Footprint Chart Keyboard Shortcuts

Trevor Harnett — Mon, 17 Mar 2008 07:21:00 GMT

Abstract:

Keyboard Shortcuts

Resolution: The message means that the chart is static, that is, it does not respond to incoming realtime streaming data. You will see this message, for example, if you have the chart's view period preference setup so the chart ends at some date in the past - A Market Profile chart setup to show 3 days of profile ending 2 days ago for example, or a traditional chart with a specific ending date. This message appears in the chart's title bar in real-time editions of MarketDelta as a warning in case the static nature of the chart was unintended. Right-click in the chart, access the View Period tab and setup the chart with "Last N Days", or some date "To Present". For Market Profile, set the view period to "Ending Now" instead of "Ending N Days Ago". Normal realtime updating will then resume.

Is there a way to get the lines I see on my Market Profile chart (POC, VA, IB) to also show on my Candle and Footprint chart?

Brian Pendergast — Wed, 14 Nov 2007 05:07:00 GMT

Abstract:

Question: Is there a way to get the lines I see on my Market Profile chart (POC, VA, IB) to also show on my Candle and Footprint chart?

Resolution: Setup a Market Profile chart to show at least 2 days of profiles. Using any of the 12 reference lines, setup one of them similar to what you see below.

- See this video for more details click here.

Each time the TPO chart calculates when a new tick comes in, the following V# variables will be set with the line values seen below.

