Volume Sequencing

The ladder-scan engine iterates through the price levels of every bar to locate sequences of adjacent price tiers featuring strictly increasing ask volume (upward) or bid volume (downward).

Key Features

• Ladder-Scan Engine: Iterates through price levels of every bar searching for sequences of adjacent levels with strictly increasing ask volume (upward) or bid volume (downward).

• Minimum Cluster Size Threshold: Only multi-level sequences of sufficient length are converted into active zones.

• Optional Bar Direction Filter: Restricts ask sequences to bullish bars and bid sequences to bearish bars, isolating one-sided aggressive order flow.

• Auto-Extending Zones: Zones extend rightward across the chart and freeze the moment a subsequent bar re-enters them — keeping tested and untested levels clearly distinguished.

• Marker Bar: Highlighted box marks the exact candle where a sequence was first detected.

• Cluster Cell Visuals: Zones lock cleanly to the footprint row height and render as clean background fills behind the candles.

How It Works

1. Sequence Detection: For every bar, the indicator extracts bid and ask volumes across price tiers. To locate bullish (ask) zones, it scans up the price ladder, extending the sequence as long as the ask volume at each higher tier strictly exceeds the tier below. Sequences meeting the minimum cluster size form an ask zone from bottom to top price. Bid zones are evaluated identically in reverse while scanning down for increasing bid volume.

2. Bar Direction Alignment: By default, the bar direction filter evaluates ask sequences exclusively on bullish bars (close > open) and bid sequences on bearish bars, ensuring the zone captures order flow aggression driving the candle's direction.

3. Zone Extension & Testing: Detected zones optionally extend forward until a subsequent candle's range re-enters their boundaries — marking the level as tested and freezing its extension.

4. Data Requirements: Requires ATAS tick/cluster data feed (real bid and ask volume per price level). Compatible with futures, crypto perpetuals, and equities with volume data; unsupported on spot Forex.

Settings

• Min. Cluster Size: Minimum consecutive price levels with strictly increasing volume (increase for longer, cleaner sequences).

• Bar Direction Filter: Toggle ON/OFF.

• Extend Zones: Extend zones rightward until retested or render single-bar boxes.

• Marker Bar: Toggle ON/OFF.

• Days to Calculate: Historical calculation window to keep charts responsive (0 = all bars).

• Ask (Bullish) / Bid (Bearish) Colors: Custom fill and outline colors.

• Compatible with any bar type: tick, volume, range, or time-based footprint charts.

Use Cases

• Footprint Demand Levels (ES): On a 2,000-volume ES footprint chart, a bullish bar prints a new swing high with ask volume strictly increasing toward the top. The indicator highlights the marker bar, shades the ask zone at the high, and projects it rightward. A subsequent pullback re-enters the zone, freezing its projection and marking a tested demand level.

• Intraday Supply Levels (NQ): On NQ, a sharp bearish candle reveals increasing bid volume down the ladder toward the low. A bid zone prints at this level and extends forward as intraday resistance.

• Confluence Strategy: Best utilized as an objective support/resistance layer alongside delta, imbalance, VWAP, and session levels.

Pricing

• $59.90 One-time Purchase: Lifetime updates, no recurring subscription fees.