IFootprintIndicator

IFootprintIndicator provides programmatic access to the mzFootprint chart indicator. It exposes footprint bar data, trading sessions, S/R zones, cluster zones, and all indicator settings.

Namespace: MZpack Inheritance: IFootprintIndicator : IOrderFlowIndicator : ITickIndicator : IIndicator Source: MZpackBase/mzFootprint/IFootprintIndicator.cs

Key Data Properties

Property	Type	Description
`FootprintBars`	`Dictionary<int, IFootprintBar>`	All footprint bars indexed by bar index
`Sessions`	`List<ISession>`	Trading sessions defined by Trading Hours

Key Data Methods

Method	Return Type	Description
`GetSession(DateTime time)`	`ISession`	Get the session containing the specified time
`LiveSRZones(SRZoneType type, TradeSide side)`	`List<ISRZone>`	Get active S/R zones by type (Imbalance or Absorption) and side
`LiveClusterZones(int footprint)`	`List<IClusterZone>`	Get active cluster zones for a footprint index (0 = left, 1 = right)
`EndedClusterZones(int footprint)`	`List<IClusterZone>`	Get ended cluster zones for a footprint index
`RefreshModel(RefreshModelArgs args)`	`void`	Force a model refresh

Footprint Configuration Properties

Property	Type	Description
`FootprintPresentation`	`FootprintPresentation[]`	Left and right footprint presentation modes
`LeftFootprintStyle`	`FootprintStyle`	Style of the left footprint column
`RightFootprintStyle`	`FootprintStyle`	Style of the right footprint column
`TicksPerLevel`	`int`	Number of ticks per price level (level aggregation)
`TradeFilterMin`	`double`	Minimum trade size filter
`TradeFilterMax`	`double`	Maximum trade size filter
`DisplayValueFilter`	`double`	Minimum value to display in cells

Bar Statistics Properties

Property	Type	Description
`ShowBarVolume`	`bool`	Show total volume per bar
`ShowBarDelta`	`bool`	Show delta per bar
`ShowBarMinMaxDelta`	`bool`	Show min/max delta per bar
`ShowBarDeltaPercent`	`bool`	Show delta as percentage
`ShowBarCOT`	`bool`	Show COT (Commitment of Traders)
`ShowBarAbsoluteDeltaAverage`	`bool`	Show absolute delta average
`ShowBarRatioNumbers`	`bool`	Show ratio of buy/sell trade counts
`ShowBarPOC`	`bool`	Show bar POC level
`ShowBarPOCCount`	`int`	Number of POC levels to show
`ShowBarVA`	`bool`	Show bar Value Area
`BarVAPercentage`	`float`	Value Area percentage (e.g. 0.70 for 70%)

Session Properties

Property	Type	Description
`ShowSessionPOC`	`bool`	Show session POC level
`SessionPOCIsDeveloping`	`bool`	POC updates in real-time
`ShowSessionVA`	`bool`	Show session Value Area
`SessionVAIsDeveloping`	`bool`	Value Area updates in real-time
`SessionVAPercentage`	`float`	Session Value Area percentage

Imbalance Properties

Property	Type	Description
`ShowImbalance`	`bool`	Enable imbalance detection
`ImbalancePercentage`	`double`	Imbalance ratio threshold
`ImbalanceFilter`	`double`	Minimum volume for imbalance
`ImbalanceMarker`	`FootprintImbalanceMarker`	Marker style
`ImbalanceMarkerType`	`FootprintImbalanceMarkerType`	Marker type
`ShowImbalanceSRZones`	`bool`	Show imbalance-based S/R zones
`ImbalanceSRZonesConsecutiveLevels`	`int`	Minimum stacked levels to form a zone
`ImbalanceSRZonesVolumeFilter`	`double`	Volume filter for S/R zones

Absorption Properties

Property	Type	Description
`ShowAbsorption`	`bool`	Enable absorption detection
`AbsorptionPercentage`	`double`	Absorption ratio threshold
`AbsorptionDepth`	`int`	Depth of absorption analysis
`AbsorptionFilter`	`double`	Minimum volume for absorption
`ShowAbsorptionSRZones`	`bool`	Show absorption-based S/R zones
`AbsorptionSRZonesConsecutiveLevels`	`int`	Minimum stacked levels to form a zone

Example: Access Footprint Data

IFootprintIndicator footprint = ...; // from strategy or chart

// Get footprint bar for the current bar
IFootprintBar bar = footprint.FootprintBars[CurrentBar];

// Read bar-level data
long delta = bar.Delta;
double poc = bar.POC;
long volume = bar.Volume;
long buyVol = bar.BuyVolume;
long sellVol = bar.SellVolume;

// Iterate over price levels
foreach (var kvp in bar.Volumes)
{
    double price = kvp.Key;
    long levelVolume = kvp.Value;
    long buyVolume = bar.BuyVolumes[price];
    long sellVolume = bar.SellVolumes[price];
}

// Get current session
ISession session = footprint.GetSession(DateTime.Now);
double sessionPOC = session.POC;

// Get live imbalance S/R zones
List<ISRZone> buyZones = footprint.LiveSRZones(SRZoneType.Imbalance, TradeSide.Ask);

Key Data Properties​

Key Data Methods​

Footprint Configuration Properties​

Bar Statistics Properties​

Session Properties​

Imbalance Properties​

Absorption Properties​

Example: Access Footprint Data​

See Also​