Marketdelta Help Manual

MarketDelta Help Manual
© 2007 MarketDelta LLC. All Rights Reserved. MarketDelta and Footprint are Registered Trademarks of MarketDelta LLC
Enabling you to "See INSIDE the CHART"
by MarketDelta LLC
MarketDelta provides traders with an unprecedented level

of trading transparency, providing more confidence and
better precision while trading.
Use this guide to learn more about using the Footprint

chart and other tools included in MarketDelta.
© 2007 MarketDelta LLC. All Rights Reserved. MarketDelta and Footprint are Registered Trademarks of
MarketDelta LLC
The MarketDelta software and User Manual are copyrighted with all rights reserved. No parts of this work may be reproduced in any form or by any means -
graphic, electronic, or mechanical, including photocopying,recording, taping, or information storage and retrieval systems - in whole or part without the written
permission of MarketDelta LLC. The information contained in this manual is subject to change without notice. No intellectual property rights or title to ownership in
and to the software and/or documentation or any copy,compilation, translation or other derivative work are transferred to the end user or any third party
hereunder.Products that are referred to in this document may be either trademarks and/or registered trademarks of therespective owners. No claim is made as to
these trademarks.The documentation and software are provided "as is" and without any express or implied warrantiesincluding, without limitation, merchantability or
fitness for a particular purpose. Similarly, there is no warrantyas to performance, accuracy, or functionality. MarketDelta LLC makes no representation, warranty
orcovenant concerning the accuracy, sequence, timeliness, completeness or availability of the software and/ordocumentation or any other information or the
likelihood of profitable trading uses. The user assumes theentire risk of using the software and/or documentation and accepts full responsibility for any
investmentdecision or loss or expense whatsoever relating to the accuracy of the information furnished herein or for theuse thereof or for omissions therein. The
user agrees to hold MarketDelta LLC harmless from and againstany such losses or expenses arising from provision or use of the software and/or documentation,
regardlessof cause or form of action, whether in contract, tort, strict liability, statutory liability or otherwise.
Printed: September 2007 in Chicago
© 2007 MarketDelta LLC. All Rights Reserved. MarketDelta and Footprint are Registered Trademarks ofMarketDelta LLC. Microsoft™, Internet
Explorer™, Windows™, Windows 2000™, Windows XP™, are either registered trademarks or trademarks of Microsoft Corporation in the U.S.A.
and/or other countries. Adobe® and Acrobat® are registered trademarks of Adobe. E-Mini S&P 500™ and S&P™ are trademarks of the McGraw Hill
Companies, Inc. and have been licensed for use by the Chicago Mercantile Exchange. Nasdaq™ & E-Mini Nasdaq 100™ are registered trademarks of
the Nasdaq Stock Market, Inc. and are licensed for use by the Chicago Mercanitle Exchange. Dow™ is a trademark of Dow Jones & Company and
licensed for use by the Chicago Board of Trade. Market Profile® is a registered trademark of the Chicago Board of Trade. Other brand and product
names are registered trademarks or trademarks of their respective owners.
4 MarketDelta Help Manual
Table of Contents
Foreword 0
Part I MarketDelta User Manual 8

1 Introduction ................................................................................................................................... 8
2 What's New for
...................................................................................................................................
Version 8.7 9
3 Getting Started
................................................................................................................................... 14
Part II Functionality 23
1 File ................................................................................................................................... 23
File | Revert .......................................................................................................................................................... 23
File | Duplicate
.......................................................................................................................................................... 23
File | Save .......................................................................................................................................................... 23
File | Share Picture
.......................................................................................................................................................... 24
File | Import .......................................................................................................................................................... 26
File | Export .......................................................................................................................................................... 26
File | Register.......................................................................................................................................................... 27
File | Reconfigure
.......................................................................................................................................................... 28
2 Setup ................................................................................................................................... 29
Preferences .......................................................................................................................................................... 29
Charts ......................................................................................................................................................... 30
General ......................................................................................................................................... 30
Traditional Charts ......................................................................................................................................... 30
Technical Indicators ......................................................................................................................................... 31
Custom Profile ......................................................................................................................................... 34
Day Bar ......................................................................................................................................... 35
Point and Figure......................................................................................................................................... 36
Raw Tick ......................................................................................................................................... 37
Three Line Break ......................................................................................................................................... 37
Footprint ......................................................................................................................................... 38
Market Profile ......................................................................................................................................... 38
Alarm ......................................................................................................................................................... 38
Chart Quote
.........................................................................................................................................................
Page 39
Contents 5
Chart Setup
......................................................................................................................................................... 39
Custom Column
......................................................................................................................................................... 40
Custom Indicator
......................................................................................................................................................... 40
Custom Instrument
......................................................................................................................................................... 41
Equity or .........................................................................................................................................................
Index Options 42
Futures ......................................................................................................................................................... 42
Futures Options
......................................................................................................................................................... 43
Setup Instruments
......................................................................................................................................................... 43
Pair Setup......................................................................................................................................................... 44
Quote Sifter
......................................................................................................................................................... 45
Scan ......................................................................................................................................................... 45
Schedule......................................................................................................................................................... 46
Screen ......................................................................................................................................................... 47
Signal ......................................................................................................................................................... 47
Signal Action
......................................................................................................................................................... 48
Trading Order
......................................................................................................................................................... 48
3 Control ................................................................................................................................... 49
Database Wizard
.......................................................................................................................................................... 49
Database Management
.......................................................................................................................................................... 49
Database Utilities
.......................................................................................................................................................... 55
System Status.......................................................................................................................................................... 56
Part III Core Features 58

1 Footprint ................................................................................................................................... 58
Bid / Ask Footprint
.......................................................................................................................................................... 62
Delta Footprint
.......................................................................................................................................................... 65
Volume Footprint
.......................................................................................................................................................... 67
Footprint Profile
.......................................................................................................................................................... 69
Delta Profile .......................................................................................................................................................... 72
Delta Percent..........................................................................................................................................................
(New) 73
Footprint Preferences
..........................................................................................................................................................
(Updated) 76
2 Traditional Charts
................................................................................................................................... 87
Volume Breakdown
..........................................................................................................................................................
Indicator 88
TPO Indicator.......................................................................................................................................................... 91
Preferences .......................................................................................................................................................... 92
Premium Indicators
.......................................................................................................................................................... 94
3 Market Profile
................................................................................................................................... 94
© 2007 MarketDelta LLC. All Rights Reserved. MarketDelta and Footprint are Registered Trademarks of MarketDelta LLC 5
Chart .......................................................................................................................................................... 95
Preferences .......................................................................................................................................................... 108
Letter Colors.......................................................................................................................................................... 119
Part IV Tutorials 130

1 Footprint Color
...................................................................................................................................
Shading 130
2 Periodicity ................................................................................................................................... 131
Part V Shortcuts 140

1 Footprint Chart
...................................................................................................................................
Tips 140
2 Market Profile
...................................................................................................................................
Tips 141
3 Traditional ...................................................................................................................................
Chart Tips 143
4 Quote Page...................................................................................................................................
Tips 149
Part VI Strategies for MarketDelta 154
Part VII Support 156

1 Contact Us................................................................................................................................... 156
Index 158
Part
I
1 MarketDelta User Manual

1.1 Introduction
Testimonial - “Just wanted to express my appreciation for bringing MarketDelta® to
market. It truly is an important innovation especially for day traders. Its ease of use,
flexibility in tailoring the settings, as well as the clarity of its displays are excellent.
That said, what is most significant by far is the positive effect MD is having on my
trading. You talk about MD enabling a better "feel" for the market's action. For me
this "feel" has already translated into more confidence and better timing on my
entries, less anxiety in staying in my trades, and better results on exits whether it's in
cutting my losses or increasing my profits."
MarketDelta® offers some functionality that no other programs offer. This comes in
the form of our unique Footprint® chart, related studies and analytics. While
MarketDelta® has all the functionality of other programs, this manual is more
dedicated to providing examples and definitions that deal more specifically with the
Footprint® chart and functionality that differentiates MarketDelta® from the
competition. This is to the benefit of everyone because the Footprint® is not a well
documented analytical tool yet and we are responsible for much of the education
and learning opportunities that exist. There is also a significant portion on
understanding our Market Profile® and how to operate it.
How this Manual is Organized

This User Manual has been created as a guide that describes features and
functionality within MarketDelta®. The first section entitled Functionality has been
organized according to the headings and menu structure/substructure within the
program to make it easier for you to find the necessary information. Some of the
sections will offer just the graphical view of the menu as a way of seeing how the
program is organized and will not have very much description or annotation included.
The second section entitled Core Features covers the primary tools within
MarketDelta that traders are using. The remaining sections are all self explanatory in
what they cover.
MarketDelta User Manual 9
This User Manual will not go in depth on strategy and application of MarketDelta®.
For this please download the Strategy Guide or visit the Strategies page on the
website.
While every effort has been made to cover all functionality, there may be a few
things that got left out or have been added since the last update. This could be
intentional because they are mentioned elsewhere in the Manual or Strategy Guide
or they are simple and fundamental concepts that do not need discussion. Please
bring anything to our attention you feel was grossly overlooked.
1.2 What's New for Version 8.7
Version 8.7 is the most significant update to MarketDelta in the last nine months.
There has been some significant enhancements to the Footprint®, as well as other
parts of the application. Here is a short summary of the larger improvements
categorized by the area of MarketDelta® impacted the most: Footprint®, Market
Profile®, Traditional chart, or general improvements/fixes.
Footprint®
· Market Profile® and Footprint® chart preferences now feature a tabbed interface.
The preferences are now nicely organized by category in a compact, easy to use
tabbed window interface.
· New Footprint® called

Delta Percent. This view
shows a ratio of the buy
versus sell volume and will
provide a way of
normalizing all the volume
into percentages.
· Footprint® Chart - Price

