Update:

The FootPrint now shows the Cumulative Delta Values on Swing Highs and Lows in the DeltaOutline above/below the bars.
This gives a quick overview of Cumulative Delta Divergences.

All the best and happy Trading,
Mike

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. Mike

Thanks mk77ch!! <Great Work and Generosity>

I found this thread after searching "Volumetric" keyword this morning. I too have recently returned to Ninja after a long break. Long story short after discovering Order Flow Volumetric is NOT a NT "Indicator" but located in "Data Series" was happy to see Ray and team added Footprint to their bag of tricks. But.........I've been in the forum with NT and discovered the lifetime subscription does not include Cumulative Delta as an price x price per bar Histogram display presentation within each footprint bar. I have not loaded your generous add-in yet: too excited to write back here now first.

After a lot of YouTubing I discovered G7FX and the Volumetric Data Series (in NT speak) that includes a version of Cumulative Delta with histogram adjacent to each bar's bid x ask trade volume in the footprint (eg MarketDelta trading style out of Chicago). NT's histograms in a panel #2 provides Cum Delta per total bar (vs each price within each bar) I've totally bought into order flow as a valuable supply & demand price discovery tool. It's is one of the reasons that traders in Chicago paid big bucks to be in the trading pits as it proved so valuable a price discovery mechanism. Then came electronic trading & algos........... and here we are <g> If someone could just add audio to the charts with the dynamic variable audio volume intensity of Cum Delta levels OMG lol.

Anyway short story long............NT's team recommended that if I want to add Cum Delta with histogram to each bar's footprint per price I would need wait for their fairly long process of feature adds. Bottom Line .......I hope you'll too see the value of supplementing your work with the following screenshots of my wish list feature addition to NT's Volumetric Data Series and your add on: <I've included my current histogram panel #2 cum delta also but unsatisfying so far>

Before:
NT8_Volumetric_Data_Series



After: <Hoping>
Volumetric Customization with Delta


Current available NT8's panel 2 Cumulative data Histogram:

Delta_Histogram(1)

Hello Trymph,

so when i get this right you would like to have a delta histogram on the right side of each FootPrint bar which shows the delta per price (horizontally).
Well i have to think how this could be best implemented (specially the width of the histogram because the chart (y-axis) scale can be adjusted.
I will consider adding this feature in a future version of the indicator.

All the best,
Mike

trymph 

Thanks mk77ch!! <Great Work and Generosity> I found this thread after searching "Volumetric" keyword this morning. I too have recently returned to Ninja after a long break. Long story short after discovering Order Flow Volumetric is NOT a NT "Indicator" but located in "Data Series" was happy to see Ray and team added Footprint to their bag of tricks. But.........I've been in the forum with NT and discovered the lifetime subscription does not include Cumulative Delta as an price x price per bar Histogram display presentation within each footprint bar. I have not loaded your generous add in yet too excited to write back here now first. After a lot of YouTubing I discovered G7FX and the Volumetric Data Series (in NT speak) that includes a version of Cumulative Delta with histogram adjacent to each bar's bid x ask trade volume in the footprint (eg MarketDelta trading style out of Chicago). NT's histograms in a panel #2 provides Cum Delta per total bar (vs each price within each bar) I've totally bought into order flow as a valuable supply & demand price discovery tool. It's is one of the reasons that traders in Chicago paid big bucks to be in the trading pits as it proved so valuable a price discovery mechanism. Then came electronic trading & algos........... and here we are <g> If someone could just add audio to the charts with the dynamic variable audio volume intensity of Cum Delta levels OMG lol. Anyway short story long............NT's team recommended that if I want to add Cum Delta with histogram to each bar's footprint per price I would need wait for their fairly long process of feature adds. Bottom Line .......I hope you'll too see the value of supplementing your work with the following screenshots of my wish list feature addition to NT's Volumetric Data Series and your add on: <I've included my current histogram panel #2 cum delta also but unsatisfying so far> Before: NT8_Volumetric_Data_Series Attachment 327109 After: <Hoping> Volumetric Customization with Delta Current available NT8's panel 2 Cumulative data Histogram: Delta_Histogram(1)

mk77ch 

Hello Trymph, so when i get this right you would like to have a delta histogram on the right side of each FootPrint bar which shows the delta per price (horizontally). Well i have to think how this could be best implemented (specially the width of the histogram because the chart (y-axis) scale can be adjusted. I will consider adding this feature in a future version of the indicator. All the best, Mike

THANKS mk77ch!!

Yes exactly.... each price level within each bar (Y-axis adjacent to footprint bar) has its own respective bid x ask trade volume tally and the net between them [eg sum of ask(positive):bid(negative)] becomes the cumulative delta adjacent & to the right of the footprint. The respective histograms' length vary with absolute value of cumulative delta sum. Positive (pay offer UP) & Negative (hit bid DOWN) is the Cumulative Delta value=green UP or red DOWN histogram. Histogram adjacent to right of bar footprint and Cumulative Delta value adjacent to histogram as an added column of each bar's footprint. You'll notice that depending on size of histogram that last column may be within the histogram; fine as its the relative size of each histogram up/down the bar and across a group of bars that really counts IMHO.
(preferable shaded per intensity if not too much to code).

Check out my screen shot and you can see live on Youtube if you search G7FX:



UHM ...........can I get a cup of coffee right away first though........J/K

Regards
Bruce

Hey Bruce,

i had some time last night after FOMC and implemented your bar based Delta Profile.


It can be toggled in the "Settings" menu and there is an option to set a gradient based on the width of the delta value.
It's only available when the FootPrint Chart is in "Numbers" mode because in "Bars" mode you already get a pretty good visual representation of ask vs. bid volume.
I believe that this is a valuable visual feature, thanks for the idea.

