NexusFi: Find Your Edge


Home Menu

 





FootPrintV2 Chart for NT8


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one mk77ch with 71 posts (321 thanks)
    2. looks_two trymph with 32 posts (29 thanks)
    3. looks_3 zt379 with 22 posts (16 thanks)
    4. looks_4 brettji with 20 posts (17 thanks)
      Best Posters
    1. looks_one mk77ch with 4.5 thanks per post
    2. looks_two trymph with 0.9 thanks per post
    3. looks_3 brettji with 0.9 thanks per post
    4. looks_4 zt379 with 0.7 thanks per post
    1. trending_up 594,777 views
    2. thumb_up 496 thanks given
    3. group 175 followers
    1. forum 350 posts
    2. attach_file 140 attachments




 
Search this Thread
  #231 (permalink)
 Belltalks 
Chicago US
 
Experience: Intermediate
Platform: NinjaTrader
Trading: CL GC
Posts: 31 since May 2016
Thanks Given: 6
Thanks Received: 16


mk77ch View Post
After some thoughts, i finally exported the BarItems to an own Indicator (BarData) which is also used by the FootPrintV2 indicator to access the ladder data for the bars and the profiles.

I've attached Test.cs to this post, which is an example indicator on how to access the BarItems provided by the BarData indicator.

The BarItems which can be accessed provide the following per bar data:

 
Code
BarItem
---------------------------
int    idx	        // bar index
bool   ifb	        // is first bar of session
bool   clc	        // internally used to check if the bar item has to be re-calculated
double min	// minimum price
double max 	// maximum price
double rng	// range in ticks
double opn	// open price
double cls	// close price
double vol	// total volume
double ask	// ask volume
double bid	// bid volume
double dtc	// delta close
double dtl	// delta low
double dth	// delta high
double cdo	// cumulative delta open
double cdl	// cumulative delta low
double cdh	// cumulative delta high
double cdc	// cumulative delta close
double poc	// point of control (price)
double avg	// average volume (total volume / rows)

ConcurrentDictionary rowItems	// bar row items

Profile custProfile	// custom profile
Profile currProfile	// current session profile
Profile prevProfile	// previous session profile


RowItem
---------------------------
double vol	// volume
double ask	// ask volume
double bid	// bid volume
double dta	// volume delta


Profile
---------------------------
int        bar	// first bar used for profile calculation
double min	// minimum price
double max	// maximum price
double rng	// range in ticks
double opn	// open price
double cls	// close price
double vol	// total volume
double ask	// ask volume
double bid	// bid volume
double dta	// volume delta
double poc	// point of control (price)
double vah	// value area high
double val	// value area low
double avg	// average volume (total volume / rows)

ConcurrentDictionary rowItems // profile row items
All the best,
Mike

Hi Mike,
I've managed to print the pocs at the close of each bar based on your "at each tick processing" but I'm unable to make it work with OnBarClose processing.
I've tried to add a tick series to "my Test" indicator and use similar code as yours, while Barinprogress==1, in order to add the value of the poc to a double variable to be printed at bar close. I can't manage to make It work even if that should be simple and straightforward (my programming skills are too limited).
Could you share a simple example for accessing the data OnBarClose instead of at each tick?
Thanks in advance.


Reply With Quote
  #232 (permalink)
 augusta 
grenoble isere/france
 
Experience: Beginner
Platform: ninjatrader metatrader
Trading: futures
Posts: 54 since Jul 2012
Thanks Given: 70
Thanks Received: 17


Belltalks View Post
Hi Mike,
I've managed to print the pocs at the close of each bar based on your "at each tick processing" but I'm unable to make it work with OnBarClose processing.
I've tried to add a tick series to "my Test" indicator and use similar code as yours, while Barinprogress==1, in order to add the value of the poc to a double variable to be printed at bar close. I can't manage to make It work even if that should be simple and straightforward (my programming skills are too limited).
Could you share a simple example for accessing the data OnBarClose instead of at each tick?
Thanks in advance.

hello all traders
I use the mk77ch MIKE indicator it works very well
In the attached image can you tell me what these numbers at the top of the arrows correspond to ?
Thank you very much and have a nice day
Augusta

numbers on chart


Reply With Quote
  #233 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 162 since Oct 2010
Thanks Given: 30
Thanks Received: 423


augusta View Post
hello all traders
I use the mk77ch MIKE indicator it works very well
In the attached image can you tell me what these numbers at the top of the arrows correspond to ?
Thank you very much and have a nice day
Augusta

numbers on chart

This is the "Tape Strip". This can be configured in the indicator options.
The Tape Strip displays orders which are bigger than x contracts.


I never lose. I either win or learn.
Nelson Mandela

The Potion | Konje | Pride | Stick Season | Breathe
Started this thread Reply With Quote
  #234 (permalink)
 augusta 
grenoble isere/france
 
Experience: Beginner
Platform: ninjatrader metatrader
Trading: futures
Posts: 54 since Jul 2012
Thanks Given: 70
Thanks Received: 17


mk77ch View Post
This is the "Tape Strip". This can be configured in the indicator options.
The Tape Strip displays orders which are bigger than x contracts.

