Indicators: order flow per level (POC migration, single prints)
Fourteen studies read the internal structure of each footprint bar (price, buy and sell volume, trade counts per level) to say where the flow happened: delta at the extremes, POC position and migration, value area width, single prints, imbalance levels, absorption markers and delta per trade.
Senzoukria · Documentation · Updated September 2026
Where to find it
- Where
- Chart → Indicators button → groups Delta, Volume and Tape & flow
- Data required
- Aggregated bid/ask price levels; tick-based studies also need the instrument tick size
- POC tie rule
- Equal volume on two levels selects the lower price
- Value area
- Steidlmayer walk, two ticks per step, ties go up first, default 70 %
What the family measures
Unlike the delta, tape and flow families, which work on bar aggregates, these studies use bar.levels. Levels with zero quantity or a non-finite price are ignored, and prices are keyed by tick index so that two entries at the same price count as one level.
Delta at High and Delta at Low sum buy − sell over the top or bottom N ticks of the bar (default 3). Delta Concentration % is the absolute delta of the most imbalanced level divided by the absolute sum of level deltas, deliberately unbounded above 100 % because levels of opposite sign cancel in the denominator. Delta per Trade is totalDelta / tradeCount and separates pressure from activity; a bar with no trades produces no point.
Level Count is the number of distinct traded levels (0 is a measured value and is drawn). Volume per Level divides the sum of level volume by that count. POC Position % is (POC − low) / (high − low) × 100. POC Migration (ticks) is the absolute tick distance between consecutive bar POCs, the unsigned companion of POC Drift. Value Area Width (ticks) is VAH − VAL, and Value Area Position % is (close − VAL) / (VAH − VAL) × 100, unbounded so that a close outside value remains visible.
Settings
| Study | Setting | Default | What it changes |
|---|---|---|---|
| Delta at High / Delta at Low | Ticks | 3 (1 to 50) | Number of ticks from the extreme included in the sum |
| Delta Concentration %, Level Count, Volume per Level, POC Position %, POC Migration (ticks) | Color, Smoothing | purple / gray / blue / yellow / orange, 1 | Line or histogram color; Smoothing 1 to 200 |
| Value Area Width (ticks), Value Area Position % | Value Area % | 70 (50 to 95) | Share of bar volume enclosed by the value area |
| Single Prints | Max % of bar peak | 5 (1 to 50) | Levels whose volume is at most this share of the bar's largest level get a marker |
| Imbalance Levels | Ratio k / Min qty | 3 (1 to 20 by 0.5) / 10 (0 to 10000) | Diagonal imbalance ratio and minimum quantity guard |
| Absorption Markers | Threshold (% of bar volume) / Tolerance (ticks) | 40 (5 to 100 by 5) / 2 (0 to 10) | Share of total bar volume one level must hold, and how close the bar extreme must be |
| Absorption Markers | Buy absorption color / Sell absorption color | red / green | Colors follow the reading (absorbed buying is bearish), not the aggressor side |
| Delta per Trade | Positive/Negative color, Smoothing | green / red / 1 | Histogram colors and post-smoothing |
Markers and counts
- Single Prints marks price levels whose volume is at most Max % of the bar's peak level. It is a low-volume threshold on the bar, not a TPO single print; a one-level bar never produces a marker. Its guide card is tagged Proxy.
- Imbalance Levels counts price levels carrying a diagonal imbalance; a level flagged on both sides counts once, whereas Diagonal Imbalances in the Tape & flow group counts flags.
- Absorption Markers require at least two distinct levels. Buy absorption at level P needs buy(P) ≥ threshold × total bar volume and the bar high within tolerance ticks of P, which draws an arrow-down; sell absorption is the mirror with an arrow-up.
- Buy/Sell Pressure Ratio divides buy volume strictly above the POC by sell volume strictly below it, excluding the POC level itself.
Limits
- POC Migration (ticks), Value Area Width (ticks), Value Area Position %, Imbalance Levels and Absorption Markers need the tick size; without it they emit nothing.
- Ratios with a zero denominator leave gaps: POC Position on a single-price bar, Value Area Position on a flat value area, Pressure Ratio with no selling below the POC.
- Aggregated levels do not identify participants; a large level is not proof of one large order.
Related pages
This page in other languages
Frequently asked questions
- Why is Delta Concentration sometimes above 100 %?
- Levels with opposite deltas cancel in the total. With +50 on one level and −45 on another the total is +5 while the largest level is 50, giving 1000 %. Capping at 100 would hide that information; a zero total produces no point.
- What is the difference between POC Migration (ticks) and POC Drift (ticks)?
- POC Drift (ticks), in the Tape & flow group, is the signed move of the POC drawn as a line. POC Migration (ticks) is the absolute distance drawn as a histogram: how much the control point moved, not in which direction.