Indicator Name: ClusterDelta #Footprint
Footprint is a type of the chart where you can see sum of the traded volumes at a specified price for a certain period. Commonly the Footprint term is used with the term OrderFlow Chart.
The #Footprint indicator allows us to see accumulation and distribution of market volumes. This gives us to conduct accurate analysis based on how the markets were traded.
ClusterDelta Footprint indicator for NinjaTrader is a replica of the ClusterDelta Footprint indicators that were already released for MetaTrader, cTrader and as the ClusterDelta Orderflow app.
ClusterDelta Footprint indicator for NinjaTrader is a very powerful tool, and we strongly recommend that you take some time to understand its functionality and settings to find out all the possibilities that the indicator can show you. At the same time, the interface is very intuitive. For now ClusterDelta was released the different versions for the different trading terminals. The Footprint is ready for such trading terminal as MetaTrader, cTrader, NinjaTrader and there is the ClusterDelta Orderflow Application for Windows and MacOS. All of these products has the same idea and the same data source but functionality may be a little bit different from terminal to terminal. Just a small remind, that big amount of objects in NinjaTrader freezes a terminal, so read the "Optimization tips" to get it more powerful
If you just downloaded the indicator and ready to start to use it, please do not forget to put your ClusterDelta username and password into the Authorizer. The Authorizer is located under icon with clusterdelta logo on the left side of the Footprint toolbar panel.
Description of the functionality will be divided for 4 sections:
- Description of the Footprint workspace
- Orderflow chart as a collection of the drawn objects
- Orderflow chart adjusting
- Optimization tips
- Footprint Toolbar Panel Description
- Footprint Indicator Settings Window
- How To Start
- Indicators
- Color Settings
- Chart Builder
- Ninjatrader Settings and Workspaces
- Description of the Indicator Settings
DESCRIPTION OF THE FOOTPRINT WORKSPACE
Orderflow chart as a collection of the Ninjatrader drawn objects
Ninjatrader is designed in such a way that it renders indicator data every 250 ms for displaying it . Each object requires CPU time. The orderflow chart of the Footprint indicator for Ninjatrader is a collection of the objects such as text, lines, rectangles or filled cells that are redraws itself 4 time per second.
A large number of objects may cause a delay for the Ninjatrader core. Trying to redraw objects while scrolling, keep them in the visible area takes some time, during which the trading terminal may freeze.
Orderflow Chart Adjust Settings
If you install the indicator on a spot or cfd instrument, you need to find the Basis value (the difference between the spot price and the futures price) to position the Orderflow chart. The futures market and the spot market move almost identically, but certainly not exactly the same. In addition, Basis value changes every day and sometimes 2-3 times within a day, so even with the same chart formations, we may find that it is not easy to adjust the Orderflow chart position to the correct spot chart position for the current spot chart and for it to match the spot chart that was active a few hours ago.
The automatic detection of the Basis Value is based on a comparison of the High and Low prices of the current trading session. The value older in time is used. You can set the Basis values in the Indicator Inputs, the option name is "[Expert] Manual Spot Shift in points" with the "[Expert] Auto Spot Adjusting" option turned off. At any time, you are able to change these options without reloading by click on the current price box.
After clicking on the current price box, just drag the the price box up/down to move the chart to the correct position. You can see the number of points that is used during adjusting from the current Ninjatrader chart price. To use this feature turn on the option "[Expert] Display Last Price" in the Common Settings section.
Optimization tips
Footprint for Ninjatrader requires a time to draw the graphical objects, so with a high number of the objects (at high resolution) that Ninjatrader must process, it may do it not very quickly. First recommendation is to remove Grid Lines and than Border Lines / Custom Candle to check the performance and than add them depends on your needs. This window may be called by the icon on the footprint toolbar on the indicator title panel.
- use tick multiplier on high volatile charts
- do not keep footprint (and other clusterdelta indicators) on other charts that you do not plan to use, as they consume CPU resources
- save workspaces for your own options set
- do not load charts with long periods on small timeframes
FOOTPRINT TOOLBAR PANEL DESCRIPTION
Footprint for NinjaTrader has a toolbar in the indicator title panel that allows you to interactively change some parameters/modes with immediate result on the order flow chart. (in the red box)
At the left there is an icon with ClusterDelta logo that opens "#Footprint Indicator Settings" window on the "How to Start" tab where you can see your current status and also open the ClusterDelta Manager (aka Authorizer) to put your data inside for having stable access.
