Initiative Acceptance Drafting Engine

Most footprint tools attempt to answer:

who traded more aggressively?

This one answers:

did that aggression actually move the auction?

Because aggression that fails
becomes liquidity.

And liquidity
does not draft price forward.

A Footprint Without Reconstruction

Traditional footprint logic relies on:

bid/ask feed reconstruction
delta stacking
executed trade inference

This creates dependency on:

feed quality
data vendor consistency
tick reconstruction accuracy

This framework does not attempt
to reconstruct intent
from executed prints.

Instead
it models whether directional effort
was structurally accepted
by the auction itself.

Through regression-smoothed displacement analysis
across open-side and close-side vectors
the engine continuously measures:

initiative carry
range expansion persistence
directional alignment
multi-bar acceptance
initiative exhaustion
response absorption

This produces a normalized
initiative imbalance state
which reflects:

continuation
hesitation
balance
pullback
transition
or acceptance

in real time.

Live Auction State — No Repainting

All initiative and acceptance states:

are calculated live
update on formation
and are not revised
after the bar completes.

There is:

no future bar referencing
no smoothing rollback
no retrospective recalculation
no structural repainting

Once initiative is accepted
or absorbed
that auction state is fixed
as part of the drafting process.

What you see in real time
is what the engine saw
when the auction made
its structural decision.

Initiative Must Be Accepted

Not Just Expressed

Markets do not move
because effort occurred.

Markets move
when effort:

persisted
aligned
expanded
and survived opposition

This model continuously evaluates
whether directional effort:

maintained displacement
expanded auction range
aligned across structure
resisted responsive participation

Failure to maintain
multi-factor alignment
causes initiative state
to decay toward neutrality.

Neutralization implies:

auction balance
drafting failure
or structural transition

Drafting Recognition States

The engine distinguishes between:

Initiative Building
Acceptance / Carry
Pullback Absorption
Edge Weakening
Mixed Auction
Balanced Negotiation

Each condition reflects
a participation regime
within the live auction.

Acceptance environments
are governance phases.

Balanced environments
are negotiation phases.

Weakening environments
indicate transition risk.

Optional Price-Level Acceptance Memory

When enabled
price is discretized
into structured auction levels.

Each level tracks:

initiative survival
continuation latency
reversal timing
confirmation intensity
historical carry success
structural rejection

Levels that repeatedly accept
initiative in one direction
develop persistence weighting.

Levels that reject
initiative
lose authority
through decay modelling.

Participation decisions
may optionally be gated
based on whether initiative
was historically accepted
at that price.

Multi-Authority Operation

(Optional Dual Structure Mode)

Operate using:

Single Authority Structure
or
Dual Authority Structure

Primary structure
defines macro drafting state.

Secondary structure
detects tactical initiative
during pullback
or absorption.

Authority may transfer
when secondary initiative
demonstrates superior acceptance
against macro direction.

Chart Compatibility

Fully compatible with:

Time-based charts
Renko
Range
Heikin Ashi
Synthetic aggregation

Particularly effective
on non-time-based environments
where initiative carry
is not visually diluted
by temporal compression.

Designed For

Auction-structure traders
Footprint-style execution models
Continuation-based methodologies
Range-bar environments
Initiative-acceptance workflows
Execution-grade structural systems

Footprint Panel & HUD — Terminology Guide

(Live Auction State Readout)

All values displayed in the panel are calculated live during bar formation
and do not repaint once the auction state is formed.

Below is what each footprint acronym represents inside the panel.

Core Structural Readings

Norm Imb (Normalised Imbalance)

This is the primary initiative score.

It represents:

the degree to which directional effort
has successfully displaced the auction
and survived opposing participation.

Interpretation:

Value BehaviourMeaning

Near 0

Auction is balanced / negotiating

Increasing positive

Bullish initiative being accepted

Increasing negative

Bearish initiative being accepted

Shrinking magnitude

Initiative losing acceptance

Expanding magnitude

Initiative carrying forward

This is not momentum.
This is accepted displacement.

