HWFootprint: order flow on your chart
A footprint indicator that shows how many contracts traded at the bid and at the ask on every price level of every bar, with the tools to read it: imbalances, stacked imbalances, absorption, volume profile and whale markers.
Early access soon. Pricing and launch date: to be announced.
What you see
Each trade is classified as a buy (at or above the ask) or a sell (at or below the bid, with the tick rule in between) and added to its bar at its price level. The indicator then draws:
- Cells as bid x ask, delta or volume, with gradient shading
- Per-bar statistics: volume, delta, delta %, min / max delta
- Volume profile with point of control and a configurable value area
- Imbalances, diagonal or horizontal, by multiplier or percentage
- Stacked imbalances (number in a row, optional one-level gap)
- Absorption at the bar's extremes and unfinished auctions
- Derived areas from stacks and absorption, extended until price trades through them
| 29,404.00 | 12 | 31 |
| 29,403.75 | 18 | 64 |
| 29,403.50 | 25 | 71 |
| 29,403.25 | 44 | 39 |
| 29,403.00 | 86 | 22 |
| 29,402.75 | 92 | 17 |
| 29,402.50 | 51 | 14 |
More in the box
Whale markers
Marks very large, one-sided rows (WB = whale buyer, WS = whale seller) using thresholds you set: minimum row volume, share of bar volume, multiple of average row volume.
Pullback bar
A small footprint beside the forming bar that holds only the trades since its latest new high or low, so you can see who is trading the pullback.
Statistics grid
Delta and delta % change versus the previous bar along the bottom of the chart.
Works with your bar type
Tick, range, time and Renko-style bars. Ticks-per-level and a minimum trade size filter let you tune it for NQ / MNQ and other instruments.
Readable at any zoom
Auto-fit to bar spacing, adjustable column width and font sizes, and a full set of colour settings.
You choose the thresholds
Imbalance ratio, high / low side volumes, stack size, absorption ratio and depth are all settings, not fixed rules.
Requirements
| Platform | NinjaTrader 8 (desktop), Windows |
|---|---|
| Market data | A data feed with bid / ask tick data. Footprint history needs Tick Replay enabled (Tools → Options → Market Data → Show Tick Replay, then Tick Replay on the chart's data series). |
| Setup tip | Widen the chart's bar spacing so the cells are readable. For MNQ / NQ, 2–4 ticks per level is a common starting point. |
| Delivery | Compiled build with a licence. We do not distribute source code. |
What it is not
- Not a signal service. Markers describe order flow; they are not recommendations to buy or sell.
- Not a strategy and it places no orders.
- Not a promise of results. Reading order flow takes practice, and traders lose money using any tool.
- Not affiliated with NinjaTrader or your data provider.
Questions
Does it work on historical data?
Only with Tick Replay enabled. Without it, the footprint builds from the moment you load the chart.
Does it place trades?
No. It is an indicator that draws on the chart.
Will it work with my prop firm?
It is a chart indicator, so it does not trade. Check that your firm and its platform setup allow the indicators and data you plan to use.
How do I get it, and what does it cost?
Launch details are still being finalised: price, licence terms and refund policy will be published here before the first sale. Subscribe on YouTube to hear first.
Risk. Educational and entertainment content and software only; nothing here is financial advice. Futures trading carries a substantial risk of loss and is not suitable for everyone. Hypothetical or simulated results have inherent limitations and do not represent actual trading. Past performance does not predict future results. Vortex Futures Trade Lab is not a prop firm, does not sell funded accounts, and is not affiliated with NinjaTrader. Follow your own prop firm's rules; nothing here is advice on how to meet or avoid them.