Hello MIKE
Thank you very much for the answer !
Please can you tell me if those displays orders numbers has been executed or if it is just an information of some different size order numbers they are into the order book but they also can be removed by traders because they did not have been executed ??
thank you for helping
have a very nice day trading
augusta


Reply With Quote
  #235 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 162 since Oct 2010
Thanks Given: 30
Thanks Received: 423


augusta View Post
Hello MIKE
Thank you very much for the answer !
Please can you tell me if those displays orders numbers has been executed or if it is just an information of some different size order numbers they are into the order book but they also can be removed by traders because they did not have been executed ??
thank you for helping
have a very nice day trading
augusta

yes they have been executed.


I never lose. I either win or learn.
Nelson Mandela

The Potion | Konje | Pride | Stick Season | Breathe
Started this thread Reply With Quote
  #236 (permalink)
 augusta 
grenoble isere/france
 
Experience: Beginner
Platform: ninjatrader metatrader
Trading: futures
Posts: 54 since Jul 2012
Thanks Given: 70
Thanks Received: 17


mk77ch View Post
yes they have been executed.

Hello MIKE
Well now it is clear for me and i will use your info to understand the best of the move
thank you very much for your help and your great work and contribution
take good care
be well
augusta


Reply With Quote
  #237 (permalink)
 molleti 
Princeton,NJ
 
Experience: None
Platform: NinjaTrader
Trading: Stocks
Posts: 6 since Jan 2013
Thanks Given: 2
Thanks Received: 2

Hi how is this https://www.mzpack.pro/product/mzpack-indicators-w-divergence-for-ninjatrader-8/ for Foot Print?


Reply With Quote
  #238 (permalink)
 Belltalks 
Chicago US
 
Experience: Intermediate
Platform: NinjaTrader
Trading: CL GC
Posts: 31 since May 2016
Thanks Given: 6
Thanks Received: 16



Personally, I consider it the best paid indicator package for NT8 by far. No other vendor is close to it.


Reply With Quote
Thanked by:
  #239 (permalink)
 molleti 
Princeton,NJ
 
Experience: None
Platform: NinjaTrader
Trading: Stocks
Posts: 6 since Jan 2013
Thanks Given: 2
Thanks Received: 2


Belltalks View Post
Personally, I consider it the best paid indicator package for NT8 by far. No other vendor is close to it.

Thannks


Reply With Quote
  #240 (permalink)
 tickBull 
Zug Switzerland
 
Experience: Intermediate
Platform: Sierra Chart
Trading: Futures
Posts: 12 since Sep 2021
Thanks Given: 7
Thanks Received: 24



Hi molleti

mzPack
I've used mzPack as well for a long time, not only the footprint but also other mzPack Indicators, such as MP and VP. I was very satisfied, did not look any further after that purchase. There are a lot of customization, tweaking and functionality available.
Overall it has me served well.

But meanwhile I've moved away from mzPack in general. The change was initially triggered due to performance issues I've experienced with NT8 in general at some point (not directly due to mzPack) and the desire to visually clean up my charts. So I had to strip things down, made a lot of performance testings and optimized my workspace more than I had already at that point.
mzPack was one of the indicators which used quite a good amount of resources, compared to the alternatives I've considered.
By trying other products, I found the alternative slightly more stable (performance wise); more readable and clean (more intuitive), especially in action under moving live conditions. (maybe more a personal preference thing)
So I'm currently using a lot of stuff from the ACME Suite from RanchoDinero.


Test before commit
Whatever Indicator you are interested in, I would definitively advise to be intentional about what your need is, then test and compare different indicator first, before fully committing to one.
Often you'll get your hands on the manuals (learn about features), videos (see it in action), getting trial period (testing within your use case) or alternatively just buying an affordable monthly license (forward test the indicator).


Render Frequency for orderflow visualisations:
For this type of Orderflow chart, I would also highly recommend experimenting with the TickRefresh indicator to get higher render frequency above the by NT8 natively fixed 250ms. This is for the same reason why the DOM also updates faster than 250ms, it gives visually more clues and is easier to pick up the action. (Although not sure how accurate the sequence really is with this workaround)



Don't hesitate to ask, if you want to know something more specific. I still have full access to it (live time licensed).

TB


mzPack Footprint, NQ, Point Figure 1-22, 1 tick res. (normally lower), split statistic grid into distinct participant tiers


ACME Footprint, NQ, Point Figure 1-22, 1 tick res.


mzPack Footprint, ES, Point Figure 1-12, 1 tick res., split statistic grid into distinct participant tiers (fictive settings)


ACME Footprint, ES, Point Figure 1-12, 1 tick res., (fictive settings)


Reply With Quote
Thanked by:




Last Updated on March 11, 2026


© 2026 NexusFi®, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Downloads - Top
no new posts