The list next to the logo icon define the chart types. There are:
- Volume - a chart displaying volume data
- Delta - a chart showing delta data
- Bid x Ask - a chart where the bid and ask are displayed
- Volume x Delta - a chart that displays volumes delta as columns in the cell with different color schemes
- Ask x Bid , Bid x Ask / VP, Volume Profile and others.
All charts can be modified using the chart builder of the current indicator. You can change the data type, color scheme, text align, etc. Please refer to the "Chart Builder" section on this page.
The next three icons to the right of the chart type list are buttons for quick access to the "Summary Indicators", "Imbalances" and "Value Area/POC" sections of the "RealTime Settings" window. You can use any of them to open the "RealTime Settings" window to access other sections such as "Color Settings", "Chart Builder", "Save Settings".
For a better understanding of high volatility markets there is a "tick multiplier" option. Next buttons right to the indicator icons around "Tick x 1" text are tick multiplier modifiers. Just compare to the charts below for the same instrument/timeframe/time but with different Tick x 1 and Tick x 20 multipliers for FDAX (the screens taken from the "#Footprint for MetaTrader" page):
All volumes included in one step are summarized. You can find the size of the price step in the price panel.
Advanced Panel Description
- CTRL ON/OFF enables/disables the option to scroll the chart by mouse only. By default to scroll the chart up and down by mouse, it is required to press CTRL key before. This option emulates pressed CTRL when you move your mouse over the chart.
- W+, W- increases/decreases the cell width by changing Ninjatrader bar width / spacing parameter.
- H+, H- increases/decreases the cell height. It looks for the best new cell height to use there the new font with the font size changed by +1/-1 .
- F+, F- - buttons for changing the current font size by the value of an additional size modifier, determined by F+ / F- buttons. The modifier value is added to the button name. Available range is -5..+5
- The next collection of three buttons are the Calculation Period . It lets you choose which data periods are used to calculate the max values for a current session that applies to the color scheme of the chart as it depends from the absolute maximum value (Current value means that the data used to calculate the maximum values of the current session is the only data available since the start of the current trading session, Last+Current value means that the data used to calculate the maximum values of the current session is the data available since the previous trading day, Loaded Chart uses the all loaded data for a current chart)
- Profile Local / Global lets you choose which high value will be used to scale profile in the bar. (Profile Local sets the max scaling value as max value of the current bar, Profile Global uses the max value to scale the profile based on the max values calculated using the Max Values Calculation Period option. This option scales the width of the profile, synchronizing it with values in other bars)
- All Values button is a part of the Values to Show list that allows you to choose which type of values will be displayed in the candlestick.
- All Values shows all the data
- Indicators only shows the data (full row) that is marked by any of the currently used indicators such as POC, Imbalance, Unfinished Auctions.
- Indicators+High shows the data that is marked by any of the currently used indicators and the data that was calculated as "High Values"
- High values shows the data whose size is defined by the application as the Major Values and above (see "Major Values"/"Top Values" options).
- No values does not display any data in the Orderflow chart cells (useful to see the Orderflow chart only by background color)
FOOTPRINT INDICATOR SETTINGS WINDOW
This window provides quick access to the most used functions, allowing you to change settings without reloading the chart and indicator. The window contains basic information on how to get started, indicator sections, settings sections including “Color Settings”, “Chart Builder” where you can create a custom chart and save it later in the workspace.
How To Start
The content of this page has the quick reference of the current indicator version. If you have just downloaded and installed the indicators, they will not work without an active subscription. Use the "Register" button to sign up at https://my.clusterdelta.com if you are not registered yet. If you have registered, you have to order and activate the subscription in your cabinet.
To work with Ninjatrader indicators without interruption, you must enter your ClusterDelta Login and Password into "ClusterDelta Manager" (also known as Authorizer). Open it by clicking the "ClusterDelta Manager" button or by clicking the access status icon on them main toolbar, use the "Change Account" button, enter your details, and press "Save". "Refresh" to confirm correct entry, that Authorization is Successful and Subscription is Active with a valid Expiration Date. All of the ClusterDelta product authorizers on the same computer share the login credentials.