Keystroke	Resulting Action	Notes
Up Arrow	Scroll Chart Up One Row	Only has effect when chart is too big vertically for visible window. Mouse wheel also scrolls. Can also drag chart left or right to scroll or pan. Vertical Scroll bar also available.
Down Arrow	Scroll Chart Down One Row
Right Arrow	Scroll Chart Right/Forward One Bar	Only has effect when chart is too big horizontally for visible window. Can also drag chart up or down to scroll or pan. Horizontal Scroll bar also available.
Left Arrow	Scroll Chart Left/Back One Bar
Is it possible to track the migrating POC (as it moves through the day) on any of your charts? Trevor Harnett — Tue, 11 Mar 2008 04:42:00 GMT Abstract: Yes, on our Footprint chart click on the "More" button and check the Box that says: "Highlight Scale with VA and POC." This will show the current developing Value Area and Point of Control. Alternatively, to see how it changes from one bar to the next check the box that says "Historical VA and POC Bands." This will draw gold bars next to each Footprint column showing the where the developing value area was at that time and the point of control is highlighed in yellow within the bar. The previous days Value Area and Point of Control are displayed on the left price scale of the Footprint window. Does MD let me select what size trader I want to monitor? Brian Pendergast — Mon, 18 Feb 2008 03:59:00 GMT Abstract: Question: Does MD let me select what size trader I want to monitor? For example, in ES I want to watch what over 400 lot traders are doing. Answer: Yes. On the Footprint Chart, click on the More button and then the General Tab. Click the box that says: "Consider Only trades w/ Volume" > 399. http://www.charthub.com/images/2008/02/18/Footprint__Bid_Ask_Preferences.png Does MarketDelta work with options? Brian Pendergast — Mon, 18 Feb 2008 02:40:00 GMT Abstract: Question: Does MarketDelta work with options? Answer: Yes, MarketDelta will work with options. Here are the steps to follow to get options data: 1. Check with your data vendor to verify that you are setup to receive options data. Also, find out what symbols your specific data provider uses for options. 2. Enter the option symbol into the QuotePage. Right click on the symbol and select Setup. For "Type" make sure you select: Stock/Index Option. 3. Download data for the option and pull up a chart. Additional Information: Options that trade heavier volume will provide a better picture of the market in MarketDelta. Also, keep in mind that some options trade on multiple exchanges. Check with your data provider to find out how they collect and report the data. Huge Volume at Bid but price Rallied? Brian Pendergast — Mon, 18 Feb 2008 02:22:00 GMT Abstract: Question: Recentlyl I saw 3000 contracts sold (trade on the bid) for the DAX futures. I was expecting the price to go down because of the aggressive selling witnessed on the Footprint showed huge volume being transacted on the bid. However, price reversed and started to go up from that point. Please explain this to me? Answer: When you say sold we are assuming you mean 3000 traded on the bid as a result of the aggressive seller hitting the bid with 3000 contracts. This is the way MarketDelta terms such a trade. Typically if an aggressive seller hits the bid with 3000 contracts price might drop because of the aggressive “supply” entering the market. Sometimes however this is not the case and the “supply” is absorbed and price travels against the aggressive selling because buyers are more willing to step up and work bids, thus taking on the current supply available. Sometimes during rollover you will see large volume like this, but many of those types of trades are spread trades due to rollover. Here is an article that discusses how to spot supply in MarketDelta: How do I use the Delta Tracker? Brian Pendergast — Mon, 18 Feb 2008 01:50:00 GMT Abstract: Delta Tracking and Measuring This 4 minute video shows how to use the traditional charts and trend line tool to quickly measure the delta of a particular move. You choose the start and stop point by simply drawing the trend line and it will calculate the delta over that start and end point. This would typically be used measure rotations in market or a swing low to swing high level, etc. Those that use this tool want to be able to gauge one move against another and use the delta, along with the total volume, to qualitfy trading opportunities. Watch the short video 5 minute video for more information. http://www.marketdelta.com/recordings/Delta%20Tracker.html Clock Out of Sync Message Brian Pendergast — Mon, 18 Feb 2008 01:33:00 GMT Abstract: Question: In the info box under the tool bar I get a message that says clock out of sync. Resolution: To prevent this message from appearing your system clock needs to be in sync with the data feed time. Some of the data feeds have the option to make your system clock agree with the data feed clock. Other do not have this option. We recommend opening your system clock (double click the computer clock) and make sure the data and time are correct. Next, click the Internet Time tab and check the "automatically synchronize with an internet time server" box. Click OK. The following servers seem to synch best with the datafeeds in MarketDelta: time-a.nist.gov time-b.nist.gov This should prevent your clock from being to far out of sync and will keep it fairly close to your data feed time stamp. This message does NOT mean your data is delayed or slow. Delta Divergence Indicator Brian Pendergast — Mon, 18 Feb 2008 01:30:00 GMT Abstract: Delta Divergence Indicator What is "Delta" – Delta is the term we use to describe the net difference between the buying and selling entering the market. It is calculated by subtracting the volume transacted at the bid price from the volume transacted at the ask price. By definition, MarketDelta considers trades that occur at the ask price to be trades initiated by aggressive buyers. Trades that occur at the bid price are considered to be initiated by aggressive sellers. Thus, a positive delta would reflect more aggressive buying as the result of motivated buyers lifting the ask. A negative delta would reflect more aggressive selling as the result of motivated sellers hitting the bid. Calculation: Ask Traded Volume – Bid Traded Volume = Delta The components required to calculate delta are: bid price, ask price, last trade price, last trade volume, time. Example: If the bid price in the market is 1445.25 and the ask price is 1445.50 and 25 contracts/shares trade at 1445.50, then the delta would be counted as +25. If a second