Footprint Indicator Questions

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
 
Last edited by a moderator:
Solution
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/
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
 
@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
 
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
@gapcap1, where in ninja is this indicator for the footprints? I can see the volume profile, but what about the prints?
 
@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. :(

Have you tried asking on NinjaTrader?
 
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!!
 
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:
Solution
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
 
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.
 

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