Summary Indicators
The Summary Indicators section allows you to customize your workspace with summary data such as volumes/delta per bar, cumulative delta, min/max delta, and Delta/Volume ratio in percentage. There are four positions. fixed Top and Bottom chart positions and dynamic position of summary data above and below the candle. The distance between the summary data boxes and the candle is determined by the "Above/Below Distance from Cell" parameter in the section "Summary Indicators Settings". The summary data uses its own cell height and font size, so the "Cell Maximum Height" and "Maximum Font Size" options set the maximum values for these options (the corresponding parameter names in the settings "Max Font Size" and "Max Cell Height"). The "Use Actual Chart Sizes" option applies only to the "Above/Below" candle position and changes the default height and font size to those used inside the candle (the corresponding parameter name in the settings is "Actual Size for Above/Below Summary").
Next screens (taken from cTrader footprint page) describes summary data positions
Imbalances
The Imbalance indicator shows you the zones where the ratio between Ask and Bid values is abnormal. The main option is the Ratio coefficient. When the result of dividing of Ask:Bid or Bid:Ask is more than the Ratio, there's imbalance. There are two types of imbalances. The Ask:Bid Ratio calculates the value and compares it to the Imbalance Ratio when the Zero side is just an imbalance where the left or right part has no volumes (zero value).There are two modes of imbalances. Price Ask=Bid calculates the ratio between Ask and Bid in the same row (on the same price) when Ask>Bid uses for calculations Ask volume above Bid volume.
There are preconditions to get imbalance more accurate. Minor Size is a minimum value of lesser value in calculation, and Major Size is a minimum value of greater part of Imbalance. If you change the Minor Size to a value of 0, Footprint indicator for NinjaTrader will also mark Zero Imbalances if the Major Size condition is met. The Minor Size is the lowest value above the slider of the Major values. The corresponding options are "Minor value of bid / ask" and Major value of bid / ask". The full information about Imbalance customization are in the section of "Description of the Indicator Inputs" -> "4. Imbalance Indicator Settings"
By default settings Bid Imbalance is marked by red color and Ask Imbalance by green. Check the imbalances above: 270:20 = 13 that is greater than current Ratio that is 4 (you can change Imbalance Ratio within range 1.5 - 10), 60:13 >4, 70:8 >4, and so on. 23:2 >4, but 23 is less than Major value (30) so it is not marked as an Imbalance. When Imbalance and POC are on the same price, POC has different color , options are Highlight Imbalance on POC, Highlight POC Imbalance Color, check the "9.Imbalance Colors section").
If cell value type is Bid or Ask, Imbalance marks only the larger side of the Imbalance pair. Depending on the Imbalance Mode, you can find small arrows that represent the placement of the opposite value to which the calculation was made. Two arrows at the top and bottom of the imbalance object means that the imbalance was calculated with a value on the same row. The arrow at the Top of the Bid imbalance or at the Bottom of the Ask imbalance represents the direction of the opposite value when Imbalance type is Ask price > Bid price .
In general, Imbalance do not use high or low position of the candle but it is may be changed in the option Calculate Imbalance on High/Low. Also there are some more options related to Imbalances, the ranges of the Minor/Major values and so on. All of them are described in the Settings section.
Alternative Imbalance is the possibility to separate the high Ratio Imbalances from the Normal ones. The Alternative Imbalance Range is 1.5 - 30 and it is required that Alt.Ratio must be greater than Ratio of the Normal Imbalance because Alternative Imbalance always overwrites Normal Imbalance.
Alternative Imbalance has completely its own settings so the options are not shared between Normal and Alternative Imbalances
Unfinished Auctions
Unfinished auctions is the zone only at the high price or low price of the bar where both values of Ask and Bid are not zero. The presence of the opposite value shows that prices has attention to move further with the same direction but was met by a pressure from the opposite side and had to be reversed.
In order to filter out unnecessary unfinished auctions, there are Minor and Major sizes, which correspond to the lower and higher sizes of the Ask:Bid pair at the peak of the candle. Auctions are usually finished when the highest price has a bid size as zero and the lowest price has a ask size as zero.