trade occurs with the same bid and ask price in the market, but this time the trade occurs at 1445.25 for 10 contracts/shares, then the delta for that trade would be -10 and the total delta would now be +15. Delta Divergence Summary: This indicator is looking for instances where the delta for a bar is opposite what is "expected". The expectations are set by a few simple conditions described below. When When using the Interactive Brokers data feed, does Market Delta need to be shut down each evening, or can it run 24/7? Brian Pendergast — Fri, 25 Jan 2008 01:39:00 GMT Abstract: Question: When using the Interactive Brokers data feed, does Market Delta need to be shut down each evening, or can it run 24/7? Resolution: IB has a mandatory shutdown feature built-in to its TWS software. I believe the user can turn that off somewhere in the TWS menus, but am not sure. Once that is done (if possible), MarketDelta should run 24 x 7 theoretically. However, as you know the IB servers reset each evening which will cause MD to lose connection. This means MD will need to be set to connect to the data feed once it is back online. Under IB \| Setup you can have MD automatically connect to this feed at a specified time. Set MD to reconnect before the chosen session. Does the backtesting work for both the MarketDelta Footprint and Market Profile charts? Trevor Harnett — Mon, 14 Jan 2008 00:03:00 GMT Abstract: Question: Does the backtesting work for both the market delta and market profile charts? How far back in time can the backtesting go? Resolution: Yes, but you need the MarketDelta Pro Complete edition for backtesting. Backtesting does work for testing both the delta calculation and Market Profile charts. You can access delta information with the VB token (Volume Breakdown indicator) and Market Profile information with the TPO token (TPO Indicator). Regarding how far back you can test, the Volume Breakdown Indicator requires tick data. So depending on how much tick data your data feed will give you or how much you have saved will result in how far back you will be able to test. After downloading tick data you can accumulate additional days of ticks each day going forward to build your database. So if your datafeed allows you to download 5 days of tick data then after 1 week (5 business days) you'll have 10 days of tick data to test, etc. I believe DTN IQFeed and DTN Market Access limits to 7 days of tick data and eSigna How can I add a Cash Treasury symbol to my chart? Brian Pendergast — Thu, 20 Dec 2007 01:24:00 GMT Abstract: ISSUE: How can I add a Cash Treasury symbol to my chart? RESOLUTION: First, add the symbol to your Quotepage. Contact your data vendor to find out the correct symbol. After you add the symbol, right click on the symbol to pull up the Setup Instrument Window. The key item you need to change is the Instrument "Type." Set the Instrument "Type" to Govt Bond. Please see the following picture depicting how to set up the US 5 Year Cash Treasury for CQG data. Getting Started with Market Delta Brian Pendergast — Thu, 20 Dec 2007 00:00:00 GMT Abstract: First, you will need to signup with one of the data feeds Market Delta is compatible with. Here is the list. Please mention Market Delta when calling to receive special discounts with eSignal and DTN. DTN IQFeed Registration or contact Dave Forss at 402.255.8429 or dave.forss@dtn.com eSignal Registration and Download or contact Jeff Werthman directly at (800) 322-9170 or jwerthman@mail.esignal.com. Be sure to request Data Manager only if you just want their data and not eSignals charting. CQG Call 1.800.525.7082 or Trade Speed Index Information Brian Pendergast — Thu, 06 Dec 2007 03:27:00 GMT Abstract: Trade Speed Indicator This indicator was adapted from research performed by the Institute of Auction Market Theory (IOAMT). We call it the Trade Speed Indicator generically, but it is really a series of statistics that can be applied to various results of the Volume Breakdown indicator. These can all be accessed by applying the Volume Breakdown Indicator (VB) to a candle or bar chart within MarketDelta and then selecting one of the Trade Speed Indicators from the STATISTICS menu. Question: How do I change or add new holidays to the holiday file that MarketDelta uses. Resolution: MarketDelta uses a file named Holidays.txt located in the admin directory/folder to determine which trading sessions have trading holidays on which dates. By default, the Holidays.txt file included in MarketDelta installers specifies "global" (all sessions) holidays for all U.S. Market holidays for the year or two ahead. Users who track instruments that trade on exchanges outside the U.S. must revise the Holidays.txt file to distinguish between U.S. session holidays and trading holidays specific to international exchange sessions. Alternatively, simply save the attachment below to C:\Program Files MktDelta\Admin folder then reboot MarketDelta. This file only has the holidays of Christmas and New Years day and will be suitable for just about everyone around the world. MarketDelta update installers will install the latest default holidays.txt file each time you update to a new release. It has therefore been necessary for users who have customized their holidays.txt file to assure that they reinstate their own customized holidays.txt file after each installation. Users can also permanently override the holidays.txt file normally used by MarketDelta by placing their own holidays file in the admin directory/folder under the filename "myholidays.txt". All users who now have customized holidays.txt file should duplicate the current holidays.txt file and name the duplicate myholidays.txt. At startup MarketDelta will first look for myholidays.txt and i What are the vista.tif or vista.taf files and how do I correct the error message (Error Code -906) I received? Brian Pendergast — Wed, 21 Nov 2007 00:20:00 GMT Abstract: QUESTION: What are the vista.tif and vista.taf files and how do I correct the error message (Error Code -906) I received? ANSWER: Please follow the instructions below to correct the vista.tif file error message: Close MarketDelta and logoff your datafeed. Locate the vista.tif file in the MarketDelta Folder in your computer files. If you did not manually create your own folder during MarketDelta installation, the folder location will be c:/program files/mktdelta/ Delete the vista.tif file and/or vista.taf file. Restart MarketDelta. Trevor Harnett — Thu, 15 Nov 2007 23:11:00 GMT Abstract: Question: I'm seeing a message "STATIC CHART" in the title bar of my chart. What does this mean?**

