Raising Kane 

Hi there, So, I'm a bit perplexed. I downloaded the indicator and when I load the FPv2 and BarData on my chart I get nothing but plain chart. I've never had this issue come up with any other indicator. Has anyone else experienced this or know of a fix?

@Raising Kane

In Data Series try setting Load Data based on Days rather than Bars.

If you have it set to Bars try increasing the number.

See my post #160 for similar issue.

hope it helps

zt379 

@Raising Kane In Data Series try setting Load Data based on Days rather than Bars. If you have it set to Bars try increasing the number. See my post #160 for similar issue. hope it helps

Got it figured out. Just reinstalled it and restarted Ninja. Thanks for the help everyone.

thetradeengine 

Does anyone know why the per bar volume and per bar delta values of FootPrint V2 match the values of a volumetric chart of the same bar interval if the bars are time-based (minute/second), but on range/tick/volume bars both volume and delta differ? It's also a reported issue on Ninja's own example of using a 1 tick data series in "BuySellVolumeOneTick"

Time v tick/volume will always be different. range and tick can actually vary based on the time you fire up the chart.

morpheus0 

In BarData.cs you need to add the function aggregateByTicks; I put it under line 200 addVol THAN: in FootPrintV2.cs: private void drawFootPrint(ChartControl chartControl, ChartScale chartScale) Around line 4012 ish where the main foreach is done replace it with this: var items = ticksPerRow > 1 ? currBarItem.aggregateByTicks(this, ticksPerRow) : currBarItem.rowItems; foreach(KeyValuePair<double, NinjaTrader.NinjaScript.Indicators.Infinity.BarData.RowItem> ri in items) {

Hi Morpheus0,

Could you update the FootPrintV2 indicator with the two enhancements you have suggested. First the tick aggregation would be great and the color enhancement for the tape strip. Unfortunately many of us are not gifted with coding skills ... Thank you.

hal010 

Hi Morpheus0, Could you update the FootPrintV2 indicator with the two enhancements you have suggested. First the tick aggregation would be great and the color enhancement for the tape strip. Unfortunately many of us are not gifted with coding skills ... Thank you.

That would be great. Thank you

mk77ch 

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

Hey Mike,

I'm just dropping in to say thank you. Your contribution here is truly mind-blowing. As a developer myself, I was looking for a volumetric solution that could run on a custom bar type I created, while still being accessible programmatically. Your indicator does all this and more; it is open source and, above all, significantly better than what NT offers with their paid Orderflow subscription package or any other closed-sourced machine-bound solutions that make development challenging.

Thank you, thank you, thank you!

If there's anything I might be able to do in return for you, please let me know!