Unfinished Auctions marked with blue background on high and low
Value Area / POC
The Value Area slider changes the current value of the Value Area option which determines on how much volumes from the total amount must be inside Value Area.
Enable Value Area checkbox turns on/off the option to show lines in the candle that represent the Value Area
Value Area on Profile Chart Types checkbox turns on/off the option to show background in the candle cell of the profile type that represent the Value Area
POC levels is the price where the highest amount of volumes were traded. It is a rectangle around the values and it can use double width of the lines if you need it more bolder. Use "Draw POC object using double width" for this. If you would like to mark the POC price with a different color when it has the same position as the Imbalance, use the "Highlight POC when POC and Imbalance on the same price" option.
All the options are represented in the description of the options in the "6.Value Area / POC" section.
Color Settings
The Color Settings tab is designed to find the right color template for your footprint chart. It is very complicated to do it via Parameters Panel, because it always reloads the indicator on each color change. The color set will be used during the current indicator session, but you can save the color set in the template and use it later. Please refer to the "Saving settings" section to learn more about how it works.
The Color Settings window can be set by the RGB hex color, by the Red, Green, Blue decimal values (0-255) or by the sliding within the color gradients horizontal and vertical layers. The "Reset" button restores the color as it was in the template of the indicator at the start.
The "Reset All Colors to Default" button below the colors settings, removes all the color changes and restore an original color palette.
Chart Builder
The Chart Builder allows you to customize the chart according to your needs. The chart can be split up in 3 cells. Each cell contains a value and a background. In each cell, the value can be one of the following: Volume, Delta, Delta Negative only, Delta Positive only, Ask, Bid, Ask or Bid (larger value), Ask and Bid (or Bid and Ask) or No Value.
Each value can be left- or right-aligned ("Ask x Bid" or "Bid x Ask" are center-aligned). "No Value" is useful if you intend to use to use a cell with a background profile, but, in general, with no value, any background is acceptable. The values "Bid x Ask" and "Ask x Bid" are included to use one background (like a volume profile) behind these values.
On the top there is the list of the current chart types. You can select the one to modify, by default current chart type is selected. To the right of the Chart Type Name field there is an "Apply" button that rename the current chart type to the value that is in the text field. The "Reset" button restores all the settings of the current chart to the default ones as they were at the start.
Each cell contains one of the available backgrounds (which have the "No Background" option . The background can fill the cell with its own color depending on its type, or it can be used as a profile whose length is a part of the cell in the same ratio as the value (corresponding to the type of background) relative to the maximum value for that type. Profiles can be directed from Left to Right or from Right to Left, where the first word defines the starting side of the cell.
There are 6 additional options for the Chart Builder plus a textbox field to take the value for a clipboard.
The Cell Proportions is a correlation of the width between the cells.
- All cells are equal - by default each cell has the same width
- The next 3 values First/Last/Middle cell is bigger defines the cell that will use 2/3 of the common width of 2 cells or 1/2 of the width of 3 cells.
Candle Position defines the position of the native Ninjatrader candlesticks related to the columns of the Orderflow chart bar. It gives a little bit better visualizing of the orderflow chart. "No Candle" removes the space between orderflow bars, "Space w/o Candle" removes the native Ninjatrader bars but keeping some space between Orderflow bars.
Indicators Area defines which cells can be used to place Indicators objects. For example for the chart like Bid x Ask x Volume Profile, it is not necessary to use the 3rd cell for indicators like POC or Imbalance, because two cells of Bid x Ask are more than enough to place the Indicator objects in the right way. In this example the proper value is "Cells 1 and 2" without 3rd cell.
Border Lines draws the border around the candle. May be turned off for optimization.
Grid Lines draws the dotted lines between cells in the candle (horizontal and vertical). May be turned off for optimization.
Custom Candle draws the body and wick of the candle around Open-Close prices. It respects the Indicators Area value.
Here there are some examples of the different chart types and how it looks. All changes into chart builder are immediately shown on the Orderflow chart.
How To Save Settings
All changes are made in the "Footprint Indicator Settings" window automatically changes the related parameters used by indicator on start. You are able to use native Ninjatrader templates functions such a "Save" or "Load" to save your own set of the settings for the Footprint Indicator for NinjaTrader.
