Footprint Candlestick Chart Advanced (Vol x Delta) Dark Theme
This is a dark theme Footprint Chart set as Vol x Delta with a candlestick insert. This is exactly what I use as part of my trading setup when day trading the future markets. It is pre-set to the ES symbol in the June 2025 expiration contract. It features the following indicators and settings:
Executed volumes on the left, executed delta on the right (red=bearish delta, green=bullish delta)
Depending on the weakness/strength of deltas on the right, the green/red highlight will be lighter/darker
Volume threshold highlights (purple for med volumes, orange for high but can be customized)
Delta, Daily Cumulative Delta and Volume data on bottom (more categories can be easily enabled)
Current Price Line
Countdown Timer
Clock
Delta & Volume Per Candlestick Overlays
Current session VP overlay with VWAP, VAH, VAL and POC levels (68% Value Area)
Naked POC (orange dotted line) and Naked VAH/VAL (grey dash line) extensions
A Delta Volume Profile overlay on the right edge for the current session showing the strength of aggressive buyers/sellers at every tick level
Large Volume Trade bubble indicator to see when big executions hit the tape. Bigger size = Bigger Size Executed
As always the chartbook is totally customizable to any instrument and timeframe/data periods you may want. If you want to change timeframes for the candles just go to chart settings, bar periods. Also graphics can be changed and fonts within Sierra Chart under the Chart Menu, Chart Graphic Settings. The volume highlights I use are what I have found work for me in the RTH session of ES. Every market symbol and different times will have it’s own ideal volume threshold settings. You can tinker with whatever works for you best in the study “Volume Highlights” study settings.
To change the highlight colors go to Analysis, Studies, Numbers Bars Study, Column 1 range Up/Down Colors. To change the volume thresholds for the highlight go towards the same settings options near the bottom called “Column 1 Actual Volume Compare Thresholds”.
Also with footprint charts, make sure you familiarize yourself with the “Lock Fill Space” setting under the Chart menu. This will lock the chart at a specific point so it doesn’t keep printing candlesticks that go outside of the screen, but auto adjusts to always show the latest candle on the screen.
This is a dark theme Footprint Chart set as Vol x Delta with a candlestick insert. This is exactly what I use as part of my trading setup when day trading the future markets. It is pre-set to the ES symbol in the June 2025 expiration contract. It features the following indicators and settings:
Executed volumes on the left, executed delta on the right (red=bearish delta, green=bullish delta)
Depending on the weakness/strength of deltas on the right, the green/red highlight will be lighter/darker
Volume threshold highlights (purple for med volumes, orange for high but can be customized)
Delta, Daily Cumulative Delta and Volume data on bottom (more categories can be easily enabled)
Current Price Line
Countdown Timer
Clock
Delta & Volume Per Candlestick Overlays
Current session VP overlay with VWAP, VAH, VAL and POC levels (68% Value Area)
Naked POC (orange dotted line) and Naked VAH/VAL (grey dash line) extensions
A Delta Volume Profile overlay on the right edge for the current session showing the strength of aggressive buyers/sellers at every tick level
Large Volume Trade bubble indicator to see when big executions hit the tape. Bigger size = Bigger Size Executed
As always the chartbook is totally customizable to any instrument and timeframe/data periods you may want. If you want to change timeframes for the candles just go to chart settings, bar periods. Also graphics can be changed and fonts within Sierra Chart under the Chart Menu, Chart Graphic Settings. The volume highlights I use are what I have found work for me in the RTH session of ES. Every market symbol and different times will have it’s own ideal volume threshold settings. You can tinker with whatever works for you best in the study “Volume Highlights” study settings.
To change the highlight colors go to Analysis, Studies, Numbers Bars Study, Column 1 range Up/Down Colors. To change the volume thresholds for the highlight go towards the same settings options near the bottom called “Column 1 Actual Volume Compare Thresholds”.
Also with footprint charts, make sure you familiarize yourself with the “Lock Fill Space” setting under the Chart menu. This will lock the chart at a specific point so it doesn’t keep printing candlesticks that go outside of the screen, but auto adjusts to always show the latest candle on the screen.
This is a dark theme Footprint Chart set as Vol x Delta with a candlestick insert. This is exactly what I use as part of my trading setup when day trading the future markets. It is pre-set to the ES symbol in the June 2025 expiration contract. It features the following indicators and settings:
Executed volumes on the left, executed delta on the right (red=bearish delta, green=bullish delta)
Depending on the weakness/strength of deltas on the right, the green/red highlight will be lighter/darker
Volume threshold highlights (purple for med volumes, orange for high but can be customized)
Delta, Daily Cumulative Delta and Volume data on bottom (more categories can be easily enabled)
Current Price Line
Countdown Timer
Clock
Delta & Volume Per Candlestick Overlays
Current session VP overlay with VWAP, VAH, VAL and POC levels (68% Value Area)
Naked POC (orange dotted line) and Naked VAH/VAL (grey dash line) extensions
A Delta Volume Profile overlay on the right edge for the current session showing the strength of aggressive buyers/sellers at every tick level
Large Volume Trade bubble indicator to see when big executions hit the tape. Bigger size = Bigger Size Executed
As always the chartbook is totally customizable to any instrument and timeframe/data periods you may want. If you want to change timeframes for the candles just go to chart settings, bar periods. Also graphics can be changed and fonts within Sierra Chart under the Chart Menu, Chart Graphic Settings. The volume highlights I use are what I have found work for me in the RTH session of ES. Every market symbol and different times will have it’s own ideal volume threshold settings. You can tinker with whatever works for you best in the study “Volume Highlights” study settings.
To change the highlight colors go to Analysis, Studies, Numbers Bars Study, Column 1 range Up/Down Colors. To change the volume thresholds for the highlight go towards the same settings options near the bottom called “Column 1 Actual Volume Compare Thresholds”.
Also with footprint charts, make sure you familiarize yourself with the “Lock Fill Space” setting under the Chart menu. This will lock the chart at a specific point so it doesn’t keep printing candlesticks that go outside of the screen, but auto adjusts to always show the latest candle on the screen.