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The best Footprint Indicator for NinjaTrader 8

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Footprint Orderflow indicator - Monthly Subscription (NinjaTrader 8)

$55.00

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Footprint Orderflow indicator (NinjaTrader 8)

$459.00

Auto Orderflow Footprint Trader

The most powerful automated orderflow trading strategy for NinjaTrader 8. Toggle from 21 built-in footprint signals, click together custom strategies in the visual signal designer, or write your own in C# — then let the strategy trade for you.

21 Built-in Signals Visual Signal Designer 16 Custom Signal Slots Scalp + Runner System 6 Stop Loss Types 6 Trailing Stop Types Advanced Risk Management 7-Day Free Trial
Auto Orderflow Footprint Trader overview
Important: The Auto Orderflow Footprint Trader is a NinjaTrader 8 strategy, not an indicator. It reads orderflow data behind the scenes and places trades automatically based on your configured signals and rules. You do not need the TDU Footprint Indicator to use this strategy, but many traders run both side-by-side.

“This is the best footprint software trader out there. Period. I love it. It was just what I needed.”

— Rodney D. ★★★★★

1. What Is This?

Imagine never missing another orderflow setup. The Auto Orderflow Footprint Trader is a fully automated NinjaTrader 8 strategy that reads real-time orderflow data — delta, volume at price, POC, value area, imbalances — and places trades the moment your conditions are met. No more staring at charts all day. No more missed entries because you looked away for 30 seconds.

You tell it exactly what setups to look for. You configure your risk. You arm it. Then you go live your life while it watches every single bar for you — and pulls the trigger when the market shows you what you've been waiting for.

For Discretionary Traders

You already know your setups — delta traps, stacked imbalances, exhaustion prints at swing highs. But you can't watch every bar of every session. Toggle on the signals you trade, add a volume or delta filter, set your stop loss and targets, and the strategy does the rest. Start with the 21 built-in signals — they're ready to trade out of the box. Fine-tune with filters. Or go grab a coffee and let it run.

For Strategy Builders

You want to test ideas systematically — and you want access to real orderflow data, not just price and volume. The visual signal designer lets you build multi-condition entry rules without code: combine any of 120+ orderflow data points with AND/OR logic, time filters, swing levels, and bar patterns. If you know C#, go wild — you get full programmatic access to every metric. Then backtest it all in NinjaTrader's Strategy Analyzer.

“Excellent way to use with combinations. I love that I can manual trade and if I need to step out for a few minutes I will turn this on. Plus you can also test your skills with it.”

— Adrian D. ★★★★★
What's included: 21 built-in signals • 16 custom signal slots • Visual signal designer + C# scripting • 120+ orderflow data points • Scalp + runner dual-position system • 6 stop loss types • 6 trailing stop types • 6 break-even types • 6 target types • 3 position sizing modes • Daily profit/loss/drawdown limits • Session & weekday filters • Volume/delta filters • 22 bar markers • Dockable control panel • Full backtesting support

2. Built-in Trading Signals

The fastest way to get started — and honestly, most traders never need anything beyond these. The strategy ships with 21 battle-tested orderflow signals that you can toggle on or off with a single click. No configuration, no learning curve. Just pick the ones that match how you read the market.

Each signal detects a specific orderflow pattern — delta divergences, trapped traders, exhaustion at extremes, institutional sweeps, and more. Enable one signal for a focused strategy. Enable five and combine them for multi-confirmation entries. The choice is yours.

Swing Filter: Every signal supports an optional Swing Filter (configurable period, default: 5 bars). When enabled, signals only fire near swing highs and lows — filtering out mid-range noise and keeping your entries aligned with market structure. Each signal has its own independent swing filter toggle, so you can be selective about which signals get filtered.
Combining signals: This is where it gets powerful. Set the combination mode to Any (at least one signal fires), All (every enabled signal must fire on the same bar), or Many (a configurable minimum count). Enabling Delta Trap + Stacked Imbalances + Exhaustion Prints in "All" mode creates a triple-confirmation entry that only trades when all three patterns line up simultaneously. The more confirmation you require, the fewer but higher-quality entries you get.

Delta Signals

Delta Rise signal on footprint chart

Delta Rise

A 4-bar signal that detects a sudden increase in delta where each successive bar has stronger delta than the previous. Buyers (or sellers) are gaining control and the market may be starting to trend.

Detection Rules
  • 4 consecutive bars with increasing delta
  • Bullish: e.g. delta −461, +119, +429, +620
  • Bearish: 4 bars with increasingly negative delta
Delta Drop signal on footprint chart

Delta Drop

The opposite of Delta Rise. A 4-bar signal detecting decreasing delta — each bar has weaker delta than the last. The current trend is losing steam.

Detection Rules
  • 4 consecutive bars with decreasing delta
  • Example: delta +596, +13, −109, −130
Delta Divergence signal on footprint chart

Delta Divergence

A reversal signal. Detects when price direction and delta direction disagree. Only triggers when the bar is the highest or lowest within the configured lookback period.

Three Modes
  • Candle Color vs Delta: Red bar + positive delta (bearish), green bar + negative delta (bullish)
  • Candle High/Low vs Delta: New high with negative delta & red bar, or new low with positive delta & green bar
  • Session High/Low vs Delta: Same as above but compares against session extremes
Delta Price Divergence signal on footprint chart

Delta Price Divergence

Compares delta direction against price direction within the same bar. When they move in opposite directions, the visible price action isn't supported by underlying order flow.

Detection Rules
  • Bullish: Negative delta but price closed higher — hidden buying
  • Bearish: Positive delta but price closed lower — hidden selling
Delta Flip signal on footprint chart

Delta Flip

Captures a sudden, complete shift in market sentiment across two bars. One bar is dominated by one side, the next by the other — a clean handoff of control.

Detection Rules
  • Bullish: First bar closes at min-delta, next bar closes at max-delta
  • Bearish: First bar at max-delta, next at min-delta
Delta Tail signal on footprint chart

Delta Tail

Reveals absorption at the bar's extreme. Diagonal delta is one-directional at all levels except one — a "tail" of opposite delta at the edge where price reversed. Shows exactly where a buyer or seller stepped in.

Detection Rules
  • Bullish: Positive diagonal delta at the low, negative at all other prices
  • Bearish: Negative diagonal delta at the high, positive at all other prices
Delta Reversal signal on footprint chart

Delta Reversal

Identifies high-energy bars where both buyers and sellers fought aggressively — extreme intrabar delta swings in both directions. A genuine tug-of-war that often marks turning points.

Detection Rules
  • Bar's max delta exceeds the running average of previous bars' max deltas
  • Bar's min delta (absolute) exceeds the running average of previous bars' min deltas
  • Both must be true simultaneously
Delta Trap signal on footprint chart

Delta Trap

Catches a classic market trick: a pullback that lures counter-trend traders in, then reverses to continue the original trend. Trapped traders are forced to cover, adding fuel to the move.

Detection Rules
  • Bullish 3-bar: Red bar with strong negative delta → 2 green bars that outweigh it → value area gap up
  • Bearish 3-bar: Green bar → 2 red bars → value area gap down
  • 4-bar variant: Adds a "pause" bar between initial and confirmation
Delta Sweep signal on footprint chart

Delta Sweep

Detects aggressive institutional entries that clear multiple price levels in a single bar. A large trader sweeps through thin areas of the order book with heavy delta.

Detection Rules
  • Bullish: Green bar with a market sweep and strong positive delta
  • Bearish: Red bar with a market sweep and strong negative delta
Delta Slingshot signal on footprint chart

Delta Slingshot

Captures dramatic momentum reversals. Price stretches in one direction with extreme delta, then snaps back with even stronger force. Detected in 2-bar, 3-bar, and 4-bar variants.

Detection Rules
  • Bullish (2-bar): Red bar with extreme negative delta → green bar closes above the red bar's high
  • 3/4-bar: Adds intermediate bars before the snap-back
  • Bearish: Mirror of the above

POC & Value Area Signals

Above Below POC signal on footprint chart

Above / Below POC

Very powerful at new swing lows or highs. When both Open and Close sit on the same side of the POC, the dominant side is clearly in control.

Detection Rules
  • Bullish: Open and Close both above POC
  • Bearish: Open and Close both below POC
Bullish Bearish POC signal on footprint chart

Bullish / Bearish POC

Reveals the power dynamic inside a bar. When the most volume is at the extreme opposite to the close, aggressive traders stepped in and prevented further movement.

Detection Rules
  • Bullish: Green bar with POC in the lower portion (configurable levels from low, default 3)
  • Bearish: Red bar with POC in the upper portion
  • Optional lookback period filter
Continuous POC signal on footprint chart

Continuous POC

Identifies price levels where the market finds fair value across multiple bars. When 2+ consecutive bars have their POC at the same price, the market is accepting that level as an equilibrium point.

Detection Rules
  • 2+ consecutive bars with POC at the same price level
Value Area Gap signal on footprint chart

Value Area Gap

One of the strongest directional signals. Zero overlap between current and previous bar's value areas — the market completely shifted where it finds fair value.