DESCRIPTION OF THE INDICATOR SETTINGS
Common Settings
Instrument as Data Source - select a futures from the dropdown list as the source for data. Value AUTO causes automatic detection of the instrument using the NinjaTrader ticker.
Max Days to load (-1 = Auto) is the amount of days to load, to not overload the memory and CPU with calculation by unnecessary data .
[Expert] Auto Spot Adjusting is an option that allows you to adjust Footprint data to the spot chart using the latest highs and lows of the current trading session. The difference that is automatically calculated using this option may vary from trading session to trading session, so this may result in incorrect alignment of Footprint data for different trading sessions.
[Expert] Manual Spot Shift in points sets the manual value to be used to adjust Footprint data to the spot chart. Use the middle mouse button to measure the distance in points to use this value in this option. Also you can use the price box to change this value after indicator attaching.
[Expert] Display Last Price shows the box with a last price on the chart that allows manually change the "Manual Spot Shift" option by dragging the chart.
Use Native Data Feed allows to use current Ninjatrader connected feed to get data from it for the footprint indicator.
Top Values Level in % is an option to use the current percentage of the maximum value as the top level. If the volume size is higher than the top level, the Top colors are used for background.
Major Values Level is an option that allows you to use the current percentage of the maximum value as the Major level. If the volume size is above the Major level (and below the Top level), Major Value Colors are used. Also, data calculated as Major Value or Top Value is defined as High value for the Values To Show option in the drawing section.
Minor Values Level - an option that allows you to use the current percentage of the maximum value as the Minor Level. All volumes below the Minor Level use the Low Volumes color, and volumes above the Minor Level will use a gradient color between the Normal Volumes and High Volumes colors
Koef to Find Top Value option allows you to set a percentage of the total number of bars to average the maximum value. To avoid using one-time abnormal values, the system checks, based on the calculation period, how many bars will be used to average the maximum volume. The maximum volumes from each bar are extracted to find the arithmetic average between them, and this value will be the maximum used to calculate the Top/Major/Minor levels.
Chart Tick Multiplier is a default value for the Tick Multiplier value in the toolbar on the title of the application. Tick Multiplier shrinks the chart by multiplying the tick size (to the tick multiplier value) and summarizing the values that come in the same price range. It helps to see volume accumulation and distribution on a high volatility chart.
Tick x 10 Start Value is a tick multiplier value where the increment becomes 10 for the tick multiplier values above and becomes 1 for the tick multiplier values below the value.
Emulate CTRL press when chart is moving by mouse. The Ninjatrader default action to move chart up/down requires holding CTRL button. This option emulates the holding when mouse moves over the chart.
Font size to add [-5..+5]. Depending on the scaling, the calculated font size may be larger or smaller than desired. You can use a constant font size increment to the calculated font size, which depends on the current cell width and height. You can change this option on the toolbar.
Max Values Calculation Period lets you choose which data periods are used to calculate the max values for a current session.
- Current Session value means that the data used to calculate the maximum values of the current session is the only data available since the start of the current trading session (the exchanges trading session starts right after daily or weekend trading break time)
- Previous Session value means that the data used to calculate the maximum values of the current session is the data available since the previous trading day
- Loaded chart use the all loaded data for a current chart
Profile use global(local) data lets you choose which high value will be used to scale profile in the bar.
- On uses the max value to scale the profile based on the max values calculated using the Max Values Calculation Period option. This option scales the profile width between the values of the different bars.
- Off set the max scaling value as max value of the current bar (the maximum width of profile at the position of the maximum value in the bar has to fit all cell width)
Values to Show option allows you to choose which type of values will be displayed in the candlestick.
- All Values shows all the data
- Indicator only shows the data (full row) that is marked by any of the currently used indicators such as POC, Imbalance, Unfinished Auctions.
- Indicator and high shows the data that is marked by any of the currently used indicators and the data that was calculated as "High Values"
- High values only shows the data whose size is defined by the application as the Major Values and above (see "Major Values"/"Top Values" options).
