footprint_type
Library "footprint_type"
Contains all types for calculating and rendering footprints
Inputs
Inputs objects
Fields:
inbalance_percent (series int): percentage coefficient to determine the Imbalance of price levels
stacked_input (series int): minimum number of consecutive Imbalance levels required to draw extended lines
show_summary_footprint (series bool): bool input for show summary footprint
procent_volume_area (series int): definition size Value area
show_vah (series bool): bool input for show VAH
show_poc (series bool): bool input for show POC
show_val (series bool): bool input for show VAL
color_vah (series color): color VAH line
color_poc (series color): color POC line
color_val (series color): color VAL line
show_volume_profile (series bool)
new_imbalance_cond (series bool): bool input for setup alert on new imbalance buy and sell
new_imbalance_line_cond (series bool): bool input for setup alert on new imbalance line buy and sell
stop_past_imbalance_line_cond (series bool): bool input for setup alert on stop past imbalance line buy and sell
Constants
Constants all Constants objects
Fields:
imbalance_high_char (series string): char for printing buy imbalance
imbalance_low_char (series string): char for printing sell imbalance
color_title_sell (series color): color for footprint sell
color_title_buy (series color): color for footprint buy
color_line_sell (series color): color for sell line
color_line_buy (series color): color for buy line
color_title_none (series color): color None
Calculation_data
Calculation_data data for calculating
Fields:
detail_open (array<float>): array open from calculation timeframe
detail_high (array<float>): array high from calculation timeframe
detail_low (array<float>): array low from calculation timeframe
detail_close (array<float>): array close from calculation timeframe
detail_vol (array<float>): array volume from calculation timeframe
previos_detail_close (array<float>): array close from calculation timeframe
isBuyVolume (series bool): attribute previosly bar buy or sell
Footprint_row
Footprint_row objects one footprint row
Fields:
price (series float): row price
buy_vol (series float): buy volume
sell_vol (series float): sell volume
imbalance_buy (series bool): attribute buy inbalance
imbalance_sell (series bool): attribute sell imbalance
buy_vol_box (series box): for ptinting buy volume
sell_vol_box (series box): for printing sell volume
buy_vp_box (series box): for ptinting volume profile buy
sell_vp_box (series box): for ptinting volume profile sell
row_line (series label): for ptinting row price
empty (series bool): = true attribute row with zero volume buy and zero volume sell
Value_area
Value_area objects for calculating and printing Value area
Fields:
vah_price (series float): VAH price
poc_price (series float): POC price
val_price (series float): VAL price
vah_label (series label): label for VAH
poc_label (series label): label for POC
val_label (series label): label for VAL
vah_line (series line): line for VAH
poc_level (series line): line for POC
val_line (series line): line for VAL
Imbalance_line_var_object
Imbalance_line_var_object var objects printing and calculation imbalance line
Fields:
cum_buy_line (array<line>): line array for saving all history buy imbalance line
cum_sell_line (array<line>): line array for saving all history sell imbalance line
Imbalance_line
Imbalance_line objects printing and calculation imbalance line
Fields:
buy_price_line (array<float>): float array for saving buy imbalance price level
sell_price_line (array<float>): float array for saving sell imbalance price level
var_imba_line (Imbalance_line_var_object): var objects this type
Footprint_info_var_object
Footprint_info_var_object var objects for info printing
Fields:
cum_delta (series float): var delta volume
cum_total (series float): var total volume
cum_buy_vol (series float): var buy volume
cum_sell_vol (series float): var sell volume
cum_info (series table): table for ptinting
Footprint_info
Footprint_info objects for info printing
Fields:
var_info (Footprint_info_var_object): var objects this type
total (series label): total volume
delta (series label): delta volume
summary_label (series label): label for ptinting
Footprint_bar
Footprint_bar all objects one bar with footprint
Fields:
foot_rows (array<Footprint_row>): objects one row footprint
val_area (Value_area): objects Value area
imba_line (Imbalance_line): objects imbalance line
info (Footprint_info): objects info - table,label and their variable
row_size (series float): size rows
total_vol (series float): total volume one footprint bar
foot_buy_vol (series float): buy volume one footprint bar
foot_sell_vol (series float): sell volume one footprint bar
foot_max_price_vol (map<float, float>): map with one value - price row with max volume buy + sell
calc_data (Calculation_data): objects with detail data from calculation resolution
Support_objects
Support_objects support object for footprint calculation
Fields:
consts (Constants): all consts objects
inp (Inputs): all input objects
bar_index_show_condition (series bool): calculation bool value for show all objects footprint
row_line_color (series color): calculation value - color for row price