"Pullback" column tracks
only the current price
action off the high/low of
the current bar. Each time
the current bar makes a
new high/low the pullback
column is reset. To enable
this feature see screen
shot.
· Footprint® Periodicity - a new periodicity has been added called Delta. This new periodicity builds new bars based only after
a specified delta is achieved. Specifying a delta of 2000 would create bars that consisted of 2000 delta, irrespective of the
volume or time it took to create them. See screenshot below for an example of how it looked during and FOMC
announcement.
Market Profile®
· Keyboard Shortcuts for Market Profile® and Footprint® Toolbars - Setup |
Preferences | Keyboard Shortcuts now supports setup of function key shortcuts for
any of the toolbar buttons on either the Market Profile® or Footprint® Chart
Toolbar. Choose "Toolbar, Market Profile" or "Toolbar, Footprint" as the action,
then pick the particular toolbar function to be assigned to the designed function
key. This improvement also enables the user to define schedules that perform
various Market Profile® or Footprint® related functions since a schedule action can
execute any keyboard shortcut.
· The Market Profile® chart and Footprint® Chart now has a download button and a
multi-link color button in the lower right corner of the window. These corresponded
precisely to the identical buttons present in traditional chart windows. This
improvement means that Market Profile® charts and Footprint® charts can now
participate in color coded groups of charts that multi-link together. Click here to
learn more about multi-linking.
· Market Profile Enhancements Limitations Removed - In prior releases, Market
Profiles® were limited to 29 profiles per chart, and to 256 letters per profile. The
limitation of 256 letters per profile commonly caused problems for those that
wished to merge 20 or more days of profiles. The limitation of 29 profiles per chart
was increasingly becoming an issue for various combinations of settings, including
dynamic profiles and merged profiles. These limitation on letters per profile has
been completely removed, allowing as many profiles to be merged as a user
wishes. The limitation on profiles per chart has been greatly expanded, to 150,
which should satisfy just about any combination of Market Profile® settings. Keep
in mind however that while it is possible to load as many days/profiles into a chart,
the user should still only load what he needs, as the additional days can slow down
various aspects of the operation of the chart (calculations and drawing).
· Market Profile: Height x Width - The InfoBox of the Market Profile® chart was
enhanced to show the "Height" (in prices) and the "Width" (in TPOs) of each
profile. When pointing at any profile, the "RNG" line of the InfoBox will now show
something similar to this: "RNG: 11.50 (46x9)". This means that the range of the
profile was $11.50, and it covered 46 prices (TPOs) vertically, and it's POC was 9
TPOs wide. This can help give the user a good indication of when the profile is
becoming "mature".
· Value Area & POC In Scale - The current and previous value areas (VA), and
points of control (POC) are now highlighted in the scales of the Market Profile
charts. The VA is highlighted in gold, while the POC is highlighted in yellow. The
left scale highlight the previous day VA & POC, while the right scale highlights the
current developing VA & POC.
· Current Price Highlighter - The Current Price has always been highlighted in pink in
both the left and right scales. In 8.6.2, the current price is highlighted across the
entire chart. This was done to provide the user with a clearer indication of where
price is currently trading across all aspects of the chart.
Traditional Chart
· Automatic Labeling for Technical Indicators. Each indicator now has an option to
"Label Current Value of Indicator". To access this option, double-click on any
indicator in a traditional chart to bring up the indicators preference window. This
options can be found at the bottom of the update indicator window. When this
option is turned on, the current value of the indicator will be labeled, with a
horizontal line drawn from the label to the indicator's last plotted value.
· The label will only be printed IF there is room to do so (ample right margin). To
adjust the right margin, simply shift-drag the horizontal scale along the bottom
(hold down the shift key while dragging the scale left or right).
· Adding Reference Lines to Traditional Charts - In traditional charts, holding down
the CTRL key and double-clicking inside the chart body or inside the price scale
area places a reference line at the mouse location. Conversely, if you CTRL +
double click on an existing reference line it will be removed.
· Traditional Charts have an improved scroll bar. The scroll bar thumb size reflects
the proportion of the visible bars relative to the view period of the chart. While
scrolled back in time, bar spacing and window sizing operations leave the chart
scrolled with the same position anchored at the right. This makes it easy to zoom
in/out for a closer look while scrolled back.
· The Volume Breakdown indicator has two additional result types: "Average Buy
Size" and "Average Sell Size".
· Volume Breakdown Indicator - Up/Down Tick Breakdown - The Volume
Breakdown Indicator (VB) has been enhanced with an option to divide up volume
by "Up Tick vs Down Tick Volume". In the past, volume was always broken down
between Ask Traded and Bid Traded volume. Now, the user has a choice of
dividing up Buy and Sell volume as either "Ask Traded vs Bid Traded Volume" or
"Up Tick vs Down Tick Volume. When "Up Tick vs Down Tick Volume" is specified,
each trade that occurs on or after an uptick is placed in the buy volume category,
while any trade that occurs on or after a down tick is considered in the sell volume
category.
General
· MarketDelta® now offers a comprehensive Market Playback (replay) feature. Tick
data and/or bar data for one or more instruments can be replayed into your
MarketDelta® workspace at a user specified playback rate (second by second, 2x,
10x, 20x, etc). The Playback feature operates with all dynamic MarketDelta®
window types including traditional charts, Market Profile® Charts, Footprint®
Charts, quotepages, times and sales, windows, etc. Tick data is fed into the
MarketDelta® workspace in proper time sequence to provide a realistic simulation
of many symbols trading in concert. Click File | Playback to access this new
feature.
· Setup: Instruments Window Improved. See the built-in help for full details. This is a
big improvement for users of the IB version of MarketDelta. The window now
provides more effective assistance in setting up futures contracts. The setup
window provides price feedback as you define new symbols so you can quickly see
whether the symbol is quoting correctly.
· Space Bar Historical Tick Download - Traditional charts, Market Profile®, and
Footprint® Charts allow the user to press the space bar to request historical data
for the chart. Some clients may wish to disable this feature to avoid accidental data
downloading. To disable the space bar shortcut, go to Setup | Preferences | Charts
| General and uncheck the box titled "Press Space bar to Download".
1.3 Getting Started

SIGNING UP
If you do not currently receive data from CQG, DTN IQFeed, eSignal, or Interactive
Brokers (TWS) click here and get signed up with one BEFORE signing up for the
MarketDelta trial. If you already have one of the data feeds, then go to
www.marketdelta.com and either sign up for a trial or subscribe to a monthly
software license.
DOWNLOADING
Upon completing the Trial form or Order form, you will be prompted to download the
software. Download the software but you may want to wait on installing it until you
receive a software registration key via email. This key is what unlocks the software
so you can use it with real time data using your selected data vendor.
INSTALLATION
To install double click
the installer and step
through the various
installation screens.
Create a desktop icon
when asked. For
everything else use
the default installation
preferences unless
you are an advanced
user. After installing
and launching for the
first time this window
will pop up. Follow
the instruction and
choose your vendor.
SOFTWARE REGISTRATION KEY

The next screen to popup will be the registration screen below.
Open your email and find the registration key email that was send from
sales@marketdelta.com. Follow the instructions in the email or below:
1) Click the registration email so it is the active email you are viewing.
2) On your keyboard hit CTRL+A to select all the text in the email. The email
window should turn black or blue indicating it is selected.
3) On your keyboard hit CTRL+C to copy the entire email to your windows clipboard.
Nothing will seem like it happened but it will now be on your windows clipboard.
4) Go to the MarketDelta® registration screen above or click File | Register within
MarketDelta®.
5) Click the Paste Registration button.
6) You will know the registration was copied if the following screen immediately
appears with your name and login ID. If it doesn't you can always just type the
information that was emailed to you into all the fields.
7) Click OK and the software will then go through a setup routine where your time
zone will be selected and all default database constructed and backed up.
FIRST SCREEN
The first screen may say "No data available" or "not enabled for ...". This is because
it the first time running and no data is coming into MarketDelta® yet. Click the
START FEED icon on the main toolbar. Data should begin populating the chart. To
backfill the current days data, hit the SPACE bar. To launch your data feed
automatically when starting up click Setup | Preferences | Data Feed.
You will know data is flowing and you are connected if the HEART BEAT icon on the
main toolbar changes from to
Adding/Changing Symbols
By default MarketDelta® comes loaded with some instruments that many other
traders use with MarketDelta®. Click QUOTE PAGE | System Quote page | All
Symbols to see all the instruments or add new instruments.
For more information on adding symbols watch this video.
Setting Up Symbols Video (5 minutes).

