Footprint Indicator Questions - useThinkScript Community (2024)

Sort by dateSort by votes

G

gapcap1

New member
  • Jan 9, 2020
  • #2

This is a footprint chart (indicator) that is available for free on NinjaTrader 8, with support and resistance zones, and volume profile. Notice on the HOD, the candle makes a new high, but the cumulative delta at the bottom of the chart that corresponds to that candle, is negative. This is a classic bearish divergence i.e., a new high, but negative cum. delta. Confirmation is provided with the following 6 candles all having negative cumulative delta. There are other nuances to interpreting order flow from the chart, e.g. volume imbalance, candle size, candle coloration, high volume node, etc. IMO, this is a valuable tool for timing.

Footprint Indicator Questions - useThinkScript Community (1)

Upvote0Downvote

Join useThinkScript to post your question to a community of 21,000+ developers and traders.

SIGN UP NOW LEARN MORE

T

Tiredoflosing

Member
  • Jul 17, 2020
  • #3

@gapcap1 Hi bro, I’m also interested in this. Btw do you have discord by any chance ?

I also found a free indicator here.

seems legit- watched a bunch of his videos. Although I didn't get to try it yet.

Code:

#region Using declarationsusing System;using System.Collections.Generic;using System.ComponentModel;using System.ComponentModel.DataAnnotations;using System.Linq;using System.Text;using System.Threading.Tasks;using System.Windows;using System.Windows.Input;using System.Windows.Media;using System.Xml.Serialization;using NinjaTrader.Cbi;using NinjaTrader.Gui;using NinjaTrader.Gui.Chart;using NinjaTrader.Gui.SuperDom;using NinjaTrader.Gui.Tools;using NinjaTrader.Data;using NinjaTrader.NinjaScript;using NinjaTrader.Core.FloatingPoint;#endregion#region NinjaScript generated code. Neither change nor remove.namespace NinjaTrader.NinjaScript.Indicators{ public partial class Indicator : NinjaTrader.Gui.NinjaScript.IndicatorRenderBase { private DeltaSurge[] cacheDeltaSurge; public DeltaSurge DeltaSurge() { return DeltaSurge(Input); } public DeltaSurge DeltaSurge(ISeries<double> input) { if (cacheDeltaSurge != null) for (int idx = 0; idx < cacheDeltaSurge.Length; idx++) if ( cacheDeltaSurge[idx].EqualsInput(input)) return cacheDeltaSurge[idx]; return CacheIndicator<DeltaSurge>(new DeltaSurge(), input, ref cacheDeltaSurge); } }}namespace NinjaTrader.NinjaScript.MarketAnalyzerColumns{ public partial class MarketAnalyzerColumn : MarketAnalyzerColumnBase { public Indicators.DeltaSurge DeltaSurge() { return indicator.DeltaSurge(Input); } public Indicators.DeltaSurge DeltaSurge(ISeries<double> input ) { return indicator.DeltaSurge(input); } }}namespace NinjaTrader.NinjaScript.Strategies{ public partial class Strategy : NinjaTrader.Gui.NinjaScript.StrategyRenderBase { public Indicators.DeltaSurge DeltaSurge() { return indicator.DeltaSurge(Input); } public Indicators.DeltaSurge DeltaSurge(ISeries<double> input ) { return indicator.DeltaSurge(input); } }}#endregion

Upvote0Downvote

C

CactusMan

New member
  • Jan 5, 2022
  • #4

gapcap1 said:

This is a footprint chart (indicator) that is available for free on NinjaTrader 8, with support and resistance zones, and volume profile. Notice on the HOD, the candle makes a new high, but the cumulative delta at the bottom of the chart that corresponds to that candle, is negative. This is a classic bearish divergence i.e., a new high, but negative cum. delta. Confirmation is provided with the following 6 candles all having negative cumulative delta. There are other nuances to interpreting order flow from the chart, e.g. volume imbalance, candle size, candle coloration, high volume node, etc. IMO, this is a valuable tool for timing.

Footprint Indicator Questions - useThinkScript Community (2)

@gapcap1, where in ninja is this indicator for the footprints? I can see the volume profile, but what about the prints?

Upvote0Downvote

MerryDay

Administrative

Staff member

Staff

VIP

Lifetime

  • Jan 5, 2022
  • #5

CactusMan said:

@gapcap1, where in ninja is this indicator for the footprints? I can see the volume profile, but what about the prints?

