- complied on NT8b12, may not work in earlier versions
- thanks to Sim22 for some great code modifications to make the chart more stable and kill some bugs
This is a standard footprint chart that shows bid/ask market orders or volume/delta bars. It doesn't have a lot of the bells and whistles that some other (paid) versions have, but I find it sufficient for my needs.
Candlestick bars can be shown to the left of the footprint bars and/or as an outline in the footprint bar. It also allows to indicate the close and high volume bars in the footprint.
If you find any bugs or have any enhancement suggestions, please PM me.
NOTES:
You must turn on Tick Replay otherwise the chart will not show historical bar values. Charts that do not support Tick Replay (Renko for example) will not work. Line charts will also not show the footprint bars.
Charts with a high Days to Load value (15+) will take more time to initially load as there's a lot of values to historically calculate before the chart can be displayed.
I suggest using a fixed width font (Consolas, Lucida, etc.) for the Bar Font as the numbers line up and makes the chart more readable.
There's no easy to way that I found to auto scale the bar width and spacing based on the font size, so these are manual adjustments via Bar Spacing and Bar Width. Bar Spacing controls the spacing between the bars and Bar Width controls how wide the bars are. If you change the font from the default Consolas 12px, you may need to increase or decrease these values to adjust the bars.
The chart will attempt to auto scale to compress the footprint bars so there's little to no spacing between the bars. The scaling is based on the chart window size, so if you size the window small, it may not look great if there's a lot of bars on the chart. If you don't like the auto scaling, you can turn it off in the indicator properties via Visual->Auto scale.
Credits: The OnMarketData algorithm to calculate volume values was taken from the 'bid ask for ninja8' indicator by @zohar.
Category NinjaTrader 8 Indicators and More
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