Line

V#10

DPOC

V#11

DVAH

V#12

DVAL

V#13

DIBH

V#14

How do I eliminate errors (bad ticks) in data that are distorting indicators on a chart?

Trevor Harnett — Thu, 25 Oct 2007 02:34:00 GMT

Abstract:

Question: How do I eliminate bad ticks from charts?

Resolution: The first possible solution is to right click the chart and choose "Scrub Data". If this doesn't work follow the instructions below.

Open a candle chart and you may want to change it to 1 tick periodicity. Scroll to the time of day the tick occurred (if you know when it occurred). Next, there is a button on the chart toolbar labeled "Edit/Delete Bar/Tick Data" (7th from bottom on right column). It's the black candle with the red X through it. Click on this toolbar button, then click directly on the bar which contains the bad tick. The result should be a view/edit window containing the ticks that composed that bar. Click on the "Last" column heading once or twice to quickly sort the list of ticks by price, so that you can quickly find the extreme price that is causing the problem. Once found, place your cursor in the field that needs to be edited, make the changes, and then hit the enter key on your keyboard. This should correct your chart.

If the bad tick didn't show up, maybe you clicked on wrong bar. You can also drag a rectangle around a group of bars to increase your chances of finding the bad tick (as opposed to just clicking on one bar). This process may seem involved, but it's really a 2 second operation once you get the hang of it. 4 quick mouse clicks and a strike on the delet

How do I Reconfigure MarketDelta to use another Data Feed?

Trevor Harnett — Thu, 11 Oct 2007 22:19:00 GMT

Abstract:

Question: How do I Reconfigure MarketDelta to use Another Data Feed?

Resolution: In order to reconfigure MarketDelta to use a different data feed follow the instructions below:

Contact Sales request an new user license to replace your current one. This is needed because the current license you have is data vendor and ID specific. When calling or emailing, send us your NEW data vendor ID so that we can generate the new license.

Once the new license is received, click File | Reconfigure and choose your new data vendor.

Click the reconfigure button and let MarketDelta do its work.

When the new registration screen opens either paste in your new registration key or type it in.

Please note: Your quote page symbols will need to be switched to the new data vendor symbol format. This is accomplished by opening your quote pages and clicking on each symbol and backspacing and then typing in the new symbol format. Another way is to right click the symbol and choo

How to Adjust Time Zone Settings in MarketDelta

Brian Pendergast — Thu, 11 Oct 2007 01:21:00 GMT

Abstract:

Question: How do I change which time zone I use in MarketDelta?

Resolution: With MarketDelta open, click Setup | Preferences | Sessions and specify the time zone of your choice in the drop down at the top of the window. Click OK. You should close then re-open MarketDelta for the settings to take full effect.

If changing the time zones or system clock and the sessions get all out of place, then click Setup | Preferences | Sessions and change the time zone to the correct time zone and when it asks to adjust the time zones based on this change, click "no". Then change the session back, this time responding "yes" when it asks to adjust the session times. To adjust the other way, you'd just respond "yes" first, then "no" second.