Detection Rules
  • Bullish: Current value area entirely above previous
  • Bearish: Current value area entirely below previous

Imbalance & Volume Signals

Stacked Imbalances signal on footprint chart

Stacked Imbalances

3 or more consecutive price levels with imbalances in the same direction. Indicates concentrated institutional activity in a narrow range, often forming strong support/resistance.

Detection Rules
  • 3+ consecutive levels with buy or sell imbalances
  • Configurable minimum stack size (default: 3)
  • Location filter: all, top, or bottom of bar
Exhaustion Prints signal on footprint chart

Exhaustion Prints

Detects when a move is running out of steam at its extreme. One of the most reliable reversal signals in order flow trading.

Detection Rules
  • Bearish: Red candle with almost no ask volume at the high — buying exhausted
  • Bullish: Green candle with almost no bid volume at the low — selling exhausted
Volume Sequencing signal on footprint chart

Volume Sequencing

Reveals institutional accumulation in real time. Ask or bid volume at each successive price level is increasing — a staircase pattern showing large players aggressively building a position.

Detection Rules
  • Bullish: Ask volume at each higher price is increasing (e.g., 100, 150, 200, 250)
  • Bearish: Bid volume at each lower price is increasing
Trapped Traders signal on footprint chart

Trapped Traders

Identifies participants stuck on the wrong side. When they eventually close, they create additional momentum in the opposite direction.

Detection Rules
  • Bullish: Green bar where most volume was at the bottom — sellers trapped
  • Bearish: Red bar where most volume was at the top — buyers trapped
Thin Prints signal on footprint chart

Thin Prints

Levels where very little volume was traded (below a configurable threshold). Price moved through quickly — these "weak" levels often get revisited later.

OFT7 Advanced Signals

POC Momentum Wave signal on footprint chart

POC Momentum Wave

Tracks whether the POC is consistently moving in one direction across consecutive bars. A 3-bar pattern that confirms trend direction using volume distribution rather than price alone.

Detection Rules
  • Bullish: POC dips then recovers — volume shifting higher
  • Bearish: POC pops then drops — volume shifting lower
Bid Ask Fade signal on footprint chart

Bid/Ask Fade

Detects when volume on one side diminishes across consecutive price levels at the bar's extreme — the losing side is withdrawing.

Detection Rules
  • Bullish: Green bar where bid volume at the bottom 3 levels is declining — selling fading
  • Bearish: Red bar where ask volume at the top 3 levels is declining — buying fading
Passive Absorption signal on footprint chart

Passive Absorption

Above-average volume at the bar's extreme that tapers inward. Passive limit orders are absorbing aggressive market orders — a large player is defending a price level.

Detection Rules
  • Bullish: High bid volume at the low, strictly decreasing upward
  • Bearish: High ask volume at the high, strictly decreasing downward
  • Configurable min levels (default: 4) and min edge volume
Beyond the 21 built-in signals: Many additional patterns (Absorption, Zero Prints, Fat Prints, Big Delta, Market Sweep, Unfinished Business, POC Gap, POC In Wick, Ratio, Fading Momentum, Stopping Volume, and more) are available as data points in the visual signal designer. While they don't have one-click toggles, you can build custom templates that detect any of these patterns using the 120+ available metrics.

“It certainly helps to reduce the stress as it simply takes the trade you tell it to take.”

— Ron C. ★★★★★

3. Control Panel — Your Mission Control

Everything you need to control the strategy lives in one place. No digging through property menus, no restarting, no guesswork. The control panel gives you instant access to every setting that matters — and every change takes effect immediately, in real time, while the strategy is running.

Think of it as the cockpit for your trading. You can enable and disable signals with a single click. You can switch from trend-following to mean-reversion mode in half a second. You can tighten your filters, flatten all positions, or adjust your stop loss — all without ever touching the NinjaTrader properties dialog.

Auto Trader Control Panel

Where It Lives

Chart Trader (Default)

The control panel docks right inside NinjaTrader's built-in Chart Trader panel — the same panel you're already used to. Open it via right-click → Chart Trader (or Ctrl+T). The auto trader controls appear below the standard order entry buttons. Everything in one place, right next to your chart.

Separate Window

Prefer a standalone panel? Set the Order Panel property to “Separate” and the control panel opens as its own resizable, draggable window. Put it on a second monitor, dock it next to your chart, or keep it wherever works best for your workflow.

The Workflow: Enable → Combine → Filter → Trade

Here's how everything fits together. Understanding this workflow is key to getting the most out of the strategy:

1. Enable Signals

Pick which orderflow patterns to watch for. Toggle any combination of the 21 built-in signals and 16 custom slots.

2. Combine Them

Choose how signals work together: Any, Many, or All must fire before a trade triggers.

3. Filter

Add volume, delta, time, and bar-age filters to remove weak signals and only trade high-conviction setups.

4. Trade

Arm the strategy. It watches every bar and executes the moment all your conditions line up.

Every single step in this pipeline is configurable from the control panel — no restarts, no property dialogs. You can go from “I want to try Delta Trap + Exhaustion Prints with minimum 500 delta” to a live running strategy in about 10 seconds.

Quick Action Buttons

The top row of the panel gives you instant control over the strategy's core behavior:

Run / Pause

The most important button. Cycles through three states: Paused (gray — strategy is watching but not trading), OneShot (takes exactly one trade, then auto-pauses — great for testing), and Continuous (green — full autopilot, trades every valid signal). You can pause and resume anytime without losing your configuration.

Market Type

Switches between Trending (orange) and Ranging mode. In Trending mode, bullish signals go long and bearish signals go short — as you'd expect. In Ranging mode, all signal directions are inverted: bullish signals go short, bearish go long. This turns your trend-following setup into a mean-reversion strategy with one click. Powerful for choppy, sideways markets.

Long / Short Toggles

Two independent buttons that control trade direction. Want to only take longs during an uptrend? Disable the Short button. Want to be short-only into a selloff? Disable Long. Both green = trade both directions. Gray = disabled. Simple, instant, no restart needed.

Signal Combination Mode

Controls how your enabled signals work together. Cycles through: Any (at least one signal fires → trade), Many (a configurable minimum number of signals must fire simultaneously), All (every single enabled signal must fire on the same bar). “All” mode with 3-4 signals enabled creates incredibly precise, multi-confirmation entries.

Break Even

Emergency button. One click immediately moves every open trade's stop loss to its entry price. Useful when you see something on the chart you don't like and want to protect your capital right now, without waiting for the automatic break-even trigger.

Close All

The nuclear option. Cancels every pending order and submits market exit orders for all open positions. Flattens everything instantly. Useful before news events, end-of-session, or any time you want to step away with zero risk.

ATM Settings Editor

Opens a popup window with every trade management setting you might want to adjust on the fly — position sizing, stop loss type and distance, break-even trigger, take-profit target, trailing stop type and trigger, daily profit/loss limits, session filter, weekday filter. All editable in real time. All without opening the NinjaTrader properties dialog. This is the same settings you configure when first adding the strategy, but accessible anytime from the panel for quick adjustments.

Signal Filter Inputs — Fine-Tune Your Edge

Enabling signals is step one. But the real power comes from filtering. These editable fields sit right on the control panel and let you eliminate weak signals in real time. Every filter applies on top of your signal selection — a signal must fire AND pass all active filters before the strategy will trade.

Min. Bars (Signal Age)

Sets how recent a signal must be. If you set this to 3, the signal must have fired within the last 3 bars. A delta trap that happened 10 bars ago? Ignored. This keeps your entries timely and prevents the strategy from acting on stale signals that are no longer relevant to current price action. Lower values = more selective. Higher values = more flexible.

Min. Delta (Absolute)

The minimum absolute delta required on the signal bar before the strategy will act. Delta is the difference between aggressive buying and selling volume. A bar with only 50 delta might be noise. A bar with 400+ delta shows real conviction. Set this to filter out weak, indecisive bars and only trade when there's genuine directional pressure behind the signal. Higher values = fewer but stronger entries.

Min. Volume

Minimum total volume (bid + ask) required on the signal bar. Low-volume bars produce unreliable signals — a “delta divergence” on a bar with 20 contracts means almost nothing. Setting a minimum volume threshold ensures every trade is backed by meaningful market participation. Adjust this based on your instrument: ES might need 500+, MNQ might work with 100+.

Min. Delta %

Delta as a percentage of total volume. This is a relative strength filter. A bar with 300 delta and 10,000 volume has 3% delta — not very decisive. A bar with 300 delta and 600 volume has 50% delta — extremely one-sided. This filter catches bars where one side is clearly dominant, regardless of the absolute numbers. Great for identifying bars where the crowd really committed to one direction.

