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.
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