• Build one bar's footprint from its classified trades.

    rowTicks is the same multiplier the market profile uses: rows are tickSize * rowTicks tall, so a trader can widen bricks without pretending the instrument has a coarser tick. Nifty at 0.1 with 2-point bricks is computeFootprint(t, trades, 0.1, 20).

    Parameters

    • time: number
    • trades: readonly ClassifiedTrade[]
    • tickSize: number
    • rowTicks: number = 1

    Returns FootprintBar