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Pure and simple footprint (aka Market Profile or Order Flow chart) and volume profile chart add-on for NinjaTrader. Displays bid and ask volume traded at each price at each bar. Alternative charts – range, volume and tick charts – are also fully supported.
In order to process the data correctly, it’s required to enable Tick Replay feature in NinjaTrader settings. For detail please check https://ninjatrader.com/support/helpGuides/nt8/en-us/tick_replay.htm
Features:
- full support of historical data
- volume imbalance clusters detection
- unfinished business detection
- block trades detection
- size filter
- volume imbalance detection
- bid volume per price
- bid volume per bar
- ask volume per price
- ask volume per bar
- most traded price at each bar
- delta per bar
- cummulated delta per session
- volume profile per session
- full time, volume, range and tick chart support
- Bid x Ask, Ask x Bid, Total Volume or Delta value in each cell
- and many more…
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