Diagonal Imbalances Indicator: Formula, Settings and How to Read It
Diagonal Imbalances counts how many imbalance flags a footprint bar carries, using the diagonal comparison popularised by ATAS: buy volume at a price against sell volume one tick below, and sell volume at a price against buy volume one tick above. It plots one value per bar in a separate pane.
Senzoukria · Indicators · Updated September 2026
Diagonal Imbalances ships with the Senzoukria desktop app, in the Tape & flow group of the indicator catalogue. It is drawn in its own panel below the chart.
What Diagonal Imbalances measures
A buy flag is raised at a price when its buy volume reaches the ratio k times the sell volume one tick lower and also meets the minimum quantity; the sell flag mirrors it against the buy volume one tick higher. The first row has no buy check and the last row has no sell check, since the diagonal partner does not exist there. A single price level can raise both flags at once, and this indicator counts each flag separately, so such a level contributes 2 to the total. The value is therefore a measure of imbalance load in the bar rather than a count of distinct prices.
The formula, as implemented
This is not a description of how the indicator is usually defined elsewhere — it is what the shipped code computes, documented next to the implementation:
Nombre de niveaux en imbalance DIAGONALE (ATAS) par barre — formule exacte du canon via `diagonalImbalances` (k=3, min_abs_qty=10 : les défauts canoniques — 300 % d'imbalance, garde anti-bruit sur les diagonales vides). Un niveau peut porter les DEUX flags (buy et sell) : chaque flag compte pour 1, documenté. Tick size inconnu → null (la diagonale exige la grille de l'instrument).
How to read it
- Read it as intensity of one-sided printing inside the bar, not as direction: buy flags and sell flags are added into the same total.
- Compare bars of similar height. A tall bar has more price levels and therefore more chances to raise flags, so a high count on a wide bar is less notable than the same count on a compact one.
- A sudden jump after several low bars marks a change in how the volume was distributed across the diagonal, which is worth inspecting on the footprint itself.
- Persistent low readings during an advancing move indicate the move happened without repeated diagonal dominance at individual prices.
- Pair it with the Imbalance Levels indicator: when the two diverge, some levels are imbalanced on both sides at once.
Parameters and defaults
The ratio k and the minimum quantity both act on how many flags survive. k defaults to 3, the canonical 300% threshold; raising it leaves only strongly one-sided prices and lowers the whole series, while dropping it towards 1 inflates counts until nearly every level qualifies. Minimum quantity defaults to 10 contracts on the dominant side, and it is what keeps an empty diagonal from flagging automatically, since any positive volume beats a ratio applied to zero. Plot colour is the third setting.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Ratio k | number | 3 | 1 – 20 |
| Min qty | number | 10 | 0 – 10000 |
What it does not show
The count requires the instrument's tick grid; with no tick size the diagonal partner cannot be located and no value is produced. It does not tell you where in the bar the imbalances sat, whether they were adjacent, or which side dominated. In thin conditions a level with a handful of contracts can clear a 3-to-1 ratio, which is exactly what the minimum quantity guard is for, and the default of 10 may be too low or too high for your instrument. Because the count grows with the number of levels, it is not comparable between timeframes or between instruments with different tick sizes.
Using it in Senzoukria
Add it from the Indicators panel of any footprint chart or candle chart. It runs on futures data from Rithmic or Databento and on crypto pairs from Binance and Bybit, on the same engine — the calculation does not change with the venue, only the data feeding it does. Market data subscriptions are billed by the provider, separately from the app.
Related indicators
- Tape Speed — Tape & flow
- Stacked Imbalances — Tape & flow
- Absorption Score — Tape & flow
- Unfinished Auctions — Tape & flow
- Effort vs Result — Tape & flow
- POC Drift (ticks) — Tape & flow
See the full indicator library, or start with the order flow guide if you are new to reading aggression, delta and absorption.
Frequently asked questions
- What is a diagonal imbalance in a footprint chart?
- It compares the buy volume at one price with the sell volume at the price one tick below, and the sell volume at a price with the buy volume one tick above, instead of comparing the two sides of a single price. The one-tick offset lines each side up with the quote it would have traded against, since an aggressive buy lifts the ask while an aggressive sell hits the bid one tick under it. A level is flagged when one side reaches the chosen ratio against its diagonal partner.
- Why can a bar report more imbalances than it has price levels?
- Because a level can be flagged in both directions at once, and this indicator counts each flag. A price with a strong buy imbalance against the level below and a strong sell imbalance against the level above adds 2 to the total. If you would rather count distinct imbalanced prices, the companion Imbalance Levels indicator counts that level once.
- What do the default values of 3 and 10 mean?
- The ratio of 3 means a side must be at least three times, or 300%, the diagonal opposite to be flagged. The minimum quantity of 10 means the dominant side must also have traded at least 10 contracts at that price. The second condition matters because any positive volume beats a ratio applied to an empty diagonal.