mk77ch 

I've contacted them and it looks like they paid a "verified NinjaTrader vendor" to code the indicators for them. They've got all the documents/receipts showing they have paid somebody for this. The "problem" is not GorillaFutures but some shady programmer/vendor. All the best, Mike

Mike,

This is the best indicator! I felt the exact same re Gorilla Futures, but since you clarified it, I get it!

I have been using your indicator very successfully - thank you and have been an Elite member for 15+ years!!!

With volatility of the past week, this was NT's response when I inquired about the delta between my DOM and the charts, specifically calling out Footprint V2...

"High volatility days, with the pricing changing fast, generate a lot more data for that indicator (and the platform) to process. In this scenario, the indicator cannot process the unusual amount of data causing the chart to delay or freeze. That is why the SuperDOM window is not delayed, as you are not running that indicator there."

mk77ch 

I've contacted them and it looks like they paid a "verified NinjaTrader vendor" to code the indicators for them. They've got all the documents/receipts showing they have paid somebody for this. The "problem" is not GorillaFutures but some shady programmer/vendor. All the best, Mike

Hey Mike -- How about some tick aggregation? What do you think that would take? For charts like NQ I think this will make it better and easier to read. For footprint Number mode.

morpheus0 

Hey Mike -- How about some tick aggregation? What do you think that would take? For charts like NQ I think this will make it better and easier to read. For footprint Number mode.

public ConcurrentDictionary<double, RowItem> aggregateByTicks( NinjaScriptBase ninja, int size ) {
				ConcurrentDictionary<double, RowItem> aggregatedRowItems = new ConcurrentDictionary<double, RowItem>();
		
				double rowCount = this.rowItems.Count / size;
				
				RowItem currentItem = null;
				
				List< KeyValuePair<double, RowItem> > currentBatch = new List< KeyValuePair<double, RowItem> >();
		 
				var sorted = this.rowItems.OrderByDescending( x => x.Key );
				 
				var i=0;
				var count = sorted.Count();
				var itemsProcessed = 0;
				
				foreach(KeyValuePair<double, RowItem> ri in sorted)
				{  
					++i;
					currentBatch.Add( ri );
					
					if( currentBatch.Count == size || i == count ) {
						 
						double closeAvg = ninja.Instrument.MasterInstrument.RoundToTickSize( currentBatch.Average( x=> x.Key ) );
						double ask = currentBatch.Sum( x=> x.Value.ask ) ;
						double bid = currentBatch.Sum( x=> x.Value.bid ) ;
						double vol = currentBatch.Sum( x=> x.Value.vol );
						
						currentBatch.OrderBy(x => x.Key);  
						itemsProcessed += currentBatch.Count;
						
						currentBatch.Clear();
						
						aggregatedRowItems.GetOrAdd( closeAvg, new RowItem(vol, ask, bid ) ); 
					}  
				}
				 
				
				return aggregatedRowItems;
			}

Here's some code to aggregate ticks - useful for NQ/YM -- a setting of 4 ticks per close should perform decently. Makes it so the text size doesnt get so small on these instruments.

morpheus0 

public ConcurrentDictionary<double, RowItem> aggregateByTicks( NinjaScriptBase ninja, int size ) { ConcurrentDictionary<double, RowItem> aggregatedRowItems = new ConcurrentDictionary<double, RowItem>(); double rowCount = this.rowItems.Count / size; RowItem currentItem = null; List< KeyValuePair<double, RowItem> > currentBatch = new List< KeyValuePair<double, RowItem> >(); var sorted = this.rowItems.OrderByDescending( x => x.Key ); var i=0; var count = sorted.Count(); var itemsProcessed = 0; foreach(KeyValuePair<double, RowItem> ri in sorted) { ++i; currentBatch.Add( ri ); if( currentBatch.Count == size || i == count ) { double closeAvg = ninja.Instrument.MasterInstrument.RoundToTickSize( currentBatch.Average( x=> x.Key ) ); double ask = currentBatch.Sum( x=> x.Value.ask ) ; double bid = currentBatch.Sum( x=> x.Value.bid ) ; double vol = currentBatch.Sum( x=> x.Value.vol ); currentBatch.OrderBy(x => x.Key); itemsProcessed += currentBatch.Count; currentBatch.Clear(); aggregatedRowItems.GetOrAdd( closeAvg, new RowItem(vol, ask, bid ) ); } } return aggregatedRowItems; } Here's some code to aggregate ticks - useful for NQ/YM -- a setting of 4 ticks per close should perform decently. Makes it so the text size doesnt get so small on these instruments.

