The Description

The Footprint Price Statistics Indicator provides a fully customizable row by row (price by price) layout of various Footprint statistics.  These statistics are based on the Periodicity that you select and provide detailed horizontal analysis of price, volume and delta. 

  Footprint Price Statistic (6 min)

The Presentation - more on Charts

Above is a bid ask Footprint chart of the e-Mini S&P (ES) with FPPS indicator applied.

The Preferences

• Buy Volume - displays the volume that occurred at the ask price at each price.  It is cumulative for the entire row.
• Sell Volume - displays the volume that occurred on the bid price at each price. It is cumulative for the entire row.
• Volume - displays the total volume that occurred at each price. It is cumulative for the entire row.
• Buy Volume Percent - displays the volume that occurred at the ask price at each price and displays it in the percentage form of total volume.  It is cumulative for the entire row.
• Sell Volume Percent - displays the volume that occurred at the bid price at each price and displays it in the percentage form of total volume.  It is cumulative for the entire row.
• Ticks - displays the amount of ticks at each price.  Essentially, volume is discarded and only the ticks are counted.  It is cumulative for the entire row.
• Average Size - displays the average volume size per trade at each price.  It is cumulative for the entire row.
• Delta - displays the cumulative (net) delta for the entire row.  It is cumulative for the entire row.
• Delta % - displays the percentage of volume that had a net positive or negative delta.  It is essentially showing a ratio of bid traded volume versus ask traded volume but only showing the % of volume that occurred on the most dominant side of the market.  It is cumulative for the entire row.
• Price (Delta Color) - displays the price of each trade with the background shaded according to the intensity of the delta.
• Price - displays the price of each trade.  It is included for easy reference.
• Bars (TPOs) - displays in numeric form the amount of time periods that have been spent at each price.  It is dependent on the chart's periodicity.
• TPO Histogram - displays in graphic form the amount of time periods that have been spent at each price.  It is dependent on the chart's periodicity.
• Volume Profile - displays the distribution of volume at price. 
• Footprint Profile - displays the distribution of volume at price and shades each volume at price bar according to the intensity of delta.
• Period - sets the length (time period) of the statistics under review.
• Horizontal Position - sets the postion of the statistics to the left or right side of the chart.
• Column Width - sets the width of each column.
• Profile Width - sets the width of each profile.
• Historical VA and POC - displays the currently developing Value Area and Point of Control.
• Smoothed Profile (y) - Averages the volume over the nearest (y) bars. For instance if set to 11, the volume for the nearest 11 prices will be averaged together. This creates the effect of a smooth profile.
• Smoothed Delta (y) - Averages the delta for the nearest (y) bars and displays it as a value.
• % of Total Volume  - displays the percentage of volume traded at each specific price.

RTL Token - more on RTL

There currently is no RTL token for FPPS. Vote on getting it added here!