The VA Footprint is not merely an indicator but a complete framework for analyzing the market across different stages or cycles.
Unlike traditional footprint charts, which track aggression at each bid and ask price level, the VA Footprint groups aggression by tick clusters. This structure provides resilience against HFT spoofing (wash trading intended to disguise positions), as it measures commitment over clusters of 10 ticks or more, making manipulation significantly more costly.
Volume is displayed based on tick activity, which shows a strong correlation with actual volume and remains consistent with genuine trading activity, even in low‑volatility conditions.
Each bar presents bid versus ask volume in a single row, removing the need to cross‑reference individual price levels as required in traditional footprint charts. The VA Footprint is flexible: it can be used with conventional footprint methods and/or combined with Volume Profile concepts such as HVN, LVN, VAH, and VAL.
Adjustable Parameters (Key Settings)
- Box Duration (minutes)
- Minimum Pips per Level
- Dark Mode
- Show Value Area
- Volume Timeframe
Precision Considerations
- Increasing the pips per level adds precision. For EURUSD, a minimum of 0.5 pips is recommended, which remains suitable for scalping—for example, using a 5‑minute timeframe to anticipate the next bar’s opening move.
- At 10‑tick Volume Timeframe, historical data is available only for a limited number of bars and depends on the broker’s data offering.
- On higher Volume Timeframe, full chart history is generally available regardless of broker, but the level size must be increased to maintain precision. This configuration is best suited for short‑term to long‑term swing trading.
- Bid x Ask calculation occurs in periods of 10 ticks and is saved at the end of the 10 ticks, be careful.