IMPORTANT NOTE: If you are in GMT +8:00 or greater you WILL need to make a few additional adjustments. The computer clock must be set to your local time. Click Setup | Preferences | Sessions and make sure the time zone is your time zone and agrees with your Windows clock time zone setting. To check this double click the clock in the lower right corner of your computer screen and click the Time Zone tab. It should be the same as what is displayed in MarketDelta. Next, make sure the sessions indicate the start and stop times expressed in local time, e.g. US Stocks start at 10:30 p.m. and stop 5:00 a.m. (or something similar), AND choose Tuesday through

Delta Reversal Periodicity

Trevor Harnett — Wed, 10 Oct 2007 03:13:00 GMT

Abstract:

Question: What is the Delta Reversal periodicity within the Footprint chart?

Resolution: The Delta Reversal periodicity is very similar in concept to the reversal chart periodicity. The reversal periodicity is based upon the point and figure methodology. The delta reversal periodicity uses delta as the reversal criteria INSTEAD of price movement. Delta is the net buying and selling taking place within the bar.

Example: If viewing the ES with a delta reversal setting of 4000 then the delta will need to reverse 4000 in order for a new bar to be created. The screenshot below was using a delta reversal setting of 4000. This periodicity will closely follow the surges in directional order flow and clarify price runs based upon the underlying volume coming into the market.

Stock Market Data & MarketDelta

Trevor Harnett — Tue, 09 Oct 2007 00:15:00 GMT

Abstract:

Stock & ETF Summary

A majority of the traders using MarketDelta® and the Footprint® chart up to now primarily trade futures. Part of the reason for this has been the way MarketDelta® has positioned itself in the marketplace but there is another more fundamental reason.

It used to be that an uptick rule existed in stocks and this was the primary reason MarketDelta was used more on futures. However in July of 2006 this rule was removed in the US equity markets. See this our blog post about this. So just because much of the material on the MarketDelta site doesn't show many examples of stocks it can still be used very effectively with them.

Importing IOAMT Chart Setups

Trevor Harnett — Sun, 07 Oct 2007 23:17:00 GMT

Abstract:

Below are a few screenshots AND the chart definition files for charts similar to Bill Duryea's in the IOAMT trading room.

Definitions are text files that can be imported and exported as a way of sharing charts, quote pages, etc. They provide a simple way for you to share and receive settings, lists, charts, indicators, etc. that other traders may use. MarketDelta support may often ask you to send a chart definition file so we can troubleshoot a problem with the way a chart may be setup.

How to Setup IOAMT Charts - 6 minute Flash Video

First, save the text file below that is associated with the chart shown. Then follow the instructions below.

To open (import) a definition file click File | Import | Chart Definition. Navigate to where you saved or downloaded the definition file and click open. It will open in MarketDelta. Make sure you save the file so you can access it later in whatever manner you wish.

NOTE: A common way traders use this functionality within MarketDelta is by "sharing" charts. When viewing a chart if you click File | Share Picture a series of windows will popup asking you to share the picture and if applicable, the Definition file. Fellow traders can visit the link, click the

Question: How do I remove a marker from a Footprint chart?

Resolution: Use these keyboard shortcuts.

SHIFT+Left mouse click adds the marker.
SHIFT+Left mouse click on existing market changes.
CTRL+Left mouse click on marker deletes that individual marker.
SHIFT+CTRL+Left mouse click deletes ALL markers.

Here is a 2 minute recording that explains how to use the new marker functionality available on the Footprint chart in version 8.5.5.

Additional Video Recordings

Trevor Harnett — Mon, 01 Oct 2007 00:23:00 GMT

Abstract:

Here are other video recordings that are not listed on the main video recording page. This page is constantly updated with new material, so subscribe to the RSS to stay up to date when new updates occur. To go to our Video Page that contains our primary educational recordings click here.

How to Add Pivots to the Footprint Chart - 8 minutes | 12MB - This recording covers how to add pivot lines to a Footprint chart that will automatically update on a daily basis. PRO Edition or higher required because of use of V# variables.

How to Add Market Profile lines onto traditional charts - 5 minutes | 6MB - This recording shows one way of adding values and statistics that are generated from Market Profile onto traditional candlestick and bar charts. PRO Edition or higher required because of use of V# variables.