Min. Signals (Many Mode)

Only visible when the combination mode is set to Many. Sets the minimum number of enabled signals that must fire on the same bar. If you have 8 signals enabled and set this to 3, at least 3 of those 8 must trigger simultaneously before the strategy will trade. This is the middle ground between “Any” (too loose for some traders) and “All” (too strict). Adjustable on the fly — dial it up for precision, dial it down for more entries.

Why this matters: Most auto-trading tools give you an on/off switch. This strategy gives you a multi-layer filtering pipeline. You're not just asking “did a signal fire?” — you're asking “did a signal fire on a bar with enough volume, enough delta, enough conviction, recently enough, with enough other signals confirming it?” That's how you separate noise from real setups.

Signal Tabs

“Standard” Tab — 21 Built-in Signals

A grid of toggle buttons for all 21 built-in orderflow signals. Click any button to flip it on or off. Green = enabled, gray = disabled. Changes take effect immediately — no restart, no confirmation dialog. You can enable Delta Divergence, disable Delta Rise, and add Stacked Imbalances all in about 2 seconds. The strategy immediately starts watching for your new combination.

“Custom” Tab — 16 Custom Slots

Each slot shows a toggle button with the template name (or “Untitled”) and a pencil icon that opens the visual signal designer for that slot. Load a .fpalgo template, enable the slot, and your custom strategy runs alongside the built-in signals. You can mix and match — 3 built-in signals plus 2 custom templates, all working together through the same combination and filter pipeline.

“Strategy is top notch and support is second to none. The help from the devs has been immense, answered any queries I've had within minutes.”

— Jason ★★★★★

4. How It Works

From zero to live trading in three steps. No PhD in quantitative finance required.

1. Choose Your Signals

Toggle any of the 21 built-in orderflow signals on the control panel — or build your own using the visual designer and C# scripting across 16 custom slots. Mix and match built-in and custom signals freely.

2. Set Your Rules

Combine signals using Any / Many / All logic. Layer on volume, delta, and time filters. Choose Trending or Ranging market modes. Dial in exactly how selective you want to be.

3. Let It Trade

Configure your stop loss, targets, trailing stops, position sizing, and risk limits. Arm the strategy and let it work. Or backtest first in NinjaTrader's Strategy Analyzer to see how your setup would have performed on historical data.

Signal Pipeline: Footprint Data → Signal Detection → Signal Combination (Any / Many / All) → Volume & Delta Filters → Risk Filters → Order Execution → Trade Management (SL / TP / BE / Trail)

5. Trade Management

Getting into a trade is only half the battle. What happens after entry — your stop, your target, your trailing logic — is what separates profitable strategies from expensive experiments. This strategy gives you a professional-grade trade management engine that handles everything automatically once you're in a position.

Every signal — whether built-in, visual designer, or C# — feeds into the exact same management pipeline. Configure it once, and it applies to every trade.

6 Stop Loss Types

Previous Bar Hi/Lo, Ticks, Points, Dollars, ATR, or Swing Hi/Lo. Place your stop exactly where it makes sense — with configurable offsets on each type.

6 Trailing Stop Types

Ticks, ATR, Chandelier, Parabolic SAR, Previous Bar Hi/Lo. Lock in profits as the trade moves in your favor. Each with its own activation trigger.

6 Break-Even Types

Ticks, Points, Dollars, ATR, or Risk/Reward. Automatically move your stop to entry once the trade reaches a configurable profit threshold. Eliminate risk on winning trades.

6 Target Types

Ticks, Points, Dollars, ATR, or Risk/Reward. Set independent targets for scalp and runner positions. ATR-based targets adapt automatically to current volatility.

Scalp + Runner

Open two independent positions per signal — a quick scalp for guaranteed profit and a runner to catch the bigger move. Each with its own sizing, target, and trailing stop.

Risk Filters

Daily profit/loss/drawdown limits, session & weekday filters. The strategy auto-stops when your daily limits are hit — so you never give back a good day.

Full configuration details for every feature are in the Documentation section below.

“Functioning is excellent which means there is some astute programming behind the footprint indicator and auto trader.”

— Bob R. ★★★★★

See It In Action — Free for 7 Days

Full access to every feature, every signal, every setting. No restrictions, no credit card required.

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6. Visual Signal Designer

The 21 built-in signals are powerful on their own. But what if you see a pattern that's uniquely yours — a specific combination of conditions that nobody else has thought of? That's where the visual signal designer comes in. Build your own multi-condition entry rules without writing a single line of code. Click together conditions, test them on historical data, save them as templates, and deploy them live. Your edge, your rules, your strategy.

Visual Signal Designer
7 Field Types8 Operators7 Bar Patterns120+ Orderflow Data Points16 Saveable Templates

What You Can Do With It

Most orderflow traders watch for specific patterns — delta divergences, stacked imbalances, exhaustion at swing highs — and trade them manually. That means sitting at the screen all day, watching every bar, hoping you don't miss the setup. The designer lets you describe exactly what you're looking for and have the strategy watch for you. Build rules like:

  • "Go LONG when the bar is green AND has a bullish delta trap AND delta is greater than 200"
  • "Go SHORT when ask volume is fading at the top 3 levels AND there's a bearish POC AND the bar closed below its value area"
  • "Go LONG when delta crosses above 500 AND it's between 9:30 and 11:00 AND the bar is above the swing low"

Each rule becomes a fully automated strategy that integrates with the full trade management engine — stop loss, trailing stop, break-even, targets, position sizing, risk filters — all handled for you.

How It Works

  1. Open the designer by clicking the pencil icon next to any of the 16 custom signal slots in the control panel's "Custom" tab.
  2. Add Signal rows — each row has a Long expression and a Short expression.
  3. Each expression compares a Left field against a Right field using an Operator (e.g., Delta > 200, HasBullishDeltaTrap == 1).
  4. Group conditions with AND (all must be true) or OR (any can be true). Nest sub-rules for complex logic.
  5. Choose a trigger mode: Continuous (fires every bar where the condition is true) or OneShot (fires only on the transition from false to true — edge-triggered).
  6. Save your template as a .fpalgo file and load it anytime. Share templates with other traders or switch between strategies with one click.

7 Field Types

Every field on both sides of a comparison can be one of these types:

Field Type What You Can Do
Orderflow Choose from 120+ orderflow metrics — Delta, Volume, POC, ValueAreaHigh, DeltaEfficiency, CumulativeDelta, every boolean signal flag, and many more.
Direction Filter by candlestick pattern: Green, Red, Doji, Hammer, Inverted Hammer, Inside Bar, Engulfing Bar (7 patterns).
Price Compare Open, Close, High, Low, BodyTop, BodyBottom, Range, BodyRange against thresholds or other fields.
Time Session-based filtering. Only trigger signals during specific hours.
Fixed Any constant numeric value. Compare a metric against a hard threshold (e.g., Delta > 500).
Swing Low The most recent swing low price with configurable lookback strength.
Swing High The most recent swing high price. Build resistance-level-based entries.

Every field supports a BarsAgo offset, so you can compare current bar values to any historical bar. For example: Delta > Delta[1] checks if delta is increasing bar-over-bar.

8 Comparison Operators

Equal (==) Not Equal (!=) Greater Than (>) Greater or Equal (>=) Less Than (<) Less or Equal (<=) Crosses Above Crosses Below

Crosses Above / Below are multi-bar operators: they check that the left field crossed the right field between the previous bar and the current bar.

120+ Orderflow Data Points

Every data point the footprint engine calculates is available in your rules. You're not limited to the 21 built-in signals — you can access everything:

Numeric Metrics

Volume Delta MinDelta MaxDelta DeltaRate DeltaChange DeltaChange% DeltaEfficiency Delta% DeltaStdDev VolumePerSecond VolumeChange Volume% VolumeStdDev CumulativeDelta CumulativeVolume Ratio POC Price POC Volume ValueAreaHigh ValueAreaLow TotalBuyVolume TotalSellVolume Trades TradesStdDev BidAskRatio COTHigh COTLow

Boolean Signal Flags

Every built-in signal (and many additional patterns) exposes its detection result as a boolean data point (1.0 = detected, 0.0 = not detected). Combine any orderflow pattern with any other condition:

HasDeltaRise HasDeltaDrop HasDeltaFlip HasDeltaTail HasDeltaReversal HasBullishDeltaTrap HasBearishDeltaTrap HasDeltaSweep HasDeltaSlingShot HasCloseAtMinMaxDelta HasBullishDeltaDivergence HasBearishDeltaDivergence HasOpenAndCloseAbovePOC HasOpenAndCloseBelowPOC HasBullishPOC HasBearishPOC HasBullishPOCInWick HasBearishPOCInWick HasBullishContinuousPocSignal HasBearishContinuousPocSignal HasBullishStackedImbalances HasBearishStackedImbalances HasBullishReversalImbalance HasBearishReversalImbalance HasBullishInverseImbalance HasBearishInverseImbalance HasMultipleBuyImbalances HasMultipleSellImbalances HasBuyExhaustionPrint HasSellExhaustionPrint HasBuyVolumeSequencing HasSellVolumeSequencing HasBullishFadingMomentum HasBearishFadingMomentum HasBullishStoppingVolume HasBearishStoppingVolume HasBullishAbsorption HasBearishAbsorption HasBullishTrappedTraders HasBearishTrappedTraders HasEngulfingValueArea HasBullishValueAreaGap HasBearishValueAreaGap HasBullishThinPrint HasBearishThinPrint HasBullishUnfinishedBusiness HasBearishUnfinishedBusiness HasPOCGap HasBullishPOCGap HasBearishPOCGap HasContinuousImbalance Has2NdSlotBuyImbalance Has2NdSlotSellImbalance HasBullishDeltaPriceDivergence HasBearishDeltaPriceDivergence HasBullishPocMomentumWave HasBearishPocMomentumWave HasBullishBidAskFade HasBearishBidAskFade HasBullishPassiveAbsorption HasBearishPassiveAbsorption
The possibilities are wide open. Combine a delta trap with a minimum volume threshold and a time filter. Require stacked imbalances at a swing low with above-average delta. Check for exhaustion prints only when the bar is an engulfing pattern. Any combination of the 120+ data points can become your personal trading strategy — no code needed.

