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FootPrintV2 Chart for NT8


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  #21 (permalink)
 Tangotx 
Houston, TX
 
Experience: Advanced
Platform: Sierra Chart
Broker: Dorman
Trading: ES/RTY
Posts: 65 since Jan 2017
Thanks Given: 16
Thanks Received: 47

Thanks so much for sharing. You have done an amazing work. I do have a request, if possible. Could a filter be added to the tape trade size? Say, for example one wants to only prints for 50 contracts or more, etc. Thanks!

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  #22 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 140 since Oct 2010
Thanks Given: 29
Thanks Received: 364

Hello Guys and Girls,

today i uploaded another update of the indicator with a few changes.

The Top-Menu has been reorganized.
It's always one thing to just write an indicator for yourself or to share it with a community, because a lot of different people will give it a try and come up with their own feature requests.
A few of them were really good so i implemented these changes because i believe that it brings additional value to the indicator and all it's users.

One of the requests was to add Hotkeys to toggle the FootPrint chart.
You can now choose a predefined Hotkey to toggle the FootPrint and the Map which is a pretty cool new feature.

There has been an option to color the volume map based on it's delta values.
I removed this option and added a real delta mode for the map.
This new delta mode now really shows the actual delta imbalances which doesn't have to align with where the most volume traded.
I guess a few of you will absolutely like this feature ;-)

The Tape-Strip Filter has been changed from an automatic algorithm to detect "big" orders, to a simple numeric input which is more flexible.

I guess that's it for the moment and that it now will become a bit more silent around the updates, as my holidays are over.


...one last thing... Performance:

The indicator saves a lot of data on a per-bar level.
This brings the advantage of beeing able to scroll back the chart while the chart shows the correct historical values for each bar.
Usually the indicator does a great job in terms of performance but specially after FOMC or any other bigger news-event, a lot of volume and a lot of non-time based bars are beeing printed.
This results in a more laggy behaviour of the indicator after such events.

If you run into performance issues, there are a few things you can do.

- Don't load more than two days of data.
- Disable the Profiles for the previous and/or the current session.
- Clear the NT8 data cache.

All the best and happy Trading
Mike

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

The Potion | Konje | Pride | Stick Season | Breathe
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  #23 (permalink)
 
skip's Avatar
 skip 
Blaine, WA
 
Experience: Intermediate
Platform: NinjaTrader
Broker: Amp
Trading: CL, 6E, ES, NQ
Posts: 11 since Jul 2010
Thanks Given: 0
Thanks Received: 6


I like the idea of this indicator. I downloaded it and installed it but I cannot find anything that refers to it in the indicator list. When I click on the indicator function what indicator name should I be looking for to add it to my chart? Perhaps it didn't install properly and that is why I can't find it in the Indicator add listings?
Thanks ahead of time.
Skip

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  #24 (permalink)
 
trymph's Avatar
 trymph 
chicago us
 
Experience: Advanced
Platform: NinjaTrader
Broker: Ninja
Trading: Futures
Frequency: Many times daily
Duration: Minutes
Posts: 71 since Mar 2022
Thanks Given: 16
Thanks Received: 52


skip View Post
I like the idea of this indicator. I downloaded it and installed it but I cannot find anything that refers to it in the indicator list. When I click on the indicator function what indicator name should I be looking for to add it to my chart? Perhaps it didn't install properly and that is why I can't find it in the Indicator add listings?
Thanks ahead of time.
Skip



Its there under NT "indicators" but has its own directory on top......check it out

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  #25 (permalink)
 
friii's Avatar
 friii 
austria
 
Experience: Intermediate
Platform: TWS
Broker: IB
Trading: Futures
Posts: 34 since Mar 2011
Thanks Given: 14
Thanks Received: 14

wonderful work.... can you perhaps add RealTime-public IsAsk/IsBidImbalance Proberties for strategy-testing? that would be great!

regards, chris



mk77ch View Post
Hello Guys and Girls,

today i uploaded another update of the indicator with a few changes.

The Top-Menu has been reorganized.
It's always one thing to just write an indicator for yourself or to share it with a community, because a lot of different people will give it a try and come up with their own feature requests.
A few of them were really good so i implemented these changes because i believe that it brings additional value to the indicator and all it's users.

One of the requests was to add Hotkeys to toggle the FootPrint chart.
You can now choose a predefined Hotkey to toggle the FootPrint and the Map which is a pretty cool new feature.

There has been an option to color the volume map based on it's delta values.
I removed this option and added a real delta mode for the map.
This new delta mode now really shows the actual delta imbalances which doesn't have to align with where the most volume traded.
I guess a few of you will absolutely like this feature ;-)

The Tape-Strip Filter has been changed from an automatic algorithm to detect "big" orders, to a simple numeric input which is more flexible.

I guess that's it for the moment and that it now will become a bit more silent around the updates, as my holidays are over.


...one last thing... Performance:

The indicator saves a lot of data on a per-bar level.
This brings the advantage of beeing able to scroll back the chart while the chart shows the correct historical values for each bar.
Usually the indicator does a great job in terms of performance but specially after FOMC or any other bigger news-event, a lot of volume and a lot of non-time based bars are beeing printed.
This results in a more laggy behaviour of the indicator after such events.

