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Footprint Chart/Market Order Flow - How to & Automating Trades Footprint Chart/Market Order Flow - How to & Automating Trades

01-27-2020 , 03:42 PM
If anyone is trading here and does/did automated trading based on Market Order Flow and Footprint Chart, I have the following questions and am also looking for resources:

How does one go on about even writing a script on Sierra Charts that display these charts the way it does? I can program in C++ and Sierra uses it as main language.
I know how to use the default settings for Numbers Bars that Sierra Chart provides and display to myself Delta, volume, etc.. but it's frustrating, because I can't find source code for this thing and how they went on to display it the way it is.

How does one automatically execute (or give an alarm and then manually put in a position) a trade for given conditions, based on volume and incoming buying/selling power and the difference in them?
I assume we could say that once there is "enough" volume coming in at certain price (compared to average volume) and the velocity of buying/selling power following with it (compared to average), we could put in a small scalping position and take small profit, if we are so sure it's going to go in certain direction based on volume and demand.

I can't really find anything when it comes to programming Footrprint charts and how to go on about programming them, so I'm really looking for some resources as well. I have no problem teaching myself, if thrown into right direction.
Footprint Chart/Market Order Flow - How to & Automating Trades Quote
01-27-2020 , 10:38 PM
Pretty niche question, I'd be a little surprised if anyone here had direct access with them. I've done automated trading as a job and a hobby on and off for years and I haven't really heard of either platform.
Footprint Chart/Market Order Flow - How to & Automating Trades Quote
01-28-2020 , 04:30 AM
Sierra Charts platform is pretty popular and reliable data source provider.
Footprint Chart/Market Order Flow - How to & Automating Trades Quote

      
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