Complete feature breakdown

Everything
DeltaFlowprint does.

Seven display modes. Four bar signals. Six cell highlights. Volume profile. Summary table. Every feature documented with what it shows you and why it matters.

Display Modes Bar Signals Cell Highlights Volume Profile Summary Table All Settings
Display Modes

Seven ways to read
the same tape.

Each mode renders the raw tick data differently. Switch instantly from the config panel — no chart reload needed (except Volume/Delta which compress bar spacing automatically).

Bid×Ask Mode 🔍
Mode 01
Bid × Ask

The standard footprint. Every price level shows raw bid volume on the left and ask volume on the right, separated by ×. Cells are colored green (ask dominant) or red (bid dominant) with up to 4 shade levels based on delta or volume magnitude.

→ Left cell = bid volume at that price
→ Right cell = ask volume at that price
→ Darker shade = stronger dominance
  • Spot exactly where aggressive buyers and sellers traded
  • See the POC (highest volume row) at a glance
  • Dominant Only mode hides the weak side for clarity
Bid×Ask Profile Mode 🔍
Mode 02
Bid × Ask Profile

Same bid/ask data but bar width scales with volume using square-root normalization — both sides reference the same maximum. When bid bars stay flat but ask bars explode, that's absorption in real time. The single most powerful mode for spotting institutional accumulation inside a bar.

→ Bar width = √(volume / max_volume) × cell_width
→ Both sides use ONE unified max reference
→ Weak side forced to Shade 1 (lightest)
  • Absorption is instantly visible — one side wide, other side thin
  • Imbalance between bid/ask is visual, not numeric
  • Works best at key support/resistance for pullback entries
Imbalance Mode 🔍
Mode 03
Imbalance

Shows raw numbers but uses a diagonal comparison — ask at this level vs bid one tick below (buy imbalance), or bid at this level vs ask one tick above (sell imbalance). When one side is a configurable multiple of the other, it fires in color. Everything below threshold stays neutral.

→ Buy Imb: ask[price] ÷ bid[price−1tick] ≥ Imbalance%
→ Sell Imb: bid[price] ÷ ask[price+1tick] ≥ Imbalance%
→ Min Diff filters out small absolute numbers
  • See the full raw footprint with imbalances highlighted in color
  • Fast to read on busy, fast-moving bars
  • Best mode for scalpers who want numbers + color simultaneously

Remaining Modes

Profile Mode 🔍
Mode 04
Profile

Volume profile per bar — bar width proportional to total volume at each price. Colored by whether ask or bid is dominant at that level.

Best for seeing auction structure and value inside a bar.
Volume Mode 🔍
Mode 05
Volume

Single merged cell per price level. Total volume (bid+ask) drives both shading and width. 4 quartile shades from lightest (bottom 25%) to darkest (top 25%).

Best for seeing where the most activity happened, not who caused it.
Delta Mode 🔍
Mode 06
Delta

One cell per price level showing ask−bid. Positive delta = green, negative = red. Shade intensity = delta magnitude relative to bar max delta.

Best for seeing directional conviction at each price level quickly.
Big Trade Mode 🔍
Mode 07
Big Trade

Shows only individual trades above your Threshold. Bid side (left) and Ask side (right). Everything below threshold shows as 0. Filters all noise — only institutions remain.

Best for catching single large orders that signal intent.
Bar Signals

Four signals that fire
from tick math — not guesswork.

Each signal highlights the entire bar column with a semi-transparent overlay and label. They fire when specific order flow conditions are met on the closed bar — no repainting.

Imbalance Mode 🔍
Signal — Bullish
Trapped Sellers

The bar closed near its HIGH. Sellers pushed price down during the bar — but bid volume in the lower zone was absorbed and the bar delta finished positive. Those sellers are underwater. When they exit, price accelerates up. Their stop-loss is your entry.

→ Close ≥ 65% of bar range (closed near high)
→ Bid volume present in lower 25% zone
→ Bid-dominant ratio > threshold × strength
→ Bar delta (ask − bid) > 0
  • Fires on bar close — not while building
  • Strength slider raises all thresholds — only strongest bars fire at 3×
  • Label "TrapS ▲" appears below the bar low
Imbalance Mode 🔍
Signal — Bearish
Trapped Buyers

The bar closed near its LOW. Buyers pushed into the top of the bar — heavy ask volume at the upper zone — but price rejected and closed near the bottom. Bar delta went negative. Those buyers are now losing. When they give up, price dumps fast.