- No values does not display any data in the Orderflow chart cells (useful to see the Orderflow chart only by background color)
Drawing Settings
Min Font Size is a minimum value for the font size of the text inside the cell. If the text does not fit with this size in the cell, the text will not be drawn
Max Font Size is a maximum value for the font size of the text inside the cell for better visualization.
Fonts for use. Write down the names of the fonts if you know them and would like to use them..
NT Bar Width changes default Bar Width value. Keep 0 for the current value.
Keep native NT Grid Chart Lines is an option that allows you to keep or remove the chart layout lines that are displayed by default.
Draw Border Lines for Profile - an option that allows you to make a rectangle around the profile field in a cell to visualize the profile more clearly.
Fill Background for Profiles - an option that allows you to fill the cell background with profile background color or keep it transparent. This option is not used if the Value Area Indicator for Profile is enabled.
Draw Grid for Profile w/o value - an option that allows you to draw the horizontal grid lines between cells that do not print any data. The option is for visualization purposes.
Bid/Ask uses Aggressive Color Scheme - an option that uses the absolute maximum Delta value for Bid/Ask colors rather than the maximum Bid or Ask values. This allows you to get a more aggressive visualization of the Bid x Ask orderflow chart at the maximum values.
Summary Indicator Settings
Max Font Size is a maximum value for the font size of the text inside the cell of the summary indicator.
Max Cell Height is a cell height of the summary cells that use summary settings (and not Actual Sizes), in pixels
Above/Below Distance from Cell is a distance from Highest / Lowest point of the cell to Lowest / Highest point of the summary (positioned Above/Below the candle) indicator cell, in pixels
Actual Size for Above/Below Summary Indicator is a an option to use the current Orderflow chart font size/cell height for the summary cells of the summary indicators positioned Above/Below the candle/
Legend Top/Bottom - an option that determines whether or not to show the names for the summary indicator rows.
Chart Top / Chart Bottom / Above Candle / Below Candle Summary Indicators. There are four positions for the summary indicators as it is mentioned above in the Realtime Window / Summary Indicators paragraph. Static Top/Bottom of the window and dynamic Above/Below the candle. The values are the space-separated values that can take following values (case sensitive):
Volume Delta Cum.Delta Min.Delta Max.Delta Delta/Vol
The summary indicators appear in the order of appearance in the option field.It is NOT recommended to change these parameters directly here, it is better to use the Summary Indicators section in the visual #Footprint settings window
Imbalance Indicator Settings
Show Imbalance option turns the Imbalance On and Off and can be used as a default value at startup.
Ratio between bid/ask (Imbalance Ratio) is the minimum Ask:Bid or Bid:Ask ratio that must be reached to activate the Imbalance object on the chart.
Ask:Bid mode option turns on/off the mode "Ask:Bid" where both values are non zero and lower value of the Ask:Bid pair is greater than a minor size and largest value is greater than a major size.
Zero size (ask or bid is 0) option turns on/off the mode "Zero side" where one of the value is zero and another value is greater than a minor size.
Ask=Bid (on false Ask>bid) (Calculate Mode) option switches the Imbalance between two modes "Ask=Bid" and "Ask>Bid". Ask=Bid modes means that Ask:Bid calculations use the same row values while "Ask>Bid" uses the Ask value 1 tick above the Bid value for calculations .
Major Value of bid / ask is a required minimum value of the larger value in the Ask:Bid pair.
Minor Value of bid / askis a required minimum value of the lower value in the Ask:Bid pair.
Calculate Imbalance on High/Low is the option that allows to use the High/Low of the bar to calculate Imbalances (normally this is not the case).
Minimum Ratio Value is the minimum of the allowed Imbalance Ratio in the Imbalance Indicator dialog window
Double width Imbalance Lines is the option to use the double thickness for the Imbalance rectangle objects
Alternative Imbalance option turns the Alternative Imbalance On and Off and can be used as a default value at startup.
Alt. Ratio (!) > Imb. Ratio is the required Ask:Bid or Bid:Ask ratio that must be reached to activate the Alternative Imbalance object on the chart and this value must be greater than the Imbalance Ratio.
Alt.Major Value is a required minimum value of the larger value in the Alternative Imbalance Ask:Bid pair.
Alt.Minor Valueis a required minimum value of the lower value in the Alternative Imbalance Ask:Bid pair.
