Indicator Mall

Footprint chart User Manual

Block trade detection

The feature detects single print of volume equal or higher than Block trade size filter value. When such a trade has been detected, a line is drawn from the corresponding cell to the right. Total volume of all block trades in the cell is displayed above the line.

Settings

Block trade at ask color - line color if the block trade is detected at ask price

Block trade at bid color - line color if the block trade is detected at bid price

Block trade font - total volume font

Block trade line dash style - line dash style

Block trade line width - line width

Block trade size filter - minimum size of a trade to be marked as block. 0 disables the detection

Footprint ladder

This section sets the appearance of the ladder. Currently the ladder can be displayed as bar ladder (each bar is fully colored, open and close are displayed by a thin bar next to the numbers) or candle ladder (each bar has wicks and bodies, only the body is colored). Each bar can have Delta value displayed on top.

Settings

Ask Background - background of a cell with majority of trades at ask

Bid Background - background of a cell with majority of trades at bid

Cell value - sets how the bid and ask values are displayed in each cell

Delta Above Bar Font - font for displaying the Delta value above the bar

Delta Above Bar Negative Color - color of the Delta value if Delta < 0

Delta Above Bar Negative Positive Color - color of the Delta value if Delta > 0

Display Delta Above Bar - enables and disables drawing of the delta value above the bar

Display Reversal Bar - if enabled, a reversal bar is drawn

Grid color - grid color

Highest Volume Cell - draws bold rectangle of selected color around the cell with highest volume in each bar; can be disabled

Ladder Ask Bar Color - color of a upward bar

Ladder Bid Bar Color - color of a downward bar

Ladder type - determines if the shape of bars should be Candle or Bar

Mark Highest Volume Cell - enables or disables drawing rectangle around the highest volume cell

General parameters

Settings

Font - font for displaying the cell values

Load Historical Data - enables or disables loading historical data; can have performance impact if enabled

Size filter - if > 0, only prints of selected volume or higher are used for footprint calculations

Text color - ladder text color

Summary

Settings

Ask Cell Background - background color of summary cells with majority of trades at ask

Bid Cell Background - background color of summary cells with majority of trades at bid

Delta Cell Background - background color of Delta summary cells

Header Background - background color of summary header

Volume Cell Background  - background of Volume summary cells

Summary Content

Each setting enables or disables displaying the corresponding line in the summary section

Unfinished business

Enables or disables detection of unfinished business pattern - upward bars with the top cell having both trades at ask and bid, or downward bar with the bottom bar having both trades at ask and bid. This is considered to be a continuation pattern, the price tends to retest the unfinished business level. When the unfinished business is detected, a line is drawn at the corresponding level.

Settings

Enable detection - enables or disables unfinished business detection

High line color - color of a line at unfinished business on a upward bar

Line dash style - dash style of the unfinished business lines

Line width -  width of the unfinished business lines

Low line color - color of a line at unfinished business on a downward bar

Volume Imbalance

The feature checks bid traded volume of one price to the ask traded volume of the price located directly above.The Footprint then compares the ratio of volume between the two. If the ratio is significantly high, it means a high pressure of sellers or buyers is present at the current level.

The feature detects Imbalance Clusters, sets of cells with the same type of volume imbalance. Such cluster are important levels of very high trading pressure in the respective direction. When a cluster is detected, two lines are drawn marking the high and low of the cluster.

Settings

Ask Text Color - color of the cell text if imbalance at ask is detected

Bid Text Color - color of the cell text if imbalance at bid is detected

Imbalance cluster line dash style

Imbalance cluster line width

Imbalance cluster size - minimal number of cells in a cluster

Imbalance Trigger in Percent - minimal ratio of ask and corresponding bid volumes; the value is in percent

Imbalance cluster at ask line color - color of the cluster marking line if the cluster contains ask imbalance cells

Imbalance cluster at bid line color- color of the cluster marking line if the cluster contains bid imbalance cells

Volume Imbalance font - font of the cell text if imbalance is detected

Volume profile

Settings

Ask Volume Bar color - color of the Ask part of volume bar

Bid volume Bar Color - color of the Bid part of volume bar

Total Volume Bar color - color of the Total volume bar