Footprint and delta volume profile

[sirfrancisbacon1]

Hello,
Wondering if it's possible to create a delta volume profile that shows the number of contracts traded at a certain price. Also cleaning up the footprint.

[NinjaTrader_Clayton]

Hello sirfrancisbacon1,

Thank you for the message.

You could set your chart to be a Daily chart or a 1440 minute(number of minutes in a day) chart and then each price level would represent the total number of trades at that price level.

• Daily bars wouldn't be affected by the Trading Hours Template while a 1440 minute chart would

I am not sure what you mean by "Clean up the footprint". What is appearing within your screenshot that you do not want to see? It doesn't look overwhelming or like there is too much going on within that example.

Please let us know if we may provide any further assistance.

[sirfrancisbacon1]

Clayton,
Sorry I will explain more. That screenshot is from another platform. Attached is my ninjatrader chart. I have delta volume profile setup however I would like to see the size traded also. I'm not sure if I can already do this. The 2nd photo is how I would like ninjatrader to look on delta volume profile.

[NinjaTrader_Clayton]

Hello sirfrancisbacon1,

Thank you for the update.

Something similar can be done using the Order Flow Volume Profile.

• Set the Profile to be based on the Session
• Set Profile Alignment to Right
• Set Profile Width to 10 or a value you like
• Check the box next to "Show volume labels"
• Click OK to add the indicator

LT250b.png

This is as close as we can get using the Indicators and Features available within the NinjaTrader platform by default.

If you would like something more like what is in your screenshot, you would have to do some internet searches to see if there are any 3rd party add-ons that would add in this functionality you are looking for.

Please let us know if we may provide any further assistance.

[sidlercom80]

Clayton,
Sorry I will explain more. That screenshot is from another platform. Attached is my ninjatrader chart. I have delta volume profile setup however I would like to see the size traded also. I'm not sure if I can already do this. The 2nd photo is how I would like ninjatrader to look on delta volume profile.

We are currently working on an FP indicator that can do what you want. You are welcome to participate in the beta test already now
Link to the beta test: https://discord.gg/5TgsZJPcVM

NinjaTrader_ORkYsriwmP.jpg