Glossary · I
What is Imbalance (footprint)?
A footprint row where one side's aggressive volume exceeds the other side's by a chosen ratio (commonly between 1.5 and 4 times) and above a minimum volume.
In context
A footprint shows executed trades: how much traded, at which price, and which side was the aggressor. That is three pieces of information a candle does not give you — who was pushing, where they pushed, and how hard.
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