Footprint Indicator for ThinkorSwim

Illumination

New member
I have seen "Footprint" indicators that show volume on a detailed scale. It would show every candle and the trades that occurred per candle. I have seen variations called Market Delta but I am curious if ThinkorSwim has anything related to that. Thank you

I'm looking for a study in TOS that captures volume with institutional footprint participation and delta volume imbalance. Thanks if anyone knows
 

gapcap1

New member
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.

ES-03-20-10000-Volume-2020-01-09-6-56-40-PM.png
 

Ichimokucloud

New member
@gapcap1 Could you advise where you downloaded the free NT8 footprint indicator from? Have been looking for a while but all I find are paid versions or free with subscription to something like a data feed etc. Thanks!

I do currently have NT8 in addition to TOS. I use TOS mainly for charting and NT to trade as they have micro futures available. Am I allowed to post my email here or will you send me a link?
 
@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 declarations
using 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
 
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