How to Use the Cumulative Delta Row on the Footprint chart - 4 minutes | 5MB - This recording explains the cumulative delta row which can be added to the bottom of the Footprint chart.

What is meant by the word Delta?

Trevor Harnett — Fri, 28 Sep 2007 00:38:00 GMT

Abstract:

Question: What is meant by the word Delta?

Answer: What is “Delta” – Delta is the term we use to describe the net difference between the buying and selling entering the market. It is calculated by subtracting the volume transacted at the bid price from the volume transacted at the ask price. By definition, MarketDelta considers trades that occur at the ask price to be trades initiated by aggressive buyers. Trades that occur at the bid price are considered to be initiated by aggressive sellers. Thus, a positive delta would reflect more aggressive buying as the result of motivated buyers lifting the ask. A negative delta would reflect more aggressive selling as the result of motivated sellers hitting the bid.

Calculation: Ask Traded Volume – Bid Traded Volume = Delta

Example: If the bid price in the market is 1445.25 and the ask price is 1445.50 and 25 contracts/shares trade at 1445.50, then the delta would be counted as +25. If a second trade occurs with the same bid and a

Footprint Markers

Brian Pendergast — Thu, 27 Sep 2007 02:06:00 GMT

Abstract:

Footprint Markers - New Functionality in 8.5.5

Here is a 2 minute recording that explains how to use the new marker functionality available on the Footprint chart in version 8.5.5 and higher.

http://www.marketdelta.com/recordings/Footprint%20Markers.html

Keyboard Shortcuts:

What are trading sessions?

Trevor Harnett — Wed, 19 Sep 2007 04:35:00 GMT

Abstract:

Question: What are trading sessions?

Resolution: Market Delta uses Sessions to identify the time period in a day during which each instrument trades. Different instruments or exchanges may have different times that they trade. Trading sessions alloy you to specify how you want an instrument displayed. You can always select 'session override' in chart preferences to override these settings and display in a different time window.

You may use the sessions dialog to create new sessions or use the ones already defined. It is not important what a particular session is called; rather, it is the time frame that matters. For example, the 0 session is called US Stocks and is defined
for 8:30-3:00 CST.

To create a new session click the new button, give it a name, and specify the times you want the session to reflect and set the post time to be 1 minute after the stop time and click OK. Your new session will now be listed in the menu.

Note: Post Time is the time of day that all of the session price and
volume information is saved to the Market Delta database. It works well
to add about five minutes past the Stop Time for the Post Time.

How to Adjust Bar Spacing on Traditional Charts

Trevor Harnett — Mon, 27 Aug 2007 07:29:00 GMT

Abstract:

Question: How to adjust bar spacing on traditional charts.

Resolution: Open the chart prefences window (right click chart | preferences| chart) and choose the General Tab. In the pixels/bar setting type in something like 14:7. 14 being the space allocated for the bar...7 being the actual width of bar (leaving 7 pixels between each bar).

Market Delta System Performance - How to Optimize

Brian Pendergast — Thu, 16 Aug 2007 03:32:00 GMT

Abstract:

Symptoms: Market Delta System Performance - How to Optimize

Resolution:

If you find that Market Delta is consuming more of your computer's resources that you wish, there are a few measure you can take that might help Market Delta run more efficiently.

There are many dimension to keep an eye on in Market Delta: number of instruments, amount of data, number of technical indicators, complexity of indicators, and recalculation frequency to name a few. How many indicators are calculating on how many instruments...how complex are these indicators...how many bars are these indicators calculating results for...how often are these indicators being calculated. We'll take a look at each of these below, and discuss ways to minimize the effect of each.

