Interface FootprintSignalOptions

interface FootprintSignalOptions {
    absorptionMultiple: number;
    bigOrderMultiple: number;
    flipBars: number;
    flipMinDeltaPct: number;
    formingLastBar: boolean;
    imbalanceRatio: number;
    imbalanceThreshold: number;
    multipleNodeBars: number;
    nearExtremeRows: number;
    signalLookback: number;
    stackedImbalances: number;
    zoneActiveAfter: number;
    zoneEnd: FootprintZoneEnd;
    zoneLookback: number;
}

Properties

absorptionMultiple: number

Absorption needs bid and ask each at least this many times their average cell. 0 disables.

bigOrderMultiple: number

A big limit order is at least this many times the average cell. 0 disables.

flipBars: number

Bars of opposite delta before an aggressive flip. 0 disables.

flipMinDeltaPct: number

Minimum |delta| of the flip bar, as a percentage of its volume.

formingLastBar: boolean

The newest bar is still forming: its close is not final, so it cannot end a zone by closing inside it, and its high and low are not final, so it gets no unfinished auction yet.

imbalanceRatio: number
imbalanceThreshold: number

Minimum dominant-side quantity for a diagonal imbalance, raw units.

multipleNodeBars: number

Consecutive bars whose highest-volume row sits at one price. 0 disables, otherwise at least 2.

nearExtremeRows: number

How near the bar's high or low, in rows, a big order or absorption must be.

signalLookback: number

Bars, the current one included, that the average cell is taken over.

stackedImbalances: number

Adjacent same-side imbalances that form a stacked zone. 0 disables.

zoneActiveAfter: number

Whole bars that must trade completely beyond a zone before it is active for alerts.

zoneLookback: number

Zones start only in the newest this many bars (since 2.6.4). 0, the default, takes every bar.