To add new instruments click the INSERT key and type in the symbol. Right click on
any symbol to access a convenient menu of functions that operate on the selected
ticker symbol. To change the symbol click the ticker to be changed and begin typing
the new ticker symbol. A window will popup asking if you want to change the current
ticker to the new ticker and convert all associated data in the database to the new
ticker. This is a common way to adjust symbols at rollover in the futures markets.
After inserting new symbols right click | Setup or use ALT+A to setup the symbol and
display format. Customize the quote page appearance by right clicking on the "+"
button in the page's upper right corner. A normal click of the "+" gives you a popup
menu of page specific functions. When setting up new symbols select 24 hour for
the trading session.
Downloading Data
Alternatively, once you are connected there will be a few default Footprint® windows
open. If the symbol in the open window is not what you want just begin typing the
ticker symbol of what you want it to be and select from the Instrument popup
window. If using a data feed that supports historical TICK data retrieval press the
SPACE bar once to begin downloading the current days tick data. It will take a few
seconds, but then data should be on the screen. Another way to download data is to
click the DOWNLOAD button on the main toolbar. Using this option will allow you to
have more control over which symbols or quote pages you download data for, what
periodicity you want (ALWAYS download TICK for the Footprint® and Market
Profile® charts), and the amount of data you want to retrieve from you data vendor.
Clicking the Download

button on the main
toolbar opens the
window on the right.
Click Download and

Close and the data
will be retrieved. If
you choose to
download many days
of tick data, then it
may take a few
minutes to retrieve.
Session Override | Viewing Period for Charts

If after downloading you do not see any data on the chart, double click the chart
(Footprint® and Market Profile®) or double click the time scale on traditional charts.
Set the session override to 24 hour data. This will tell the chart to display all the data
available for a given 24 hour period. After you become familiar with MarketDelta®
you may want to apply a different session override to a chart. This will tell the chart
to only display data within a certain time window.
Gaps in charts are usually the result of having a 24 session override applied to a
chart. To remove the gap open the preferences window (described above) and set
the session override to reflect the times you want to view and eliminate the off hour
times.
You can also set how many days data you want displayed on the chart. Any chart
that is displaying data based on tick data (Footprint®, Market Profile®, and
traditional charts with tick based indicators and studies applied) require a lot of
processing power if viewing more than a weeks worth of data. Because of this, we
recommend having just the current session or up to 5 days for the Footprint® and 10
days or less for the Market Profile® displayed at any one time.
Opening New Charts

There are many ways to accomplish the same task within MarketDelta®, but clicking
Open Chart or Open Footprint® or Market Profile® will open a menu to select
pre-saved charts or the option to create a new chart. TIP: An easy way to copy a
chart you already have is to Right Click | Duplicate.
Alternatively,
1. File | New | Chart
(Setup Wizard)
2. Choose chart type.
3. Choose
instrument.
4. Click OK.
Working with Charts

To change symbols - To change ticker symbols type the first few letters of the ticker
symbol and press enter or double click the instrument from the Select Instrument
window that pops up. If your symbol is not listed, a window will pop up prompting for
entry.
To change periodicity - To Change Periodicity, type a number and press enter, e.g.
5 and ENTER for a 5 minute chart, 60 and ENTER for a 60 minute chart. Press any
number key then D, W, or M, for daily, weekly, monthly periodicities.
To add technical indicators - Press the INSERT key or click the "Add Indicator"
button on the chart's toolbar. Indicators can only be added to traditional chart types
and NOT Footprint® and Market Profile® charts.
To float windows - Right click on a window and choose "Float Window". You can
then drag it to any screen attached to your computer. To dock the floating window
right click it and choose "Floating Window" again.
To access other menus - Right-click in any open area of the chart window to
access a contextual menu of common chart-related functions.
To save charts - Click Save on the chart toolbar or use File: Save to assign the
chart setup a name. When you want to view this chart again, use File: Open: Chart
and select its name. The Open Chart button on the main toolbar works similarly.
Part
II
Functionality 23
2 Functionality
This section is specifically structured like the menu options in MarketDelta®. You
will be able to quickly navigate the 100+ pages here to find what you want quickly.
Some basic, self explanatory menu options were purposely left out because of space
and repetition.
2.1 File
2.1.1 File | Revert
Revert is in the File Menu and it also appears in the chart popup menu as well as the
quote page "+" menu. The Revert command essentially reverts the chart or quote
page back to its last saved state. So if you open a chart for example, and change
various preferences or add indicators, the Revert command will restore the chart to
its original form. For quote pages, any unsaved preference changes, format changes
or row/column modification will be reverted to the last saved definition of the quote
page.
2.1.2 File | Duplicate
Duplicate will make a copy of whatever window is selected at the time you choose to
duplicate. SHORTCUT - right click any window and select DUPLICATE. Name the
new window something unique when prompted and it will save accordingly.
2.1.3 File | Save
The SAVE command offers

many options over and above
the traditional command.
Here is the menu and
associated functions.
Save as Text - Quickly copy the entire textual content of a quote page or portfolio to
the clipboard.
Save to Clipboard - Save as Text to Clipboard displays the clipboard showing the
textual content of the front window. At present the "Save: Object Text to Clipboard"
function (and the new menu item) only operate on quote page and portfolio windows.
The text of the quote page or portfolio cells is placed on the clipboard in "tab-
delimited text" format. This means that the clipboard contents can be pasted directly
into MS Excel spreadsheets with a Ctrl-V (Paste) command.
Save as Excel - Saves the files as a text file with the DDE formula links so that you
can quickly import into Excel and manipulate the data.
Save Definition - Saves the chart definition. The definition defines how the window
is constructed. A use for this would be if you wanted to save a chart definition for
sharing or to keep a library of settings for a backup configuration.
Save Layout - Saves the layout configuration of your windows. You name the layout
and can have multiple layouts. To make a new layout the default layout, click the
STARTUP LAYOUT button when saving.
Save Picture - Saves selected window as a .PNG file for emailing, printing, etc.
Right click | Share Picture offer similar functionality except it saves the window to
www.charthub.com and allows you to share the URL with others or store you
screens publicly.
2.1.4 File | Share Picture

The "Share Picture" command throughout MarketDelta® is used to publish charts,
other images, and chart definitions for instant viewing by other users and interested
parties. The Share Picture menu item is in the File Menu and all right click menus. It
take a PNG snapshot of the front MarketDelta® window and publishes that image on
the web site www.charthub.com. The URL of the published chart is placed on the
clipboard so it may be immediately pasted into a chat room or an email message.
MarketDelta® also opens your default web browser to that URL. If the Share Picture
is not located on the right click menu of a window, click File | Share Picture and it
will get posted to the site. The URL of the link where the snapshot is posted is
automatically copied to the clipboard for quick pasting into an email or instant
messenger window.
Functionality 25
When sharing for the first time, you have the option to define whether to include the
definitions or not, as well as include other information with the windows you post
such as name and comments.
You may also assign a function key
shortcut for "Share Picture" using
Setup: Preferences: Keyboard
Shortcuts. Share Picture is in the
"Save" section along with Save As
Picture. The selection function key
will operate on the front window.
You have the option to share Chart Definitions when sharing pictures. Chart
Definitions are all the settings you had applied to the chart when it was shared. This
is a great way to share your settings with other very quickly and eliminate setup time.
If you have a group of traders you can instantly share your chart and chart definition
with them an quickly have everyone seeing exactly what you were seeing.
To retrieve the chart definition from www.charthub.com, go to the chart posted, click
the icon and save the chart definition to your computer. Open it in MarketDelta by
clicking File | Import | Chart Definition.
2.1.5 File | Import
With MarketDelta® you can import all

sorts of different things, such as the list
below. Most of these are intuitive, but a
tutorial exists by following this link that
explains how to import DATA into
MarketDelta®.
http://www.marketdelta.com/kb/article.
aspx?id=10212&query=import
2.1.6 File | Export

Exporting is meant for sending data OUT of MarketDelta. A definition is defined as
all the settings that dictate how an object is displayed. Definitions can be shared
with others through exporting. Use the Historical Data function to export Time &
Sales into a spreadsheet or other database application.
Functionality 27
2.1.7 File | Register

If you click Register without
having copied the emailed
registration code to the
clipboard (instructions for
copying were emailed with the
registration code), this popup
will appear.
Just click OK and the following registration screen will appear:
From here you can type the

information in or go back to
the email and select all
(CTRL+A) and then copy
(CTRL+C) it to the clipboard.
Come back to this registration
screen and click Paste
Registration. You will know it
was accepted if a window
similar to this one appears:
2.1.8 File | Reconfigure

Use the RECONFIGURE command when changing from one data vendor to
another. When switching to a different vendor, MarketDelta® needs to be
reconfigured so everything works properly. Follow these simple steps to reconfigure:
1. Contact sales@marketdelta.com to request an new registration key to replace
your current one. This is needed because registration key is vendor and ID specific.
2. Once the new key is received, click File | Reconfigure and choose your new data
vendor.
3. Click the reconfigure button and let MarketDelta® do its work.
4. When the new registration screen opens either type or paste in your new
registration code.
Functionality 29
2.2 Setup
2.2.1 Preferences
The PREFERENCES menu is the largest menu option in MarketDelta®. Many of
these won't have descriptions but will have screenshots of the menus. This proves to
be helpful because you can view all the menus in one place in a printed manual.
Others will have descriptions and links to more information.
Shortcut - Any time you have a preferences window and make changes to various
settings, clicking CTRL+SHIFT+OK will make those settings the default settings for
all future windows of that chart type.
2.2.1.1 Charts
2.2.1.1.1 General
You will want to leave most

of these settings alone by
default. The one setting that
many users do change is
"Color Histograms and Two
Color Lines Based on"...
rising/falling values or
positive/negative values.
This setting affects the way
histograms and lines are
displayed on traditional
charts.
2.2.1.1.2 Traditional Charts
Traditional charts consist of bar, candlestick, line and many more variations. These
are detailed under the Core Features section of this manual.
Functionality 31
2.2.1.1.3 Technical Indicators
What is a Preset? - "Setup:

