NUMEX Edge Footprint
Builds its own footprint and draws edge zones: stacked diagonal imbalances acting as support or resistance.
- Type
- Order Flow
- Platform
- NinjaTrader 8
- Deliverable
- .cs file or compiled export
Logic
NUMEX Edge Footprint rebuilds the footprint of every bar: volume at the bid and at the ask for each price level. It works on any bar type, NumexRenko included. Tick Replay is required for history.
An edge zone forms when several consecutive levels show a diagonal imbalance in the same direction: buying imbalances for support, selling imbalances for resistance. The zone stays active until price reaches it, or comes within a chosen number of ticks. Its opacity follows the average or weakest imbalance in the zone, across three tiers.
On a reversal brick, a signal appears when a zone is created in that brick (A) or when an active zone is touched (B). Alerts, arrows and Output window logging are configurable. A study module tracks each signal against a stop and targets in ticks, and can export reversals to CSV.
Features
- Bid x ask footprint computed by the indicator, on any bar type
- Stacked diagonal imbalance zones, support or resistance
- Three intensity tiers based on imbalance strength
- Signals on reversal bricks: zone created or zone touched
- Alerts on creation, test and signal
- Study module: signal tracking in ticks and CSV export of reversals
Parameters
- Imbalance (default 70%, i.e. 1.7 times the opposite diagonal volume)
- Consecutive levels (default 4)
- Volume filters per level and per zone (default 1)
- Zone end: bar high/low, or approach in ticks
- Tiers: up to 190%, up to 399%, above
- Minimum tier for a signal (default 1)
- Signal type: A (zone created), B (zone touched) or both
Screenshots
Futures trading involves a risk of capital loss. Our tools are decision-support software, not investment advice. Past performance is not indicative of future results.