OPEN-SOURCE SCRIPT

Footprint lite

已更新

Footprint Lite enables you to monitor volume distribution for the current ticker, offering resolutions as 1 second, segmented by specified price levels with visual representations. Additionally, you have the flexibility to customize the displayed Imbalance price level and the number of consecutive Imbalance level lines.

Here are the input options:

Group Display:
This section allows you to adjust how Footprints are displayed.

"Count show bars": Directly adjusts the display to show the last 'n' bars.
"Display all available bars": Shows all available bars.

Group Row size:
Adjusts the parameters for generating Footprints based on price step size.

"Ticks Per Row": Directly sets the price step, calculated by multiplying the entered value by syminfo.mintick.
"Auto": Enables automatic mode for selecting the "Ticks Per Row" value.
"Max row": Relevant for auto mode, it sets the acceptable number of rows within a bar. The automatic "Ticks Per Row" calculation is based on the first available bar and applied to subsequent bars.

Group Imbalance:
Customizes the display of price levels represented by Imbalance and emphasizes consecutive lines.

"Imbalance Percent": A coefficient expressed as a percentage to determine the Imbalance of price levels, comparing the buy price diagonally to the previous sell price.
"Stacked levels": Sets the minimum number of consecutive Imbalance levels required to draw extended lines.

Alerts:
You can set alerts for various events:

"New imbalance line sell": Alerts on the appearance of a new imbalance line for selling.
"New imbalance line buy": Alerts on the appearance of a new imbalance line for buying.
"Stop past imbalance line sell": Alerts when the previous imbalance line for selling stops, indicating it has reached the range from low to high of the current bar.
"Stop past imbalance line buy": Alerts when the previous imbalance line for buying stops, indicating it is within the range from low to high of the current bar.
"New imbalance buy": Alerts on the appearance of a new or change in the current imbalance level for buying.
"New imbalance sell": Alerts on the appearance of a new or change in the current imbalance level for selling.

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Added table with cumulative summary information for the period of bar displaying

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added an option to select delta colour

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fix color delta bug

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refactoring

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Add:
POC, VAH, VAL line
Buy/Sell volume profile
summary info of each footprint

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bugs fux

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Added series equalisation by historical price minimums and maximums
added visual display of borders if their number does not exceed 11
improved automatic calculation of row length
removed limits

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bugs fix

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bugs fix and refactoring

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add alignment for start footprint point

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Bugs fix

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global refactoring and fix bugs

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Add Buy and Sell procent in main