Contains all types for calculating and rendering footprints
Inputs
Inputs objects
Fields:
inbalance_percent (series int): percentage coefficient to determine the Imbalance of price levels
stacked_input (series int): minimum number of consecutive Imbalance levels required to draw extended lines
show_summary_footprint (series bool): bool input for show summary footprint
procent_volume_area (series int): definition size Value area
show_vah (series bool): bool input for show VAH
show_poc (series bool): bool input for show POC
show_val (series bool): bool input for show VAL
color_vah (series color): color VAH line
color_poc (series color): color POC line
color_val (series color): color VAL line
show_volume_profile (series bool)
new_imbalance_cond (series bool): bool input for setup alert on new imbalance buy and sell
new_imbalance_line_cond (series bool): bool input for setup alert on new imbalance line buy and sell
stop_past_imbalance_line_cond (series bool): bool input for setup alert on stop past imbalance line buy and sell
Constants
Constants all Constants objects
Fields:
imbalance_high_char (series string): char for printing buy imbalance
imbalance_low_char (series string): char for printing sell imbalance
color_title_sell (series color): color for footprint sell
color_title_buy (series color): color for footprint buy
color_line_sell (series color): color for sell line
color_line_buy (series color): color for buy line
color_title_none (series color): color None
Calculation_data
Calculation_data data for calculating
Fields:
detail_open (array<float>): array open from calculation timeframe
detail_high (array<float>): array high from calculation timeframe
detail_low (array<float>): array low from calculation timeframe
detail_close (array<float>): array close from calculation timeframe
detail_vol (array<float>): array volume from calculation timeframe
previos_detail_close (array<float>): array close from calculation timeframe
isBuyVolume (series bool): attribute previosly bar buy or sell
Footprint_row
Footprint_row objects one footprint row
Fields:
price (series float): row price
buy_vol (series float): buy volume
sell_vol (series float): sell volume
imbalance_buy (series bool): attribute buy inbalance
imbalance_sell (series bool): attribute sell imbalance
buy_vol_box (series box): for ptinting buy volume
sell_vol_box (series box): for printing sell volume
buy_vp_box (series box): for ptinting volume profile buy
sell_vp_box (series box): for ptinting volume profile sell
row_line (series label): for ptinting row price
empty (series bool): = true attribute row with zero volume buy and zero volume sell
Value_area
Value_area objects for calculating and printing Value area
Fields:
vah_price (series float): VAH price
poc_price (series float): POC price
val_price (series float): VAL price
vah_label (series label): label for VAH
poc_label (series label): label for POC
val_label (series label): label for VAL
vah_line (series line): line for VAH
poc_level (series line): line for POC
val_line (series line): line for VAL
Imbalance_line_var_object
Imbalance_line_var_object var objects printing and calculation imbalance line
Fields:
cum_buy_line (array<line>): line array for saving all history buy imbalance line
cum_sell_line (array<line>): line array for saving all history sell imbalance line
Imbalance_line
Imbalance_line objects printing and calculation imbalance line
Fields:
buy_price_line (array<float>): float array for saving buy imbalance price level
sell_price_line (array<float>): float array for saving sell imbalance price level
var_imba_line (Imbalance_line_var_object): var objects this type
Footprint_info_var_object
Footprint_info_var_object var objects for info printing
Fields:
cum_delta (series float): var delta volume
cum_total (series float): var total volume
cum_buy_vol (series float): var buy volume
cum_sell_vol (series float): var sell volume
cum_info (series table): table for ptinting
Footprint_info
Footprint_info objects for info printing
Fields:
var_info (Footprint_info_var_object): var objects this type
total (series label): total volume
delta (series label): delta volume
summary_label (series label): label for ptinting
Footprint_bar
Footprint_bar all objects one bar with footprint
Fields:
foot_rows (array<Footprint_row>): objects one row footprint
val_area (Value_area): objects Value area
imba_line (Imbalance_line): objects imbalance line
info (Footprint_info): objects info - table,label and their variable
row_size (series float): size rows
total_vol (series float): total volume one footprint bar
foot_buy_vol (series float): buy volume one footprint bar
foot_sell_vol (series float): sell volume one footprint bar
foot_max_price_vol (map<float, float>): map with one value - price row with max volume buy + sell
calc_data (Calculation_data): objects with detail data from calculation resolution
Support_objects
Support_objects support object for footprint calculation
Fields:
consts (Constants): all consts objects
inp (Inputs): all input objects
bar_index_show_condition (series bool): calculation bool value for show all objects footprint
row_line_color (series color): calculation value - color for row price