SIDI Footprint

The ultimate Order Flow Indicator for NinjaTrader

Your ultimate Footprint indicator for NinjaTrader. Analyze order flow in real-time, visualize profiles, identify imbalances, and create precise trading strategies – all with maximum flexibility and performance.
SidiFootprint is the fastest and most versatile Footprint indicator for NinjaTrader, developed for traders who want to dive deep into the market. It enables you to perform a detailed analysis of order flow by visualizing Bid/Ask data, Delta, Volume, and Imbalances directly on the chart. With customizable profiles (left and right), flexible clusters, signal tools, and DOM integration, you can view the market from every perspective. Additionally, SidiFootprint includes the integration of the SidiLevel2 and SidiVolumeLevel indicators, which extend your analysis. Test SidiFootprint with a free demo and discover how order flow analysis can revolutionize your trading!

Why SidiFootprint?

Dive into the world of order flow analysis with a tool that leaves nothing to be desired. SidiFootprint provides you with precise real-time insights – from dynamic Footprint bars and customizable Volume Profiles to advanced signal options. Adjust colors, filters, and clusters to your trading style and leverage seamless NinjaTrader integration for maximum efficiency. Whether you want to detect imbalances, track Delta trends, or develop automated strategies – SidiFootprint provides you with the tools to master the market. Curious? See for yourself how deep you can dive into the markets!
Profile Display (Left & Right)
  • Left and Right Profile: SidiFootprint offers two profiles – one on the left side and one on the right side. You can independently activate/deactivate both profiles, and adjust their width (in pixels), color, and opacity.
  • Display Style: For both profiles, you can choose the display style:
    • Off: Deactivates the profile.
    • Volume: Displays the total trading volume.
    • Delta: Displays the Delta (buyers vs. sellers).
    • Delta Min / Max: Marks the extreme Delta values.
    • Delta %: Displays the Delta as a percentage.
    • Ask: Displays only the Ask volume.
    • Bid: Displays only the Bid volume.
    • Trades: Displays the number of trades.

These options allow you to visualize the data according to your needs, e.g., to analyze strong volume areas or market dynamics.

Order Flow Analysis
  • Real-time Data per Bar: SidiFootprint displays Bid and Ask data, Delta, and Volume for each bar. You can choose the style of the Footprint bars: Bid/Ask, Delta, or Volume.
  • Imbalance Detection: Identify imbalances between Bid and Ask sides with a customizable imbalance ratio (e.g., 300% difference). Imbalances are highlighted with color.
  • Cluster Display: Display clusters (areas with high volume) with a minimum volume threshold (e.g., 100 contracts) to filter out noise.
Visual Flexibility
  • Color Customization: Customize the colors for Bid, Ask, positive/negative Delta values, Imbalances, and other values.
  • Labels and Font Size: Display volume numbers in the Footprint bars, and adjust the font size and position to your preferences.
  • DOM Integration: Display Footprint data directly in the Depth of Market (DOM), with selectable display style (Bid/Ask, Delta, Volume). (additional indicator required)
Signal Tools
  • Signal Generation: Generate signals based on Delta (e.g., +500 for buy signal) or imbalance ratio. Signals are displayed on the chart with customizable markers (e.g., arrows, circles).
  • Strategy Integration: Utilize signals with access to Footprint values per bar (e.g., Delta, Imbalance).
Advanced Market Information
  • Additional Indicators: Combinable with the SidiLevel 2 indicator for DOM levels (support/resistance levels) and the SidiVolumeLevels indicator, both available separately.
  • Alarms: Receive email or sound notifications for signals or connection issues.
  • Automatic Updates: Data refresh upon reconnection to the price feed.

Performance

SidiFootprint is optimized for NinjaTrader and offers outstanding performance, even in demanding market situations. The key features for performance optimization are:

  • Minimal CPU Load:
    SidiFootprint is designed to consume minimal CPU resources even with large data volumes or fast markets, ensuring your system runs smoothly.
  • Customizable Maximum Bar Count:
    You can individually set the maximum number of bars used for calculation (Default: 1000 Bars). This allows you to further optimize performance by adjusting the data volume to your needs.
  • Customizable Number of Days to Calculate:
    Particularly useful for analyzing historical data: You can define the number of days to calculate to control resource usage.
  • Full Control over Resources:
    With these settings, you can perfectly adapt SidiFootprint to your system’s performance without compromising on speed.