7. Custom C# Signals

If you have programming experience, this is where it gets really interesting. The strategy gives you full programmatic access to every orderflow metric on every bar. Write your own entry logic in C#, test it on historical data, and deploy it live — all within the strategy's trade management framework.

The visual designer handles most use cases. But some strategies need more — custom calculations, multi-bar pattern matching, dynamic thresholds based on session data, or integration with external indicators. With C# scripting, if you can think it, you can code it. And your code plugs directly into the same trade management engine: stop loss, trailing stops, break-even, targets, position sizing, risk filters.

Two Paths, One Template

Each of the 16 custom signal slots supports two evaluation modes. You choose per slot:

Visual Logic Tree (No Code)

Build conditions graphically using AND/OR rules, field comparisons, and the 120+ orderflow data points. No programming knowledge needed.

C# Script (Full Power)

Write C# code in the code editor tab. If the Code field has content, it takes priority over the visual logic tree. Full access to all bar data and orderflow properties.

How C# Scripts Work

Your script runs once per bar. Three variables are available:

Variable Type Description
CurrentBar int Index of the current bar being processed.
Signal int Output variable. Set to 1 for Long, -1 for Short, or 0 for no signal.
Bars Dictionary Dictionary of FootPrintBar objects keyed by bar index. Access any bar's orderflow data: volume, delta, POC, value area, imbalances, and more.

Example: Delta Reversal Strategy

// Go LONG when: green candle with negative delta (hidden buying)
// Go SHORT when: red candle with positive delta (hidden selling)
if (Bars.ContainsKey(CurrentBar))
{
    var bar = Bars[CurrentBar];
    if (bar.IsGreenBar && bar.Delta < 0)
        Signal = 1;   // Long
    else if (bar.IsRedBar && bar.Delta > 0)
        Signal = -1;  // Short
    else
        Signal = 0;
}
Error handling: If a script throws an exception, it is automatically disabled for the remainder of the session to prevent repeated errors. Fix the script and re-enable the strategy to try again.
Template files: Both visual rules and C# code are saved together in .fpalgo template files. Share templates with other traders or build a library of strategies you can switch between with one click.

8. Installation & Setup

Getting up and running takes about 2 minutes. Here's how.

This is a Strategy, not an Indicator. Many users look for it under the Indicators list — it won't be there. In NinjaTrader 8, strategies are a separate category from indicators. Follow the steps below to add it to your chart.

What is a NinjaTrader Strategy?

A strategy in NinjaTrader 8 is an automated trading program that can place, manage, and exit trades on your behalf. Unlike indicators (which only display information on charts), strategies interact with your broker connection to submit real orders. They appear in a different location than indicators and must be explicitly enabled before they will trade.

Step-by-Step Setup

  1. Install the strategy — Import the provided .zip file via Tools → Import → NinjaScript Add-On. Restart NinjaTrader after import.
  2. Open a chart — Open any futures chart (e.g., ES, NQ, CL). The strategy works on any bar type but requires tick data internally.
  3. Add the strategy to your chart — Right-click the chart → select Strategies (NOT "Indicators"). In the Strategies dialog, find "TDU Footprint Auto Trader" in the list and double-click it to add.
  4. Configure settings — The properties panel appears. Set your signals, stop loss, targets, position sizing, and risk filters. Click OK.
  5. Set Calculate to "On each tick" — This is required. In the strategy properties, make sure Calculate is set to On each tick. The strategy will display a warning banner if this is not set.
  6. Enable the strategy — After adding, the strategy starts in a disabled state. You must click the "Enable" checkbox/button in the Strategies dialog to activate it.
  7. Open the Chart Trader panel — The strategy's control panel docks inside the NinjaTrader Chart Trader. To see it: right-click the chart → select Chart Trader (or press Ctrl+T). The control panel appears below the Chart Trader's order buttons. Alternatively, set the Order Panel property to "Separate" to open the control panel as its own window.
  8. Arm the strategy — The strategy starts in Paused mode. Use the control panel's top button to switch to OneShot (take one trade then pause) or Continuous (keep trading every signal).
Backtesting: You can also add the strategy via the Strategy Analyzer (NinjaTrader → New → Strategy Analyzer) to backtest and optimize your signal configurations on historical data.

9. Trade Execution Settings

Setting Options Description
Order Type Market Order, Limit Order Market orders fill immediately. Limit orders use a configurable tick offset from the signal price.
Entry Type OnBarClose, Realtime OnBarClose waits for the bar to complete. Realtime evaluates during bar formation for faster entries.
Arm Mode Paused, OneShot, Continuous Paused = no trading. OneShot = take one trade, then auto-pause. Continuous = trade every valid signal.
Signal Combination Any, Many, All Any = at least one signal fires. Many = configurable minimum count. All = every enabled signal must fire simultaneously.
Market Type Trending, Ranging Trending = signals map naturally. Ranging = signals inverted for mean-reversion.
Max Open Trades Integer (default: 1) Maximum concurrent open trades.
Exit on Opposing Yes / No Opposing signal closes existing trades before entering the new direction.
Group SL/TP Yes / No Multiple same-direction trades share the same SL/TP levels.
Skip Historical Yes / No Only trade on live/realtime data, skip historical processing.

10. Position Sizing

Sizing Mode How It Works
Fixed Contracts Per Trade Trade a fixed number of contracts every time (e.g., always 2 contracts).
Fixed Amount Per Trade Risk a fixed dollar amount. Calculates contracts based on stop distance and tick value.
Percentage Per Trade Risk a percentage of your account balance. Calculates contracts from account value, stop distance, and tick value.

All sizing modes enforce a configurable Max Contracts cap. Scalp and runner positions have completely independent sizing settings.

11. Stop Loss Management

# Stop Type How It Works Config
1 Previous Bar Hi/Lo Stop at the previous bar's low (longs) or high (shorts). Ticks offset
2 Ticks Fixed tick distance from entry price. Tick count
3 Points Fixed point distance from entry. Point count
4 Dollars Fixed dollar risk per trade. Dollar amount
5 ATR Average True Range times a multiplier from Close. ATR period, multiplier, ticks offset
6 Swing Hi/Lo Most recent swing low (longs) or swing high (shorts). Swing strength, ticks offset

The initial stop loss type is shared between scalp and runner positions.

12. Break Even

# Type Trigger Condition
1 None Break-even disabled.
2 Ticks Move stop to entry when price moves N ticks in profit.
3 Points Move stop to entry when price moves N points in profit.
4 Dollars Move stop to entry when unrealized dollar profit reaches threshold.
5 ATR Move stop to entry when price moves N × ATR in profit.
6 Risk/Reward Move stop to entry when profit distance reaches a configurable multiple of initial risk (e.g., 1:1 R:R).

Scalp and runner have independent break-even settings. Both support a configurable offset in ticks to lock in a small guaranteed profit.

The control panel also has a manual Break Even button that immediately moves all open trade stops to their entry prices.

13. Take Profit & Targets

# Target Type How It Works
1 None No profit target. Position stays open until stop, trailing stop, or manual close.
2 Ticks Fixed tick target from entry price.
3 Points Fixed point target from entry.
4 Dollars Close when dollar profit amount is reached.
5 ATR ATR-based target (period + multiplier). Adapts to volatility.
6 Risk/Reward Multiple of initial risk. E.g., 2.0 = target at 2× stop distance.

Scalp and runner positions have fully independent target settings.

14. Trailing Stops

# Trailing Type How It Works Config
1 None No trailing stop.
2 Ticks Trails by a fixed tick distance behind the price. Offset ticks
3 ATR Trails by ATR × multiplier. Adapts to volatility. ATR period, multiplier, offset ticks
4 Chandelier Stop Chandelier stop based on highest high/lowest low minus ATR × multiplier. Period, multiplier
5 Parabolic SAR Uses the Parabolic SAR indicator. Accelerates as the trend continues. Built-in SAR parameters
6 Previous Bar Hi/Lo Trails to the previous bar's low (longs) or high (shorts) on each new bar. Offset ticks

Trailing Stop Trigger

The trailing stop does not activate immediately. You configure a trigger condition:

ATR Trigger

Trailing activates when price has moved N × ATR in profit.

