VA Footprint groups aggression by tick clusters eliminating the need for cross-referencing between levels. This structure also provides resilience against HFT spoofing (like wash trading or agressive orders mixed in the noise, intended to disguise intention at bid x ask level), as it measures commitment over clusters of 10 ticks or more, making significantly more costly and harder for instituitional activity to hide their footprints.

Adjustable Parameters (Relevant Settings)

• Box Duration (minutes) --> Adjust the box timeframe to match your chart timeframe
• Level Size (%) --> increase or decrease the size of the levels.
• Dark Mode (true/false)
• Show Value Area (true/false)
• Volume Timeframe (10-ticks,50-ticks)

Important Considerations

• MARKET REPLAY with tick precision works, you can use that to backtest your strategy and test the indicator for longer periods.
• Increasing the Tick Level adds precision, reducing too much will reduce acuracy, at least 0.10 is recommended.