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FootPrintV2 Chart for NT8


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FootPrintV2 Chart for NT8

  #101 (permalink)
 hedgeplay 
Austin Texas / US
 
Experience: Intermediate
Frequency: Several times daily
Duration: Seconds
Posts: 176 since Dec 2019
Thanks Given: 145
Thanks Received: 211


rlan214 View Post
can anyone tell me how to change the footprint numbers bigger? seems locked, I can zoom in but the chart is too zoomed in


Adding height to the chart and scaling to fewer visible bars might help.

Hedge


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  #102 (permalink)
 
Falco11's Avatar
 Falco11 
Vienna,Europe
 
Experience: Advanced
Platform: NT
Broker: NT
Trading: ES,6E
Frequency: Many times daily
Duration: Minutes
Posts: 68 since Dec 2010
Thanks Given: 181
Thanks Received: 64


skidmark View Post
Thank you Falco for your post and screenshots. My trading method is VERY similar to yours.
I have experience with Barry's indicators and still use them. For professional bars, Barry uses average size.
This was a good method 10 years ago. With HFT trading, I do not believe that his method would account for a very fast forming bar with many smaller trades. I have used PACE OF TAPE found in the Ninjatrader Support Group which colors the background or the bar when the bar forms very quickly with lower average trade size. https://forum.ninjatrader.com/forum/ninjascript-file-sharing/ninjascript-file-sharing-discussion/30661-measuring-trade-intensity-with-the-free-pace-of-tape-indicator/page2

I also assume that this is professional activity on tick charts. Good luck.
Ralph.

Hi Ralph, I have the better indicators since 2011 and i am still very satisfied with it. Barry now only offers a subscription. i had it 1 month, the better proam indicator has a new algo and there is the possibility to use multi timeframes. better sinewave and momentum is still the same. i think despite HTF trading it is possible to see interesting points on the chart. the order flow detector of ninjtrader shows the levels depending on the filter setting, interestingly very often on the proam blue bars. see the picture from yesterday. unfortunately there is no possibility with the order flow detector to show the delta. i have made a request to ninja for this.



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  #103 (permalink)
 HGxTrader 
Frankfurt, Germany
 
Experience: Intermediate
Platform: NT, other
Trading: Indicies, GC
Posts: 2 since Aug 2020
Thanks Given: 1
Thanks Received: 1


First of all, thank you for the excellent indicator!

I would like to incorporate this into a strategy for backtesting purposes - haven't managed it yet... Can anyone help me how to include the indicator in a NT Strategy script? I would like to access the footprint. Thanks in advance!

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  #104 (permalink)
Matty22
Middlesbrough UK
 
Posts: 2 since Jan 2023
Thanks Given: 1
Thanks Received: 1

@mk77ch Hi, I am looking to create ninja trader strategies using the footprint indicator. I have yet to download the indicator since I am not a site supporter. Could you please let me know if the download provides access to the source code of the indicator or has this been hidden? If the code is available I can look at modifying it to allow us to backtest strategies. Thanks.

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  #105 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 132 since Oct 2010
Thanks Given: 27
Thanks Received: 350

Hello,

yes the source code is available.

All the best,
Mike


Matty22 View Post
@mk77ch Hi, I am looking to create ninja trader strategies using the footprint indicator. I have yet to download the indicator since I am not a site supporter. Could you please let me know if the download provides access to the source code of the indicator or has this been hidden? If the code is available I can look at modifying it to allow us to backtest strategies. Thanks.


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  #106 (permalink)
Matty22
Middlesbrough UK
 
Posts: 2 since Jan 2023
Thanks Given: 1
Thanks Received: 1


mk77ch View Post
Hello,

yes the source code is available.

All the best,
Mike

Thanks for the quick reply, I have one more question if you have the time to answer. Is there a way to change the ticksize used by the indicator? If not would you consider implementing this? I think it is very beneficial to be able to use 2 tick footprints for ES to compress the size of the columns and to provide a clearer overview of the trading activity. Thanks again for working on this for the community.

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  #107 (permalink)
 
tradrdude's Avatar
 tradrdude 
SF Bay Area, California USA
 
Experience: Intermediate
Platform: NinjaTrader, TradingView
Broker: NinjaTrader, Tradovate
Trading: ES, NQ, RTY, CL, YM and the Micros
Posts: 4 since Feb 2016
Thanks Given: 14
Thanks Received: 6

Thanks again @mk77ch for this great footprint indicator. I'm finding it more and more useful. Love being able to toggle quickly between the different settings with the toolbar buttons.

Question: what exactly do these horizontal lines indicate (see screenshot, circled in yellow). They don't seem to line up with imbalances, increased volume or delta.

Thanks!

Screen Shot 2023-02-05 at 12.24.12 PM

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  #108 (permalink)
 dragutin 
Austria
 
Experience: None
Platform: Ninja Trader
Posts: 39 since Oct 2009
Thanks Given: 11
Thanks Received: 5

Hello

If i set Imbalance under Footprint the menu on the top is gone on the chart. Is that a bug?

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  #109 (permalink)
 dragutin 
Austria
 
Experience: None
Platform: Ninja Trader
Posts: 39 since Oct 2009
Thanks Given: 11
Thanks Received: 5

I will be very happy if someone can add Heatmap for footprint Volumen on Left side and Delta on right side like on the chart below.

Thank you for great Indicator !


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  #110 (permalink)
 Displacer 
Savannah GA
 
Experience: Beginner
Platform: NT8
Trading: Emini ES
Posts: 1 since Dec 2018
Thanks Given: 1
Thanks Received: 0


@mk77ch Thanks for a great tool!

I was hoping you would be kind enough to help me with your code, as it is above my skill and has no descriptions in it. I'm trying to create a strategy where I need the [Bid] and [Ask] Volume for each of the [High] and [Low] of the current Bar or previous bar and also the Delta.

Can you point out to me the line #'s of the code that I would be able to get the calculations from and an example code of how I would get the data? I'm not familiar with barItems and rowItems.
Your help Would be greatly appreciated!

Thanks.

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