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OrderFlow - Footprint App for Tradestation
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OrderFlow - Footprint App for Tradestation

  #1 (permalink)
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OrderFlow - Footprint App for Tradestation

[Cross post from my Journal]

I started studying Orderflow / footprint charts and realized there was no good footprint chart for Tradestation. Instead of switching platform, I decided to write one using MarketDepth and TimeandSales provider. Since timeandSales doesnt have historic data, added capability to record and store TandS data, so that it can be loaded on to Footprint chart as historic data. So far I have added support for Cumulative delta, VPOC , Running Delta, Per bar VPOC, per bar Volume etc. Looking to add velocity ( trades per sec / min a measure of activity / volatility from orderbook etc ). I will post this in TS appstore sometime soon , unfortunately works only for TS 9.5.

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  #2 (permalink)
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The screen that you are showing, is that from trade Station?

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  #3 (permalink)
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Smartblonde View Post
The screen that you are showing, is that from trade Station?

This is an app I wrote for Tradestation. I am in the process of publishing it via TS appstore.

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  #4 (permalink)
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Footprint available for TS

This is available in appstore now for free trial

https://tradestation.tradingappstore.com/products/InsideBar

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  #5 (permalink)
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Posts: 1,583 since Feb 2014
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Here are the free version of the software, it took few days from TS to post it


https://tradestation.tradingappstore.com/products/TradeFlowPF

https://tradestation.tradingappstore.com/products/OF-Footprint_Free

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