When Break-Even

Trailing activates only after the break-even move has been triggered. Lock in break-even first, then let the trailing stop take over.

The trailing stop only moves in the favorable direction (ratchet mechanism). Scalp and runner have fully independent trailing stop settings.

15. Scalp + Runner System

Why choose between quick profits and big moves? When a signal fires, the strategy can open two independent positions simultaneously: a scalp that grabs quick profit and a runner that stays in to ride the trend. The scalp gets you paid early. The runner catches the home run. Each has its own sizing, target, break-even, and trailing stop. The runner is disabled by default and can be enabled via the Enable Runner setting.

Scalp Position

  • Own position sizing (contracts, dollars, or percentage)
  • Own take-profit target
  • Own break-even trigger
  • Own trailing stop type and trigger
  • Shared initial stop loss type with runner

Runner Position

  • Own position sizing (independent from scalp)
  • Own take-profit target (or None for trend-following)
  • Own break-even trigger
  • Own trailing stop type and trigger
  • Shared initial stop loss type with scalp
Example setup: Scalp: 2 contracts with a 16-tick target. Runner: 1 contract with a 3:1 Risk/Reward target, Parabolic SAR trailing stop, triggered after break-even at 1.5:1 R:R. The scalp captures quick profit, while the runner rides the trend with trailing protection.

“It's by far the best I have come across and highly functional with heaps of features. Plus the support is excellent. Give the trial a go and I am sure you will be impressed.”

— John ★★★★★

16. Risk Management Filters

The best strategy in the world is worthless without risk management. These filters protect your account automatically — you set the rules once, and the strategy enforces them every single day without fail.

Filter Description Config
Daily Profit Limit Had a great day? Lock it in. The strategy stops trading when your cumulative daily realized profit reaches your configured limit. No more “giving back a good day” by overtrading. Dollar amount
Daily Loss Limit Your safety net. If cumulative daily realized loss reaches the limit, the strategy shuts down for the day. Walk away, reset tomorrow. This is the single most important risk management setting. Dollar amount
Daily Drawdown Limit Accounts for unrealized losses too. If your realized P&L plus any open trade's unrealized P&L drops below this threshold, trading stops immediately. Catches scenarios where open trades are going south. Dollar amount
Session Filter Only trade during specific hours. Most traders find their edge in certain sessions — the London open, the NY morning, etc. Set your start and end times and the strategy ignores everything outside that window. Start time, end time
Weekday Filter Enable or disable trading per day of the week. Hate Mondays and Fridays? Turn them off. Only trade Tuesday through Thursday? Done. One toggle per day. Per-day toggles
Volume Filter Minimum total volume on the signal bar. Prevents entries on low-participation bars where signals are unreliable. Minimum volume
Delta Filter Minimum absolute delta on the signal bar. Ensures there's real directional conviction behind every entry. Minimum delta
Delta Percentage Filter Delta as a percentage of total volume. Filters for bars where one side is clearly dominant, regardless of absolute numbers. Minimum delta %

All daily limits reset automatically at the start of each new trading day. When any filter is blocking trades, the strategy renders clear status banners across the top of the chart so you always know why it's not trading.

17. Bar Markers

Each of the 21 built-in signals can display a configurable symbol character directly on the chart when it fires. Bullish markers appear below the bar; bearish markers appear above. Custom signals (1–16) also display as numbered markers.

Delta Divergence Above/Below POC Exhaustion Print Volume Sequencing Stacked Imbalances Bullish/Bearish POC Delta Rise Delta Drop Delta Flip Delta Reversal Delta Tail Delta Trap Continuous POC Value Area Gap Delta Sweep Trapped Traders Delta Slingshot Thin Print Delta Price Divergence POC Momentum Wave Bid/Ask Fade Passive Absorption

Each marker has a configurable symbol character (Unicode), plus configurable bullish color (default: DodgerBlue) and bearish color (default: Magenta), and a configurable marker font.

★★★★★

“Very precise and quick entry & exit. Every day PnL increased. I am doing Micro, account balance increasing day by day.”

— Kaushik R., Dec 2023
★★★★★

“Can't praise the guys enough. Still feeling the strategy out and trying to get the best settings. To that end the help from the devs has been immense, answered any queries I've had within minutes.”

— Jason, Dec 2022

Try It Yourself — Free for 7 Days

Every feature. Every signal. Every setting. No restrictions. No credit card required.

See what 21 orderflow signals, a visual strategy builder, and professional trade management can do for your trading.

Start Your Free Trial

Monthly Subscription

$69/month

Full access to all features, all updates, all new signals. Cancel anytime — no lock-in, no questions asked.

Lifetime License

$775 one-time

Pay once, use forever. Every future update and new signal included at no extra cost. The best value for committed traders.

19. Video Tutorials

Prefer to learn by watching? We've put together a full video library — from getting started in 20 minutes to full-day live trading sessions with real trade examples and decision breakdowns. Click any video to watch on YouTube.

Auto Trader Training & Live Sessions

Feature Updates

Join our Discord community

The Best Footprint Indicator for NinjaTrader 8

The most advanced and fully customizable order flow footprint indicator on the market. 14 one-click templates. 6 color themes. Every pixel under your control. See what the big players are doing — in real time.

14 One-Click Templates 6 Color Themes 11 Delta Signals 9 Imbalance Types 42 Alert Triggers 101 Exportable Plots 7-Day Free Trial

A must-have for every serious order flow trader. This is the most feature-rich footprint indicator available for NinjaTrader 8 — period. From imbalances and exhaustion prints to delta signals, trapped traders, volume bubbles, and custom C# color rules. All wrapped in a fully customizable styling system with one-click templates and color themes that no other footprint indicator offers.

Page 2 — Detailed Signals & Features  |  Page 3 — Strategies & Developer Guide

1. Why Choose This Indicator

Every Feature You Could Want

Imbalances (9 types), exhaustion prints, delta signals (11 types), trapped traders, volume sequencing, absorption, passive absorption, bid/ask fade, big delta, volume bubbles, paint bars, and much more. You won't find a more complete footprint indicator for NinjaTrader 8.

Fully Customizable — No Hardcoded Views

Unlike other footprint indicators that lock you into a handful of fixed display modes, every single aspect of our indicator is customizable. Choose what text to show on the left and right side. Pick any background style. Set any color source. Configure it exactly the way you want — no limitations.

14 Templates + 6 Color Themes

Don't want to configure everything manually? No problem. Switch between 14 built-in display templates and 6 color themes with a single click from our dropdown menu. Flick through them instantly — the chart updates in real time. No competitor offers this.

Best Value on the Market

$459 lifetime license for an indicator that outperforms products costing $2,000–$5,000. Plus we include a free 7-day trial with full access to every feature — no credit card required.

What you get: Real-time footprint chart • 14 one-click templates • 6 color themes • Fully customizable styling system • 11 delta signals with bar markers and stripes • 9 imbalance types • Exhaustion, thin, zero and fat prints • Volume sequencing, sweeps, stopping volume, absorption • Volume bubbles • Paint bars • POC, value area, engulfing VA, POC gap, extreme POC • Session volume profile • 42 alert triggers • Custom C# color rules • 101 exportable plots • Full NinjaScript API • Easy access dropdown menu

2. One-Click Templates

Our indicator comes with 14 built-in display templates that you can switch between with a single mouse click from the easy access dropdown menu. Each template instantly configures the cell text, cell backgrounds, bar backgrounds, alignment, and all related settings — giving you a completely different view of the market in one click.

This is a key differentiator. Other footprint indicators force you to dig through settings to change the display. With our indicator, you click a template and the chart transforms instantly. And because templates only change the display layout (not the colors), you can freely combine any template with any color theme.

Bid/Ask Bid/Ask + Delta Profile (delta) Bid/Ask + Volume Profile (delta) Bid/Ask + Volume Profile (imbalances) Bid/Ask + Volume Profile + Threshold Bid/Ask + Delta/Volume Profile (imbalances) Bid/Ask + Volume Cluster (delta) Delta Delta + Volume Profile (delta) Delta + Volume Cluster Background Volume Cluster Volume Profile (Delta Gradient) Bid/Ask Volume Profile (Delta Gradient) Big Trades

Bid/Ask (Classic Footprint)

The most popular view. Shows bid volume on the left, ask volume on the right. Imbalances highlighted. POC and value area visible. This is the starting point for most order flow traders.

Bid/Ask footprint view

Delta

Shows horizontal delta (ask minus bid) at each price level. Positive values show aggressive buying, negative values show aggressive selling. Instantly see where buyers or sellers dominated.

