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FootPrintV2 Chart for NT8


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  #301 (permalink)
 
Falco11's Avatar
 Falco11 
Vienna,Europe
 
Experience: Advanced
Platform: NT
Broker: NT
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Frequency: Many times daily
Duration: Minutes
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mk77ch View Post
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.

Thanks, i have TimeSync running on my machine, my Datafeed is Rithmic


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  #302 (permalink)
 Dezroch 
Toronto, Ontario
 
Experience: Beginner
Platform: Tv, bookmap, NT
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Hey Mike I love this footprint add on thank you very much, could you briefly talk about the pattern recognition, what it looks for and what it will look like on the chart? Thanks alot.


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  #303 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
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Dezroch View Post
Hey Mike I love this footprint add on thank you very much, could you briefly talk about the pattern recognition, what it looks for and what it will look like on the chart? Thanks alot.

Yes sure.
With the latest version of the indicator, i've implemented a pattern detector class. This class has access to all the indicator properties and values to detect and visualize orderflow patterns. Detected patterns have a mouse-over event on the chart to display and/or explain the detected patterns.

Currently the only "pattern" that is detected are high volume nodes which are displayed as a colored rectangle at the center of the candle, but the idea is to add a few more real patterns which are displayed based on context to really be of value.

As i don't like to use fixed values, for example to check for high volume, i calculate the average volume/bid/ask/etc. over the last 10 completed bars and then use a multiplier (for example 3x) of that average to check for high volume/bid/ask. This has the advantage that you can put the indicator on another instrument without having to re-configure all the threshold values.

The current state of the pattern detector integration is more like a test or a first glimpse. There should be a lot more to come.


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  #304 (permalink)
 toulouse-lautrec 
Europe
 
Experience: Beginner
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Gruezi Mike,
i'd like to thank you for your great work.

It seems the defaults have changed quite a bit in the latest version, e.g. Midas on by default, Previous Session Profile With is 0, etc.
I found the old defaults a bit more practical. Not sure if this was intentional?


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  #305 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
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toulouse-lautrec View Post
Gruezi Mike,
i'd like to thank you for your great work.

It seems the defaults have changed quite a bit in the latest version, e.g. Midas on by default, Previous Session Profile With is 0, etc.
I found the old defaults a bit more practical. Not sure if this was intentional?

Grüezi

Yes i've changed them a bit but you can configure the indicator to your default needs and then click on the right bottom on "template" => "save" => "Save as Default". So you have "your" settings as default on each new instance of the indicator.


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  #306 (permalink)
 
EDGE's Avatar
 EDGE 
Saint Louis, Mo., USA
 
Experience: Advanced
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mk77ch View Post
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.

Just a suggestion, but I'd sync to the same time server that CME uses.
Syncing to Windows Time Server might still produce slight differences.

CME is using NTP to sync time for CME Globex and it's Clearing systems.
https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457217083/Network+Time+Protocol

More info for United States — "us.pool.ntp.org" - found here:
https://www.ntppool.org/zone/us

Very Simple to Check/Change/Verify within Windows 10/11:
Control Panel | Date Time | Internet Time | Change Settings



Be Safe In this Crazy World!


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  #307 (permalink)
 
EDGE's Avatar
 EDGE 
Saint Louis, Mo., USA
 
Experience: Advanced
Platform: NinjaTrader, Tradestation
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mk77ch View Post
but you can configure the indicator to your default needs and then click on the right bottom on "template" => "save" => "Save as Default". So you have "your" settings as default on each new instance of the indicator.

While this does seem like a convenient way of setting defaults,
this can and might cause issues when you update your indicator.

When you add and/or remove properties to an indicator update:
Default might try to load properties that are no longer there.
(Depending on properties, I've seen this throw errors on load)

And None of the New Properties will be loaded by the template.
While I've not experienced new properties causing any issues.
(definitely need to re-save the template to include them)

Just my observations, tend to not use Default for Indicators.
But also easy enough to delete template if it causes errors.
(Something to keep in mind when you're updating anything!)

Be Safe in the Crazy World!


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  #308 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
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EDGE View Post
Just a suggestion, but I'd sync to the same time server that CME uses.
Syncing to Windows Time Server might still produce slight differences.

CME is using NTP to sync time for CME Globex and it's Clearing systems.
https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457217083/Network+Time+Protocol

More info for United States — "us.pool.ntp.org" - found here:
https://www.ntppool.org/zone/us

Very Simple to Check/Change/Verify within Windows 10/11:
Control Panel | Date Time | Internet Time | Change Settings



Be Safe In this Crazy World!

Great suggestion, thank you very much!


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

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  #309 (permalink)
 
EDGE's Avatar
 EDGE 
Saint Louis, Mo., USA
 
Experience: Advanced
Platform: NinjaTrader, Tradestation
Broker: Amp/CQG, Velocity/TT, Kinetick, TS
Trading: Anything That Moves..
Frequency: Daily
Duration: Minutes
Posts: 221 since Aug 2010
Thanks Given: 100
Thanks Received: 409


mk77ch View Post
Great suggestion, thank you very much!

Anytime, we should probably talk sometime,
although V2 doesn't compile in NT 8.0.28.0.

Rather than clutter up your thread w/off-topic.
Uploaded a Lag Timer for Market Analyzer here:

Nothing Special, just easy way to keep eye on Lag.


Be Safe in this Crazy World!


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  #310 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 162 since Oct 2010
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EDGE View Post
Anytime, we should probably talk sometime,
although V2 doesn't compile in NT 8.0.28.0.

Rather than clutter up your thread w/off-topic.
Uploaded a Lag Timer for Market Analyzer here:

Nothing Special, just easy way to keep eye on Lag.


Be Safe in this Crazy World!

Great, thank you! Sure, anytime.
And have a wonderful 4th of july.


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

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Started this thread Reply With Quote
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Last Updated on June 16, 2026


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