→ Close ≤ 35% of bar range (closed near low)
→ Ask volume present in upper 75% zone
→ Ask-dominant ratio > threshold × strength
→ Bar delta (ask − bid) < 0
  • Works best at prior highs, range tops, and failed breakouts
  • Label "TrapB ▼" appears above the bar high
  • Combine with Sell Imbalance highlights for conviction stacking
Imbalance Mode 🔍
Signals — Directional
Buying Pressure & Selling Pressure

Simpler dominance signals. Buying Pressure fires when ask-dominant price levels exceed a threshold percentage of all levels in the bar — buyers controlled the majority of the tape. Selling Pressure is the mirror. Neither requires a price rejection.

Buying Pressure:
→ Ask-dominant levels ÷ total levels ≥ 0.60 × strength

Selling Pressure:
→ Bid-dominant levels ÷ total levels ≥ 0.60 × strength
  • Good for trend confirmation during momentum moves
  • At Strength 1.0: fires when 60% of levels are one-sided
  • At Strength 3.0: requires 95%+ dominance — only the cleanest bars
  • Can be used together with Trapped signals for full bar context

Per-signal configuration

Show
Enable or disable each signal independently. Disabled signals do not calculate — zero performance cost.
Label
Show or hide the text label (TrapS, TrapB, Buy↑, Sell↓) above/below the bar.
Color
Custom color per signal. Defaults: green (bullish), red/magenta (bearish).
Opacity
Overlay transparency. 10% = subtle hint. 75% = strong visual. Default 10%.
Strength
1.0–3.0 slider. Scales all detection thresholds. Higher = fewer but higher-quality fires.
Lookback
How many bars back to scan. Default 500. Lower = faster on large charts.
Cell Highlights

Mark any price level
inside any bar.

Highlights fire at individual price levels within each bar. Enable Extend to draw them forward as horizontal zones — they stop automatically when price crosses the level. Every parameter is fully configurable.

Imbalance Mode 🔍
Buy Imbalance
Ask[price] ÷ Bid[price − 1 tick] ≥ Imbalance%

The correct diagonal footprint comparison. Ask volume at this level is a configurable multiple of the bid volume one tick below. When buyers are stacking diagonally, each matching cell is highlighted. Requires both a volume minimum (Threshold) and a ratio (Imbalance%).

ThresholdImbalance %Color OpacityConsecutiveExtend
Sell Imbalance
Bid[price] ÷ Ask[price + 1 tick] ≥ Imbalance%

Mirror of Buy Imbalance. Bid at this price vs ask one tick above. When sellers are dominating the diagonal, the cell lights up. Combines with Trapped Buyers signal for high-conviction short entries — both firing at the same bar is a strong confluence.

ThresholdImbalance %Color OpacityConsecutiveExtend
Volume
Total volume at price ≥ Threshold

Marks cells where total traded volume (bid + ask) exceeds your threshold. High-volume price levels become the market's natural memory — they act as support and resistance on revisits. Enable Extend to draw these levels forward automatically and never lose an important level.

ThresholdColorHollow / Filled SizeOpacityExtendLookback
Positive Delta
(Ask − Bid) ≥ Threshold at this price level

Marks individual price levels where buying aggression dominated with a magnitude above your threshold. Useful for isolating exactly where large directional buying bets were placed inside a bar — not just that the bar was bullish, but which specific tick.

ThresholdColorHollow / Filled OpacityExtendLookback
Negative Delta
(Bid − Ask) ≥ Threshold at this price level

Mirror of Positive Delta. Marks where selling aggression dominated at a specific tick. Stack this with Sell Imbalance to build multi-layer evidence for a short setup — both signals firing at the same price level is a very high conviction configuration.

ThresholdColorHollow / Filled OpacityExtendLookback
Unfinished Auction
Ask > 0 AND Bid > 0 at bar high or low

Both bid and ask traded at the bar's extreme tick. Price left the level without finishing the auction — market theory says it's likely to return. The hollow box style default makes it visually distinct. Fires only at the very top or bottom tick of each bar.

ThresholdColorHollow (default) SizeOpacityExtend
POC
Price level with highest total volume in bar

Point of Control — the single price level where the most total volume (bid + ask) transacted within the bar. The bar is already bold at the POC row, but adding this highlight with Extend lets you draw POC levels forward as persistent zones across the chart.

ColorHollow / Filled SizeOpacityExtendLookback

EXTEND — How it works

Enable Extend on any highlight and set a Lookback (number of bars). DeltaFlowprint draws a horizontal zone from the highlighted cell forward in time. It automatically stops when price crosses the level — not just touches it. Consecutive setting merges adjacent cells into one clean zone.

CONSECUTIVE — Stacking filter

Consecutive = N means the highlight only fires if N or more adjacent price levels all meet the condition. Setting Consecutive = 3 on Buy Imbalance means you only see clusters of 3+ stacked diagonal imbalances — the high-conviction setups, not every minor spike.

Volume Profile

Session profile — always current,
always right of chart.