Charts
Viewing Period
One common source of inefficiency is an inflated "Viewing Period" on an intraday chart. It's quite alright to expand your viewing period after hours or from time to time if you need to view a larger historical timeframe, but in general, you should keep your viewing period to the minimum you need for trading, while the session is open. You can find the "View Period" tab within the chart preferences. (Double-click in the

Footprint Chart SDK

Trevor Harnett — Wed, 18 Jul 2007 07:57:00 GMT

Abstract:

MarketDelta offers a Footprint chart SDK that allows qualified vendors and software companies to license and integrate the Footprint chart inside their native program. This allows vendors to benfit in a couple of ways as well. First and foremost, integrating the Footprint would provide them with another revenue stream. There is a flat licensing fee per month per user for the Footprint chart that is passed along by the vendor to the end user. Because this is meant to be an enablement within the vendors software they can resell it for whatever price they want and thus create a new, lucrative revenue stream. A second benefit would be another way to differentiate their product from competition. The cost to integrate the Footprint is minimal and we have a programming team that would support the whole process.

Patent pending technology.
Used by thousands of traders worldwide.
Makes use of the eletronic volume figures disseminated by the exchanges and helps traders benefit from them.
Implements more of the trade data in a visual manner that makes sense to traders.
Chart trading can be implemented in a very straight forward manner.
Gain benenfit of Footprint brand recognition.
Gain additional marketing exposure and customer referral by licensing the technology.
Provides an additional revenue stream of which you can control the price charged to the end user.

What is a Custom Profile and How do I One?

Trevor Harnett — Wed, 18 Jul 2007 06:44:00 GMT

Abstract:

Question: What is a Custom Profile and How do I Create One?

Resolution:

MarketDelta's Custom Profile Chart combines the abundant data possibilities of custom indicators and the flexibility of quotepages into a customizable, visual display. In a nutshell, the Custom Profile Chart allows you to take any list of securities, perform any numerical calculation available on the data for those securities, filter and sort the results, and provide them in a bar graph profile format. The data source can be something as simple as the daily percent change, or the most complex custom expression you can dream up.

Below is a Custom Profile Chart, simply showing graphically the daily percent change for a list of securities. In this example we have filtered out the Highest and Lowest 10 results and charted them in ascending order, with the largest percent gainers (highest values) at the top, and the lowest percent losers (lowest values) at the bottom. Positive values are assigned the color of green, and negative values are red, allowing positive and negative percent change values to coexist on one scale.

The Custom Profile chart is extremely flexible, allowing you to chart a numerical value or calculation on any list of securities, and even filter out the highest and/or lowest results, and present them to you in ascending or descending order. MarketDelta performs the following sequence of steps when composing your Custom Profile...

Extracts

MarketDelta SDK

Trevor Harnett — Wed, 18 Jul 2007 06:42:00 GMT

Abstract:

To use the SDK you must be subscribed to MarketDelta Professional.

The MarketDelta SDK is a specification for writing C/C++ Windows DLL’s that can be called as “Plug-In” Indicators using the Plug-In technical indicator in MarketDelta software. We provide access to the SDK documentation to any subscriber who completes a non-disclose agreement. We assume programming competency in C/C++. This is not an end-user tool, but a C/C++ header file and associated documentation and a sample plug-in written in C to demonstrate how to create user programmed plugins. To use the SDK, access to Microsoft Visual C/C++ Developer Studio software is recommended.

If you wish to signup for the SDK, visit www.linnsoft.com/sdk and complete and fax the NDA to us. Please fax to has changed to 1-312-922-7801.

What do I do if I lost my username & password?

Trevor Harnett — Mon, 16 Jul 2007 08:30:00 GMT

Abstract:

What do I do if I lost my username & password?

Call MarketDelta support @ 1.312.902.7800 or email support@marketdelta.com.

We will respond as quickly as possible with your information.

How can I spot Supply in Market Delta?

Brian Pendergast — Mon, 16 Jul 2007 06:37:00 GMT

Abstract:

QUESTION: How can I spot Supply in Market Delta?

ANSWER:

First, we need to define supply:

Supply:

1. A quantity of something on hand or available, as for use; a stock or store.

2. Economics: the quantity of a commodity that is in the market and available for purchase or that is available for purchase at a particular price.

3. Obsolete: reinforcements.

4. Root: To fill up

For the purposes of this article, I will use 2 definitions for supply:

Pre-Trade Supply: the amount of offered orders that are occuring at each price (ie. The quantity of orders that was currently on hand, available, and in the market).