Delta footprint view

Volume Profile (Delta Gradient)

A clean volume profile view where bar width represents volume and color intensity represents delta. Inspired by Deepcharts-style display. Perfect for a minimalist, professional look focused purely on volume distribution.

Volume profile view

Volume Cluster

Displays total volume at each price level with a colored brick background. The color intensity shows volume concentration — darker shades mean more volume. Great for finding high-volume support/resistance levels.

Volume cluster view
How templates work: Templates configure the layout of the footprint (what text and backgrounds to show), while color themes configure the colors. This separation means you can combine any of the 14 templates with any of the 6 color themes, giving you 84 unique combinations with just two clicks. And you can still customize any individual color on top of that.

3. Color Themes

Switch between 6 built-in color themes with a single click from the dropdown menu. Each theme instantly applies a coordinated color palette to the entire footprint — cell backgrounds, text, POC, value area, summary table, imbalances, and paint bars. Everything updates in real time.

Default (Red/Green) Green/Purple Blue/Red Blue/Purple Delta Gradient White Background

Dark Background Themes

Most traders use dark chart backgrounds. Our Default (Red/Green), Blue/Red, Green/Purple, and Blue/Purple themes are designed for dark backgrounds with high-contrast colors that are easy to read.

Dark theme examples

Light Background Themes

Prefer a white chart background? The White Background theme uses muted pastel colors with dark text for optimal readability. The Red/Green Gradient theme also works well on lighter backgrounds.

Light theme examples

Color Scheme Examples

Color scheme 1

 

Color scheme 2
Full color control: Themes are just starting points. Every single color in the indicator is individually customizable — cell text colors, cell background colors (light and dark shades), bar background colors, POC colors, value area colors, imbalance colors, summary colors, paint bar colors, and more. Make it look exactly the way you want.

4. Fully Customizable Styling System

This is where our indicator truly stands out. There are no hardcoded display modes. Instead, you have full control over three independent layers of the footprint display, each with its own text options, background options, color settings, and styling. Mix and match any combination you can think of.

3 independent layers — Left Cell • Right Cell • Bar Background — each fully customizable

Choose the text to display, the background data source, the background style, the color source, the gradient direction, and the number of shade levels — all independently for each layer.

Left Cell Text Options (14 choices)

The left side of each price level can display any of these values. By default it shows bid volume, but you can change it to anything:

OptionWhat It ShowsWhen To Use It
NoneNothing (hides the left side)When you want a one-sided view like volume profile
BidVolume traded on the bidClassic footprint view — see selling pressure at each level
Bid/AskBoth bid and ask on one sideCompact view with all data on one side
VolumeTotal volume (bid + ask)See overall activity at each level
Bid Volume %Bid volume as a percentageQuickly identify which levels have the most selling activity
Bid DeltaDelta when bid outweighs askHighlight where sellers dominated
Total DeltaFull horizontal deltaSee net buying/selling at each level
Delta/Volume %Delta divided by volumeMeasure how one-sided each level is
Bid Diagonal DeltaDiagonal delta (bid side)Alternative delta calculation comparing across ticks
Total Diagonal DeltaFull diagonal deltaAlternative to horizontal delta for different markets
Bid TradesNumber of trades on bidSee how many individual orders hit the bid
Total TradesTotal trade countIdentify levels with high trade frequency
Dominant Bid/AskWhichever side has more volumeQuick dominance view
Bid Average Trade SizeAverage size of bid tradesSpot institutional-size orders on the bid

Right Cell Text Options (14 choices)

Same set of options but for the ask side: None, Ask, Bid/Ask, Volume, Ask Volume %, Ask Delta, Total Delta, Delta/Volume %, Ask Diagonal Delta, Total Diagonal Delta, Ask Trades, Total Trades, Dominant Bid/Ask, and Ask Average Trade Size.

Mix and match freely: You can show anything on either side. For example, show delta on the left and volume on the right. Or show bid trades on the left and ask average trade size on the right. The cell separator can be set to x, |, or a space. The text alignment can be Center, Inner, Left, or Right.

Cell Background Options

In addition to text, you can add a visual background behind the numbers on the left and/or right side. The background data source is independent from the text — you could show bid text with a delta background, for example.

Left BackgroundRight BackgroundWhat It Shows
NoneNoneNo background — text only
Bid VolumeAsk VolumeVolume on that side of the book
Total VolumeTotal VolumeTotal volume at each level
Volume %Volume %Percentage of volume at each level
Bid DeltaAsk DeltaDelta when that side dominates
Total DeltaTotal DeltaFull horizontal delta
Delta/Volume %Delta/Volume %Delta as percentage of volume
Bid Diagonal DeltaAsk Diagonal DeltaDiagonal delta for that side
Total Diagonal DeltaTotal Diagonal DeltaFull diagonal delta
Bid TradesAsk TradesTrade count on that side
Total TradesTotal TradesTotal trade count
Bid Average Trade SizeAsk Average Trade SizeAverage order size on that side

5. Background Styles & Colors

When you enable a cell background, you can configure how it looks using several independent settings. This level of control is what allows you to create truly unique chart layouts.

3 Background Styles

Profile (Histogram)

The width of each row varies based on the value. Creates a horizontal histogram showing volume/delta distribution at a glance. The most popular choice for volume profile-style views.

Histogram layout

Brick

The entire cell is filled with color. The shade intensity varies based on the value. Clean, uniform look that's easy to read. Works great for volume cluster and delta views.

Brick layout

Distribution

A variation that shows how volume is distributed across the bar using a smooth gradient effect. Gives a cleaner visual appearance compared to the sharp edges of histogram mode.

Color Source (6 options)

The color source determines what condition drives the color of the background:

SourceWhat It DoesBest For
DeltaPositive delta → positive color. Negative delta → negative color.Most common choice. Instantly see buying vs selling
TradesMore trades on ask → positive color. More on bid → negative color.Counting individual orders rather than volume
BidColors based on bid volume levelsIsolating selling activity
AskColors based on ask volume levelsIsolating buying activity
NeutralSingle neutral color for all cellsClean volume profile views without directional coloring
ImbalancesBuy imbalance → positive color. Sell imbalance → negative color.Highlighting aggressive activity at specific levels

Color Mode

Solid Colors

Two flat colors (e.g., green for positive, red for negative). Simple and clean. Best when you just want to see the direction without shade variations.

Solid colors

Gradient Colors

The shade varies based on the value — higher values get darker shades, lower values lighter. You control the number of shade levels and the gradient direction (Light→Dark or Dark→Light). This creates a beautiful heat map effect.

Gradient colors

Scaling Options (4 choices)

Controls what the histogram widths and gradient intensities are relative to:

  • Bar — Each bar is independently scaled. Best for comparing levels within a single bar.
  • Chart — Scaled against all bars visible on your chart. Shows relative strength across bars.
  • Session — Scaled against all bars in the current trading session.
  • All — Scaled against all loaded bars. Useful for spotting truly exceptional volume.

6. Bar Background

In addition to left and right cell backgrounds, you can enable a full bar background that colors every price level in the entire bar. This creates a visual heat map of the bar showing where activity is concentrated.

Bar background data sources:

  • Total Volume — Darker shades = more volume at that level. Instant visual of where the most trading happened.
  • Total Delta — Green for net buying, red for net selling at each level.
  • Delta/Volume % — How one-sided each level was (delta efficiency).
  • Total Diagonal Delta — Uses diagonal delta for coloring.
  • Total Trades — Color based on the number of individual trades.

The bar background supports the same 3 styles (Profile, Brick, Distribution), 3 color modes (Solid, Gradient, and Gradient Mono — a single-color gradient without directional coloring), 6 color sources, 4 scaling options, and customizable gradient direction and shade count.

Why this matters: The bar background gives you an instant visual heat map of where volume and delta are concentrated. Darker areas = higher activity = stronger price levels. Combined with the cell backgrounds, you get three independent layers of visual information on every bar.

Bar Alignment

Left Aligned

Use when you have a right-side histogram with no left background.

Left aligned

Centered

Default. Use when you have backgrounds on both sides or no backgrounds at all.

Centered

Right Aligned

Use when you have a left-side histogram with no right background.

7. Dynamic Candle Width

The width of each candle on the chart can be fixed or dynamically sized based on a metric. This adds another dimension of information visible at a glance — wider candles immediately stand out as having higher values.

Width TypeWhat It DoesWhy Use It
Fixed WidthAll candles have the same widthDefault. Clean, uniform appearance.
DeltaWidth based on absolute deltaWider candles = more aggressive buying or selling. Spot high-delta bars instantly.
VolumeWidth based on total volumeWider candles = more volume. Identify high-activity bars at a glance.
Delta Standard DeviationWidth based on how far delta deviates from averageOnly unusually high/low delta bars stand out. Filters normal activity.
Volume Standard DeviationWidth based on volume deviation from averageOnly unusually high/low volume bars stand out.
Trades Standard DeviationWidth based on trade count deviationSpot bars with unusually high or low trade counts.
Pro tip: Try Volume Standard Deviation candle width with a delta gradient background. Bars with unusual volume will be wider AND more intensely colored, making important bars impossible to miss.

