KaizenStackedImbalance

KaizenStackedImbalance detects diagonal bid/ask imbalances, groups three or more in a row into zones and projects them forward as support and resistance on the chart.

Updated: July 1, 2026

KaizenStackedImbalance is the standalone version of the footprint’s stacked-imbalance logic: it detects diagonal bid/ask imbalances (one side ≥ ratio × the other), groups 3 or more consecutive imbalances in the same direction into zones, and projects those zones forward as semi-transparent rectangles until they mitigate. It also detects absorption at the bar extremes (large one-sided volume where price could not continue in that direction).

KaizenStackedImbalance in NinjaTrader 8

Interpretation

  • Bullish zone (stacked ask-heavy imbalances) = aggressive buyers lifting offers across multiple levels. Acts as support on a retest.
  • Bearish zone (stacked bid-heavy imbalances) = aggressive sellers hitting bids. Acts as resistance on a retest.
  • The zone persists until price mitigates it via the configured end condition (touch vs. close).
  • Absorption marker at a bar extreme = large aggressive volume with no price continuation. A common turning-point signal.
  • Min Stack Size controls zone sensitivity: higher values give fewer but stronger zones; lower values catch more (including weaker stacks).

Zone end conditions

  • Touch — the zone closes the moment a wick enters it, even a single-tick incursion.
  • Close — the zone only closes when a bar’s close price is inside the zone; wicks are ignored.

Touch is more reactive (zones break quickly); Close is more conservative (zones hold through noise).

Settings

Logic

  • Imbalance Ratio % — ratio threshold. Default 300 = the dominant side must be 3× the diagonally opposite side.
  • Min Stack Size — minimum consecutive imbalances required to form a zone. Default 3.
  • Volume Filter — minimum volume on the aggressive side for an imbalance to register. Default 10.
  • Ignore Zero Values — if active, zero volume on the opposite side is not treated as an “infinite imbalance”; prevents false marks on gapped levels.

Tick Marks

  • Show Tick Marks — draws individual imbalance marks at each detected level (even before they stack into a zone).
  • Tick Mark Width / Thickness — visual adjustment for the marks.

Zones

  • Show Zones — master toggle for the zone rectangles.
  • Zone Opacity % — fill transparency. Default 20 = subtle. Raise it to 40–60 for prominent zones.
  • Zone End Condition — Touch or Close (see the note above).

Colors

  • Bullish Color — color for bullish imbalances and zones. Default Lime.
  • Bearish Color — color for bearish imbalances and zones. Default Crimson.

Absorption

  • Show Absorption — enables detection of absorption markers at the bar extremes.
  • Absorption Depth (Ticks) — how many ticks from the high/low to scan. Default 2.
  • Absorption Min Volume — minimum aggressive-side volume at the extreme for a marker. Default 10.
  • Absorption Marker Shape / Size — Diamond / Rectangle / Triangle / Circle, size in px.
  • Bullish / Bearish Absorption Color — marker colors.

Performance

  • Max Stored Bars — history limit. Default 500.

Requirements

For accurate history, Tick Replay must be enabled (see Installation and getting started).

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