQ vs. ES or EURUSD vs. DXY).
  
• Signal: If Asset A makes a Higher High while Asset B makes a Lower High on ANY of the 4 monitored timeframes, a specific divergence label is plotted on the chart.
  

2. Imbalance & Stacked Imbalances
The script detects volume "Imbalances" (diagonal aggressive volume disparity).

• Stacked Imbalances: If three consecutive imbalances are detected, the script draws a "Wall" zone (box), highlighting areas where aggressive participants trapped the market or defended a level.
  

3. Smart Assistant (Real-time Context)
To assist traders in live conditions, a logic engine analyzes the last 5-10 reconstructed candles to provide context labels:

• Liquidity Sweeps: Breaks of recent highs/lows followed by immediate rejection (Turtle Soup).
  
• Absorption: High volume traded without price progression (Limit orders blocking Market orders).
  
• Traps: High Delta in the opposite direction of the candle color.
  

INCLUDED SETUPS
The script monitors volume anomalies and displays specific markers (Triangles):

• Setup 1 (Rejection): Detects a wicked candle where the Delta confirms the rejection direction.
  
• Setup 2 (Exhaustion): Identifies the end of a move by detecting a sharp drop in Volume combined with a POC located at the candle's extreme.
  
• Setup 3 (Failed Aggression): Identifies "Stopping Volume" where a massive volume spike fails to push the price further.
  

IMPORTANT: READ BEFORE USE
This script uses a granular reconstruction engine. To work correctly, you MUST set your chart timeframe to 1 second (1s).
Default Configuration:
The indicator is pre-configured to display 1-Minute Footprints.
For Range Mode, the script includes an Auto-Range feature that automatically sets the Range Height based on the ticker symbol detected (e.g., specific values for ES, NQ, BTC, etc.).
All these parameters (Timeframe, Range Height, Auto-Mode) can be customized in the Indicator Settings (Inputs).
Step-by-Step Setup:

• Open your chart and select the 1-second (1s) timeframe.
  
• Hide the original candles: Click the "Eye" icon next to the main symbol name (top left) or set the main candle opacity to 0. This is necessary to see the Footprint clearly without the 1s bars cluttering the view.
  
• Add the indicator to the chart.
  
• The script will load with the default 1-minute configuration. To change it (e.g., to Range Bars), open the Settings.
  

DISCLAIMER
This tool is for informational and educational purposes only. It does not constitute financial advice or a signal service. Past performance of the detected patterns (SMT, Imbalances) does not guarantee future results. Trading involves a high level of risk.

ACCESS
This is an invite-only script. To obtain access, please use the link provided in the Signature field below.