Calc. Alt.Imbalance on High/Low is the option that allows to use the High/Low of the bar to calculate Alternative Imbalances.
Unfinished Auctions
Unfinished Auctions option turns the Unfinished Auctions On and Off and can be used as a default value at startup.
Unfinished Minimum Minor Valueis a required minimum value of the lower value in the Ask:Bid pair of Unfinished Auction.
Unfinished Minimum Major Value is a required minimum value of the larger value in the Ask:bid pair of Unfinished Auction.
Unfinished Ask Color (on High) is the color of the Unfinished Auctions on the High price of the bar.
Unfinished Bid Color (on Low) is the color of the Unfinished Auctions on the Low price of the bar.
Value Area / POC
Display POC price option enables/disables the drawing POC object on the chart where the largest amount of volumes were traded.
POC Lines Double Width is the option to use the double thickness for the POC rectangle objects
Show Value Area (VAH/VAL) prices option enables/disables the drawing the VAL/VAH line objects on the orderflow chart.
Fill Value Area in Volume Profiles option enables/disables the drawing of Value Area in the candle cell using different background colors if chart cell background is a profile.
Value Area % option sets the percentage [1..100] of the total amount of the traded volumes within the Value Area compared to the total volumes of the cell.
Value Area Line Color is the color for the VAL/VAH lines in the candle of the Order flow chart.
Profile BG inside VA is the background of the cells in the Value Area. The Background Color is applied only to the cells which background is set as a profile and the Fill Value Area in Volume Profile option is set to Yes.
Profile BG outside VA is the background of the cells out of the Value Area. The Background Color is applied only to the cells which background is set as a profile and the File Value Area in Volume Profile option is set to Yes.
Footprint Colors
Low Volumes Background is the background for the values that are lower than Minor level (see Common Settings, Minor Value, Major Value, Top Value).
Low Volumes Font Color is the font color for Minor values.
Normal Volumes Background is the start color of the gradient background for the values that are between Minor and Major level.
High Volumes Background is the end color of the gradient background for the values that are between the Minor and Major levels.
Normal Volumes Font Color is the font color for Normal values.
Normal Volumes use Bold Font is the font style for Normal values, which can be Normal or Bold
High ↔ Top Background is the static background color for the High values that are higher than the Major level but lower than the Top level.
High Volumes Font Color is the font color for the High values .
High Volumes use Bold Font is the font style for High values, which can be Normal or Bold
Top Volumes Background is the background color for the Top values that are higher than Top level.
Top Volumes Font Color is the font color for the Top values .
Top Volumes use Bold Font is the font style for Top values, which can be Normal or Bold
Delta+ / Ask Background is the start color of the gradient background for the Normal Delta Positive values (or Ask Values) that are between 0 and Top Delta with positive sign or Top Ask for Ask values .
Max Delta+ / Ask Background s the background for the Delta Positive / Ask values that are higher than the Top Delta / Ask value. This color also used as the end color of the gradient background for Normal Positive Values together with "Delta+ / Ask Background" color as the start color.
Delta+ / Ask Font is the font color for Normal Delta Positive / Ask values.
Max Delta+ / Ask Font is the font color for Top Delta Positive / Ask values.
Max Delta+ / Ask use Bold Font is the font style (Normal/Bold) for Top Delta Positive / Ask values
Delta- / Bid Background is the start color of the gradient background for the Normal Delta Negative / Bid values that are between 0 and Top Delta with negative sign or Top Bid for Bid values.
Max Delta- / Bid Background is the background for the Delta Negative values / Bid that are higher (in absolute value) than the Top Delta / Top Bid value, which is calculated using the same logic as the Top Volume value. This color also used as the end color of the gradient background for Normal Negative / Bid Values together with Delta- / Bid Background color as the start color.
Delta- / Bid Font Color is the font color for Normal Negative / Bid values.
Max Delta- / Bid Font Color is the font color for Top Delta Negative / Bid values.
Max Delta-/Bid use Bold Font is the font style (Normal/Bold) for Top Delta Negative / Bid values
Current Price Background is the background color of the price box where the current price is showing.
Current Price Font Color is the font color of the current price in the price box.
