A Footprint is a chart view that breaks down classified volume by price inside each bar. NinjaTrader Volumetric Bars display that information in a bar format; the lesson is to understand the fields and their data basis.
Key concepts
- Footprint and Volumetric Bars
- A price-by-price view within a bar. Volumetric Bars are the NinjaTrader bar type used to display this classified-volume detail.
- Bid × Ask and Delta
- Bid and ask quantities are shown at price levels; a bar's Delta summarizes the difference according to the selected classification.
- Imbalance and ratio
- An Imbalance marks a relative concentration under chosen comparison rules. The ratio sets the relative threshold used for that display.
Learn it step by step
- 1Confirm the chart's bar type and data series.
- 2Start with a Bid × Ask display and identify where the values, bar Delta, and colors appear.
- 3Use an Imbalance Ratio of 1.5 and Minimum Difference of 10 as a display-learning starting point, then compare how much is highlighted.
These settings are only a way to begin exploring the display, not a universal recommendation. One highlighted imbalance does not determine an outcome.