The rolling session volume profile updates tick-by-tick in real time. It aggregates bid and ask separately so you can see not just where volume happened — but who drove it.

Imbalance Mode 🔍
Volume Profile
Session Profile with POC + Value Area

The profile accumulates from the first bar of the session. It calculates POC (highest volume level), VAH (Value Area High), and VAL (Value Area Low) — the 68.2% of volume surrounding the POC. These are the three most important auction reference levels every trading session.

→ Profile width = proportional to POC volume
→ POC = price with most total (bid+ask) volume
→ Value Area = 68.2% of session volume
→ VAH/VAL calculated via iterative expansion
  • Show Delta mode: colors each bar by who drove volume — green = buyers, red = sellers
  • Extend Value Area: draws VAH/VAL as horizontal lines back through the session
  • Mini OHLC bar shows session direction at a glance
  • Fully configurable width, opacity, and colors
Summary Table

Bar statistics — color-coded,
below every bar.

Optional rows of per-bar statistics displayed as colored cells at the bottom of the chart. Each row is independently toggleable. Colors are driven by magnitude — not just sign.

Imbalance Mode 🔍
Delta

Net delta (ask − bid) per bar. Positive = green, negative = red. Shade intensity is relative to the maximum delta visible on screen — the darkest cells are the most decisive bars.

Volume

Total volume per bar using the same 4-quartile shading as the Volume mode cells. Instantly see the heaviest volume bars across your session.

Cumulative Delta

Running session delta. Starts at zero on the first bar of session and accumulates. Divergence between price direction and cumulative delta often leads price.

Min Delta

The lowest (most negative) delta at any single price level within the bar. Shows the worst sell pressure that hit inside the bar — even if the bar closed bullish.

Max Delta

The highest (most positive) delta at any single price level within the bar. Shows the strongest buying burst — even if the bar closed flat or bearish.

All Settings

Every configurable option,
documented.

All settings are accessible from the FP⬡ button in the NinjaTrader toolbar. Changes apply instantly — no chart reload except Tick Aggregation and Compact Mode.

GENERAL
SettingRangeDescription
Tick AggregationReload 1–25 Merge N ticks into one footprint row. 1 = every tick. 5 = groups of 5 ticks per cell. Requires chart reload (F5).
Right Margin 0–∞ Extra pixel margin reserved on the right side of the chart for the profile and footprint cells.
Scroll On/Off Click-drag to scroll the footprint horizontally without zooming. Uses Ctrl key simulation.
Compact ModeReload On/Off Removes the gap between candle body and footprint cells. Bars sit edge to edge. Requires chart reload.
Follow Current Price On/Off On a fixed scale, automatically scrolls the scale to keep the current price in view.
Show Current Price On/Off Draws a horizontal price line and highlighted band at the current price level.
Auto Font Size On/Off Automatically sizes footprint text to fit the cell height. Disable to use Fixed Font Size.
Fixed Font Size 6–72px Font size for footprint numbers when Auto Font Size is off.
FOOTPRINT DISPLAY
SettingRangeDescription
Footprint Style 7 modes BidAsk / BidAskProfile / Profile / Imbalance / Volume / Delta / BigTrade. Changes bar spacing automatically for Volume and Delta.
Show Footprint Text On/Off Display bid/ask numbers inside cells. Auto-hides when more than 25 bars are visible.
Frame On/Off Imbalance mode: draws a border around every cell to visually separate bid and ask.
Threshold 0–∞ Minimum volume for a cell to receive color. Cells below this are dimmed to background.
Imbalance % 1–1000 Diagonal imbalance ratio. 300 = ask must be 3× the bid one tick below. Used in Imbalance mode and Buy/Sell Imbalance highlights.
Min Difference 1–∞ Minimum absolute volume difference for an imbalance highlight to fire. Prevents very small ratios on thin markets.
CELL COLORS
SettingRangeDescription
Ask Color Color Base color for ask-side (buy pressure) cells. Up to 4 shades auto-generated from this base.
Bid Color Color Base color for bid-side (sell pressure) cells.
Volume Color Color Color used in Volume mode cells.
Text Color Color Color of footprint numbers. White default — auto-contrast against cell background.
Number of Shades 1 / 2 / 4 How many gradient levels to generate from each base color. 4 shades = full light-to-dark gradient.
Color Intensity Based On Volume / Delta Volume: shade = total volume at price. Delta: shade = ask−bid magnitude. Both relative to bar maximum.
Dominant Only On/Off Only the dominant side (ask or bid) receives cell color. The weak side shows text only — cleaner read for experienced traders.
Custom Bar
SettingRangeDescription
Up Color Color Candle color when Close > Open.
Down Color Color Candle color when Close < Open.
Custom Bar On/Off Enable or disable candle entirely.

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