Stacked Imbalances Indicator: Formula, Settings and How to Read It
Stacked Imbalances marks bars that contain at least three consecutive diagonal imbalances in the same direction, the default threshold. The marker is drawn on the price chart: an up arrow at the top of a bullish stack, a down arrow at the base of a bearish one.
Senzoukria · Indicators · Updated September 2026
Stacked Imbalances ships with the Senzoukria desktop app, in the Tape & flow group of the indicator catalogue. It is drawn on the price chart.
What Stacked Imbalances measures
Levels must be consecutive at tick precision — a single price without an imbalance breaks the stack, because a stack is meant to describe an uninterrupted run of one-sided prints rather than a scattered set of flagged levels. The individual flags come from the same diagonal test used elsewhere in the group: a side must reach the ratio k against the diagonal opposite and meet the minimum quantity. The arrow's placement is deliberate: bullish stacks are marked at their highest level and bearish stacks at their lowest, so the marker points at the price where the run ended.
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:
Marqueurs sur les barres portant ≥ N imbalances diagonales EMPILÉES (niveaux consécutifs au tick près, même direction — les trous cassent la pile, même argument structurel que `calculateStackedImbalances`). Marqueur bullish : flèche haute au SOMMET de la pile ; bearish : flèche basse à sa BASE. Défaut N=3 — le même minConsecutive que l'indicateur stacked du repo.
How to read it
- The arrow's position is the information: it sits at the end of the run rather than at the bar's high or low, so it marks the last price the one-sided printing reached.
- Note the price the arrow points at and watch what happens if trade comes back to it later; the marker records where a run stopped and makes no claim that the level will hold.
- Several stacks in the same direction across consecutive bars describe sustained one-sided printing, in contrast with a single isolated marker.
- A stack that price immediately trades back through says something different from one that holds: the marker records what happened, not what will.
- Cross-check with the Imbalance Levels count on the same bar. A bar with many imbalanced levels but no marker had them scattered rather than stacked.
Parameters and defaults
Minimum stack defaults to 3 consecutive levels, ratio k to 3 and minimum quantity to 10; the bullish and bearish arrows have separate colours. Raising the minimum stack makes markers rarer and restricts them to longer runs; raising k tightens what counts as an imbalanced level, which also shortens stacks. The minimum quantity keeps very small levels from joining a run, which matters because an empty diagonal would otherwise satisfy any ratio.
| Parameter | Type | Default | Range |
|---|---|---|---|
| Ratio k | number | 3 | 1 – 20 |
| Min qty | number | 10 | 0 – 10000 |
| Min stack | number | 3 | 2 – 20 |
What it does not show
The marker is a description of bar structure, not a trade signal, and it is drawn once the bar's levels are known. It requires per-level footprint data and the instrument's tick size; without the grid the consecutive test cannot be applied and nothing is drawn. During thin periods a run can be built from small quantities that clear the ratio, which the minimum quantity only partly filters. The marker does not indicate how much volume was involved, and a stack on a low-volume bar carries less weight than the same pattern on an active one.
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
- Unfinished Auctions — Tape & flow
- Effort vs Result — Tape & flow
- POC Drift (ticks) — Tape & flow
- Cumulative buy volume — Tape & flow
- Cumulative sell volume — Tape & flow
- Buy/sell ratio — 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 stacked imbalance?
- A stacked imbalance is a run of consecutive price levels, each imbalanced in the same direction, inside a single footprint bar. It is distinguished from isolated imbalances because the run describes aggression that persisted as price moved through several ticks rather than dominating at one price.
- Why must the levels be consecutive?
- Because the point of the pattern is continuity. A level without an imbalance between two flagged levels means the aggression stopped dominating there, so the two flagged levels belong to separate events. Requiring adjacency at tick precision keeps the marker describing an uninterrupted run, which is also how the term is used on other footprint platforms.
- Where is the arrow drawn on the bar?
- A bullish stack is marked with an up arrow at its highest level, and a bearish stack with a down arrow at its lowest. The arrow therefore sits at the extremity of the run rather than at the bar's high or low, which points directly at the price where the sequence of imbalanced levels ended.