This script represents a simple footprint system which can currently be applied on time based candles only.
Options: * Display Bid/Ask volumes at price * Display horizontal delta at price * Highlight Buuying/Selling/Both imbalances at price (default, green, red or orange(both) background color) * Highlight the POC of the current candle (yellow cell border) * Display the current candle
Parameters:
Imbalance threshold: Minimal proportion to highlight cells in case of buying/selling imbalances (2=200% , 3=300%, etc...)
Text size: Just a display option to select the size of the text in cells
Price truncation factor: Allows the user to configure the size of each cell (default factor 0 is 1pts, factor 1 is 0.1 pts, factor 2 is 0.01 pts, factor -1 is 10 pts, etc...)
Volume decimals: Select the precision you want to see in volume information
Enable display of bid/ask volume at price
Enable display of horizontal delta at price
Note : Some cells might be missing within a candle when gaps appear
Release Notes
Imbalances removed (heavy calculation problems) New modes added
Release Notes
Update: Ability to keep in a single color all cells which doesnt trigger the delta threshold limit
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