Bear User Candle Color is the color for all drawings of the bear bar.
Bull User Candle Color is the color for all drawings of the bull bar (candle left, boxes inside, border around body).
Volume Profile Bg Color is the background for the volume profile cell type if the Chart Type option Profile Bg is in use.
Delta/AskBid Profile Bg Color is the background for the Delta or AskBid profile cell type if the Chart Type option Profile Bg is in use.
POC (COT) Color is the color of the Inner Rectangle of the POC Object.
POC (COT) Border is the color of the Outer Border of the POC Object.
Candle Grid Lines Color is the color of the grid lines that separate cells in the orderflow bar.
Candle Profile Border Color is the color to round the profile rectangle in the cell to separate them each from other
Candle Border Color is the color of the border lines around the orderflow bar.
Summary Indicator Colors
Volume Bg Color is the start color for the gradient to define the target color depending on the Summary Volume Value.
Volume Max Bg Color is the end color for the Summary Volume gradient, associated with the maximum Summary Volume value.
Delta+ Bg Color is the start color for the gradient to define the target color depending on the Summary Positive Delta Value.
Delta+ Max Bg Color is the end color for the Positive Delta gradient, associated with the maximum absolute Summary Delta value.
Delta- Bg Color is the start color for the gradient to define the target color depending on the Summary Negative Delta Value.
Delta- Max Bg Color is the end color for the Negative Delta gradient, associated with the maximum absolute Summary Delta value.
Cum.Delta Bg color is the middle(!) color for the gradient to define the target color depending on the value of Cumulative Delta using its lowest and highest value.
Cum.Delta Max Bg Color is the start and end color for the Cumulative Delta gradient, associated with the lowest and highest value of Cumulative Delta value.
MinMax Delta- Bg Color is the start color for the gradient to define the target color depending on the MinDelta Value.
MinMax Delta- Max Bg Color is the end color for the MinDelta gradient, associated with the maximum absolute MinDelta value.
MinMax Delta+ Bg Color is the start color for the gradient to define the target color depending on the MaxDelta Value.
MinMax Delta+ Max Bg Color is the end color for the MaxDelta gradient, associated with the maximum absolute MaxDelta value.
Delta/Volume Bg Color is the start color for the gradient to define the target color depending on the Delta/Volume Value.
Delta/Volume Max Bg Color is the end color for the Delta/Volume gradient, associated with the maximum absolute Delta/Volume value.
Volume Font Color is the font color used for the Volumes indicators.
Positive Delta Font Color is the font color used for positive Delta values of Delta dependent indicators.
Negative Delta Font Color is the font color used for negative Delta values of Delta dependent indicators.
Cell Borders Color is the color of lines between indicators cells.
Imbalance Colors
Imbalance Ask Color is the color of the Imbalance object if Ask>Bid and Ask:Bid is equal to or greater than the Imbalance Ratio.
Imbalance Bid Color is the color of the Imbalance object if Bid>Ask and Bid:Ask is equal to or greater than the Imbalance Ratio.
Alt. Imbalance Ask Color is the color of the Alternative Imbalance object if Ask>Bid and Ask:Bid is equal to or greater than the Alternative Imbalance Ratio.
Alt. Imbalance Bid Color is the color of the Alternative Imbalance object if Bid>Ask and Bid:Ask is equal to or greater than the Alternative Imbalance Ratio .
Highlight Imbalance on POC is the option to make the Imbalance more visible if the POC object and the Imbalance object appear on the same price/
Highlight POC Imbalance Color is the color that the POC object takes if Imbalance and POC are on the same price and the Highlight option above is enabled.
Highlight POC Alt.Imbalance Color is the color that the POC object takes if Alternative Imbalance and POC are on the same price and the Highlight option above is enabled.
Description of Chart Types
All the charts described in this section. On start the chart with a number defined in the Chart Type # on default option will be loaded.
Below each chart is described by the same options as it was designed in Chart Builder. Technically, you can use these forms to change the chart type but it is recommend to change it through Chart Builder in the "#Footprint Indicator Settings" window and then return to the parameters to save it as a template if you want to use your changes in the future.
Enjoy your trades with Footprint - Orderflow chart for NinjaTrader created by ClusterDelta
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