Footprint Help

Footprint is the execution read. It turns each bar into a price-by-price auction view so the chart shows volume, delta, imbalance, POC, value area, zero prints, and threshold bubbles without leaving NinjaTrader.

• Display Mode controls the two primary columns: Delta | Total or Bid | Ask.
• Delta is ask volume minus bid volume. Total is bid plus ask.
• The indicator can highlight POC by bid, ask, delta, or total volume.
• Value area lines can be calculated from bid, ask, delta, or total distribution.
• Divergence and absorption labels show when delta fights the candle direction.
• Zero print and stacked imbalance zones can extend forward as future reaction areas.

For the full ladder, use a Volumetric chart. That is where the per-price bid/ask data, POC lines, value area lines, and zero prints are available.

• On a Volumetric chart, keep NinjaTrader Tick Replay disabled.
• Enable Non-Volumetric Mode only when running time, tick, range, constant-volume, or other non-volumetric bars.
• On non-volumetric charts, enable Tick Replay so historical tick classification is available after reload.
• Enable Tick Replay on only one chart at a time. Multiple Tick Replay charts increase load time sharply and can significantly slow down your workstation.
• Non-volumetric mode adds an internal tick data series and classifies each tick against prevailing bid/ask.
• Non-volumetric mode shows divergence icons, delta percentage, delta change, threshold bubbles, imbalance ticks, and stacked imbalance zones.
• Non-volumetric mode does not show the full per-price ladder, zero prints, POC line, or value area lines.

Start here before changing advanced signals. The display group controls what prints in the footprint columns and how much text remains visible when bars get narrow.

• Delta | Total: left column is delta, right column is total volume at that price.
• Bid | Ask: left column is bid volume, right column is ask volume.
• Compact Mode tightens the footprint so more bars fit on screen.
• Hide Left Text and Hide Right Text remove text while leaving the volume bars visible.
• Auto-Hide Text Threshold hides volume text when bar width drops below the selected pixel width.
• Font Size and Font Color should be set for contrast against the chart background and volume bar colors.
• Use Dynamic Opacity makes lower-volume price levels more transparent while the highest-volume level stays fully visible.

Divergence marks absorption: aggressive volume is leaning one way while the candle closes the other way.

• Show Divergence Icon draws directional markers on divergence bars.
• Absorbed buyer color is used when aggressive buyers are absorbed into a bearish candle.
• Absorbed seller color is used when aggressive sellers are absorbed into a bullish candle.
• Min Divergence Value filters out low-volume delta flips.
• Divergence Font Size and Text Distance to FP Bar control label readability.
• Neutral Delta Text Color applies when all delta is shown and the bar is not a divergence bar.

Imbalance detection compares buying and selling activity at adjacent price levels to mark aggression that overwhelmed the opposite side.

• Comparison Mode can be Diagonal or Horizontal.
• Imbalance Ratio defines the required ratio between compared volumes, such as 2:1 or 3:1.
• Minimum Imbalance Delta adds an absolute contract filter so tiny prints do not qualify.
• Bid and Ask Imbalance Color control the side-specific highlights.
• Show Imbalance Zones projects stacked imbalance clusters forward.
• Minimum Adjacent Levels controls how many consecutive imbalance levels are required before a zone is created.
• Imbalance Persistence Mode controls whether historical bars keep all highlights, only stacked-zone highlights, or no historical highlights.

Zero prints identify prices where one side of the auction traded nothing while the other side traded enough volume to qualify.

• Min Zero Print Value requires enough volume on the non-zero side before a zero print is valid.
• Ignore High/Low Zero Prints filters edge prints that often appear at bar extremes.
• Extend Zero Print Zones projects zero print areas forward.
• Zero Print Removal Option controls invalidation: Volume Fill or Price Touch.
• Limit ZP To One Per Scope keeps only the first valid zero print at each price inside the selected scope.
• Zero Print Session Scope can be RTH or Full Trading Day.
• Persist Zero Print Highlights keeps the original historical highlight visible after an extended zone has been invalidated.

The indicator has two separate context layers: threshold bubbles for unusually large prints and POC/value-area lines for distribution inside each bar.

• Bid, ask, delta, and total bubbles each use a contract threshold plus a percentage threshold. Both must pass.
• Bubble Min Diameter and Bubble Max Diameter control the size range.
• Bubble Volume Text prints the qualifying value inside bubbles when the bubble is large enough.
• Enable Bubble Merging combines adjacent qualifying levels into one larger bubble.
• POC can be highlighted by bid, ask, delta, or total volume.
• Value Area Percent defaults to the market-profile style concept of containing a selected percentage of volume.
• VAH/VAL lines can be enabled for bid, ask, delta, or total distribution.

Use Footprint after the level is already defined. The clean sequence is structure first, execution second.

• Define the trade location with Key Levels, Volume Profile, prior session references, or your own plan.
• Wait for price to reach the area instead of reading every footprint bar in isolation.
• Use divergence to spot absorption, not to chase every reversal attempt.
• Use stacked imbalances and bubbles to judge whether initiative is actually pressing through the level.
• Use zero prints and POC/VAH/VAL as references for retests and unfinished auction behavior.
• Save one clean template for Volumetric use and a separate template for non-volumetric mode.

Short answers for setup and first-use questions.