Great point, ex here's an MNQ snapshot with 4t and 2t compression, easier to see significant volumes, never mind the 1t dom
4t n 2t

casey44 

Great point, ex here's an MNQ snapshot with 4t and 2t compression, easier to see significant volumes, never mind the 1t dom 4t n 2t

Oh ok - so this is using the code I posted? Or is this something else.

Im using this not on the DOM but the footprint candlesticks.

Example:

private void drawFootPrint(ChartControl chartControl, ChartScale chartScale)
		....

var agreggatedRowItems = currBarItem.aggregateByTicks(this, 4);
				
foreach(KeyValuePair<double, NinjaTrader.NinjaScript.Indicators.Infinity.BarData.RowItem> ri in agreggatedRowItems)
{

}

morpheus0 

Oh ok - so this is using the code I posted? Or is this something else. Im using this not on the DOM but the footprint candlesticks. Example: private void drawFootPrint(ChartControl chartControl, ChartScale chartScale) .... var agreggatedRowItems = currBarItem.aggregateByTicks(this, 4); foreach(KeyValuePair<double, NinjaTrader.NinjaScript.Indicators.Infinity.BarData.RowItem> ri in agreggatedRowItems) { }

Jigsaw dom, just thought a visual ex might underline the value of your request for the footprint

morpheus0 

Hey Mike -- How about some tick aggregation? What do you think that would take? For charts like NQ I think this will make it better and easier to read. For footprint Number mode.

I love this indicator, but have found it nearly unusable for this reason. I ended up buying a footprint chart indicator that has tick aggregation in it as well as 1000 other settings I thought I would like but never use. The volume profile on Mike's is awesome, and the tape stream is great. Unfortunately I can't layer the two indicators on the same chart, so end up running a separate 1 min chart with the footprint turned off for it and the one I paid for on a different chart tab.

Hi Mike thank you so much for this footprint indicator, I've used it for a while now and have had no issues, but recently with regards to historical data I've been getting holes in the footprint as shown in the image. I've already cleared the cache, any ideas what I could do to fix this? Thanks.



Untitled

RobWa 

I love this indicator, but have found it nearly unusable for this reason. I ended up buying a footprint chart indicator that has tick aggregation in it as well as 1000 other settings I thought I would like but never use. The volume profile on Mike's is awesome, and the tape stream is great. Unfortunately I can't layer the two indicators on the same chart, so end up running a separate 1 min chart with the footprint turned off for it and the one I paid for on a different chart tab.

Ok - so basically you need to force the textsize to a specific size - he implemented some auto sizing. But if you fix the text height/and aggregate ticks it is usable. The other footprint charts do not autosize the text it appears.

morpheus0 

Ok - so basically you need to force the textsize to a specific size - he implemented some auto sizing. But if you fix the text height/and aggregate ticks it is usable. The other footprint charts do not autosize the text it appears.

yes, text size was how it started, but once i figured out I could aggregate ticks on the other I use it allowed me to use the footprint on MNQ 1 Min charts. In the one I'm using, I can set the font and color for just about anything I can see on the chart to what I like. The autoscale is a good thought, just needs to have an option to turn off if one wants. Another feature I use is a Vertical Liquidity and Resting Liquidity feature. Actually, I also really like having the delta data under each candle too. :S