Xtrade Stacked Imbalance
The footprint classic, done honestly: diagonal imbalance zones triple-gated for statistical significance, tracked through a real defense lifecycle.
Data: Any feed with trades. No MBO required.
Real signals, straight from the chart
Click any screenshot to zoom
What it does
When aggressive buyers lift three or more price levels in a diagonal run on the footprint, somebody wanted in badly — order-flow clustering at these moments is a well-documented signature of urgent participation. Xtrade Stacked Imbalance finds those runs, draws them as zones, and then keeps score on what happens next.
Every zone lives a real defense lifecycle: FRESH → ARMED (price fully left) → TESTING (price came back) → DEFENDED (the zone held, marked ✓) — a zone price never left never counts as defended. Zones that break are truncated and stay on screen, faded, with a BROKEN pill: the record of what didn't hold is part of the map, because the side that lost there may now be trapped.
Backed by: Cont, Kukanov & Stoikov (2014), J. Financial Econometrics 12(1):47; Kavajecz & Odders-White (2002), RFS
- ✓Stacked imbalance zones as rectangles: 3+ consecutive diagonally stacked footprint imbalances, buy-side and sell-side
- ✓Triple gate before anything draws: 3:1 ratio, binomial z-score ≥ 2, adaptive volume floor — noise never reaches your chart
- ✓Real leave-and-come-back lifecycle: FRESH → ARMED → TESTING → DEFENDED ✓
- ✓Honest failures: broken zones stay on screen as faded corpses — failure is information too
- ✓The ATAS footprint classic, rebuilt on Bookmap — no MBO required
FAQ
Is this a signal system?
No — no entries, no targets. It shows you where one-sided business happened and whether it was defended; the trade is yours.
What data does it need?
Any instrument with trade data. The volume floor self-calibrates to the instrument's recent activity; no MBO feed required.
Get Xtrade Stacked Imbalance
From $29/mo
Buy on Bookmap MarketplaceSold and licensed via Bookmap Marketplace
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Trading futures and other financial instruments involves substantial risk of loss. Xtrade Stacked Imbalance is an informational and educational tool, not investment advice. Past performance is not indicative of future results. All sales are final and non-refundable.