Licensing

SidiFootprint’s licensing is designed to be flexible and user-friendly to offer you maximum freedom:

  • Not Tied to Machine ID:
    The license is linked to your email address, not a Machine ID. This means you can use SidiFootprint on any computer without incurring additional transfer fees.
  • Easy Device Switching:
    With one license, only one device can be used at a time. However, as soon as you close the chart with the Footprint on one device, you can immediately use SidiFootprint on another computer – without waiting or additional costs.
  • Flexibility for Multiple Devices:
    This flexibility is ideal if you switch between different workstations or update your system. You can easily use SidiFootprint on a new device as soon as the previous device is no longer active.
  • Second License with Discount:
    Would you like to use SidiFootprint on two computers simultaneously? A second license is available with a 75% discount, allowing you to realize parallel usage cost-effectively.

Continuous Development

SidiFootprint is continuously being developed, and you can actively participate in this process:

  • Feature Requests via Discord:
    You can submit feature requests via Discord support at any time. Simply share your idea, and the development team will review how it can be implemented in future updates.
  • Active Participation:
    This opportunity allows you to adapt SidiFootprint to your individual needs and help shape new features.
  • Close Collaboration with the Community:
    Continuous development in collaboration with the community ensures that SidiFootprint always stays up-to-date and meets the needs of traders.

Coding Accessibility

SidiFootprint is a powerful tool for traders who can code and offers extensive customization options:

  • Retrievable Live Values:
    Many live values from SidiFootprint can be retrieved via code if you integrate them correctly. These include, for example, Footprint bar settings such as imbalance ratios, cluster thresholds, or Delta values.
  • Custom Adjustments and Strategies:
    You can use this data to develop your own adjustments, indicators, or strategies. For example, you can use imbalance data in your own strategy or integrate Delta values into a custom script.
  • Ideal Foundation for Advanced Traders:
    This flexibility makes SidiFootprint the perfect foundation for advanced traders who want to “tinker” with their own solutions and have full control over their trading tools.

Dynamic Values per Bar

A unique feature of SidiFootprint is the dynamic provision of values per bar:

  • Not Static, but Retrievable per Bar:
    Unlike most other indicators, all values from SidiFootprint – such as Imbalances (SingleImbalance, MultiImbalance), Delta (DeltaDivergence, DeltaPercentageCluster), VPOC (BarVPOC), VAH/VAL, or Big Lots (BigVOLClusterHigh/Low) – are not static, but are calculated and provided for each bar in real-time.
  • Dynamic Adjustment when Moving the Chart:
    The values are not only calculated per bar but also dynamically adjust when you move the chart. For example, if you have the volume profile displayed on the right edge of the chart and you move the chart, the profile updates automatically. It doesn’t just show the last loaded value, but adapts in real-time to the currently visible bars, according to the position you have moved the chart to.
  • Decisive Advantage:
    The ability to react to current market data per bar – both in real-time and when moving the chart – gives you a decisive advantage, as you are not dependent on static or aggregated values, as is the case with many other indicators.

Logging

SidiFootprint offers flexible logging options for full control over functionality:

  • Various Log Levels:
    Choose between “Normal” (log all events), “ErrorOnly” (log errors only), or “File” (save logs to a file).
  • Quick Problem Diagnosis:
    These options allow you to quickly identify problems, e.g., connection errors or calculation issues.
  • Performance Monitoring:
    Monitor the indicator’s performance without generating unnecessary data by selecting the appropriate log level.

SidiFootprint offers maximum flexibility by supporting a variety of bar types – both regular NinjaTrader bars and third-party bars:

  • Regular NinjaTrader Bar Types:
    • Minute
    • Second
    • Tick
    • Volume
    • Range
    • Renko
  • Third-Party Bar Types:
    • UniRenko (2018)
    • TPRangeC
    • TPRangeCF
    • TPRangeDE
    • TPRangeY
    • TPRenko
    • TPTurnAround
    • TPDelta
      This broad support allows you to use SidiFootprint with your preferred bar type, regardless of whether you prefer time-based, volume-based, or specialized third-party bars.

Sidi Footprint Features

Order Flow at
a Glance

Bid x Ask, Delta, and Volume in real-time.

Real-time Analysis

Instant Updates with minimal CPU load.

Customizable
Filters

Thresholds and display options of your choice.

Strategic
Signals

Automated trading logic with marker support.

Support

Technical support via Discord (only)

NinjaTrader Integration

Seamlessly optimized for maximum efficiency.

Try it now!

Get your 14-Day Demo Now and Test all Features Yourself!

Support

Support, Feature Requests, and Licensing Inquiries for the Product are Handled Exclusively via DISCORD.

SidiFootprint

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