dboichenko

Footprint lite

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Footprint Lite enables you to monitor volume distribution for the current ticker, offering resolutions as 1 second, segmented by specified price levels with visual representations. Additionally, you have the flexibility to customize the displayed Imbalance price level and the number of consecutive Imbalance level lines.

Here are the input options:

Group Display:
This section allows you to adjust how Footprints are displayed.
  • "Count show bars": Directly adjusts the display to show the last 'n' bars.
  • "Display all available bars": Shows all available bars.

Group Row size:
Adjusts the parameters for generating Footprints based on price step size.
  • "Ticks Per Row": Directly sets the price step, calculated by multiplying the entered value by syminfo.mintick.
  • "Auto": Enables automatic mode for selecting the "Ticks Per Row" value.
  • "Max row": Relevant for auto mode, it sets the acceptable number of rows within a bar. The automatic "Ticks Per Row" calculation is based on the first available bar and applied to subsequent bars.

Group Imbalance:
Customizes the display of price levels represented by Imbalance and emphasizes consecutive lines.
  • "Imbalance Percent": A coefficient expressed as a percentage to determine the Imbalance of price levels, comparing the buy price diagonally to the previous sell price.
  • "Stacked levels": Sets the minimum number of consecutive Imbalance levels required to draw extended lines.


Alerts:
You can set alerts for various events:
  • "New imbalance line sell": Alerts on the appearance of a new imbalance line for selling.
  • "New imbalance line buy": Alerts on the appearance of a new imbalance line for buying.
  • "Stop past imbalance line sell": Alerts when the previous imbalance line for selling stops, indicating it has reached the range from low to high of the current bar.
  • "Stop past imbalance line buy": Alerts when the previous imbalance line for buying stops, indicating it is within the range from low to high of the current bar.
  • "New imbalance buy": Alerts on the appearance of a new or change in the current imbalance level for buying.
  • "New imbalance sell": Alerts on the appearance of a new or change in the current imbalance level for selling.
Versionsinformation:
Added table with cumulative summary information for the period of bar displaying
Versionsinformation:
added an option to select delta colour
Versionsinformation:
fix color delta bug
Versionsinformation:
refactoring
Versionsinformation:
Add:
POC, VAH, VAL line
Buy/Sell volume profile
summary info of each footprint
Versionsinformation:
bugs fux
Versionsinformation:
Added series equalisation by historical price minimums and maximums
added visual display of borders if their number does not exceed 11
improved automatic calculation of row length
removed limits
Versionsinformation:
bugs fix
Versionsinformation:
bugs fix and refactoring
Versionsinformation:
add alignment for start footprint point
Versionsinformation:
Bugs fix
Versionsinformation:
global refactoring and fix bugs
Versionsinformation:
Add Buy and Sell procent in main
Versionsinformation:
update color logic on procent buy / sell volume
Versionsinformation:
update table: add last bar info
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