8. POC & Value Area

The Point of Control (POC) is the price level with the highest traded volume in a bar. The Value Area is the range where ~70% (configurable) of total volume was traded. These are fundamental order flow concepts used by professional traders to identify key support/resistance levels.

POC and Value Area

POC Features

  • Up to 3 POCs per bar — Show the top 1, 2, or 3 highest-volume price levels. Default is 1.
  • POC Price — The exact price at the point of control.
  • POC Volume — The volume traded at the POC level.
  • POC Delta — Who dominated at the POC — buyers or sellers?
  • POC Extension — Extend the POC line to the right. Three modes: extend all POCs, only bullish/bearish POCs, or only POCs in wicks.

Consecutive POC

When 2+ consecutive bars have their POC at the same price, it means the market keeps coming back to that level — it's a strong support/resistance zone. Highlighted with a yellow background by default.

Bullish / Bearish POC

Bullish/Bearish POC

In normal conditions, the POC is in the middle of the bar. When it shifts to an extreme, it's significant. A Bullish POC occurs on a green bar where the POC is near the bottom — aggressive buyers absorbed selling at the low and pushed price higher. A Bearish POC occurs on a red bar where the POC is near the top — sellers overwhelmed buyers at the high and drove price lower.

Settings: Number of price levels from the extreme (default: 3) and an optional lookback period to only show signals when the bar is the highest/lowest over N bars.

Extreme POC

Extreme POC

Detected when the POC is at the very high or very low of the bar. Indicates heavily one-sided activity — often precedes a reversal or strong continuation.

POC Gap & POC In Wick

POC Gap

POC Gap — The POC of a bar is above the previous bar's high or below its low. A clear directional signal showing the market has shifted value significantly.

POC In Wick — The POC is in the wick (shadow) of the candle rather than the body. The highest volume occurred outside the open-close range, indicating rejection at that price.

POC Momentum Wave — Tracks whether the POC is consistently rising or falling across bars, confirming trend direction using volume distribution instead of price alone.

Value Area

Value Area

The value area shows where 70% (configurable) of the bar's volume was traded. Extension options: fixed number of bars, until broken, or until tested.

Color schemes: Candle Color (green/red based on bar direction) or Candle Close (grey if close is inside VA, green if above VAH, red if below VAL).

Engulfing Value Area — Current bar's value area completely engulfs the previous bar's. Marks significant range expansion.

Value Area Gap — No overlap between current and previous bar's value areas. Indicates a complete shift in accepted value.

9. Session Volume Profile

Session Volume Profile

A full session volume profile is built into the indicator, showing volume distribution for the entire trading day with the following levels:

  • VP POC — Session point of control (highest-volume price for the day)
  • VP Value Area High (VAH) — Upper boundary of the session value area
  • VP Value Area Low (VAL) — Lower boundary of the session value area
  • Previous Session VP POC / VAH / VAL — Yesterday's levels, commonly used as key support/resistance

Settings: Position (left/right), width (%), value area % (default 68%), fully customizable colors. Session start/end times are configurable (default: 09:30–16:00). The times use the timezone displayed on your chart, so make sure your chart's time zone matches your intended session. Change these to match your market's regular trading hours or any custom session you want to profile.

VP settings
Note: This is a daily session volume profile. For advanced features like low/high volume nodes, weekly profiles, heatmaps, or profile splitting, check out our separate Advanced Volume Profile indicator.

10. Footprint Summary Table

The summary table is displayed at the bottom of the chart, below each bar, and shows the metrics you care about at a glance. Configure up to 10 rows and choose from 32 different metrics for each row. Set any row to "None" to hide it.

Summary table
MetricWhat It Shows
Bid / AskTotal bid (sell) or ask (buy) volume
Buy Volume / Sell VolumeTotal volume from aggressive buyers or sellers
Delta SignalsLetter codes for all active delta signals (S, D, F, T, R, etc.)
DeltaAsk minus bid volume. Positive = more buying
Delta %Delta as a percentage of total volume
Delta Change / Delta Change %How delta changed from the previous bar (absolute and %)
Delta Moveabs(MinDelta) + abs(MaxDelta) — total delta movement magnitude
Max Delta / Min DeltaPeak buying or selling pressure during bar formation
Cumulative DeltaRunning total since session open
Cumulative Delta / VolumeAbsolute value of cumulative delta
VolumeTotal bar volume
Cumulative VolumeRunning total volume since session open
Volume Change / Volume Change %How volume changed from previous bar
Min/Max Volume ChangeExtreme volume changes during bar formation
TradesNumber of individual trades
COT High / COT LowDelta traded since bar made a new high or low
Ratio / Bid-Ask RatioBid/ask volume ratio
Delta RateSpeed of delta change (per tick or per millisecond)
Volume/SecondVolume per second — higher = faster, more aggressive bars
Bar DurationHow long the bar took to form (seconds)
Delta/Volume/Trades Std DevStandard deviation over last 14 bars — identifies unusual activity
Delta EfficiencyDelta ÷ range (ticks). How efficiently delta moved price

Summary Table Coloring & Gradients

The summary table has a powerful coloring system that turns raw numbers into an instant visual heat map. Every cell can be colored based on its value, making it easy to spot extreme readings at a glance.

Color Mode

Solid

Flat colors — positive values get one color (default: green), negative values get another (default: red), neutral/average values get a third (default: gray). Simple and clean.

Gradient

The shade intensity varies based on the cell's value — higher absolute values get darker shades, lower values get lighter shades. This creates a visual heat map where extreme values immediately stand out. The number of discrete shade levels is configurable (default: 10 steps).

Gradient Direction

  • Light to Dark: Low values appear light, high values appear dark. The most extreme readings (highest delta, most volume, etc.) will have the darkest, most saturated color. This is the default and most intuitive option.
  • Dark to Light: Reversed — low values appear dark, high values appear light. Useful if you prefer extreme readings to "glow" on a dark chart background.

Volume rows have their own independent gradient direction setting, so you can configure volume to go light-to-dark while delta goes dark-to-light (or any combination).

Gradient Scaling

Controls what the gradient is relative to — i.e., what counts as "low" vs "high":

  • Chart (default) — Scaled against all bars visible on your chart. Shows relative strength across visible bars.
  • Session — Scaled against all bars in the current trading session. Normalizes within the day.
  • All — Scaled against all loaded bars. Shows truly exceptional values across the entire data set.

Cell Colors (6 customizable colors)

The gradient system uses pairs of light/dark colors that it interpolates between:

ColorDefaultUsed For
Positive (light)LimeLow positive values (e.g., small positive delta)
Positive (dark)Dark GreenHigh positive values (e.g., large positive delta)
Negative (light)RedLow negative values
Negative (dark)Dark RedHigh negative values
Neutral (light)Dark GrayNear-zero or neutral values
Neutral (dark)GrayUsed for volume-only rows

Other Styling Options

  • Font: Configurable font family and size (default: Arial 12pt)
  • Text color: Primary text color (default: white) and contrast text color (default: black) — used on light backgrounds
  • Cell border: Customizable outline color
  • Legend column: Background color for the label column. Position can be left or right.
  • Table offset: Vertical distance from the bottom of the chart (default: 25px)
  • Shade count: Number of gradient steps (default: 10). Higher = smoother gradient, lower = more distinct steps.

Custom Color Expressions (Per-Row Override)

For ultimate control, you can write C# expressions that override the default coloring for individual rows. Each metric row (Volume, Delta, Max Delta, Min Delta, etc.) has its own expression slot. When an expression fires, it overrides the gradient colors with your custom colors.

// Volume row: highlight cyan when volume exceeds 10,000
if (Volume >= 10000) { BackgroundColor="Cyan"; TextColor="Black"; }

// Delta row: highlight bullish/bearish momentum patterns
if (IsGreenBar && Delta > 0) BackgroundColor="Lime";
else if (IsRedBar && Delta < 0) BackgroundColor="Red";

// Delta percentage: extreme one-sided bars
if (Math.Abs(DeltaPercentage) >= 25) { BackgroundColor="Yellow"; TextColor="Black"; }

// Min/Max delta: highlight near-zero as white
if (Math.Abs(MinDelta) < 2) { BackgroundColor="White"; TextColor="Black"; }

Custom expressions are available for: Volume, Delta, Delta Change, Delta Change %, Delta %, Min Delta, Max Delta, COT High, COT Low, Trades, Ratio, Delta Rate, Volume/Sec, and Delta Std Dev rows.

Pro tip: Start with Gradient mode at the default settings. Once comfortable, try adjusting the gradient direction and shade count. Then add custom color expressions for the rows you watch most. The combination of gradient coloring + custom expressions makes extreme readings impossible to miss.

11. Paint Bars

Paint Bars color the candles themselves based on delta. Instead of the standard green/red candle coloring, the candle body and outline are colored according to the delta direction, giving you an additional visual layer of information.

