Velotrak Footprint

Live bid/ask footprint

Sells left, buys right, one row per price level, padded clear of the candle body so the numbers never sit on the wick. Text size adapts to how far you are zoomed in. If there is not enough room to draw cleanly, the footprint hides itself and tells you what to change, instead of printing an unreadable mess.

Heat-mapped diagonal imbalances

Imbalances are measured diagonally, the way the auction actually moves: buyers at a level against sellers one row above, sellers at a level against buyers one row below. A level counts when the winning side is at least 300% of the losing side and trades at least 5 contracts (both adjustable).

Strength is shown, not just presence. A coloured block grows out from the candle behind each imbalance, dim at the threshold and full brightness at 900%. A glance tells you a 3-to-1 from a 15-to-1.

Stacked imbalance zones

When 3 or more imbalances on the same side sit at consecutive price levels, they are framed as one zone. Any gap breaks the run: a level that isn't an imbalance, or a price that never traded. Buy and sell stacks are tracked separately.

Imbalance projection

Every level of a stacked zone projects a line forward across the chart until price comes back and touches it. A partly revisited zone keeps its untouched levels live. The lines pass behind your bars so they never cover data, and they stay visible even after the original candle has scrolled off screen.

Volume histogram and point of control

A neutral bar behind every level shows how much traded there, scaled against the busiest level in the candle. The level with the most total volume gets a thin gold box across both sides: the bar's point of control.

Two histogram modes

Switching modes only changes what is displayed. Imbalances, stacked zones and the POC are always calculated from the raw buys and sells.

Tick grouping

Merge 1, 2 or 4 ticks into each row, or pick any custom value up to 20. Rows sit on a fixed price grid, so they line up across every candle. Fast markets with tall candles stay readable without losing the recorded detail.

Bar summary: under each bar, or a table

Delta, sells, buys and total volume for every candle, shown one of two ways:

• Under each bar: a small stacked readout beneath the candle, always placed below the lowest of the wick or the bottom grid row.
• Table at bottom: a fixed band across the bottom of the chart, one column per candle with labelled rows. Delta is shown as vivid green and red blocks. Sell and buy volume use muted versions of the same colours so they never read as delta. Volume uses a grey heat. Shading scales to the busiest candle on screen, so heavy bars stand out. Large numbers shorten automatically (2,500 becomes 2.5K) when a column gets narrow.

Session markers and countdown

Dashed lines mark the Globex open (18:00), Tokyo (20:00), Tokyo close (02:00), London (03:00), New York open (09:30) and London close (11:30), New York time, converted to your chart’s time zone. A tag pinned to the right edge counts down to the current bar's close and to the next session, with a thin line linking it to the live price.

Survives settings changes

NinjaTrader normally rebuilds an indicator every time you open its settings, which would wipe recorded order flow. The footprint keeps its data in memory for the whole NinjaTrader session, so changing a setting or reloading the indicator doesn't cost you your levels. A full NinjaTrader restart starts clean on purpose, so stale overnight levels never come back.