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FootPrintV2 Chart for NT8


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FootPrintV2 Chart for NT8

  #151 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 133 since Oct 2010
Thanks Given: 27
Thanks Received: 353

Thank you for your reply.

Well there are many things which are "missing" in the current version of this indicator. This is because the original idea was to create a footprint chart which is mostly visual and can be traded in shorter timeframes without having to check 10 different small numbers changing somewhere on the chart. Kind of reducing a regular footprint chart to the essential information and make this information as visual as possible.

As i am using this indicator on a daily basis for my own trading, i try to only implement things i personally believe are useful to make trading decisions but as everybody is different, i am aware that this generates some gap of what is really "needed" and what is not.

Usually people see something in a video where somebody explains in great detail why a certain metric is very powerful, but most of these video creators don't really trade and only create content to sell their products. I personally can't imagine a scalper or daytrader to check a battery of orderflow metrics before making a trading decision but maybe that's just me :-)

Don't get me wrong here but it usually takes a few hours to implement something new just to have one or two persons have a look at it for 10 minutes and then never use it again because it didn't meet their expectations ;-)

So if you think that this would be an important metric for your trading, feel free to hire a developer to extend the functionality of the indicator to your needs.

The indicator doesn't work with strategies because it doesn't expose any DataSeries. I have been thinking about this for quite some time and plan to come up with a solution to automate trading based on predefined rules but this is still in the early stage of planning.

All the best,
Mike




tcolucci128 View Post
Hi Mike, thank you for all of your dedication and coding that you're sharing with us This indicator is incredible. i'm curious if you would be interested or think its worth it to implement a percentage change of delta per candle listed at the bottom area of the chart along with delta & cumulative delta, so we can quantify on the go how much of a difference that candle made in relation to it's average previous candles movements. It's also great to be able to see the Max Delta and Min delta too but idk if that's as important. I know other Order flow indicators are also doing something similar so I shared an example in the photo.

Also am I able to automate a strategy with this indicator in SharkIndicators?

Thank you for saving us all so much money this is a great place to dialogue about niche trading topics.




Screenshot 2023-09-16 at 1.12.54 AM


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  #152 (permalink)
 zt379 
UK London
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Platform: NT
Posts: 2,089 since Sep 2009
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@mk77ch

Hello. Many thanks for your indicator.

Hoping you can help.

On the attached image, when using the latest version of your indicator white specs (small dashes, hope you can see them) appear on the bars (whether OHLC or Candlestick).

They start from where the indicator is collecting data and not on the bars prior. They still plot regardless if I have profiles selected/ticked or not in settings.


Do you know what's causing this or how I can remove or "transparent" them out ?





Here I've made the chart background and bars black to better help see the white specs:






Many thanks

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  #153 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 133 since Oct 2010
Thanks Given: 27
Thanks Received: 353


Hello,

i've uploaded a new version of the indicator which has a property to enable/disable the poc in the bar chart (one of the first properties).

All the best,
Mike


zt379 View Post
@mk77ch

Hello. Many thanks for your indicator.

Hoping you can help.

On the attached image, when using the latest version of your indicator white specs (small dashes, hope you can see them) appear on the bars (whether OHLC or Candlestick).

They start from where the indicator is collecting data and not on the bars prior. They still plot regardless if I have profiles selected/ticked or not in settings.


Do you know what's causing this or how I can remove or "transparent" them out ?





Here I've made the chart background and bars black to better help see the white specs:






Many thanks


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  #154 (permalink)
 zt379 
UK London
Legendary Market Wizard
 
Platform: NT
Posts: 2,089 since Sep 2009
Thanks Given: 1,596
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mk77ch View Post
Hello,

i've uploaded a new version of the indicator which has a property to enable/disable the poc in the bar chart (one of the first properties).

All the best,
Mike

@mk77ch

Thanks for the quick reply.

I've just re-downloaded and I now see the setting for Poc.


Many thanks

If you ever feel inclined to include in later versions the Profile Extended VAH/VAL/POC Opacity options I made in post 128 that would be most welcome. They are hard for me to see without increasing the opacity.

Many thanks

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  #155 (permalink)
 zt379 
UK London
Legendary Market Wizard
 
Platform: NT
Posts: 2,089 since Sep 2009
Thanks Given: 1,596
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@mk22ch

Hi.

I'm getting a bit confused, apologies.

I had downloaded your latest version as of 2023.08.28 before my post 152.
It was plotting the white specs which I take it are bar POCS but it didn't have the option in settings.

So following your last post I removed and deleted the indicator and re-downloaded version 2023.08.28 which does have the bar POC in settings however it's now asking me to enable tick reply, which you'd removed from being required and I didn't need to do before the re-download I just did now.

