A footprint splits each bar's volume by price and by side: how much traded against the bid and how much against the offer, row by row. Where a normal candle tells you price went up, here you see whether it went up because someone bought in a hurry or because nobody was selling.
Most footprints ask you to switch Tick Replay on in NinjaTrader and download the history again with tick data. This one does not: it rebuilds the past from an internal one-tick series, with the bid and ask carried by every trade. Install it and it draws.
Install and go
No changes to the platform settings, no reloading your data history.
The past as well
Bars from previous days come with their full breakdown, not only the ones that happen while you are watching.
Only the ticks it needs
It asks for what it is going to draw, and learns from each load how many your chart requires. There is nothing to configure.
How to read a bar
Each row is a price, and the bar splits in two: on the left what traded against the bid, on the right what traded against the offer.
A single bar
Screenshot of the tool running.
Red numbers, left. Contracts sold into the buyer who was waiting there.
Blue numbers, right. Contracts bought by paying the seller's asking price.
The olive row. That bar's POC: the price where most volume traded.
The blue shading. The value area: the rows holding 70 % of the volume (adjustable).
The outlines. Imbalances: one side did far more than the other diagonally.
Seven views of the same moment
The same stretch of market, read seven ways. You switch between them from the template dropdown, without touching a single setting.
Bid x Ask
Screenshot of the tool running.
Bid x Ask
The classic: both numbers per row, one on each side of the bar.
Delta
Screenshot of the tool running.
Delta
A single number per row —the difference between both sides— in its own centre box, with the histograms running outwards.
Volume
Screenshot of the tool running.
Volume
Total volume per row, without splitting sides: where it traded, not who was pushing.
Delta Profile
Screenshot of the tool running.
Delta Profile
Delta as a histogram against the bar. The shape reads at a glance.
Delta + Volume
Screenshot of the tool running.
Delta + Volume
Both histograms at once, one on each side.
Delta Heatmap
Screenshot of the tool running.
Delta Heatmap
No figures: each row is tinted by its delta. For when there are too many rows to count.
Imbalances
Screenshot of the tool running.
Imbalances
Imbalances only: value area and POC are switched off so nothing competes with them.
What it marks on its own
You do not have to hunt for it bar by bar: the indicator flags it and keeps it on screen for as long as it is alive.
Imbalances and stacked zones
When one side beats the other diagonally by more than the ratio you set, the cell is outlined. Several in a row form a zone, which projects to the right and stays there until price crosses it completely.
Imbalances and stacked zones
Screenshot of the tool running.
Trapped traders
A stacked zone that the next bar leaves on the wrong side: whoever entered in a hurry right there is losing, and that level tends to be defended when price returns.
Unfinished auction
A bar extreme with volume on both sides: the auction never finished there.
Unfinished auction
Screenshot of the tool running.
Untested POC
The highest-volume price of a bar that the market has not returned to. It stays projected until it does.
Untested POC
Screenshot of the tool running.
Climax bar
Extreme volume and range at once, measured against the previous twenty bars. It is the only reading in this indicator backed by our own research.
Climax bar
Screenshot of the tool running.
Accumulation zones
Prices where volume has been piling up across many bars, with the band fading as price eats into it.
Accumulation zones
Screenshot of the tool running.
Twenty-two figures per bar
Below the chart, a table with one column per bar and the rows you choose. You read it across: how the previous one came in, how this one is going.
Per-bar table
Screenshot of the tool running.
Delta and its travel. Delta at the close and, on top of that, the highest and lowest it reached inside the bar. A closing delta of zero can hide a huge swing.
In sigmas. How many standard deviations this bar's delta —or volume— sits from the previous twenty. It answers "is this a lot?", which raw numbers cannot: five thousand is huge on a quiet session and ordinary on a data day.
Ask/Bid ratio. The quotient between both sides. It says the same as delta on another scale, but it stays comparable across bars of very different size.
Pace. Delta per second, volume per second and bar duration.
Running totals. Delta and volume added up from the session start, with configurable reset.
It tells you
Seven alerts on what the indicator already detects, with sound, popup or email. They fire at the bar close, because within the live bar a detection can appear and undo itself. They ship switched off: you turn on the ones you care about.
13. Alerts
Climax bar✓
Trapped traders✓
Stacked imbalance✓
Zone broken through✓
Delta divergence✓
Untested POC revisited✓
Unfinished auction✓
Each alert has its own rearm time, so a repeating condition does not chain alerts one after another.
Climax bar. Extreme volume and range at once.
Trapped traders. A zone the next bar leaves underwater.
Stacked imbalance. A zone of consecutive imbalances is born.
Zone broken through. Price crosses a zone completely.
Delta divergence. The bar closes against the sign of its delta.
Untested POC revisited. Price returns to a POC that had been left intact.
Unfinished auction. An extreme with volume on both sides.
And you can use it in your strategies
Eleven values per bar are exposed. They show up by name in Strategy Builder and can be read from code, so what the indicator works out can gate an entry without you having to compute it again.
Plots
Delta—
Cumulative delta—
Ask volume—
Bid volume—
Max delta—
Min delta—
POC—
Value area high—
Value area low—
Climax—
Divergence—
Gate your entries. Let the strategy trade only when cumulative delta is on your side, or stand aside on a climax bar.
Levels already worked out. Each bar's POC and both value area edges, ready to place a stop or measure a distance.
No duplicated work. The values arrive finished: your strategy does not have to split volume by price again to know how much traded on each side.
In the Market Analyzer too. They can be read from a column, to watch several instruments without opening their charts.
What is measured and what is not
A footprint shows many things and they do not all carry the same weight. We would rather tell you which is which.
Measured
The climax bar
Its definition —volume and range above their averages at the same time— comes out of our own research, and the behaviour it describes held up consistently across four independent tests on different instruments. It is the only reading in the indicator with that backing.
They are computed from clear, repeatable rules: two people looking at the same bar will see the same thing. But we have not measured that they anticipate anything on their own. They are context for reading what is happening, not entry signals.
Not validated
Accumulation zones and delta divergence
Our own definitions, reasonable and useful to look at, with no study behind them saying what they are worth. We label them as such in each setting's own description.
Requirements
NinjaTrader8.1.5.0 or later
Tick ReplayNot required
DataA provider serving tick history; without it the footprint fills in live
ChartsAny bar type, range and renko included
The indicator draws on the graphics card and only computes the bars that fit on screen, so the cost does not grow with the history you have loaded.
Where it lives
The Footprint is included in Orderflow Pro and in Complete, alongside the rest of the order flow tools.