Did you know that clicking on a member's avatar will allow you to see when a member was last seen on the uTS forum? @catusMan has not been seen in a while. Footprint Indicator Questions - useThinkScript Community (4)

Have you tried asking on NinjaTrader?

Upvote0Downvote

F

FireTrader

New member
  • Jan 30, 2022
  • #7

CactusMan said:

@gapcap1, where in ninja is this indicator for the footprints? I can see the volume profile, but what about the prints?

Have to subscribe to Oder Flow+ through Ninja Trader to get access to their footprint charts.

Upvote0Downvote

jhey

New member
  • Jun 21, 2022
  • #8

Hello all, I noticed there was a free footprint indicator for Ninja but haven't seen any for TOS. All the current threads I have seen, the footprint was for NINJA. Does anyone have one for ThinkorSwim? thanks in advance!!

Upvote0Downvote

zeek

Active member

2019 Donor

  • Jun 21, 2022
  • #9

https://usethinkscript.com/threads/ninja-trade-order-flow-on-tos.11420/#post-99973

Upvote0Downvote

jhey

New member
  • Jun 21, 2022
  • #10

zeek said:

https://usethinkscript.com/threads/ninja-trade-order-flow-on-tos.11420/#post-99973

Thank you Zeek for your reply, however I was hoping for it to be in TOS.

Upvote0Downvote

MerryDay

Administrative

Staff member

Staff

VIP

Lifetime

  • Jun 21, 2022
  • #11

jhey said:

Hello all, I noticed there was a free footprint indicator for Ninja but haven't seen any for TOS. All the current threads I have seen, the footprint was for NINJA. Does anyone have one for ThinkorSwim? thanks in advance!!

The short answer is no, ToS does not have a footprint indicator. The ToS data feeds do not provide the information require to script such an indicator.

ToS has introduced their Order Flow screen:
https://usethinkscript.com/threads/thinkorswim-bookmap-order-flow.2406/

Last edited:

Upvote0Downvote

Solution

T

Trader24

New member
  • Mar 12, 2023
  • #12

Does anyone know of a trading or charting platform that has footprint (a/k/a order flow) charts for equities? I see a lot of platforms that have footprint charting features for futures but I’m not finding anything definitive on that for equities.

Thanks

Upvote0Downvote

A

Alex

Active member

VIP

  • Mar 13, 2023
  • #13

Trader24 said:

Does anyone know of a trading or charting platform that has footprint (a/k/a order flow) charts for equities? I see a lot of platforms that have footprint charting features for futures but I’m not finding anything definitive on that for equities.

Thanks

Ninjatrader or Sierrachart... you'd just have to pay for equities data but the orderflow tools are universal.

Upvote0Downvote

S

suretrade

New member
  • Aug 4, 2023
  • #14

MerryDay said:

The short answer is no, ToS does not have a footprint indicator. The ToS data feeds do not provide the information require to script such an indicator.

ToS has introduced their Order Flow screen:
https://usethinkscript.com/threads/thinkorswim-bookmap-order-flow.2406/

can a footprint chart be made buy using the time and sales data in TOS

Upvote0Downvote

MerryDay

Administrative

Staff member

Staff

VIP

Lifetime

  • Aug 18, 2023
  • #15

suretrade said:

can a footprint chart be made buy using the time and sales data in TOS

The ToS platform does not provide access to the footprint nor time and sales data for charting.

Last edited:

Upvote0Downvote

You must log in or register to reply here.

Footprint Indicator Questions - useThinkScript Community (2024)
Top Articles
Latest Posts
Recommended Articles
Article information

Author: Frankie Dare

Last Updated:

Views: 5941

Rating: 4.2 / 5 (53 voted)

Reviews: 84% of readers found this page helpful

Author information

Name: Frankie Dare

Birthday: 2000-01-27

Address: Suite 313 45115 Caridad Freeway, Port Barabaraville, MS 66713

Phone: +3769542039359

Job: Sales Manager

Hobby: Baton twirling, Stand-up comedy, Leather crafting, Rugby, tabletop games, Jigsaw puzzles, Air sports

Introduction: My name is Frankie Dare, I am a funny, beautiful, proud, fair, pleasant, cheerful, enthusiastic person who loves writing and wants to share my knowledge and understanding with you.