Preferences: Technical
Indicators" is the place to
specify your favorite settings
for each of the indicators you
utilize. These default
preferences can now be
setup from any technical
indicator preference window
as described below.
Often it is desirable to have

several sets of preferences
per indicator, especially with
some of the more complex
indicators where there may
be many useful combinations
of settings that are often
used. Presets give the user
the ability to save multiple
sets of preferences for each
indicator, each set having a
user-assigned name. In
general, you may create as
many presets per indicator as
you wish.
The preset menu button can be found at the bottom of any Technical Indicator
preference window, to the left of the "Help" button. Clicking on the Preset menu
button initiates a popup window with several menu items:
New - Choosing this menu item will open a window prompting for a name for a new
preset. The current settings for the indicator at hand will be saved under this name
for future reference.
Make Default - Choosing this menu item will save the current settings as the default
preferences for the indicator at hand. In essence, it replaces the default preferences
with the current preferences shown in the window.
Load - This menu item is a submenu. It allows the user to replace the displayed
preferences in the current window with the settings from a preset. In other words, it
will "Load" the chosen preset's settings into the indicator preference window at hand.
If you have not yet saved any presets for this indicator, you will see only the choice "
Default XYZ" (where XYZ is an identifier for the indicator type).in the popup list. "
Default XYZ" will always be the first choice in
this submenu. It allows you to reset the current settings back to the default settings
for indicator XYZ.
Save As - This menu item is also a submenu. It allows the user to quickly replace
any existing preset with the settings currently at hand in the indicator setup window.
In other words, it saves the visible preferences in the preset chosen from the
submenu, thereby replaced the existing preset preferences with new ones (those
that are currently visible).
Using Presets - Presets can be a big time saver when you have an indicator with
many settings and typically use the indicator with various combinations of these
settings. Consider Volume Breakdown for example. The Volume Breakdown
indicator has many user setup options. A user may have
several different ways he/she uses this indicator. It can be very tedious to setup the
preferences each time you want to is add the Volume Breakdown to a chart. With
Presets, you can setup some preferences once, save them as a preset, and quickly
apply these settings to any Volume Breakdown indicator in the future.
The Preset Menu button is available in any of the various MarketDelta® technical
indicator preferences windows. These include the "Scan" setup window, the "Add
Technical Indicator" window for charts, the "Update Technical Indicator" window for
Functionality 33
charts, and the "Default Technical Indicator Window" accessed via "Setup:
Preferences: Technical Indicators". Thus you can setup your presets beforehand or
on the fly as you discover new combinations of indicator settings that work well.
To save a new Preset, simply set your preferences as you like, then click the
"Preset" button at the bottom, and choose "New...". Give the Preset a name
when prompted. If you would like to save the current settings as the default
settings for that indicator, then choose "Make Default". To reset the preferences to a
saved preset, simply click on the Preset button and then select "Load". You will see
a list of presets beginning with the "Default" choice. If you choose "Default", your
settings will be reset to the default preferences. If you have saved other presets for
this indicator, you will see them listed below default. Selecting one of these will reset
the preferences to those presets.
Using Presets in Chart Buttons - You can add "Buttons" to charts assigning the
button a purpose of "Add/Remove Preset Indicator" and any preset name. When you
click such a button in a chart, MarketDelta® will add the associated indicator with the
preset preferences to the chart (it will remove the indicator if you click the button
again).
Viewing, Editing, Deleting Presets - Click the green trash can (Object Editor)
button on the MarketDelta® main toolbar to open the Object Editor window. Choose
"Presets" from the Object Type menu and a list of all user-defined presets will
appear. Each preset listed consists of an upper case ID that identified the technical
indicator type of the preset, a colon, and the user assigned name for the preset. You
may view the settings of any preset by double-clicking on it (or select it and click the
View button). You may make changes if you like while viewing a preset. This window
may also be used to rename or delete presets. If the main toolbar window is not
available you can access the View/Rename/Delete using the Control Menu (Control:
Data Management: Delete or Rename).
2.2.1.1.4 Custom Profile
Custom Profiles allow for creation of screens to monitor various metrics for quotes
pages, such as %Change and others. You can also view custom indicators in this
window. Refer to this FAQ for more information on working with Custom Profiles.
http://www.marketdelta.com/KB/article.aspx?id=10312
Functionality 35
2.2.1.1.5 Day Bar
2.2.1.1.6 Point and Figure
More information: http://www.marketdelta.com/KB/article.aspx?id=10313

Box Size is how you want the price increment displayed.
Functionality 37
2.2.1.1.7 Raw Tick
Raw Tick Info - http://www.marketdelta.com/KB/article.aspx?id=10314
2.2.1.1.8 Three Line Break
2.2.1.1.9 Footprint
Footprint charts consist of bid ask, delta, volume, volume with delta color, volume
profile, and delta profile variation of the Footprint. These are detailed under the
Core Features section of this manual.
2.2.1.1.10 Market Profile
Market Profile® are detailed under the Core Features section of this manual.
2.2.1.2 Alarm
Functionality 39
2.2.1.3 Chart Quote Page
2.2.1.4 Chart Setup
2.2.1.5 Custom Column
2.2.1.6 Custom Indicator
This only will be functional for the Professional version of MarketDelta.
Functionality 41
2.2.1.7 Custom Instrument
Use this to create spreads and pairs. Click here for more information on creating
spreads or go to
http://www.marketdelta.com/kb/article.aspx?id=10216&query=spread.
2.2.1.8 Equity or Index Options
2.2.1.9 Futures
Functionality 43
2.2.1.10 Futures Options
2.2.1.11 Setup Instruments
The setup instrument window is used to specify how a symbol will be viewed and
data collected. To access this window click ALT+A on any chart. Alternatively, right
click a symbol in a quote page and click SETUP. The most important settings are
the following:
Display Format - This

determines how the price scale
will be viewed. Note: if a
symbol needs 3 decimal places
but doesn't trade in .001, set it
to 99.999 on this window and
then specify a custom price
scale increment for the actual
chart. See Chart Preferences |
Footprint® for further
information.
Trading Session - Usually this
should be set to 24 hours. This
will allow the database to
collect and store 24 hour data
and then you can use the
session override function on
each chart to filter the time
frame desired.
Override Requested
Exchange - FOR IB USERS
ONLY- if using Interactive
Brokers, you must select this
for each symbol and specify the
appropriate exchange in the
drop down box.
When complete, click Modify
and Close.
2.2.1.12 Pair Setup
This is another way to add spreads and pairs. This is a simpler interface for most
basic spreads.
Functionality 45
2.2.1.13 Quote Sifter
2.2.1.14 Scan
Lots of information is available in the Knowledge Base for scans.

http://www.marketdelta.com/kb/article.aspx?id=10230&query=scan
http://www.marketdelta.com/kb/article.aspx?id=10229&query=scan
2.2.1.15 Schedule
Schedules can be created to do routine tasks. Simply click New and follow the
wizard to create a process based on a variety of different rules that can be applied.
Typically you will want schedules to start at least 1 minute AFTER startup to allow
the program to connect to the data feed and complete the loading process.
Functionality 47
2.2.1.16 Screen
2.2.1.17 Signal
2.2.1.18 Signal Action
2.2.1.19 Trading Order
Functionality 49
2.3 Control
2.3.1 Database Wizard
2.3.2 Database Management

MarketDelta® utilizes a powerful embedded database management system to record
and maintain historical data, user preferences, and definitional data. The database
contains many different kinds of records, for example there is a record for each
instrument. These in turn are related (linked) to the records containing historical data
for the instrument. Similarly, relationships are maintained between instruments and
the quote pages in which they appear, between instruments and trading positions
within portfolios, between instruments and news items and trading notes pertaining
to the instrument. Preferences and definitions of charts, quote pages, scans, signals,
custom indicators, and all other saved objects are kept in the data base.
The MarketDelta® database is a collection of 59 files kept within a folder (directory)

named data_f inside the MarketDelta® startup directory/folder. Since many the
individual files are inter-related, the entire collection of files is backed-up and
restored as a whole.
MarketDelta® has an automated daily back-up feature and built-in database

recovery system that will restore the database back to its most recent back-up if the
database is damaged in any way due to a power failure, system error or application
failure. The Backup Preferences window allows the user to specify when daily
backups are to be made and the location where the backup is kept. The back-up
location is by default the backup_f folder (directory) within the data_f folder
(directory). The back-up location may be on another hard drive or some other back-
up volume if you like. Set the backup preferences for daily backup at some
convenient time of day, or if you typically run MarketDelta® all day and exit the
software regularly each day, setup the preferences to backup when quitting
MarketDelta®.
For new MarketDelta® users, during initial setup of MarketDelta®, as instruments,

quote pages, charts and portfolios are being defined, it is good practice to
periodically issue the Control: Database Utilities: Backup Database command to
make a database backup. This assures that all of the setup work up to that point will
be protected in the event of a system or application failure. Consider adding a
keyboard shortcut that will invoke the Backup Database utility. This can be done
easily by creating a "Schedule" (using Setup: Schedule) and assigning a function
key, e.g. F2, to the schedule. The schedule will have one "action", i.e. "Backup
Database", which is one of the Database Functions you can specify as an action.
When MarketDelta® starts up, it determines whether the database was closed
normally the last time MarketDelta® ended. If so, startup continues normally. If the
database was not closed properly, MarketDelta® launches the database
maintenance utility application to correct minor errors and verify the integrity of the
database. If the database is okay, startup continues normally. If the database is
damaged, the user is given the opportunity to restore the database to the most
Functionality 51
recent backup. The database maintenance utility process can take anywhere from a
few seconds to several minutes to complete. The time depends on the speed of the
computer and hard disk, the number of instruments tracked, and the amount of
historical data on file. Options are provided in Backup Preferences for automating
the recovery process. It is strongly recommended that the user enable the option to
verify the database before making backups and enable the option to automatically
restore the database if errors are encountered. If these options are not enabled,
MarketDelta® cannot automatically protect against data loss or loss of the entire
database in the event of system or application failure. The reason these protection
features are "optional" is to provide flexibility to those users who have exceptionally
large databases who wish to take special action in the event of a system or
application failure.
Daily backup is necessary. Additionally, a weekly or monthly backup to some other

media is advised just in case hard drive failure renders both the database and
backup unrecoverable. We recommend at least a monthly backup to CD ROM.
Again, in the early phases of setting up MarketDelta® or when instruments, charts,
quote pages, and portfolios are being defined, it is recommended that the database
be backed up even more frequently using the Backup Database menu item in the
Control menu, under Database Utilities.
Download
Functionality 53
This screen is accessible using the Download button on the main toolbar. To
download just one symbols data, select "One Instrument". To download a quote
page, choose it from the list. VERY IMPORTANT - Periodicity should be set to TICK
always if downloading intra day data. The database is structured so that if any
other type of intra day data is downloaded, it will overwrite the previous intra
day data for the selected instruments and time frame selected. Downloading
daily data will not effect your intra day data. So when initially building your
database it would be advisable to first download Daily data, then 50 days or so
of 1 minute data, then 5 days of tick data. This will complete your database.
Object Editor
Use the object editor to delete all sorts of various things you created including but
not limited to charts, scans & custom indicators.
Functionality 55
2.3.3 Database Utilities

