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Lens · Footprint

Read inside the bar.

The footprint is a chart style in Alpha, not a separate product. Any bar can open into the trades that built it: who bought, who sold, and where they met.

In the app

Alpha footprint on simulated NQ one-minute bars, updating live: bid by ask volume at each price, imbalances boxed, delta under each bar, and an open long with its marker.

Watch the bars open.

The bars where the most changed hands open on their own, one after another, and each one’s numbers are read out underneath. Imbalances are diagonal, the way Alpha computes them: buying at one price against selling one tick below, three to one with at least ten contracts. Choose any bar yourself, or use the arrow keys.

NQ · 1 minute · footprint on the selected barSIMULATED

The bars where the most changed hands open one after another. Choose any bar on the chart, or use the arrow keys.

Bar 14:11 CT.

A bar, built trade by trade.

Each price fills with what sold at the bid and what bought at the offer. Imbalances are boxed as they form, delta sits underneath, and the busiest price is outlined when the bar closes.

LensFootprint
See who traded inside the bar: buyers lifting the offer against sellers hitting the bid, price by price.

Ten ways to build a bar.

  • Time
  • Tick
  • Volume
  • Range
  • Delta
  • Reversal
  • Renko
  • RangeX
  • Cumulative
  • Calendar

Each one keeps its footprint, profile and studies. Custom footprint colours can be set to the exact RGB value.

Trade from the chart.

Working orders, the position and its exits sit on the chart at their prices, each with what it would make or lose there. Move one and the core checks the change before it is sent; you can ask for Enter to confirm every move.

A bracket set on the ticket goes with the entry, so the stop and the target appear the moment the order fills.

Alpha chart on simulated NQ one-minute candles with a one-lot long marked at its entry, a sell limit target above and a sell stop below, each labelled with its P&L at that price.
A long with its target and stop, on the chart.

Compare without leaving the chart.

Add up to two other instruments, drawn as percentage change from the first visible bar, with the correlation of their returns and a rolling-correlation pane beneath. ES against NQ, or NQ against YM, read off the same axis.

Alpha chart comparing ES and YM as percent change with a rolling correlation pane.
Compare: two instruments as % change, with rolling correlation.

A library you can extend.

The volume profile and a 249-entry indicator library, plus statistical studies (Kalman trend, CUSUM and Bayesian change points, skewness and kurtosis of returns) and book studies such as microprice and top-of-book imbalance. Write your own in JavaScript, Python, C, Rust or WebAssembly; each runs in its own process.

Custom indicators

Alpha chart with four indicators applied and their readouts.
Four studies on one chart with their readouts.

What is built.

  • Bar typesIn the app

    Time, tick, volume, range, delta, reversal, Renko, RangeX, cumulative and calendar bars.

  • FootprintIn the app

    Bid × ask at every price, imbalances, point of control and delta under each bar, with full settings and custom RGB colours.

  • Indicator libraryIn the app

    The volume profile and a 249-entry indicator library, plus statistical and book studies.

    52 more indicators are planned.

  • Compare and correlationIn the app

    Up to two other instruments as % change from the first visible bar, with return correlation and a rolling-correlation pane.

  • Market Profile and volume profileIn the app

    Trade-only TPO and volume profile workstations.

  • Drawings and chart tradingIn the app

    Drawings, chart trading with brackets and linked crosshairs.

Footprint traders: tell us which settings you change first, and we will show you where they are.

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