Footmap – Heat & Volume [v1]

Category: volume, market_structure

An architectural approximation of a Footprint Chart that segments candle volume into price-level buckets (heatmap) and calculates a synthetic Buy/Sell delta based on candle anatomy.

Formula

\text{Buy Vol} = V \cdot \frac{C - L}{H - L}, \quad \text{Sell Vol} = V \cdot \frac{H - C}{H - L}, \quad \Delta = \text{Buy Vol} - \text{Sell Vol}

Inputs

• i_levels (default: 8)
• i_lookback (default: 20)
• i_show_poc (default: true)
• i_show_delta (default: true)
• i_show_vol (default: true)
• i_transp_lo (default: 20)
• i_transp_hi (default: 80)

See signal primitives, usage in published strategies and more on WOBR StrategyVerse.