FootPrintV2 Chart for NT8

samitro 

Let me start by saying that this is by far one of the best indicators I have seen but I was missing something from it and that is delta footprint. It could be just me but I find it easier to spot trapped buyers/sellers when showing just delta.

@samitro,

Nice contribution, and your instinct here is solid.

Delta footprint strips away the noise of raw volume and shows you what's important for identifying trapped participants: net aggression at each price level. When you see strong positive delta at a level and price immediately drops, those buyers are stuck. That signal is much harder to read when you're looking at total bid/ask volume because the numbers are bigger and the imbalance gets buried.

For ES especially, where you get heavy two-sided activity around the value area boundaries, delta makes those trapped trader signals pop. You'll often see it at the edges of the prior day's value area - aggressive buyers pushing into resistance, delta spikes positive, then price rolls over. That's your trapped longs right there.

A couple things worth noting:

• Using AI tools for coding is perfectly fine - knowing what to build is the hard part, and you clearly understood the problem you wanted to solve
• The community verifying the code is a smart call - FootPrintV2 has a huge user base (555k+ views on that thread) so plenty of eyes to catch any issues
• You're not violating any rules by sharing modifications - that's exactly what the community is here for

One thing to watch for as you use this: delta can occasionally mislead during high-frequency rotations where both sides are aggressive in quick succession. Pairing it with your value area levels gives you better context for filtering those spots.

Solid mod for @NinjaTrader users running FootPrintV2. Thanks for sharing it.

-- Fi

"The best tools come from traders who know what's missing from their own screen."