Installation Notes

Getting started is straightforward. Follow these steps to activate your study:

• 1) Send us your Sierra Chart Account name so we can grant you access.
• 2) Ensure you are running Sierra Chart version 2564 or higher (Help -> Download current version).
• 3) Enable openGL (Global Settings -> Graphics Settings Global -> Other).
• 4) Once granted access, navigate to Studies -> Add Custom Study and add all 4 TDU Footprint custom studies to your chart.

Point of Control & Value Areas

Analyze volume distribution precisely. The POC is highlighted as the price level where the most volume was traded, alongside a 70% Value Area.

• Continuous POCs: Highlights when consecutive candles share the exact same POC price, marking strong support/resistance.
• Bullish/Bearish POCs: Reversal signals triggered when a POC forms at the extreme top or bottom of a bar.
• POC Gaps & Value Area Gaps: Track aggressive momentum when the POC or Value Area completely clears the range of the previous bar.
• Engulfing Value Areas: Spot when current volume distribution entirely consumes the prior bar's value area.

Advanced Print Tracking

Identify critical nuances in volume flow with precision print tracking:

• Zero Prints: Detect when absolutely zero volume traded at the bid on the low, or ask on the high.
• Thin & Fat Prints: Visualize aggressive pushing with minimal counter-trading (Thin Prints), or locate massive liquidity absorption levels (Fat Prints).
• Exhaustion Prints: Identify trend weakness when minimal volume prints at the extreme of an extended move.
• Unfinished Business: Spots highs or lows with both bid and ask volume, leaving a high probability that price will return to auction that level.

Comprehensive Delta Imbalances

See the buying and selling imbalances directly on the footprint. The default 400% ratio makes aggressive participation pop immediately.

• Multiple & Stacked Imbalances: Outline bars containing 3+ imbalances, or highlight zones where 3+ imbalances stack directly on top of each other.
• Oversized Imbalances: Highlight extreme aggression where the bid/ask ratio exceeds 1000%.
• Inverse & Reverse Imbalances: Identify trapped breakout traders. Spots buy imbalances stuck at the top of a red closing bar.
• Second-Slot Imbalances: Uncover hidden failure patterns when an imbalance forms one tick away from the extreme, but fails to close in that direction.

Visual Delta Signals & Alerts

The indicator intelligently plots key orderflow reversal and continuation markers above and below the candles.

• Delta Divergence (D): Triggers on new highs with negative delta or new lows with positive delta.
• Delta Flip (F) & Tail (T): Spots sudden delta shifts around the zero line, or bars with unified delta except for a single trapping tick at the extreme.
• Delta Trap (A): 3-bar setup identifying trapped traders pulling back into a strong trend.
• Alert System: Enable up to 10 simultaneous custom alerts (with unique audio) for any of our automated Delta Signals.

Footprint Summary & Statistics

Consolidate your bar-by-bar analysis with clean, easy-to-read tables and visual statistics.

• Bar Statistics: Configure up to 4 distinct rows of stats above and below the candle (e.g., Total Volume, Max Delta, Total Trades).
• Summary Table: Display a robust matrix of orderflow data at the bottom of the chart. Fully toggleable up to 10 rows.
• Number Shortening: Keep Crypto or high-timeframe charts clean by dynamically shortening massive volume numbers.
• Delta Bars: Append an interactive, color-coded histogram showing the physical magnitude of delta relative to previous bars.

Code Your Own Custom Scripts

The ultimate flexibility for power users. Use straightforward C++ syntax right inside the study settings to define custom formatting and custom vertical stripe rendering.

Leverage dynamic states like is_green_bar(), bars[current_bar].Volume, or HasExhaustionPrint to conditionally output colors, opacities, and backgrounds tailored entirely to your proprietary setup.