All the best and happy Trading,
Mike

trymph 

THANKS mk77ch!! Yes exactly.... each price level within each bar (Y-axis adjacent to footprint bar) has its own respective bid x ask trade volume tally and the net between them [eg sum of ask(positive):bid(negative)] becomes the cumulative delta adjacent & to the right of the footprint. The respective histograms' length vary with absolute value of cumulative delta sum. Positive (pay offer UP) & Negative (hit bid DOWN) is the Cumulative Delta value=green UP or red DOWN histogram. Histogram adjacent to right of bar footprint and Cumulative Delta value adjacent to histogram as an added column of each bar's footprint. You'll notice that depending on size of histogram that last column may be within the histogram; fine as its the relative size of each histogram up/down the bar and across a group of bars that really counts IMHO. (preferable shaded per intensity if not too much to code). Check out my screen shot and you can see live on Youtube if you search G7FX: Attachment 327112 UHM ...........can I get a cup of coffee right away first though........J/K Regards Bruce

@Mike..........Thanks!! Cant wait to see it in action.

Anyone?? I've never imported a 3rd party add-on B4

At risk of exposing my ignorance............I imported the FootPrintV2.zip and restarted my NT; did NOT overwrite/replace any existing files/features during the import process. UHM.....where is the "toggle" menu icon to convert my chart to the Footprint and maybe you could post a screen shot of the property/settings you found to be best.

In tools/ninjascript editor i dont see anything "footprint" listed in any of the directories. Sorry to be a pain here.

Thanks for all your contributions
Regards
Bruce

Morning Bruce,

If you downloaded and imported the FootPrintV2.zip File from here: https://nexusfi.com/local_links.php?linkid=2565 you should afterwards have the indicator available under infinity/FootPrintV2

There are a few words in the first thread on how to install.

If you load that indicator on your chart, you will see a few buttons on top of your chart. One of them says "Footprint" which will switch your regular chart to a Footprint chart.
As soon as you see the Footprint chart, there is another button on top of your chart saying "Settings". this is a quick-access to toggle a few settings so you don't have to change them in the indicator-dialog.

For the settings i would recommend to start with the default settings and play around to make it a good fit for your personal needs.
I'm using the default Imbalance settings and for the custom profile i use 20 bars for the MES on an 8 tick renko chart.

All the best,
Mike

trymph 

@Mike..........Thanks!! Cant wait to see it in action. Anyone?? I've never imported a 3rd party add-on B4 At risk of exposing my ignorance............I imported the FootPrintV2.zip and restarted my NT; did NOT overwrite/replace any existing files/features during the import process. UHM.....where is the "toggle" menu icon to convert my chart to the Footprint and maybe you could post a screen shot of the property/settings you found to be best. In tools/ninjascript editor i dont see anything "footprint" listed in any of the directories. Sorry to be a pain here. Thanks for all your contributions Regards Bruce

Thanks for your quick reply...............Maybe I loaded the wrong file as i dont see any indicator "infinity/footprintV2" from my indicators menu choices.
2 questions if you have the patience and again thanks in advance:

1. Can I just import fresh again right over whatever i did or failed to do (i cant find any add-ons in the script editor with that name to remove)
2. When importing do I need to replace the files "yes" as they pop up during the process

Regards
Bruce

You can just import the zip file again.
If NT8 asks you to overwrite files, allow it. you should get a confirmation message in a small window after the import has completed.
You usually don't need to restart NT8 for the indicator to be available.

All the best,
Mike

trymph 

Thanks for your quick reply...............Maybe I loaded the wrong file as i dont see any indicator "infinity/footprintV2" from my indicators menu choices. 2 questions if you have the patience and again thanks in advance: 1. Can I just import fresh again right over whatever i did or failed to do (i cant find any add-ons in the script editor with that name to remove) 2. When importing do I need to replace the files "yes" as they pop up during the process Regards Bruce

Its installed...............THANKS!!

Had to enable tick replay ( first in Tools/Options then in Data Series on the chart itself) per the message in the middle of the chart so good to go now. Just need to adjust the defaults for my preferences per your suggestion. A bit of an issue getting the footprint display to zoom larger to legible size (adjustable via right side chart X-axis left click hold/stretch >er scale) but everything is updating and its a work of art.

Thanks for your willingness to share and offer up this tool for all. BTW if you ever find a tool that rings a bell when overbot/oversold conditions are completed for the reversal tone change keep it a secret from the algo guys until we hear that bell...........LOL.....

Regards
Scaplers' decease is not terminal
Bruce

P.S. to all..... I found a good intro to using Cumulative Delta & watching it live in this format to be in YouTube titled:

Scalping Was Impossible; Until I Discovered This in Neerav Vadera - G7FX channel

No affiliation lots of other good MarketDelta footprint Cumulative Delta sources out there too.......totally committed to NT and Ray's team.
I'm totally monogamous LOL Well I do use Ensign Charts also.........

09/23/22: P.S.S. After watching yesterday's late day trade action side x side to my candlestick main chart (Ensign) with FootPrintV2 overlayed because I use both apps, I adjusted the NT candlestick in the middle of footprint as narrow as possible (CTRL up keys) as I its duplicative of my Ensign 1 min chart. One suggestion would be to somehow make the histograms a bit longer/more visibly obvious relative length to each other up/down the footprint[NEVERMIND THAT SUGGESTION on the open looks nice see (1) attachment]. I also got rid of all viewable features except the "footprint w/display type=numbers" and the right side overall "Profile (Custom)" in settings of the indicator.

*Also what are the numbers in white font within the footprint representing?

See attached for result

Great Stuff Mike..........let us know when you get that oversold/bought termination price reversal bell to ring LOL

Many Thanks!!!