- Footprint chart: bid and ask volume at every price, with delta and imbalances
- Volume profile with point of control and value area, plus a per-bar B4 value area built on the classic CBOT auction method
- B4 Order Flow Markers from the tape drawn on the profile chart, and TPO time-at-price with one on/off switch
- Four ready color palettes, a squeeze module, a CVD divergence readout, optional CVD confirmation and signal outputs for B4 CoPilot Pro
B4 Footprint Pro is now B4 Auction Pro. Members use B4 Footprint Pro (the current build) today. B4 Auction Pro, with the volume profile, TPO, squeeze, CVD divergence and CVD confirmation modules and the new liquidity tools, arrives with B4 V4 after NinjaTrader approval.
Built-in modules
- Volume profile: point of control, value area high and low, and the volume distribution across price.
- Footprint: executed buying and selling at each price, with order-flow imbalance where the data supports it.
- TPO: time-at-price columns beside each profile.
- Squeeze: B4's own squeeze rule, computed inside the same indicator on internal 3-minute bars, with a squeeze zone that B4 Order Flow reads.
- CVD divergence: a CUM Δ row in the Prop Desk dashboard (on by default) shows whether the profile delta agrees with the price move or is diverging, and for how many bars in a row.
- CVD confirmation (optional, off by default): the order-flow signals pass only when a CVD divergence at a confirmed price swing (a lower low with higher cumulative delta for longs, a higher high with lower cumulative delta for shorts) appeared within the last bars you set. The confirmation window, swing strength and lookback are settings; this check uses a bar-based delta estimate (each bar's volume signed by its close against its open).
- CoPilot Pro outputs: the volume-profile signals B4 CoPilot Pro reads.
New: liquidity tools Presale · ships after NinjaTrader approval
Off by default; they work in real time and need Level 2 market depth data.
- Liquidity Strength Lines: lines at the prices where resting liquidity is concentrated, drawn stronger as more size rests there.
- Persistent Liquidity Trails: a trail of where liquidity sat over time, so earlier levels stay visible after the size moves or is pulled.
- Liquidity Bubble Markers: bubbles on the chart where large liquidity rests or is taken.
- Hold vs Failure states: whether price held at a liquidity level or broke through it.
- Nearest Liquidity Labels: labels for the nearest liquidity above and below the current price.
- Liquidity Memory: remembers earlier liquidity levels through the session so you can see when price returns to them.
What's inside (43)
- B4 Auction Pro footprint · formerly B4 Auction Pro group 22. Footprint
- Session and custom volume profiles groups 23 / 24 / 25. Profile
- Per-bar B4 value area group 22.1 Value Area Colors
- Imbalances, stacked imbalances groups 22.3 / 37
- TPO time-at-price group 51. TPO
- TPO signals (IB, poor highs / lows, single prints) group 52. TPO Signals
- CVD confirmation · formerly B4 CVD group 20. CVD Confirmation
- CUM delta divergence readout group 16. Prop Desk Analytics: Show Cum Delta Divergence
- Prop Desk dashboard group 16. Prop Desk Analytics
- B4 Squeeze zone · formerly B4 Squeeze (3-minute squeeze zone) group 58. Squeeze (B4)
- Depth heatmap (B4 Book) group 60
- Flow heatmap (depth + prints) group 64
- Liquidity (Level 2) group 70
- Liquidity zones group 41
- Smart Exits group 53
- Virgin POC (B4) group 54
- MTF vPOC (B4) group 56
- HVN group 9. HVN
- Up to 8 anchored VWAPs group 34
- Auto Levels group 35
- Opening Range (ORB) group 63
- Opening Drive group 47
- Trapped Traders group 33
- Aggression Arrows group 39
- Exhaustion & Absorption group 40
- Leg-to-Leg Profile group 42
- Momentum Deceleration group 43
- Large Prints & Sweeps group 44
- Confluence group 45
- Range Projection group 46
- Pullback Zones group 48
- Setups, risk and trade tracking groups 4 / 6 / 12
- Confidence Engine group 14
- Footer Table group 59
- Tape Strip group 27
- Macro Sessions group 2
- Candle Coloring group 8
- Four color palettes group 36. Color Theme
- B4 Order Flow Markers group 71
- B4 Bars footprint group 65
- Swing Labels group 66
- Alerts group 10. Alerts
- B4 CoPilot Pro outputs group 11. B4 CoPilot Pro Integration (+ hidden signal companion)
Availability: Presale · ships after NinjaTrader approval.
More about the footprint chart
Advanced Order Flow. Bid/Ask Analysis. Market Participation.
B4 Auction Pro is an advanced order-flow analysis tool designed to help traders examine buying and selling activity at individual price levels. By presenting detailed footprint information, it provides a granular view of executed trading activity to help evaluate order-flow imbalances, potential absorption, aggressive participation, and changes in market behavior.
Built for traders who want to look beyond conventional candles and volume bars, B4 Auction Pro focuses on the interaction between buyers and sellers within each bar, helping reveal details that may otherwise be difficult to interpret from price action alone.
Core Capabilities
- Bid/Ask Footprint Analysis: Examines executed volume at individual price levels, separating buying and selling activity where supported by the underlying data.
- Delta Analysis: Helps evaluate the difference between buying and selling volume to assess directional order-flow pressure.
- Imbalance Detection: Identifies qualifying differences between bid and ask activity where the configured calculations support imbalance analysis.
- Absorption Analysis: Supports the investigation of situations where substantial trading activity occurs without corresponding price progress, subject to the implemented detection methodology.
- Aggressive Buying and Selling: Helps traders evaluate the intensity and distribution of executed buying and selling activity across price levels.
- Price Rejection and Acceptance: Adds order-flow context for evaluating how the market responds at important prices, including potential rejection, continuation, and changes in directional pressure.
- Market Structure Context: Complements price action, volume distribution, and other technical analysis when evaluating potential entries, exits, and developing trade conditions.
- B4 Ecosystem Compatibility: Designed to complement compatible B4 Signals tools, including B4 Algo Pro and B4 Order Flow.
Examine the Activity Behind Price
Price movement tells only part of the story. Footprint analysis provides a closer look at the executed trading activity occurring within that movement.
B4 Auction Pro helps traders investigate whether buying or selling pressure is concentrated at particular prices, whether activity is producing meaningful price progress, and whether developing order flow supports further analysis of a potential setup.
Footprint readings must be interpreted in context. Delta, imbalance, and apparent absorption do not independently establish future direction or guarantee a successful trade.
B4 Auction Pro — Analyze bid and ask activity. Evaluate order-flow pressure. Read the market at price level.
For educational and research purposes only. Not trading advice. Trading involves substantial risk, and order-flow signals do not guarantee results.