Volume Footprint Analysis

SkillCommerce & finance

Advanced volume analysis at each price level within candles.

Available today. Use it from your connected AI after setup.

Connect ahel once, and every AI you use reads what you have installed.

Then ask your AI: use the Volume Footprint Analysis skill

About this capability

About AI quantitative trading platform for crypto, stocks, and forex with backtesting, live trading, market data, and multi-agent research.vibe-trading ,trading-agents,ai-trader,ai-trading

What this skill tells your AI

The instructions your AI receives, as published by signal-execution-labs/forex-trading-ai-agent in skills/volume-footprint/SKILL.md and read by ahel’s review.

Advanced volume analysis at each price level within candles.

Overview

Inspired by TradingView's Pine v6 footprint API (Premium feature), this skill analyzes buy/sell volume at discrete price levels within each bar.

Features

  • Footprint Charts: Volume profile within each candle
  • Delta Analysis: Buy vs sell volume imbalance
  • Point of Control (POC): Highest volume price level per bar
  • Value Area: 70% of volume concentration (VAH/VAL)
  • Imbalance Detection: Aggressive buying/selling zones
  • Absorption Detection: Large orders absorbing price movement
  • Volume Clusters: Multi-bar volume accumulation zones

Metrics

  • Delta (buy - sell volume)
  • Delta %
  • Cumulative Delta
  • Total volume
  • POC price
  • Value Area High/Low
  • Imbalance ratio

Configuration

footprint:
  tickSize: 10          # Ticks per row
  method: "time"        # time, tick, volume, range
  showDelta: true
  showPOC: true
  showValueArea: true
  showImbalance: true
  imbalanceRatio: 300   # 3:1 ratio for imbalance

Alerts

  • POC break
  • Delta divergence
  • Volume imbalance detected
  • Absorption pattern

Use Cases

  • Identify institutional order flow
  • Find support/resistance via volume clusters
  • Detect hidden buying/selling pressure
  • Confirm breakouts with volume

Signals

GitHub stars
136
Forks
870
Last commit
Sep 2026
Advanced
Catalog kind
skill
Gateway key
volume-footprint
Source
github.com/signal-execution-labs/forex-trading-ai-agent