If you run into performance issues, there are a few things you can do.

- Don't load more than two days of data.
- Disable the Profiles for the previous and/or the current session.
- Clear the NT8 data cache.

All the best and happy Trading
Mike


***
Success and happiness—the conditions needed to thrive on this earth—are reflections of the choices we make.
*******
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  #26 (permalink)
 jsh111 
Cincinnati, Ohio
 
Experience: Intermediate
Platform: Ninjatrader, TOS
Trading: Futures and Options
Posts: 1 since Jan 2022
Thanks Given: 1
Thanks Received: 0


brettji View Post
You knocked this one out of the park. This is great stuff


Hello, is the limit order map you have in the background available through ninjatrader by default, or did you use some other software for this? I'm new to the order book and largely unfamiliar with the different options available

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  #27 (permalink)
 
trymph's Avatar
 trymph 
chicago us
 
Experience: Advanced
Platform: NinjaTrader
Broker: Ninja
Trading: Futures
Frequency: Many times daily
Duration: Minutes
Posts: 71 since Mar 2022
Thanks Given: 16
Thanks Received: 52


mk77ch View Post
Hello Guys and Girls,

today i uploaded another update of the indicator with a few changes.

Mike

Hi Mike

Just wondering how you feel about getting this add-on into the Ninja Form add-on group; if not already there but I couldnt find it in a search. The reason I ask is I'd like to mention yours in another Ninja Forum subject:*Free OrderFlow Ladder (SuperDOM column)" that has a coder gemify with a full time job thats also as generous as you have been. Yours together with his add-on to the NT8 default DOM makes for a really special combo. I've narrowed his "Free Ladder DOM" to just last sales BUYs & SELLs with depth of market NT default DOM side x side with your FootprintV2 chart. see my attachment. Most columns clicked off to save screen real estate which IMHO together has most of what a Order Flow scalper might probably need. Except of course the discipline required for risk management and detached emotions.

Close em (open positions) when you can NOT when you HAVE to <g>

Regards
Bruce

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  #28 (permalink)
 oscarslater 
Glasgow United Kingdom
 
Experience: Beginner
Platform: Ninja Trader
Trading: Futures, forex
Posts: 9 since Jul 2022
Thanks Given: 10
Thanks Received: 1

Nice share. I *think* this is what I'm looking for.

Full of the things I think I need.

Regardless, looks like a great indicator.

You say you add functionality that adds to your trading, if you don't mind me asking, what type of trader are you and what markets do you trade?

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  #29 (permalink)
 
trymph's Avatar
 trymph 
chicago us
 
Experience: Advanced
Platform: NinjaTrader
Broker: Ninja
Trading: Futures
Frequency: Many times daily
Duration: Minutes
Posts: 71 since Mar 2022
Thanks Given: 16
Thanks Received: 52


oscarslater View Post

You say you add functionality that adds to your trading, if you don't mind me asking, what type of trader are you and what markets do you trade?

Sure..........I'm still on SIM but only looking at YM as a scalper with tight entry stops using NT's ATM algo with trend (moving average) and "fade" trend ATM a bit tighter/different on stop out reversal from MFE (Ninja speak for best profit in trade). I await good #Wins x Avg profit / #Losses x Avg Loss .... someone once posted somewhere should be >1.0 and if 1.5 buy the Lambo <g> b4 going live. I look to enter trade on trend reversals retests in presenting temporary overbot or oversold conditions. So far I keep getting stopped out just b4 it goes my way...........somehow those pesky algos seem to know<g>. In the meantime having fun regardless. 60 YM ticks in the AM with an occasional runner for a lot more and my IRA will be a happy camper in my 3rd trimester of life above ground. So far way over trading all day long (EXCEPT THAT LAST 1/2 HOUR OF RTH)......

Good luck
Bruce

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  #30 (permalink)
 oscarslater 
Glasgow United Kingdom
 
Experience: Beginner
Platform: Ninja Trader
Trading: Futures, forex
Posts: 9 since Jul 2022
Thanks Given: 10
Thanks Received: 1



trymph View Post
Sure..........I'm still on SIM but only looking at YM as a scalper with tight entry stops using NT's ATM algo with trend (moving average) and "fade" trend ATM a bit tighter/different on stop out reversal from MFE (Ninja speak for best profit in trade). I await good #Wins x Avg profit / #Losses x Avg Loss .... someone once posted somewhere should be >1.0 and if 1.5 buy the Lambo <g> b4 going live. I look to enter trade on trend reversals retests in presenting temporary overbot or oversold conditions. So far I keep getting stopped out just b4 it goes my way...........somehow those pesky algos seem to know<g>. In the meantime having fun regardless. 60 YM ticks in the AM with an occasional runner for a lot more and my IRA will be a happy camper in my 3rd trimester of life above ground. So far way over trading all day long (EXCEPT THAT LAST 1/2 HOUR OF RTH)......

Good luck
Bruce

Thanks for the full answer.

Seems to me your not too far away.

Would be good to see if we can help each other out. I've made lots of mistakes in the past year which is what I have given myself to learn but also learned some great things as well.

I'm sure you're the same and I figure no points in us both making the same mistakes...

All the best, oscarslater (William)

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Last Updated on June 13, 2024


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