How do I apply an Institutional Volume Filter to the Footprint?

Brian Pendergast — Mon, 16 Jul 2007 06:24:00 GMT

Abstract:

Question: How do I apply an Institutional Volume Filter to the Footprint Chart?

Resolution: Right click on a Footprint chart and select Preferences. Set the Filter Volume to the value you desire. A value of 20 will filter trades out of fewer than 20 contracts so that you will only see the larger trades.

How do I create a chart?

Brian Pendergast — Mon, 16 Jul 2007 05:54:00 GMT

Abstract:

Question: How do I create a chart?

Resolution: The easiest way to create a chart using Market Delta is to point to the symbol in a quote page and double-click. Alternatively, you can click the 'Open Chart' icon.

Note: Market Delta is shipped with a default to daily charts on all new charts created; however, you may change this by going to Setup: Preferences: Charts: General and selecing the type of chart you want to modify then click View Preferences | General tab and change the periodicity.

Delta Periodicity & Common Settings

Trevor Harnett — Mon, 09 Jul 2007 06:05:00 GMT

Abstract:

The Delta Periodicity is available on the Footprint charts and something unique to MarketDelta. It builds new bars based only after a specified delta is achieved for the current bar. Specifying a delta of 5000 would create bars that consisted of + or - 5000 delta, irrespective of the volume or time it took to create them.

Below is a 5000 delta ES chart using the Delta Footprint. NOTE: The Footprint requires volume for each trade and will only work with instruments traded electronically.

Some helpful suggestions as listed at the bottom and may provide a good place to start if searching for values.

SUGGESTED DELTA PERIODICITY SETTINGS

Market	Delta
ES	2500, 5000
NQ	200, 250, 300
YM	250, 300
ER2	150, 200, 25

MarketDelta™ Knowledge Base

How is the value area calculated for the Footprint?

How to Enter Symbols in Interactive Brokers Version of MarketDelta

Storing Tick Data

How can I create a longer term Market Profile®?

How to use DTN Market Access with Interactive Brokers?

Can I use MarketDelta with the spot (cash) forex markets?

Data Vendors, Costs, Contacts

MarketDelta Already Running Error Message

How do I copy my database to another computer

PLEASE CLICK THE SEARCH TAB TO SEARCH ALL FAQ''s

What is the correct symbol?

How do I display the number of TPO's above and below POC?

Footprint Chart Keyboard Shortcuts

Is it possible to track the migrating POC (as it moves through the day) on any of your charts?

Does MD let me select what size trader I want to monitor?

Does MarketDelta work with options?

Huge Volume at Bid but price Rallied?

How do I use the Delta Tracker?

Delta Tracking and Measuring

Clock Out of Sync Message

Delta Divergence Indicator

When using the Interactive Brokers data feed, does Market Delta need to be shut down each evening, or can it run 24/7?

Does the backtesting work for both the MarketDelta Footprint and Market Profile charts?

How can I add a Cash Treasury symbol to my chart?

Getting Started with Market Delta

Trade Speed Index Information

What are the vista.tif or vista.taf files and how do I correct the error message (Error Code -906) I received?

Is there a way to get the lines I see on my Market Profile chart (POC, VA, IB) to also show on my Candle and Footprint chart?

How do I eliminate errors (bad ticks) in data that are distorting indicators on a chart?

How do I Reconfigure MarketDelta to use another Data Feed?

How to Adjust Time Zone Settings in MarketDelta

Delta Reversal Periodicity

Stock Market Data & MarketDelta

Importing IOAMT Chart Setups

Additional Video Recordings

What is meant by the word Delta?

Footprint Markers

Footprint Markers - New Functionality in 8.5.5

What are trading sessions?

How to Adjust Bar Spacing on Traditional Charts

Market Delta System Performance - How to Optimize

Footprint Chart SDK

What is a Custom Profile and How do I One?

MarketDelta SDK

What do I do if I lost my username & password?

How can I spot Supply in Market Delta?

How do I apply an Institutional Volume Filter to the Footprint?

How do I create a chart?

Delta Periodicity & Common Settings