These conditions must be met for the Footprint Reversal Pattern (Sell example):

  1. Down-bar
  2. Sell Imbalance zone is near the top of the bar
  3. Three merged POCs at the middle or higher half of the bar
  4. Sell Delta Rate at the top (optional?)

These values should be adjusted for the traded instrument

  • Imbalance, %
  • Imbalance volume filter

The mzFootprint indicator should be applied to Range bar type

Download NinjaTrader 8 chart template. MZpack 3.16.2 or later required.