Do you have any advice what I might be doing wrong.


Many thanks

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  #156 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 133 since Oct 2010
Thanks Given: 27
Thanks Received: 353

Sorry that was my fault.
I've uploaded the wrong version.

Please re-download and reinstall again and it should all be fine.

All the best,
Mike



zt379 View Post
@mk22ch

Hi.

I'm getting a bit confused, apologies.

I had downloaded your latest version as of 2023.08.28 before my post 152.
It was plotting the white specs which I take it are bar POCS but it didn't have the option in settings.

So following your last post I removed and deleted the indicator and re-downloaded version 2023.08.28 which does have the bar POC in settings however it's now asking me to enable tick reply, which you'd removed from being required and I didn't need to do before the re-download I just did now.

Do you have any advice what I might be doing wrong.


Many thanks


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  #157 (permalink)
 zt379 
UK London
Legendary Market Wizard
 
Platform: NT
Posts: 2,089 since Sep 2009
Thanks Given: 1,596
Thanks Received: 2,010


mk77ch View Post
Sorry that was my fault.
I've uploaded the wrong version.

Please re-download and reinstall again and it should all be fine.

All the best,
Mike

All good now. Appreciate your help.

many thanks

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  #158 (permalink)
 zt379 
UK London
Legendary Market Wizard
 
Platform: NT
Posts: 2,089 since Sep 2009
Thanks Given: 1,596
Thanks Received: 2,010

@mk77ch

Hello.

Using latest version as of 2023.08.28 (is there a version number ?)

If I refresh the chart (either by F5 and or changing indicator settings) I lose the historical data for Footprint, Delta and Profile and I'm left with only most recent bar/s.

Should this be happening ?

I guess using tick reply would maintain the bars data but I'd prefer not to and thankfully you removed the need for it in latest version. Using tick reply takes a long time for the chart to load when refreshing.

Many thanks

Before chart refresh:




After chart refresh:


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  #159 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 133 since Oct 2010
Thanks Given: 27
Thanks Received: 353

Hello,

well this shouldn't happen and i don't have this issue on my end.
I would recommend to delete your NT cache folder and see if the problem persists: https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1197750-how-to-clear-ninjatrader-8-db-cache-folder-folder

All the best,
Mike



zt379 View Post
@mk77ch

Hello.

Using latest version as of 2023.08.28 (is there a version number ?)

If I refresh the chart (either by F5 and or changing indicator settings) I lose the historical data for Footprint, Delta and Profile and I'm left with only most recent bar/s.

Should this be happening ?

I guess using tick reply would maintain the bars data but I'd prefer not to and thankfully you removed the need for it in latest version. Using tick reply takes a long time for the chart to load when refreshing.

Many thanks

Before chart refresh:




After chart refresh:



I never lose. I either win or learn.
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  #160 (permalink)
 zt379 
UK London
Legendary Market Wizard
 
Platform: NT
Posts: 2,089 since Sep 2009
Thanks Given: 1,596
Thanks Received: 2,010



mk77ch View Post
Hello,

well this shouldn't happen and i don't have this issue on my end.
I would recommend to delete your NT cache folder and see if the problem persists: https://forum.ninjatrader.com/forum/ninjatrader-8/platform-technical-support-aa/1197750-how-to-clear-ninjatrader-8-db-cache-folder-folder

All the best,
Mike

@mk77c

Thanks for the reply.

Thought I'd update for any one else reading.

The issue, for me, is when I load "Bars" in Data Series rather than "Days".

I set my Data Series to "Bars" rather than "Days".

Ordinarily I have enough bars loaded per chart (about 2000 - 4000). Increasing number of bars loaded (by quite a bit say 40,000) results in your indicator plotting on more bars. It's as though the number of bars loaded gives a cut off point not to plot before. So increasing the bars increases the historical plot.

Consequently the data isn't lost now on refresh.

Just to add, the indicator doesn't plot on all the look back bars I have loaded.
Ie: if I load say 40,000 bars, giving me about 10 days on the chart, the indicator only plots on the last 3 hours worth of todays chart.
If I increase that to 100,000 bars I get about 7 hours plotted on todays chart.
etc.etc

If I set Data Series to "Days" then the indicator plots on every bar that's loaded. ie: 5 Days loaded I get plots on every bar of those 5 days.

A long winded way of explaining this only happens when loading "Bars" in Data Series,

Apologies for not realizing this to start with and sincere thanks for your help (as always)


PS:
Ideally I would not want to have to load so many bars (40,000 plus) so anything to help with why the indicator doesn't plot on every bar when loading "Bars" in Data Series as it does when loading "Days" would be welcome.

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