Footprint Candlestick Chart Advanced (Vol x Delta) Light Theme
This is a light theme Footprint Chart set as Vol x Delta with a candlestick insert. This is exactly what I use as part of my trading setup when day trading the future markets. It is pre-set to the ES symbol in the Dec2024 expiration contract. It features the following indicators and settings:
Executed volumes per tick on the left, executed delta per tick level on the right (red=bearish delta, green=bullish delta)
Depending on the weakness/strength of deltas on the right, the green/red highlight will be lighter/darker
Volume threshold highlights (purple for med volumes, orange for high)
Delta, Daily Cumulative Delta and Volume data on bottom (more categories can be easily enabled)
Current Price Line
Countdown Timer
Clock
Delta & Volume Overlays
Current session VP overlay with VWAP, VAH, VAL and POC levels (68% Value Area)
Naked POC (orange dotted line) and Naked VAH/VAL (grey dash line) extensions
A VP delta Iceberg overlay on the right edge for the current session showing the strength of aggressive buyers/sellers at every tick level
Large Volume Trade bubble indicator to see when big executions hit the tape
As always the chartbook is totally customizable to any instrument and timeframe/data periods you may want. Also graphics can be changed and fonts within Sierra Chart. The volume highlights I use are what I have found work for me in the RTH session of ES. Every market symbol and different times will have it’s own ideal volume threshold settings. You can tinker with whatever works for you best in the study “Vol Highlights” settings.
To change the highlight colors go to Chart Studies, Numbers Bars Study, Column 1 range Up/Down Colors. To change the volume thresholds for the highlight go towards the same settings options near the bottom called “Column 1 Actual Volume Compare Thresholds”
This is a light theme Footprint Chart set as Vol x Delta with a candlestick insert. This is exactly what I use as part of my trading setup when day trading the future markets. It is pre-set to the ES symbol in the Dec2024 expiration contract. It features the following indicators and settings:
Executed volumes per tick on the left, executed delta per tick level on the right (red=bearish delta, green=bullish delta)
Depending on the weakness/strength of deltas on the right, the green/red highlight will be lighter/darker
Volume threshold highlights (purple for med volumes, orange for high)
Delta, Daily Cumulative Delta and Volume data on bottom (more categories can be easily enabled)
Current Price Line
Countdown Timer
Clock
Delta & Volume Overlays
Current session VP overlay with VWAP, VAH, VAL and POC levels (68% Value Area)
Naked POC (orange dotted line) and Naked VAH/VAL (grey dash line) extensions
A VP delta Iceberg overlay on the right edge for the current session showing the strength of aggressive buyers/sellers at every tick level
Large Volume Trade bubble indicator to see when big executions hit the tape
As always the chartbook is totally customizable to any instrument and timeframe/data periods you may want. Also graphics can be changed and fonts within Sierra Chart. The volume highlights I use are what I have found work for me in the RTH session of ES. Every market symbol and different times will have it’s own ideal volume threshold settings. You can tinker with whatever works for you best in the study “Vol Highlights” settings.
To change the highlight colors go to Chart Studies, Numbers Bars Study, Column 1 range Up/Down Colors. To change the volume thresholds for the highlight go towards the same settings options near the bottom called “Column 1 Actual Volume Compare Thresholds”
This is a light theme Footprint Chart set as Vol x Delta with a candlestick insert. This is exactly what I use as part of my trading setup when day trading the future markets. It is pre-set to the ES symbol in the Dec2024 expiration contract. It features the following indicators and settings:
Executed volumes per tick on the left, executed delta per tick level on the right (red=bearish delta, green=bullish delta)
Depending on the weakness/strength of deltas on the right, the green/red highlight will be lighter/darker
Volume threshold highlights (purple for med volumes, orange for high)
Delta, Daily Cumulative Delta and Volume data on bottom (more categories can be easily enabled)
Current Price Line
Countdown Timer
Clock
Delta & Volume Overlays
Current session VP overlay with VWAP, VAH, VAL and POC levels (68% Value Area)
Naked POC (orange dotted line) and Naked VAH/VAL (grey dash line) extensions
A VP delta Iceberg overlay on the right edge for the current session showing the strength of aggressive buyers/sellers at every tick level
Large Volume Trade bubble indicator to see when big executions hit the tape
As always the chartbook is totally customizable to any instrument and timeframe/data periods you may want. Also graphics can be changed and fonts within Sierra Chart. The volume highlights I use are what I have found work for me in the RTH session of ES. Every market symbol and different times will have it’s own ideal volume threshold settings. You can tinker with whatever works for you best in the study “Vol Highlights” settings.
To change the highlight colors go to Chart Studies, Numbers Bars Study, Column 1 range Up/Down Colors. To change the volume thresholds for the highlight go towards the same settings options near the bottom called “Column 1 Actual Volume Compare Thresholds”