Open Imb (Open-Side Initiative)

Measures whether directional effort
was introduced early within the auction.

Think:

did initiative originate
from the start of participation?

Helps detect:

initiative entry
early displacement attempts
opening aggression

Close Imb (Close-Side Initiative)

Measures whether directional effort
was maintained into auction completion.

Think:

did initiative survive opposition
until the auction closed?

Helps detect:

initiative carry
trend persistence
auction acceptance

Total Imb (Total Initiative State)

The combined initiative condition
after open and close participation
have been regression-smoothed.

Represents:

net structural drafting force
acting on price

Participation Alignment

Align (0–4)

Measures how many acceptance conditions
are structurally aligned.

Examples include:

range expansion
initiative persistence
multi-bar displacement
open ↔ close agreement

Interpretation:

Align ValueMeaning

0–1

Weak / fragile initiative

2

Developing participation

3

Structurally supported

4

Strong acceptance environment

Higher alignment
= higher likelihood of initiative carry

Edge State

Edge Open

Directional initiative
has crossed the hold threshold
and is considered:

structurally accepted
and capable of drafting price forward

Edge Closed

Directional effort exists
but has not yet demonstrated:

sufficient persistence
multi-factor alignment
or displacement carry

Indicates:

hesitation
absorption
balanced auction

Growth State

GROWING

Initiative acceptance
is increasing in magnitude

Auction is drafting.

STABLE

Initiative persists
but is not expanding

Trend continuation phase
without expansion

SHRINKING

Initiative magnitude
is decaying

Indicates:

absorption
pullback
or transition risk

Divergence Warning

WARN

Displayed when:

open-side initiative
and close-side initiative
are structurally misaligned.

Indicates:

mixed participation
initiative disagreement
or potential regime shift

How To Use The Settings

Regression Period

Controls smoothing applied
to initiative modelling.

Lower values:

faster reaction
higher sensitivity
more tactical

Higher values:

smoother drafting
less noise
better for macro structure

Trend Lookback

Defines how many auctions
must demonstrate directional carry
before initiative is recognised
as structurally persistent.

Higher values:

slower but more reliable
trend confirmation

Entry Balance Threshold

Minimum imbalance required
before initiative is considered:

tradable
or structurally meaningful

Hold Balance Threshold

Minimum imbalance required
for initiative to be considered:

still accepted
and actively drafting price

If imbalance falls below this:

initiative is considered absorbed
or neutralised

Expansion Lookback

Defines how many auctions
are evaluated for:

range persistence
initiative survival
multi-bar displacement

Helps differentiate:

true continuation
vs short-lived impulse

Volume Weighting

Use Volume Weighting

When enabled:

initiative readings
are influenced by participation size
not just displacement

Volume MA Period

Defines smoothing applied
to participation volume
within initiative modelling.

Volume Influence

Controls how strongly
volume participation
affects initiative acceptance.

Higher values:

greater emphasis
on participation backing

Momentum Follow

Stable Eps

Minimum change in imbalance
required for initiative
to be considered persistent.

Growth Eps

Minimum change required
to classify initiative
as actively expanding.

Momentum Threshold

Minimum imbalance required
for participation
to be considered directional
rather than balanced.

Heat Memory (Optional)

Heat Mode

Controls whether:

price-level acceptance history
can influence entries
or flips

Level Step

Defines discretisation spacing
for price-level memory zones.

Heat Radius

Distance from a stored level
where initiative is considered relevant.

Heat Threshold

Minimum persistence
required for a level
to be considered:

structurally proven

Intensity Confirm Count

Number of initiative confirmations
required at a level
before acceptance is trusted.

Heat Half-Life

Controls how quickly
old acceptance information
decays over time.

HUD Panel

HUD displays:

current initiative state
authority alignment
participation strength
structural acceptance
entry streak state
neutralisation streak
optional heat approval

HUD can be enabled
when using heat memory
to visualise
participation persistence
at price.