All the best,
Paul

mk77ch 

Hello Traders, After a long break from Trading, i am finally back to NinjaTrader. During 2016/2017 i shared a FootPrint Indicator which many people here seemed to like. Today i am sharing a new version of this indicator, which includes a few new features and ideas i've been working on for quite some time. I would like to mention that i use this indicator in my daily trading and that i will only add features i find useful for my own trading. If you want to have some additional features added to it, you could always hire a programmer to customize the indicator for you, as i am sharing the source which can be freely edited. This indicator was developed with the intention to keep things simple. You will for example notice that the indicators Bottom-Bar values are missing the usual battery of numbers for traded volume, delta, delta percent, volume at ask, at bid etc. This isn't because i am too lazy to code it but because i need this indicator to make trading decisions. My personal problem with most of these FootPrint charts was, that there are too many information to process, which results in a constant uncertainty and the feeling that i maybe missed an important number which would have prevented me from taking a loosing trade or vice versa. I am sharing this indicator for free, because i believe that trading is hard enough and because there is so much rubbish being sold for thousands of dollars, which would be better invested in education and actual training. Trading is not about the indicators you use. There is a bunch of very profitable traders out there using a scruffy 10 period moving average. Invest in your mindset, the indicators are minor. I made this thread to explain the indicator and that you guys could ask some questions or share some ideas and setups. I usually don't have too much time being online and answering questions but it's well possible that other Users can help each other and figure things out. 1.0 Installation: To install the indicator, just download and import it to NT8. The indicator uses Tick-Replay and i would recommend to load a maximum of 3 to 4 days of data, depending on the bar type and time frame you are using. If your bars are messed up after loading a chart or if the indicator only shows data for the most recent bars, right click on your chart and select "Reload All Historical Data. 2.0 Top-Bar The indicator adds a menu to the Top-Bar of the chart with the following Buttons: Trades - Toggle Trades Map - Toggle Map Footprint - Toggle Footprint Settings - FootPrint Settings (only visible when FootPrint is active) 3.0 Modules: The indicator consists of different modules which can be enabled or disabled. 3.1 Profile (Previous Session) Draws a profile of the previous session. This profile can be useful for trading because it shows the: High and Low of the previous session. Value area (POC, VAH, VAL) of the previous session. High Volume Nodes (HVN) and Low Volume Nodes (LVN) of the previous session. Traded Volume and Cumulative Delta of the previous session. 3.2 Profile (Current Session) Draws a profile of the current session. This profile can be useful for trading because it shows the: High and Low of the current session. Developing Value area (POC, VAH, VAL) of the current session. High Volume Nodes (HVN) and Low Volume Nodes (LVN) of the current session. Traded Volume and Cumulative Delta of the current session. 3.3 Profile (Custom) Draws a custom profile with a configurable size. The options for the profile size are the following: Percent - Percent value of the current sessions volume Bars - Number of bars Volume - Volume traded Range - Tick-Range These options can be combined, so you could for example define that the custom profile size consists of at least 10 Bars and a Volume of 10'000 contracts. If both criteria are met, we have our size. Please note that the values are checked per bar, so the actual values may vary a little. The custom profile comes with two special features: Map - Draws a Heat-Map of the traded volume per price. Imbalances - Draws Bid-Ask Imbalances to the right side of the profile. 3.4 FootPrint The FootPrint Chart can be toggled from the TopBar of the chart. So you are now able to switch between your Regular Chart and the FootPrint Chart with a click. As soon as the FootPrint Chart is active, you can change the settings from the Top-Bar menu "Settings". The FootPrint Chart has now two display types: Profile - Display FootPrint Chart rows as profile Numbers - Display FootPrint Chart rows with numbers 3.5 Bottom Area There are three options to choose from for the Bottom Area of the chart, Volume, Delta and Cumulative Delta. The size of the Bottom Area can be adjusted by changing the lower margin of the chart. 3.6 Tape Strip The Tape Strip prints the actual orders at the ask and at the bid to your chart. By default these orders are filtered, so you only see the bigger orders. This tool gives you a feeling where the traders who trade with bigger size are aggressively entering the market or in unfiltered mode to let you see the actual orders hitting the tape. 4.0 Context and Draw Objects. In NinjaTrader 8, we have the possibility to draw Global Objects. This is specially useful when you want for example your Supply and Demand Zones to be visible on a chart where you only load a few day of data. So i always have two other charts of the same instruments on my Workspace for Context and Drawings. This prevents me from trading into support and resistance and also gives me an overview of where the price is trading. 5.0 How do i use this? There are a lot of free resources and videos explaining how to trade FootPrint charts and volume profiles. I would recommend to just take your time to study and watch the charts with all its default features enabled. Later on, you could decide if you want to trade it "naked" or together with one or two selected indicators. Don't clutter your charts with indicators. It's hard enough to process these information on a slow moving chart, but when the price really moves, you need to focus on two or three things which let you make quick and reliable trading decisions. I personally use this indicator together with the standard ninjatrader orderflow vwap (without deviations) and the Half-Trend indicator. In terms of setups there are a lot of information you could use to define your own personal setups. Either for continuation or for reversals. Another way of using it, is to just trade from a regular chart and only switch to the FootPrint for Entries and Exits. I hope that some of you find this indicator as helpful as i do and that it will improve your overall trading results. The indicator can be downloaded here: FootPrintV2 Chart for NT8 All the best and happy Trading, Mike

Hi Mike

Is it possible to talk to you personally concerning the profile?

Regards

Stefan Mudry

hello everyone
I am using the footprintv2 indicator on each chart each time frame it is working as well but the only issue is that the amount of the all DELTA printed are just egal of the DOUBLE of the real delta executed in the data provided .
I dont know from where this issue is coming
if someone can check i will be very glad to know and use it correctly if it gives me the real amount of DELTA PRINTED
Thank you in advance here is the chart file attached
sincerely
augusta

Raising Kane 

I do have tick replay checked.

Tick Replay is not required for this indicator