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Footprint for strategy Builder


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 Successlife 
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I like to know if any can point me to wich footprint indicator I can use inside Strategy Builder for make some strategies, I try mzpack but the api is outside my undestand. I try some but no one can read inside strategy Builder


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  #2 (permalink)
 Juggernaut 
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Successlife View Post
I like to know if any can point me to wich footprint indicator I can use inside Strategy Builder for make some strategies, I try mzpack but the api is outside my undestand. I try some but no one can read inside strategy Builder

you might want to look at some of the work at tradedevils-indicators.com

https://tradedevils-indicators.com/products/footprint-orderflow-indicator-ninjatrader

what you're seeking appears to be on page #3. they give a free 7 day trial to see if it's helpful and useful for you. I believe you have to utilize an additional tick series for the strategy builder and to use tick replay for non time-based charts.

good luck!


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 johnnymustard 
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Successlife View Post
I like to know if any can point me to wich footprint indicator I can use inside Strategy Builder for make some strategies, I try mzpack but the api is outside my undestand. I try some but no one can read inside strategy Builder

Take a look at GomiCators.com
Under the download tab, there's a doc called "DocGomOFAPIAndAdditionalIndicators2.5.pd". In there you'll see this list of metrics you can use for custom
indicators.

Delta : Delta of the bar
Buys : Total Buys of the Bar
Sells : Total Sells of the Bar
TotalVolume : Total Volume of the Bar
MinDelta : Minimum value reached by the delta on bar creation
MaxDelta : Maximum value reached by the delta on bar creation
HighCOT : Current high COT
LowCOT : Current low COT
Finish : Delta Finish
POCPrice : POC of current bar.
POCVolume : Volume at the POC
IsHighUA : 1 if we have an Unfinished Auction on High of Bar
IsLowUA : 1 if we have an Unfinished Auction on Low of Bar
NbBuyImbalances : Number of Buy Imbalances on the bar
VolBuyImabalances : Total volume of Buy Imbalances
NbSellImbalances : Number of Sell Imbalances
VolSellImbalances : Volume of Sell Imbalances
NbResistZones: Number of Resistance Zones created in the bar
NbSupportZones: Number of Support Zones created in the bar
IsBuyingReversal: 1 if there is a buy reversal signal
IsSellingReversal : 1 if there is a sell reversal signal
IsSupportZoneOnHigh : 1 if a support zone was created on the high of the bar
IsResistanceZoneOnLow: 1 if a resist zone was created on the low of the bar.
IsSellImbalanceOnLow : 1 if there is a sell imbalance on the low of the bar
IsBuyImbalanceOnLow : : 1 if there is a buy imbalance on the low of the bar
IsSellImbalanceOnHigh : 1 if there is a sell imbalance on the high of the bar
IsBuyImbalanceOnHigh : 1 if there is a buy imbalance on the high of the bar
RatioHigh : Ratio of the 2 highest buys
RatioLow : Ratio of the 2 lowest sells.
SellsAtHigh : Volume of Sells at top of bar
BuysAtHigh: Volume of Buys at top of bar
SellsAtLow: Volume of Sells at bottom of bar
BuysAtLow : Volume of Buys at bottom of bar
TimeSinceLastTouchedTop : Time in seconds since the price touched the bar High.
TimSinceLastTouchedBottom : Time in seconds since the price touched the bar Low.
BarDuration: Duration of the Bar in seconds
SweepsAtBid : Number of 0 values on the Bid side (except at the High)
SweepsAtAsk : Number of 0 values on the Ask side (except at the Low)
CumDeltaOpen : Open value of Cumulative Delta in the bar
CumDeltaHigh : High value of Cumulative Delta in the bar
CumDeltaLow : Low value of Cumulative Delta in the bar
CumDeltaClose : Close value of Cumulative Delta in the bar

While it's true I don't know how to maximize it's usefulness, you might be able to.
Take a look, good luck.


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