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Order flow analysis

Order flow analysis looks inside every candle: how much was bought and sold at each price, where the market absorbed aggression and where it ran out of participants. On MobChart this is done with the footprints indicator, together with the liquidity heatmap.

Footprints (clusters)

Main chartSpot and futures

A footprint chart is a candlestick chart that also shows the traded volume and order flow at every price level of the candle.

Together with the liquidity heatmap you can check whether a level highlighted by the heatmap acts as a price barrier and identify absorption and exhaustion.

Footprint chart

You can switch the delta mode on and choose the colour palette in the settings window:

Footprints settings

Delta mode

Delta is the difference between buy and sell volume at each price level. The intensity of the colour reflects the size of the traded volume, so a strongly coloured cell means a lot of aggression on one side.

Footprints in delta mode

Liquidation clusters

On futures markets you can track not only buy and sell volume, but also the liquidated volume of long and short positions at every price level.

Liquidation clusters

Imbalances and point of control

  • Show imbalance highlights price levels where one side traded several times more than the other (the imbalance ratio), provided at least N such levels are stacked (the minimum stack size). Stacked imbalances mark where aggressive buyers or sellers took control.
  • POC (point of control) marks the price level with the largest traded volume inside every candle.
  • View switches between the classic two-column cluster layout and a profile drawn inside the candle.

All settings of the footprints indicator are listed in the indicator reference.