Footprint Chart Backtesting

Each footprint candle is a histogram of volume by price: one row per price level, its length and shade set by the volume traded there, with the number printed inside when there is room. The row with the most volume — the candle's point of control — is outlined; hover a candle and its POC extends across the window as a line, click and it stays pinned so you can see whether later price respects it.

Absorption is marked automatically: a candle with heavy volume (at least 1.8× the average of the candles on screen) and a small body (no more than 30% of its range). That is the signature traders look for at reversals — a lot of business done, very little movement — and having it flagged as it happens, not afterwards, is the point of replaying it.

The colours follow your candle colours, the footprint keeps its own timeframe (1H, 4H or daily) whatever your main chart is on, and it follows the market you are replaying.

A footprint you can only look at after the fact is a picture of the answer. In CRTLAB the current footprint candle counts only the minutes that have already played: its rows grow as the replay moves, the POC can migrate as volume arrives, and the view glides with the forming candle instead of jumping a bar at a time.

That makes the question honest. You see a 4H candle trade heavily at a level, with the candle still open, and you have to decide what that means before the next hour shows you. Log the decision, then let it play.

Volume is real traded volume, not tick counts: for indices, forex, gold, silver and oil it is the matching futures contract's exchange volume, minute by minute; for crypto it is exchange volume (Coinbase); for US stocks it is the exchange's trades in regular hours. The footprint distributes each 1-minute bar's volume across the prices that minute traded (5-minute bars feed the 4H footprint, 15-minute bars the daily), which is how the per-price rows are built.

It is a volume-at-price footprint, not a bid/ask footprint: it does not split each row into buyers and sellers, so there is no delta column. For reading where business was done — POC, high-volume and low-volume areas, absorption — that is exactly the information that matters, and it is the same on every market from gold to Bitcoin.

Pick one footprint behaviour and one rule. For example: a 4H candle closes with its POC in the top third and absorption marked at a prior high — does price trade below that candle's low within the next two candles? Then step through months of gold, count every occurrence, and write the result down. Fifty is a feel; a few hundred is an estimate — the sample size calculator tells you how many you need.

Run the same rule on NAS100 and EURUSD. Volume behaves differently by market, and the identical test on three of them teaches more than any amount of reading about footprints.