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How conceptually difficult will constructing a visual footprint chart be?

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    How conceptually difficult will constructing a visual footprint chart be?

    I have mild to intermediate experience with Java in the past, but long ago that it's mostly been forgotten, but looking at the C# brings back memories of Object Oriented Programming. At my most complicated I created a 2D planetary gravity simulator, so hopefully those skills translate...

    I'd like to create my own version of what MarketDelta, Jigsaw, GOMI, Sierra all have, the "FootPrint" indicator, or, candlesticks which have the T&S data separated by bid and ask per level. Market Profile would be another interest.

    From what I can tell from my initial readings of Ninjascript tutorials, I just have some questions.
    I connect IB to NT. I know IB's tick data is not truly tick data, but for me, it suffices.

    I assume tick data comes in the form of Time and Sales data
    Using this data, I can sort it easily into information per bar.

    Would this be an "indicator" I'd be making or a "bar style" or...?
    Is a FootPrint chart something that could easily be used on either Time or Volume charts or would I have to integrate that into the code?
    Would this chart replace the typical candlesticks chart in a data series? Or would it be featured beneath, like other indicators? Would it be compatible with Bollinger Bands or other chart-based indicators?
    If I changed the interval, would the variables be retained or reset?

    Most implementations I've seen use an excel-looking grid of bidsxasks. I'd like to do a histogram instead, possibly both overlayed? I'm assuming I'd need to make pixel-based graphical adjustments and variables. Is there a good resource/tutorial on this?

    Thanks for your help.

    #2
    Hello CyJackX,

    Thank you for your post and welcome to the NinjaTrader Support Forum!

    We would not have a tutorial on this specifically. There would be multiple ways to implement this, and it could be a BarsType or Indicator.

    Please let me know if you have any questions.

    Comment


      #3
      Hey Patrick,

      Should I go with a Barstype to allow it to be more compatible with existing indicators?
      Would enabling functionality with different timeframes/volume need to be manually coded or does NT handle these changes easily?
      i.e. I could code one solution, and flip between a 5 minute view and a 5000 volume with no hiccups?

      Comment


        #4
        Hello CyJackX,

        Thank you for your response.

        I would suggest the BarsType approach and you would need to code in any additional bar type as the base bars type. An example would be the Line Break and Heiken Ashi BarsTypes.

        Development of BarsTypes is unsupported in NinjaTrader 7 but you can review the code under Documents\NinjaTrader 7\bin\Custom\Type > BarsTypes,cs.

        In NinjaTrader 8 you can develop these in the NinjaScript Editor through New > NinjaScript Editor > BarsTypes.

        Please let me know if you have any questions.

        Comment

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