Database Maintenance includes three internal
maintenance procedures (that are not listed
elsewhere) followed by the Database Verify step.
The Database Verify is essentially the last step of
the Database Maintenance. Database Maintenance
is performed automatically by MarketDelta® at
startup if the software was not shut down properly,
e.g. power failure or end-task (force quit). There is
usually no need to run this manually, but if
Database Verify reports errors, it is a good idea to
run Database Maintenance from the Control menu
since it can correct minor database errors thereby
avoiding the need to restore a database to the most
recent backup.
We recommend that the Database Verify be

performed before all backups. Set these options in
Setup: Preferences: Backup. Compression is not
strictly necessary. These utilities simply compact
the historical data to keep the size of the data files
at a minimum.
The Verify Historical Data is a utility function that fixes out of time-sequence
historical data. It's a good idea to run this every day after the close or before the
open or just once a week, but it's not strictly required. You can schedule this utility to
run daily or once a week using a schedule. See Setup: Schedules.
There are two "historical database" files managed by MarketDelta®, the Daily/
Weekly/Monthly database file (hist.d01) and the intra day historical database file
(tick.d01). The Initialize Historical Database command initializes (empties) them
both, i.e. it performs an Initialize D/W/M Database and an Initialize Intra day
Database. Sometimes a database can become "damaged" in a limited way, e.g. an
error or errors in the intra day database, or in the daily/weekly/monthly database.
The initialize command will clear away all historical data on file, wipe the slate clean
so to speak, thereby correcting the database errors so that the database will now
verify successfully. Of course, all historical data must be reacquired if you do this,
but the benefit is that the rest of the database with all of your instrument setups,
charts, quote pages, scans, signals, trading systems, etc. remains intact. There have
been instances when an MarketDelta® user discovered a damaged database and
had no valid backup. In such a situation, if the errors are limited to the historical
section of the database as they often are, the initialization utilities can reestablish
database integrity while retaining everything except the historical data which can be
reacquired via downloading.
The Restore Database command is there as a last resort. If there are errors in the
database first try to eliminate them by running the Database Maintenance. If errors
persist, then typically a Database Restore is required to regain database integrity.
After using the Restore Database command we recommend performing a Database
Verify immediately just to be sure the database is now okay. If so, quitting
MarketDelta® and starting up again is recommended but not strictly required. As
described above, if database errors persist even after a restore (an event that
theoretically should never happen), the initialization utilities may enable you to
recover integrity. Of course, it's always a good idea to have at least two verified
database backups, at the very least a weekly or monthly CD/DVD, NAS, or backup
hard drive to return to as a last resort in case the database becomes damaged
beyond repair.
2.3.4 System Status
For support reasons MarketDelta® Support my request that you send them this
information. It can be copy/pasted into an email and send to support@marketdelta.
com.
Part
III
3 Core Features
3.1 Footprint
A Footprint® is an individual price painted on the chart with a unique color that
contains volume or some other market statistic. Stacking Footprints together creates
bars, similar to what any candlestick or bar chart would present. The primary
difference, and thus advantage of the Footprint®, is it shows each individual price
within a bar AND displays value added information such as volume, buy/sell
pressure, and other valuable statistics. The ebb and flow of price movement is
presented by the up and down motions of Footprints. Some of the different ways
Footprints can be viewed Bid / Ask, Delta, Volume, and Profile Footprint. Each is
unique in the information it provides and are explained in detail individually
throughout this chapter.
The market leaves a trail every time a trade is made. The Footprint® captures this
information and displays it uniquely and giving traders an edge to spot key area,
react quicker to market changes, and better understand the battle between buyers
and sellers.
The Footprint® consists of the most important, commonly known information (Price
& Volume) and displays it in a new, more efficient manner. To fully understand the
Footprint® window, please watch this video recording Footprint® Overview or
visit Video Library.
Core Features 59
Footprint® Chart
Open / Close Footprint® Bars
Down Bar Up Bar
Color Shading
Color gradients can be used to signify thresholds of activity. A threshold is laid down
to represent a line the market information must cross in order for color to change to a
different shade. This line is just a level of volume that can be automatically adjusted
or manually adjusted in the Footprint® preference window to signify important levels
of volume or delta. There are four different lines (color gradients) that will help
traders be aware of the intensity the market is undertaking. The purpose is to allow
traders to concentrate on the price action and become accustomed to the threshold
that is important to them. Traders will gain experience in the use of the chart and be
alert when their knowledge is called to attention by a signifying change in market
activity. The prices within each bar are shaded based on either volume (blue
shading) or delta (red/green) shading, all of which are customizable. If volume
shading is used, the darker the shade of blue, the higher the volume. If delta
shading is used, negative deltas are shaded red, while positive deltas are shaded
green. The darker the shading, the higher the absolute value of the delta. The
colors can be changed in the preferences window.
Alternatively, there is an Automatic color shading option that uses a shading
Core Features 61
algorithm that will gradually shade each Footprint®.
To watch a video on how to choose the appropriate color settings and what
settings may be appropriate, visit Video Library and look for the recording entitled
Setting Footprint® Color.
Convenience Buttons
Playback Buttons
Along the top of the chart are a number of convenience buttons. This button area
can be toggle on/off with the Tab key on the keyboard. The first four are playback
buttons, which play ">", pause "| |", advance one "+", and stop/end "x". The play
button will start the playback at the begin of the session (or view period), and will
step forward based on the playback settings specified in the chart preferences. The
user can pause the playback at any time. Once paused, the advance "+" button can
be used to manually advance the chart on step (based again on playback settings)
at any pace. The automatic playback can then be resumed at any time with a click
on the play button. The playback can be terminated and the chart brought back to
live/standard mode by a click on the stop/end "x" button. Playback can be
performed on the current session (even while it is in process) or on previous
sessions.
Bar Period Buttons

The next set of buttons represent different common bar periods: 1-minute, 5-minute,
30-minute, 3-prices, 4-prices, 5-prices and 10-prices. Price bars are similarly to
range bars, where a 4-price bar would cover a 4 price range. The first tick that
breaks out of that 4 price range starts a new bar. Clicking on these buttons will
change the periods of the bars shown in the chart. Many more periodicity options
can be accessed by clicking the "More" button or double clicking the Footprint® and
changing the periodicity and periodicity type.
Bar "Show" Buttons

The next set of buttons are used to change what values are shown within the bars.
The "Dlta" button shows the delta values with the delta colors. The "BxA" shows the
bid traded volume and the ask traded volume separated by an "x" along with the
delta colors. The first "Vol" button shows the volume along with the blue shading
volume colors. The second "Vol" button shows the volume along with the delta color
shading. The "FP" button toggles the Footprint® Profile on and allows you to see
vertical histograms of the Footprint®.
Other Buttons
The "Max" button toggles through various statistical studies that can be applied
along the bottom of the chart. The "Sess" button toggles the override session on
and off, allowing the user to quickly change back and forth between two sessions
(the session of the symbol, and the override session). The "BA" button toggles the
Bid/Ask column on and off. And the "More" button brings up the charts preference
window.
Marker Buttons
The market button places markers on the Footprint window. Use the keyboard
shortcuts below to add, delete, and change markers. Click Here to view a 2 minute
recording that explains how to use the marker functionality.
Market Button 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.
Right-Click Pop-up Menu

Right-clicking anywhere in the chart brings up a pop-up menu with a variety of
convenience options, many the same as those provided by the buttons discussed
above.
3.1.1 Bid / Ask Footprint
Bid / Ask Footprint® – Displays the number of shares or contracts that traded while a
particular price was the bid price and the number of shares or contracts that traded
while a particular prices was the ask price. As the bid and ask change with price, the
Core Features 63
Bid / Ask Footprint® adjusts accordingly. They display as (bid traded volume x ask
traded volume). (Example: 1000 x 400) The 'x' is just used as a spacer and not a
mathematical operator. The Bid / Ask Footprint® keeps track of how volume trades
at each price and classifies it as to whether it was buyer motivated or seller
motivated volume. As a price goes from offer to bid and back, the Footprint® will
keep track of the volume at each price.
To watch a video recording that gives an overview of the Bid / Ask Footprint®,
click here or visit Video Library.
One of the primary things to look for is not just how a single Footprint® is
developing, but how does it differ (or not differ) from the previous few Footprints or
bars. This will help give perspective as to whether the current move is strengthening
or weakening.
All the Footprints move from right to left across the screen, each bar or column
referring to a time frame or specified periodicity. With each Footprint® type you
have the ability to scroll back in time to view the previous price action or recall how
much market activity took place.
· Click the BxA button at the top of the Footprint® window to view.
· Provides added price transparency to the post trade charting process
· This Footprint® will help you keep track of the market action as it happens.
· See exactly how bid traded volume and ask traded volume affect the market at
each price.
· Follow volume and momentum as it happens through color shading set to your
preferences or let the auto color shading algorithm do it for you.
· Footprint® shows whether the volume was on the bid side or the ask (offer) side.
· Scroll back in time and see what happened.
· See how many shares (contracts) traded.
· See how many orders where involved.
· Filter the trades so you are only seeing certain size orders or larger. This is
especially useful with the bid / ask Footprint® because it shows which side of the
market the large traders are favoring being aggressive towards.
This chart, along with the valuable market information, presents a very simple
interface, allowing the trader to be nimble and quick to react in any trading condition.
You can quickly select which chart you want to see by just clicking the button at the
top of the Footprint® panel.
Bid Ask Footprint®
Core Features 65
3.1.2 Delta Footprint

Delta Footprint® – Displays a positive or negative number. A negative delta value
represents how many more shares/contracts were sold on the bid as a result of the
seller being more aggressive and hitting the bid. A positive delta value represents
how many more shares/contracts were bought at the ask (offer) as a result of the
buyer being more aggressive and taking the ask (offer). Delta is the term we use to
describe the net difference between the quantity traded at the ask versus the
quantity traded on the bid. Delta Footprint® is used to give a measurement of
buying and selling pressure at each traded price in real time. It also helps to quantify
who is more aggressive (in turn producing pressure), buyer or seller, as price
fluctuates. The calculation would be the ask traded volume - bid traded volume =
Delta Footprint®. Using the Bid / Ask Footprint® example (1000 x 400), the Delta
Footprint® would be -600, indicating more selling pressure at this price.
To watch a video recording that gives an overview of the Delta Footprint®, click
here or visit Video Library.
· Click the "Dlta" button on top of the Footprint® panel to view.