Three modes:

  • Off — Standard candle colors (default).
  • Transparent — Transparent candle body with a colored outline based on delta. Lets you see the footprint data through the candle.
  • On — Solid candle body colored by delta direction. Up/down colors and outline colors are fully customizable.
Pro tip: Paint bars work especially well with the Delta or Volume Cluster templates. The candle itself tells you the delta direction while the footprint data shows the details inside.

12. Easy Access Dropdown Menu

How many times have you gone into indicator settings to change one thing, then waited for the chart to reload? Not anymore. Our easy access dropdown menu lets you toggle any feature, switch templates, change themes, and adjust settings — all without opening the settings dialog. The chart updates instantly in real time.

Easy access menu

What you can control from the menu:

  • Enable/Disable the indicator
  • Switch between 14 templates
  • Switch between 6 color themes
  • Change bar alignment
  • Configure left & right cell options
  • Bar histogram settings
  • Volume filter & delta filter
  • Bar statistics & bar markers
  • Show last traded tick
  • Shorten big numbers
  • Tick aggregation & swing filter
  • Toggle each signal individually (absorption, bid/ask fade, big deltas, delta divergence, exhaustion prints, fading momentum, fat prints, imbalances, sweeps, POC, stacked imbalances, stopping volume, thin prints, unfinished business, value area, volume bubbles, volume sequencing, zero prints, and more)
  • Summary table, stripes, alerts
  • Delta bars, volume profile, paint bars
  • RE-CALCULATE button
This is seriously a time saver. Toggle 14 templates, 6 themes, and 30+ individual features from a single dropdown menu. No more waiting for chart reloads. Everything updates in real time as you click.

13. Alerts

The indicator comes with a powerful alert system. Activate up to 10 separate alerts, each triggered by any one of 42 different signals (plus 5 custom alert slots). Each alert can play a sound, show a popup, or send an email.

Alerts settings

Available alert triggers include:

  • Absorption
  • Big Delta
  • Big Imbalance
  • Bullish/Bearish POC
  • Consecutive POC
  • Consecutive Imbalances
  • Delta Above/Below POC
  • Delta Close at Min/Max Delta
  • Delta Continuous POC
  • Delta Drop
  • Delta Divergence
  • Delta Flip
  • Delta Reversal
  • Delta Rise
  • Delta Slingshot
  • Delta Sweep
  • Delta Tail
  • Delta Trap
  • Delta Price Divergence
  • Engulfing Value Area
  • Exhaustion Print
  • Fading Momentum
  • Fat Print
  • Inverse Imbalance
  • Market Sweep
  • Multiple Imbalances
  • Oversized Imbalance
  • Passive Absorption
  • Bid/Ask Fade
  • POC Gap
  • POC Momentum Wave
  • Ratio
  • Reversal Imbalance
  • Stacked Imbalance
  • Stopping Volume
  • Second Slot Imbalance
  • Thin/Zero/Fat Print
  • Trapped Traders, Unfinished Business, Value Area Gap, Volume Sequencing
  • + 5 Custom Alert slots

14. Tick Aggregation & Display Filters

Tick Aggregation

Controls how many price ticks are grouped into a single row. Set to 1 for maximum detail (each price level shown individually) or increase it to reduce noise.

With Tick Aggregation (6 ticks)

Cleaner, less cluttered. Best for high-volatility instruments like NQ, crypto, or wide-range markets.

With tick aggregation

Without Tick Aggregation

Maximum detail. Every price level shown. Best for ES, CL, and other instruments with manageable tick ranges.

Without tick aggregation
Recommended: ES = 1, NQ = 4–6, Crypto = experiment with higher values based on the tick size of your instrument.

Display Filters

  • Volume Filter (Big Trades) — Only shows volume from trades above a configured size threshold. Isolates institutional-size orders from retail noise. Start with 10–20 contracts on ES.
  • Volume Display Filter — Hides price levels where total volume is below a threshold. Only significant levels are visible.
  • Delta Filter — Hides cells where absolute delta is below a threshold. Useful in delta-mode views.
  • Volume Divider — Divides all volume numbers by a factor (1, 10, 100, or 1000) for cleaner display on high-volume instruments.
  • Shorten Big Numbers — Converts 1500 to "1.5K" and 2000000 to "2M" for easier reading.
  • Swing Filter — Filters signals based on swing highs and lows for cleaner signal detection.
  • Show Last Traded Tick — Highlights the last traded price on the current bar with a customizable color (yellow by default).
Last traded tick

15. Custom C# Color Rules

Write custom C# expressions to dynamically color the bar statistics, vertical stripes, and summary table cells. This gives you unlimited flexibility to highlight exactly the conditions that matter to your trading.

Available Variables

VariableTypeDescription
deltadoubleBar delta (ask − bid)
volumedoubleTotal bar volume
bid / askdoubleTotal bid/ask volume
tradesdoubleNumber of trades
maxDelta / minDeltadoubleMax/min delta during bar
cumulativeDeltadoubleCumulative session delta
deltaChangedoubleDelta change from previous bar
DeltaPercentagedoubleDelta as % of volume
RatiodoubleBid/ask ratio
volumePerSeconddoubleVolume per second
durationdoubleBar duration (seconds)
open, high, low, closedoubleBar OHLC prices
pocdoublePOC price
isGreenBar / isRedBarboolBar direction

Examples

// Highlight delta cyan when above 1000, magenta when below -1000
if (Delta>1000) BackgroundColor="Cyan";
else if (Delta < -1000) BackgroundColor="Magenta";

// Highlight volume cyan when above 10000
if (Volume > 10000) BackgroundColor="Cyan";

// Show green text for ratio < 1 on green bars
if (IsGreenBar && Ratio < 1) TextColor="Lime";
else if (IsRedBar && Ratio > 28) TextColor="Red";

// Custom stripe: show when delta closes at extreme
if ((Delta < 0 && Math.Abs(Delta) >= Math.Abs(MinDelta) * 0.95)
  || (Delta > 0 && Delta >= MaxDelta * 0.95)) {
  Opacity=30; BackgroundColor="Yellow";
}
Three independent rule sets: You can write separate C# expressions for bar statistics, vertical stripes (up to 5 custom stripes), and summary table cells. Each has its own rule. See Page 2 for more details and examples.

16. Strategies & NinjaScript API

All 101 plots are accessible for automated strategies. Build visual strategies with AlgoStudio Pro, use NinjaTrader's Strategy Builder, or write full NinjaScript code with the IFootPrintBar API for complete programmatic control.

AlgoStudio Pro

Use any of the 101 plots as conditions in AlgoStudio Pro to build visual trading systems without writing code.

Strategy Builder

All plots are accessible in NinjaTrader's point-and-click Strategy Builder.

NinjaScript API

Full IFootPrintBar interface for programmatic access to price-level data, imbalances, and signals.

Two API approaches: Use the Plots API (simpler — access values via TDUFootPrintPlots) or the IFootPrintBar API (advanced — direct access to the bar object with bid/ask dictionaries, methods, and all properties). See the Developer Guide (Page 3) for details and code examples.

18. Changelog

Version 2.0.0.21

  • Performance improvements
  • New: Color themes — 6 built-in color themes switchable with a single click
  • New: 3 new built-in templates — Big Trades, Bid/Ask Volume Profile (Delta Gradient), and Volume Profile (Delta Gradient)
  • New: Swing filter that can be enabled individually for each signal
  • New: 8 new signals
  • New: Dropdown menu now shows a short description of every signal and setting
  • New: Extra plots in the TDU FootPrint Plots indicator
  • Extreme delta setting, which is used by some delta signals, is now calculated automatically — no need to configure it anymore
  • Delta Reversal now uses a running average for better signal quality
  • Fixed: POC Above/Below stripe
  • Fixed: Delta Continuous POC
  • Fixed: Delta bar was shown too big
  • Fixed: Issue with first live candle
  • Fixed: Volume Profile
  • Fixed: IFootPrintBar interface not working correctly
  • Fixed: Markers now always show signals, just like stripes — no longer depending on color of bar
  • Added 20+ more plots

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Continue to Page 2 → Detailed Signals & Features

Video Playlist

Below you will find a playlist of videos in which we explain all the features 

Introduction

Delta Continuous POC

Delta SlingShot

Delta Sweep

Delta Trap

Delta Tail

Delta Drop

Delta Rise

Delta Flip

Delta Divergence

Configuration choices

Custom layouts

Trapped traders

Exhaustion Prints

Volume Sequencing

Volume Sweeps

Unfinished Business

Stopping volume

Zero Prints

For traders, by traders

We are just like you. We like trading the markets every day. And every day, the market teaches us something new. Besides this, we also get a lot of feedback from our customers. We take all this information and ideas to further continue to develop our indicators. And if you bought it you will receive 1 year support & updates. How's that for a change ?

39 Updates

So far.. we added 39 new features since the first release in may 2021

5 star rating

We received a 5 star rating from our customers

350+ traders

Hundreds of traders are using our footprint indicator everyday

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