Hi @mk77ch ,

Two questions if I may kindly ask,

1. The TICK AGGREGATION code you have provided - can you please explain where exactly to add it in the specific NINJAScRIPT when i use the editor? Also, is this an OPTION we can have in the indicator instead of having it arbitrarily change code (within the code) every time?

2. Are the BLUE LINES stretched across the screen from some of the DELTA LADDER represent "Stacked imbalances" or is it like an LVN (Low volume NODE) > if its not a "LIQUIDITY HOLE" - can you also add that option to the indicator with parameters?

Lastly, I have seen this indicator from someone on Youtube that uses a "filter" of above a certain DELTA volume with a TICK AGGREGATION of 2 so it looks like the following in the attached image : (Again, can the indicator perform this ?):

Cheers,
Steve

Hey Guys and Girls,

i've updated the indicator:

2025-06-27:

• BarItem.cs has been refactored to improve Performance and fix some minor bugs.
• The current chart scaling will now be remembered for both footprint types.
• A pattern detection system has been implemented.
• High volume detection has been implemented
• Midas calculation and display has been refactored and optimized.
• Volume Map contrast can now be adjusted.
• The "Relative Volume" calculation has been improved.

Happy Trading!
Cheers, Mike

I've also started to work on the tick aggregation.
This feature should soon be ready.

2025-06-28:

• Tick Aggregation has been added.

You can now aggregate ticks in BarData and FootPrintV2.
The aggregation uses the following calculation to aggregate prices:

double aggregationSize = TickSize * tickAggregation;
double aggreatedPrice = Math.Floor(price / aggregationSize) * aggregationSize;

Happy trading!
Cheers, Mike

mk77ch 

2025-06-28: Tick Aggregation has been added. You can now aggregate ticks in BarData and FootPrintV2. The aggregation uses the following calculation to aggregate prices: double aggregationSize = TickSize * tickAggregation; double aggreatedPrice = Math.Floor(price / aggregationSize) * aggregationSize; Happy trading! Cheers, Mike

Nice -- I was patching the indicator for tick aggregation and provided the code - but yours is a much more complete and full packed solution.

I provided a bit of code to min/max delta and colorize it if you see past threads. Based on .95% imbalance/bid ratio.

(TAPE STRIP ONLY)

double percentage_max = (currBarItem.dtc / currBarItem.dth) * 100;
double percentage_min = (currBarItem.dtc / currBarItem.dtl) * 100;
double percent = 95;

bool extremeNegativeDelta = percentage_min > percent;
bool extremePositiveDelta = percentage_max > percent;

if(currBarItem.dtc > 0.0)
{
askBrush.Opacity = opacity;
RenderTarget.FillRectangle(rect, extremePositiveDelta ? maxDeltaAskBrush : askBrush);
}
else if(currBarItem.dtc < 0.0)
{
bidBrush.Opacity = opacity;
RenderTarget.FillRectangle(rect, extremeNegativeDelta ? maxDeltaBidBrush : bidBrush);
}
else
{
ntlBrush.Opacity = opacity;
RenderTarget.FillRectangle(rect, ntlBrush);
}

It makes the aggressive delta stand out for sure.

morpheus0 

Nice -- I was patching the indicator for tick aggregation and provided the code - but yours is a much more complete and full packed solution. I provided a bit of code to min/max delta and colorize it if you see past threads. Based on .95% imbalance/bid ratio. (TAPE STRIP ONLY) double percentage_max = (currBarItem.dtc / currBarItem.dth) * 100; double percentage_min = (currBarItem.dtc / currBarItem.dtl) * 100; double percent = 95; bool extremeNegativeDelta = percentage_min > percent; bool extremePositiveDelta = percentage_max > percent; if(currBarItem.dtc > 0.0) { askBrush.Opacity = opacity; RenderTarget.FillRectangle(rect, extremePositiveDelta ? maxDeltaAskBrush : askBrush); } else if(currBarItem.dtc < 0.0) { bidBrush.Opacity = opacity; RenderTarget.FillRectangle(rect, extremeNegativeDelta ? maxDeltaBidBrush : bidBrush); } else { ntlBrush.Opacity = opacity; RenderTarget.FillRectangle(rect, ntlBrush); } It makes the aggressive delta stand out for sure.

Very cool, i have a few other things in mind to implement and will integrate this too, so you don't have to insert it into each new version. I absolutely appreciate this community based enhancements. It's great to see that other people dig into the code ;-)

All the best,
Mike

Thanks for the wonderful indicator. I noticed that when you reload the NinjaTraderScript, the signals change.
the right side is after the reload



Screenshot 2025-06-30 112451

Falco11 

Thanks for the wonderful indicator. I noticed that when you reload the NinjaTraderScript, the signals change. the right side is after the reload Screenshot 2025-06-30 112451

Hmm interesting. I will have a look into this. Are you using tick replay?

mk77ch 

Hmm interesting. I will have a look into this. Are you using tick replay?

No tickreplay, calc on eac tick

Falco11 

No tickreplay, calc on eac tick

Well the problem might be that the historical data provided by NinjaTrader are much less accurate than the actual live data.
So if you have the chart open, all new ticks are processed by OnMarketData which is accurate. But when you reload the chart, the data is handled as historical.
I had a few issues while developing the bar data indicator because the timestamps on the actual tick-data from NinjaTrader were crap.
When mentioned with the NT Support, they just recommend to use Tick-Replay, what i personally don't think can be the only solution.
Another problem could be that your local system time is slightly out of sync with the microsoft time servers and during historical processing, some ticks are misaligned due to this.
There is a little Tool here: https://www.timesynctool.com which can be configured to check your local machine time all few minutes and adjust the local time if the difference is more than 50ms or something like this.

The calculation of the "Patterns" itself should not lead to any "repainting" issues because i collect all average data which is used for the calculation from already completed bars.
I will have a closer look at it on my side and let you know if i find any issues.