· Provides more transparency as to who is attempting to influence the market more.
· Gives a true sense of buy and sell activity at each price.

· Using the column delta at the bottom of each bar it can help to confirm price
direction and strength
· Very advantageous to see price runs sequentially. Begin to realize when a current
run is running out of fuel.
· Know when a current price run is gaining momentum.
· Know when the buyers are accumulating and when the sellers are distributing.
The delta by price column (far left of chart) shows the overall delta for each price as
the session progresses. This can be toggled on or off in the preferences window of
the chart.
Delta Footprint®
Core Features 67
3.1.3 Volume Footprint

Volume Footprint® - Displays the total volume traded at each price, regardless of
whether it was bid or ask. This is helpful in showing where large volume occurs
during trading. The calculation would be the bid traded volume + the ask traded
volume = Volume Footprint®. Using the Bid / Ask Footprint® example (1000 x
400), the Volume Footprint® would be 1400. This will never be a negative number
because it is the sum of traded volume at each price over whatever time frame or
periodicity you specify.
To watch a video recording that gives an overview of the Volume Footprint®, click
here or visit Video Library.
· Click the Volume button at the top of the Footprint® panel to view.
· Have the added edge and transparency by being able to see the breakdown of
volume intra-bar as it builds.
· Most popular with traders who trade products that don't have as much momentum
as other products. Such as Fixed Income or many stocks.
· Know when there is high interest in a price.
· Know how big of a stand traders are willing to take.
· You won't be fooled by orders that look like they traded but really didn't trade.
· Develop a feel for your market by recognizing when volume is picking up and when
it's not. Similar to noise on the trading floor, as applied to electronic screen, this
tool will let you know how and where the volume trades.
· Know how much traded at extreme prices. This is very helpful when prices are
capitulating.
Volume Footprint®
Volume with Delta Color - This view has the same volume values as above except
now the colors (red vs. green) are based on whether the price had a positive or
negative delta. The shading is based on the level of volume traded.
Core Features 69
3.1.4 Footprint Profile

Footprint® Profile - This displays a profile or histogram of volume in whatever time
frame chosen. The color of each Footprint® within each profile is based on the
delta. Delta is the net buy / sell pressure. Green represents a positive delta (buying
pressure) and red represents a negative delta (selling pressure).
To watch a video recording that gives an overview of the Footprint® Profile, visit
Video Library.
· Click the 'FP' button at the top of the Footprint® panel to view.
· This Footprint® Profile will help you track areas of high interest among many
participants in a nice graphical manner.
· Quickly track the high volume prices bar by bar to see if the market is attracting
more participants at higher/lower levels.
· See the shape of each bar in any time frame to reveal clues to the underlying
market structure.
· Popular view for those who are familiar with Market Profile® and allows a trader to
drill down and see inside the chart.
Core Features 71
Footprint® Profile
3.1.5 Delta Profile

The Delta Profile is similar to the Footprint® Profile except that instead of showing
the volume distribution it shows a DELTA distribution. This shows us the levels of
absolute delta for each price. All values, both negative deltas and positive deltas,
are shown with absolute values. The way to read the graphic below would be if the
bar is green it had a positive delta and if it was a red bar then it was a negative delta.
The length of the bar represents how large the delta for that price was.
Using the Footprint® preferences menu, choose the General tab | Footprint Type |
Delta Profile.
Strategy - Similar to the strategies presented in the Delta Percent Footprint topic.
Core Features 73
Delta Profile
3.1.6 Delta Percent (New)

The Delta Percent Footprint® shows the percentage of volume that occurred on the
dominant side of trading. It is essentially showing a ratio of bid traded volume and
ask traded volume but only showing the % of volume that occurred on the most
dominant side of the market. For instance, if the Footprint® is blue (in the graphic
below) then it had a positive delta and the number shown represents the % of
volume that occurred at the ask price for that particular Footprint®. If the Footprint®
is red (in the graphic below) then it had a negative delta and the number shown
represents the % of volume that occurred at the bid price for that particular
Footprint®.
Using the Footprint® preferences menu, choose the General tab | Footprint Type |
Delta Percent.
STRATEGY - A general method for utilizing this Footprint® would be to look for bars
where the values are increasing in the direction of the trend. For instance, when
price is trading at higher and higher prices, are the Delta Percentages increasing as
well? This would serve to confirm that more and more volume is occurring at the ask
price, signifying the aggressiveness of the buyers to get into the market and provide
key insight to when a market is beginning to come into equilibrium.
STRATEGY - Another strategy would be if the Delta Percentages are very neutral
(between 50 and 60) at a breakout level, then the chances increase that the
breakout will not hold and revert back within the range. The logic behind this is at
breakout levels we expect to see volume become much more one sided and trade
aggressively in the direction of the breakout. Failure to see large Delta Percentage
readings at these key levels and prices should give reason to question the breakout.
Core Features 75
Delta Percent
3.1.7 Footprint Preferences (Updated)
GENERAL TAB
The Footprint® chart is designed to track price, volume
and order flow in a variety of ways: volume at each price,
breakdown the volume at each price (bid vs. ask), ticks at
each price, and quantify and display the actual transacted
trades at each price. Buy volume is defined as volume
that occurred at the offer/ask. Sell volume is defined as
volume that occurred at the bid. The difference between
these two values (Buy volume minus Sell volume) is the
delta and can be a good indicator of buying or selling
pressure. Volume and the # of trades can optionally be
broken down by "Big vs Small" trade volumes or "Up vs
Down Tick" volumes (as opposed to Buy vs Sell
Volumes). However, "Buy vs Sell Vol" is the most
common choice and generally regarded as the most
informative.
More specifically, "Big vs Small" shows the volume of
trades that exceed the level you specify to the right of 'x'
and all other volume to the left of 'x'. For instance, if 100
was specified as "Big Volume", then trades >= 100 in
volume would be placed to the right of 'x' and trades with
volume < 100 would be placed to the left of 'x'. It may be
best to use this option as "trades" instead of "volume". It
may be more useful this way.
Consider Only Trades w/ Volume

This is a volume filter that can be applied to the Footprint chart. Checking this box
and specifying a value of 24 would show only trades sizes of 25 and larger on the
Footprint®. This can be used to track where large size trades are occurring over any
time period on the Footprint®.
Price Range of Each Row
This should normally be set to automatic, however for some instruments you will
Core Features 77
need to set it to custom. An example would be for emini S&P 500 (ES). For this
instrument you need to set the display format in the symbol setup screen to 4ths. If
the screen is scrolling and jumping around with every trade, then the price scale is
incorrect. Follow these instructions and set accordingly.
Bar Periodicity
The left text box is the frequency of the periodicity and the drop down is the type of
periodicity.
· Minutes - Time-based bars composed of any number of minutes.
· Range - Volatility based bars composed of any range of price.
· Change - Volatility based bars composed of any change of price.
· Volume - Activity based bars composed of any amount of volume.
Each bar has equal amount of volume. Trades can be split into multiple
bars.
· Ticks - Activity based bars. Similar to volume bars, each bar is
composed of a user specified number of ticks.
· Seconds - Time-based bars composed of any number of seconds.
· Reversal - Volatility based bars, building upon the concept of Point and
Figure.
· Prices - Volatility based bars composed of any number of prices.
Similar to range bars, except the magnitude is expressed in number of
prices, instead of actual price range.
· Days - Time based bars. Day bars are relevant only for multi-day
viewing periods, and allow multiple day bars to be seen on a single
profile.
· Delta (New) - Builds new bars based only after a specified delta is
achieved. Specifying a delta of 1000 would create bars that consisted
of 1000 delta, irrespective of the volume or time it took to create them.
Footprint® Type
· Delta (Ask-Bid Vol) - Displays a delta Footprint®

· Bid x Ask Vol - displays a bid ask Footprint®
· Total Volume - displays a volume Footprint® and is shaded
according to the level of volume
· % of Volume - displays a % volume Footprint®
· Color Only - displays delta color only; no numbers in
Footprint®
· Volume (Delta Color) - displays volume in Footprint® but the
color is shaded according to the delta of the Footprint®
· % of Volume (Delta Color) - displays % of volume and is color
shaded according to delta
· Delta Profile - no #'s are displayed. Shaded according to
delta. (see below)
· Footprint Profile - no #'s are displayed. Shaded according to
delta (see below)
· Delta Percent - shows percentage of volume that occurred on
the dominant side of trading. Essentially a bid/ask ratio.
Chart Name
Use this area to name your Footprint® charts with specific names.
Core Features 79
VIEW PERIOD TAB

