Two-sided Footprint – independent Left and Right Footprints for each bar
Footprint styles: Bid x Ask, Volume, Delta, TradesNumber
Optional Tape Reconstruction (aggregation of order flow)
Filters: Trade/Reconstructed trade volume filter (min/max) and Display filter
Bar Statistics: Volume, Delta, Min/Max Delta, Delta %, COT (read about COT)
Patterns search: Imbalance and Absorption with quantity filters, Unfinished Auction
Automatic Support/Resistance Zones based on Imbalance and Absorption patterns with Alerts
Cluster Zones: Low Volume Nodes (LVN), High Volume Nodes (HVN), Delta ranges, Delta Percentage ranges, Trades ranges
Statistics Grid: Trades, Volume, Buy/Sell volume, Delta, Delta %, Absolute Delta Average, Delta cumulative, Min/Max Delta, Delta Change, Delta Rate of Change (per Ticks/Milliseconds), COT Low/High
Projecting of Statistics Grid values to the chart
Predicted values (in Statistisc Grid)
‘Ticks per level’ option which sets the level of aggregation for individual price levels, if price levels should be merged (watch video)
Levels of Value Area and POC for Bars and Sessions
Cluster styles: Brick, Histogram
Cluster scale parameter to scale clusters by bar values, by values inside chart view area or by all loaded data.
Cluster data sources for scale, color, and gradient (watch video).
Color mode option – Solid, Saturation, Heatmap, GrayScaleHeatmap, and Custom for better presentation
Custom Levels with Alerts
Notifications: Bar Volume/Bar Delta/Bar Trades number/Cluster (footprint) value/Imbalance/Absorption via Ninja alerts or via email (for some events)
Supported Calculate modes: OnEachTick/OnBarClose
Proprietary settings window with the On-The-Fly adjustments of parameters. Chart reloading is not required anymore!