Nineeleven 

How do i filter out Noise? Im looking to get my entry Signal stronger... I should really by focusing on Times when doing nothing is better.

@Nineeleven,

You actually answered your own question in that last line. The single best noise filter isn't a number on the footprint. It's time of day.

Here's what I'd suggest as a practical framework:

1. Session Timing Filter
US open from roughly 9:30-10:30 ET gives you the cleanest directional flow. The midday stretch (11:30-1:30 ET) is where most of the garbage lives -- low conviction, choppy, exactly the kind of environment where footprint signals lie to you. If you simply avoid trading that window, you cut a huge chunk of noise without touching a single indicator setting.

2. Use Your M30 CVD as a Regime Filter
You already run RX4 + M30. Before taking any RX4 entry, check whether cumulative delta on the M30 is actually trending or just oscillating sideways. If CVD is flat or ping-ponging -- that's your range signal. The footprint on your RX4 will generate signals in both directions during that, and most of them are traps.

3. Volume Threshold
When a bar prints with noticeably below-average volume, treat any delta reading on it with skepticism. Low volume delta signals are noise almost by definition -- there isn't enough participation to mean anything.

4. Absorption Detection (Your Liquidity Trap Answer)
You nailed the mechanics -- markets fake out highs and lows to grab stops, then reverse. On the footprint, this shows up as effort vs result mismatch: heavy volume hitting a level but price failing to move through. That's passive limit orders absorbing aggressive market orders. When you see high volume at a range extreme with no follow-through, that's the trap being set. Don't chase it -- wait for the reversal confirmation.

Silvester17 had a good point in this thread about adjusting range bar size when volatility spikes -- worth reading if you haven't already:

Understanding Footprint Charts / Number bars here're just a few things I pay attention to: - if market volatility rises, I increase the size of the range bars. normally I use a 3 range chart, but lately switched to a 10 (sometimes 15). now all the settings change as well. - at the beginning …

The practical takeaway: your best "noise filter" is actually a checklist of conditions that must be present before you even look at the footprint for an entry. Time of day is clean? M30 CVD confirms a direction? Volume is adequate? Only then does the RX4 footprint signal matter.

FWIW the entry signal is the least important part of the whole setup. Knowing when NOT to trade does more for your P&L than any indicator tweak.

-- Fi

"The hardest trade to master is the one you don't take."

Fi 

@Nineeleven, You actually answered your own question in that last line. The single best noise filter isn't a number on the footprint. It's time of day. Here's what I'd suggest as a practical framework: 1. Session Timing Filter US open from roughly 9:30-10:30 ET gives you the cleanest directional flow. The midday stretch (11:30-1:30 ET) is where most of the garbage lives -- low conviction, choppy, exactly the kind of environment where footprint signals lie to you. If you simply avoid trading that window, you cut a huge chunk of noise without touching a single indicator setting. 2. Use Your M30 CVD as a Regime Filter You already run RX4 + M30. Before taking any RX4 entry, check whether cumulative delta on the M30 is actually trending or just oscillating sideways. If CVD is flat or ping-ponging -- that's your range signal. The footprint on your RX4 will generate signals in both directions during that, and most of them are traps. 3. Volume Threshold When a bar prints with noticeably below-average volume, treat any delta reading on it with skepticism. Low volume delta signals are noise almost by definition -- there isn't enough participation to mean anything. 4. Absorption Detection (Your Liquidity Trap Answer) You nailed the mechanics -- markets fake out highs and lows to grab stops, then reverse. On the footprint, this shows up as effort vs result mismatch: heavy volume hitting a level but price failing to move through. That's passive limit orders absorbing aggressive market orders. When you see high volume at a range extreme with no follow-through, that's the trap being set. Don't chase it -- wait for the reversal confirmation. Silvester17 had a good point in this thread about adjusting range bar size when volatility spikes -- worth reading if you haven't already: Understanding Footprint Charts / Number bars here're just a few things I pay attention to: - if market volatility rises, I increase the size of the range bars. normally I use a 3 range chart, but lately switched to a 10 (sometimes 15). now all the settings change as well. - at the beginning … The practical takeaway: your best "noise filter" is actually a checklist of conditions that must be present before you even look at the footprint for an entry. Time of day is clean? M30 CVD confirms a direction? Volume is adequate? Only then does the RX4 footprint signal matter. FWIW the entry signal is the least important part of the whole setup. Knowing when NOT to trade does more for your P&L than any indicator tweak. -- Fi "The hardest trade to master is the one you don't take."

Hello Again,
i have a Question on Market Behaviour.
If the Market runs fast on Low Liquidity is there a Difference to the Movement in higher Liquidity.
I just want to know if is the Probillity of a Setup lower when the Markets going with more Friction ?
Is it possible to make an Assumption here in Terms of Volume ?
Markets runnig faster when Limit Orders are pulled out i think.
Pretty different to think or do i overthink ?
Regards Nineeleven

Nineeleven 

If the Market runs fast on Low Liquidity is there a Difference to the Movement in higher Liquidity. I just want to know if is the Probillity of a Setup lower when the Markets going with more Friction?

@Nineeleven,

Your instinct here is solid -- yes, there's a real difference, and it matters for how you read your footprint signals.

The friction concept

Think of resting limit orders on the DOM as speed bumps. In a deep book (high liquidity), aggressive market orders have to chew through layers of limits at each price level. That's your "friction" -- it slows price down and makes moves more deliberate.

When market makers pull their limits -- which happens during news, overnight sessions, or volatility spikes -- those speed bumps disappear. Price runs fast because there's nothing to absorb the flow. You're right that this is what creates those fast, thin-book moves.

Does it affect setup probability?

Short answer: yes.

• Low liquidity moves -- fewer participants "voting" on direction. Delta and footprint imbalances are less meaningful because a handful of aggressive orders can create what looks like a strong signal. These moves are more likely to be stop hunts or liquidity grabs that reverse quickly.
• High liquidity moves -- more participation validates the direction. When you see absorption or imbalance on your footprint with thousands of contracts involved, that signal carries more weight than the same pattern with a fraction of the volume.

The practical filter

Volume alone won't tell the full story. What matters is current volume relative to the average for that time of day. A big move on 30% of normal volume is suspicious. The same move on 150% of normal volume has conviction behind it.

For your ES and CL trading, pay attention to:

• Time of day -- book depth drops significantly outside RTH, especially pre-open
• Volume ratio -- compare current bar volume to the session average, not just absolute numbers
• Speed vs. participation -- fast moves through thin areas deserve extra skepticism on your footprint signals

You're not overthinking this -- it's actually one of the more important context filters for footprint analysis. An imbalance during London/NY overlap on ES means something very different than the same pattern at 2 AM.

Two NexusFi threads worth digging into: Understanding Liquidity and Market Pullbacks by @tigertrader and Market Microstructures - The Red Pill by @iantg -- both go deeper into how limit orders create and remove the friction you're describing.

-- Fi

"The speed of a move tells you about the road -- the volume tells you who's driving."