One Session: Current is the standard view.
If set to One Session 2 Days back then it
will display the price activity 2 days ago
ONLY. Do not use this if you are trying to
see multiple days.
Last: Used to display just the last x amount

of time, days, etc.
Multiday: Use this to display multiple days

in the Footprint® window. You will need to
have all the tick data for the # of days you
want to display. Make sure the One
Session setting is set to current when using
these setting. When using multiday, all the
columns that are added to the left portion of
the Footprint® chart will be cumulative.
The means 3 days are being displayed, the
analytics on the left side of the Footprint®
will be for all 3 days.
Use: This has various ways to create and

plot the values on the Footprint® chart for
some indicators and statistics. For most of
these Footprints® will not plot, but rather
the value of the indicator or statistic. This
option is used very little but available to
those who want the functionality.
Session Override
If this is checked you have the ability to show a selected period of time on the chart
instead of the default symbol session for the instrument you are viewing. For
instance, if you have the ES on the chart and the ES is setup to collect 24 hour data
in the Instrument Setup (ALT+A), you may only want to view the RTH (regular
trading hours) session. By selecting the correct session override the data displayed
on the chart will only be the data for the RTH time frame.
COLUMNS TAB
These are cumulative values for the day (or
for the view period specified, if other than
"current session"). All columns except the
price column are optional. These columns
represent the following pieces of data:
Bid Vol x Ask Vol - creates a column
showing the bid and ask volume for each
price level.
Delta (Ask Traded Vol - Bid Traded Vol) -
creates a column showing the total delta for
each price level.
Total Volume - creates a column showing
the total volume for each price level.
Percent of Volume - creates a column
showing the % of volume traded at each
price level.
Value Area - Volume-based value area
(where 70% of volume traded)
Core Features 81
COLORS TAB
Automatic: If Automatic is checked
(default) then all colors are dynamically
shaded based on all the values contained
in the Footprint® chart. If viewing multiple
days, then it will use all the values for all
the days being displayed to shade each
Footprint®
Manual: If Manual, you can select the delta

levels that will determine the shading of the
Footprint®. The values specified are
unique to the chart and NOT the symbol.
Helpful suggestions can be found at http://
www.marketdelta.com/docs/
Footprint_Color_Settings.pdf .
Ask Volume Color: Sets the color of

Footprints® which have more volume
traded at the ask price.
Bid Volume Color: Sets the color of

Footprints® which have more volume
traded at the bid price.
Total Volume Color: Set the color of Footprints® which are displaying total volume
instead of delta based Footprints®.
Background Color: Set the background color of the Footprint®.
Cumulative Profile - displays the cumulative volume profile for the data displayed
on the chart. If viewing multiple days, the profile will reflect all the days, not just the
current day.
Bid / Ask with ... Sizes - this is level I data (quantity available on the bid and ask).
Volumes is the cumulative quantity that has traded at the current bid and ask.
TPO Style - this histogram profiles the total volume at each price, and breaks it
down into buy volume (dark blue) and sell volume (light blue). The red bar
represents the open, while the green bar represents the current/last price. The
arrow ">" is placed to the right of the POC bar (the bar with the greatest volume).
Extra Bar Showing - Supplemental Info inserts a column near the right price scale
that shows volume for the current Footprint® series if viewing a delta based
Footprint® or it shows the delta for the current Footprint® series if viewing a volume
based Footprint®. Pullback Info is simply a Footprint® bar which tracks only the
current price action off the high/low of the current bar. Each time the current bar
makes a new high/low the pullback column is reset.
Extra Rows Showing - Min/Max Delta Rows - shows the highest and lowest overall
delta values achieved for each bar. Shown at the bottom of each column. Cum/Chg
Delta - Cumulative is the total (net) delta for the day on a rolling basis. It shows what
the total daily delta was a the time of the bar. Change – this is the change in delta
from the previous column to the current column. It shows the change in buying and
selling momentum.
Core Features 83
LINES TAB (NEW)

This tab allows you to specify horizontal
lines on the Footprint® chart. To add lines
either double left click the price scale or
open the Footprint® preferences menu,
"check" a box and type in a value. Add a
label (optional) and change the color if you
prefer.
An advanced use of the line tools would

be to add horizontal reference lines that
are tied to a dynamic variables so that
each time the variable updates it is
updated on your Footprint® chart. An
example of this would be a pivot point and
corresponding S1, S2, R1, R2 values or a
VWAP value. Another example would be
Market Profile® reference points.
Visit our Blog and Video Recording

page for videos.
OPTIONS TAB
Row Height: changes the row height of
the Footprint®. Shortcut is to hold SHIFT+
up or down arrow on keyboard.
Scale Values - This allows you to scale
the values displayed on the Footprint®
chart. I.E. for stocks you may choose
Val/100 to divide the volume by 100. It
makes the Footprint® easier to read and
still maintains the information.
Lock Chart - locks chart so it won't be
affected by multi-linking.
See below for detailed explanations of

the other options.
Open / Close Bars
Core Features 85
Shows were a bar opened and closed. This represents

the body of a candle. The open/close bar is shaded RED
if it closed lower than it opened, GREEN if it closed
higher than it opened and gray if it opened/closed at the
same price.
Example: The red bar on the left shows it opened at the

lower red block and closed at the higher red block. The
whole bar had the price range represented and just a
small "body".
Historical VA & POC Bands
Shows how the Value Area (VA) developed throughout the day. Each orange VA bar is showing
where the value area was when that 30 minute time period closed. They update in realtime and
allow traders to quickly see if value is beginning to shift or stay stable. These bars allow a trader to
keep the context of where he/she should be looking to place trades.
The point of control (POC) for each bar is highlighted by the dark border around one Footprint® per
bar. This is helpful because you can see if the high volume prices are beginning to move higher or
lower. These movements often precede movements in the value area and can be used as a shorter
term signal or price reversals and trends.
VA/POC Shade: Changes the color or the historical VA and POC bands.
Playback
This is used to playback a sessions activity. To use the playback simply make sure
it is checked and then use the buttons below (which will be on the Footprint® or
Market Profile® chart) to use this feature. If you can't see the button on a Market
Profile® window, hit the TAB key to toggle the info box pane. PLEASE NOTE: There
Core Features 87
is a second, much more robust playback feature under File | Playback.

> - Playback Play
|| - Playback Pause
+ - Playback Advance One Step
x - Playback Stop/End
Miscellaneous
· All values discussed are updated live, tick by tick.
· Bars are labeled with the ending times of the bars.
Keyboard Shortcuts for Footprint® Chart
3.2 Traditional Charts

MarketDelta® has traditional charting capability with many chart types and
indicators. In this section only a few unique and specific indicators will be focused
up. Many of those who use MarketDelta® use it for the Footprint® and Market
Profile® charting capability. Because of this, many of our users have an very explicit
interest in understanding PRICE and VOLUME more acutely. We recognize this and
have included many unique ways displaying and analyzing volume, price activity,
order flow, etc. on the various examples that follow.
Any of the charts the show some sort of alert or buy/sell signal require the
Professional version of MarketDelta®.
3.2.1 Volume Breakdown Indicator
The VB indicator analyzes volume and the breakdown of volume (delta) in many
different ways. Broadly speaking, in a sellers' market (where more volume is being
traded as a result of the sellers' price being accepted in an upward manner), the VB
Indicator will be positive showing, buying pressure reflected by aggressive action
taken by the buyers. In a buyers' market (where more volume is being traded as a
result of the buyers' price being accepted in a downward fashion), the VB Indicator
will be negative. This same definition also fits for the Delta Footprint® , except that it
only represents the buy/sell pressure for a given price at a given time.
As the trading session progresses, markets can be dominated by an aggressor.

MarketDelta® visually shows and follows the aggressor throughout the trading
session on a bar by bar basis or price by price basis. This indicator continuously
updates the strength or weakness of the aggressor at all traded prices.
The left image is the chart with the indicator applied and the image on the right is the
associated preference window.
Core Features 89
This chart plots the VB indicator as an This enables you to follow in real time which
accumulated value for the day. This line side of the market the aggressor is applying
is a sum of all the volume traded at the more pressure. The insight this provides is
Ask and all the volume traded at the Bid.unprecedented for active traders and
I.E. It is the total delta for the day plotted brokers.
against time.
This view shows the delta for each price over the time frame chosen. Easily spot
extremes in delta using this view.
Core Features 91
To add the text to any chart right click | Draw | Annotation

3.2.2 TPO Indicator
This indicator will be of particular interest to those who use Market Profile® or find
value in seeing TPO (time price opportunity) information on traditional charts.
Looking at the preferences window you can see what each line represents. The nice
feature about this chart is that it doesn't only show you the most recent value area
extremes and POC, but it shows a history of how it has developed. It make is really
nice to see if the developing area have been moving down or up.
3.2.3 Preferences
Here are the 4 tab menus for traditional charts. This menu can also be access by
double clicking the time scale at the bottom of traditional charts. The VIEW PERIOD
tab is where you can set the default viewing periods for various time frame charts.
Please keep in mind that having tick charts display much more than 2 days will slow
the process of opening windows with this periodicity because of the load time.
Core Features 93
3.2.4 Premium Indicators

MarketDelta® comes with 130 indicators built in and many ways to customize and
display them on traditional charts. With the innovation of the Footprint® chart some
very useful new patterns and strategies can be identified much more clearly. Many
of these are easily seen when looking at the Footprint®. In an effort to make these
same patterns available on the Footprint® chart, we have coded them up and they
can be applied as Custom Indicators. Some are free and others have a one time fee
in order to download and use them.
The Professional or PRO Complete version is required to use these indicators.
To apply these Custom Indicators, simply download them (if free) or purchase them
(emailed to you) and click File | Import | Custom Indicator Definition to begin
immediately using them. An updated list of Custom Indicators along with a short
description, screenshot, and price (if applicable) can be seen here. Check the list
often for updated indicators.
3.3 Market Profile

