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Date/Time: Sun, 19 May 2024 02:57:14 +0000



Post From: Diagonal footprint/Volume imbalance & diagonal Delta

[2014-01-22 09:38:37]
Dom7364 - Posts: 257
Is there a way to highlight the Footprint volume imbalance diagonally? Same Footprint, but we look at Bid and ASK diagonally above and highlight in Green or Red if there is an imbalance diagonally?

Same for Delta, is there a way to calculate the Delta for each bar as currently but being calculated woth BID and ASK diagonally above as opposed to on the same price line for each price level of a bar (as there isn't 1 price but 2 obvioulsy, Bid & Ask Price).

This has been done for a while and recently other Footprint platforms have started offering this alternate Footprint method (as oppose to alternate it should logically be THE way to interpret Footprint).


Many thanks