Market Profile® is available in the Standard Plus and Professional editions only. To
upgrade your Standard version of MarketDelta® to include Market Profile® please
contact sales@marketdelta.com. Our Market Profile® (MP) is very full featured and
offers many unique functions and capabilities you won't find elsewhere. Please refer
to our website for a complete list and sample screenshots.
For common keyboard shortcuts and tips refer here.
Market Profile® offers a unique way of looking at the markets and stresses the price
over time concept. Many believe there is no better way of representing the market.
If nothing else, the pure statistical bell curve shape it often takes can give traders a
methodology by which to trade by. You can make it as simple or complex as you
Core Features 95
want, but the one clear fact is it has proven itself over the past few decades to be
one of the tools of choice for professional traders worldwide.
3.3.1 Chart
The Chicago Board of Trade Market Profile® has been licensed for use within
MarketDelta®. Market Profile® is a form of analysis that many may not be familiar
with and something that is not going to be explained in full completeness here.
However, there are many good places on the MarketDelta® website that go into
more details and there are also many excellent resources available in book form and
websites.
In brief, Market Profile® is a statistical analysis of the price activity over time. It
shows a distribution of where the market traveled over the course of a time period.
That time period could be 1 day, 1 week, etc. Traditionally, a day is broken up into
30 minute time brackets with each 30 minute bracket represented by a letter. The
market backs and fills creating the Market Profile® and thus the entire auction
market process. There are different ways you can apply this information, but one of
the most common is to help define "value" and show where a market is balanced
and imbalanced. Using this information a trader can then employ various strategies
for executing trades against a sound statistical methodology.
You may want to refer to this video for a quick overview of what our Market Profile®
can do. Also visit http://www.marketdelta.com/newsite/marketprofile.aspx for many
more screenshots that display the myriad of capabilities offered.
http://www.marketdelta.com/recordings/Market_Profile_Overview.wmv
Core Features 97
An merged profile can be seen here.

Profiles can be merged or split at will
with a single click. Right click on a
profile and click MERGE PROFILE
RIGHT. This will merge the profile you
right clicked into the profile to the right
of it.
In this example, 9 days are merged

together. Notice each day is given a
unique color in the merged profile. To
make each day a single color choose
RAINBOW DAYS from the letter color
option under the Preferences menu.
This chart also demonstrates the
display the opening range (blue bar),
value area (green bar) and volume
side-by-side with the profile.
This profile offer an excellent example

of single prints and how they held for
basically 7 days before being filled on
the 10th day. Notice when it was filled
the market quickly traded many points
lower almost to the bottom of the 10
day range.
The profile on the left is a 20 day profile

(30 minutes per letter) using rainbow
days as the color.
Another common way to display multi-

day Market Profile® charts is to have
each letter represent a day (415 minutes
per letter).
Volume Histogram is turned on to view

the relative volume for each row of
letters. Each day is given a unique
color.
Core Features 99
An example of intra day

profiles (multiple profiles/day)
can be seen here. This chart
is setup to build profiles of 60
minutes (each letter
represents 30 mins). The
chart is setup with an
override session of (8:30am -
3:00pm CST).
Each intra day session has

it's starts with the letter O
(indicating the open of the
profile) and has it's own IB,
POC, VA, and Naked POC
bar or line. The red # is the
close of each profile.
This was obviously a rare trend day for the S&P 500 emini futures. This particular
view of the market does a superb job of (1) showing the VA (value area) putting in
consistently lower lows and (2) multiple naked POC's which confirms a strong trend
on an hourly basis. Notice how well each profile's POC held. The market could not
sustain trading above it.
An example of shaded
blocks can be seen below.
This requires a color other
than RAINBOW to be
selected, the SHADING
checkbox to be checked,
and DRAW BLOCKS to be
checked. "Grid lines" are
also turned on in this
example. The blocks allow
much more information to fit
on the screen vertically, and
the shading retains the "time
of day" component to some
degree.
The darker the shade the later in the day that price traded. Said another way, lighter
shades were traded earlier in the day. The red lines on this chart are NAKED POC's
that were touched or in some cases, still untouched.
Core Features 101
One more very unique way of configuring

Market Profile® charts within MarketDelta®
is the CUSTOM letter color option. When
this option is selected a palette appears at
bottom of the Market Profile® window with
letter for each color. Click the letter and a
color palette selector will open. Choose a
color you want the letter to represent. A
common setting (as seen below) shades
the first two letters and last 2 letters
different from the rest of the profile.
Because the open and close are so
important and closely watched this may
provide additional insight into hidden
patterns or tendencies.
Historical Profiles
Our Market Profile® charts have been enhanced to consider up to 40 sessions of

intra day data when composing the profile, in addition to allowing historical viewing of
Market Profile® charts. In the Market Profile® preferences, this functionality is found
in the "Show X Profiles ending Y Days Back". X represents how many days will be
profiled, and Y represents how many days back the chart will end. Y should be set
to 0 for live (non-historical) Market Profile® charts. But if you would like to see the
profiles for the previous month, for instance, you may choose to "Show 20 days
beginning 13 days back". Intra-day data is required to build the volume and trade
count profiles that accompany Market Profiles. Viewing long term historical profiles
would be most efficiently viewed by not displaying the volume profiles alongside.
Info Box Explanation

The table below explains what is seen in the Market Profile® Info Box on the left side
of all Market Profile® charts as the cursor/mouse is moved across the chart, over
various profiles and letters. This Info Box can be toggled on/off with the tab key or
by right clicking the chart and selecting Toggle Info Box.
Core Features 103
First Section - Provides information related

to each profile (For example, the 11/01
profile)
TPO Time Price Opportunities. This is
the total number of letters in the
profile. If there are 8 D's, that
counts as 8 towards the TPO count.
The format we use to display these
statistics is, a (b / c) d, where a =
number of TPO's excluding singles
(but including POC) b = TPO's
above POC (excluding singles) c =
TPO's below POC (excluding
singles) d = total TPO's including
singles
TFF Trade Facilitation Factor - Number
of total TPO's divided by the range
of price for the profile. The higher
the value, the less trend was
present. Normal days have a high
TFF value.
Q% Quadrant of Close (%) - This
represents the relationship of the
last/close price to the overall range.
The value can vary anywhere from
0% (last trade at very bottom of
range) to 100% (last trade at very
top of range).
VAH Value Area High - Provides the VAH
for the profile the cursor is hovering
over.
VAL Value Area Low - Provides the VAL
for the profile the cursor is hovering
over.
POC Point of Control - This represents
the price/row in which the most
letters reside. It is the widest row.
This price was achieved in more 30-
Second Section - Provides information related to each price in each profile

(For example, 60.725 in the 11/01 profile)
P Price
V Volume traded at that price within that given profile.
TPO Number of TPO's/letters at that price in that profile.
Third Section - Provides information related to each letter in each profile

(For example, all the L's in the 11/1 profile)
LET Letter (represents all matching letters in the profile)
D Delta of the period covered by the letter
H High of period covered by the letter
L Low of period covered by the letter
V Volume trading during the period covered by the letter
RNG Range of price of the letter
Fourth Section - Provides information related to each TPO (individual letter) in each
profile (For example, the singled D at 1356.50 in the 10/5 profile)
TPO Shows the letter and price (represents a single letter or tpo, a
single price & time opportunity)
V Volume of that TPO
BA Bid x Ask Volume of that TPO (volume traded at bid vs volume
traded at ask)
D Delta of that TPO
Info Box Buttons

This section describes what happens when clicking on the various buttons that are
seen at the bottom of the Info Box section of Market Profile® charts.
Core Features 105
~Sy Change Symbol of the chart

m
Ref Toggle the "Reference Lines" on or
off.
Colo Cycles through the various letter color
r options available.
BG Cycles through various background
colors
Grd Toggles the grid lines on and off
Bloc Toggles DRAW BLOCKS on and off.
k This feature draws squares in place
of letters.
IB Toggles the IB (Initial Balance) lines
on and off
OR Toggles the OR (Opening Range)
lines on and off
Sng Toggles the Single lines on and off
POC Toggles the POC (Point of Control)
lines on and off
POC Toggles the POCvo (volume-based
vo Point of Control) lines on and off
VA Toggles the VA (Value Area) lines on
and off
VAv Toggles the VAvo (volume-based
o Value Area) lines on and off
Sp Toggles the Split Letters on and off
Sc Scale - Cycles between scale on left,
scale on right, and scale on right and
left
Toggles the Volume (or Trade) Bars
Vo
on and off
Li Cycles between 5 states: Thick Vert
Lines Left of Profile, Thick Vert Lines
Right of Profile, Thick Vert Lines IB
Left VA Right, Thin Vert Lines w/ Hor
LinesTrademarks
© 2007 MarketDelta LLC. All Rights Reserved. MarketDelta and Footprint are Registered (no Labels), and Thin
of MarketDelta LLC Vert
The following statistics are displayed in the title bar when the cursor is placed over
any specific profile:
* TPO - "That Price Occurred" or "Time Price Opportunity"- It is a count of the

number of "letters" that appear in a profile (within a given session).
* TFF - Trade Facilitation Factor - Number of total TPO's divided by the range
of price. The higher the value, the less trend was present. Normal days have a high
TFF value.
* Q% - Quadrant of Close (%) - This represents the relationship of the last/
close price to the overall range. The value can vary anywhere from 0% (last trade at
very bottom of range) to 100% (last trade at very top of range).
* POC - Point of Control - This represents the price/row in which the most
letters reside. It is the widest row. This price was achieved in more 30-minute
segments of the day than any other price.
Multi-Day Profiles - Any number of days/sessions (up to 40) can now be combined
into a single profile. In addition, the "minutes per letter" setting will now accept up to
1440 minutes. This allows users to setup profiles in which each letter represents a
day, with up to 40 days being represented. The user would need to setup the
"letters per minute" to match the "minutes per session" (390 for standard RTH
session). However, the Multi-Day Profile option will work with any "minutes per
letter" including the common 30.
Reference Lines - Up to 12 optional user-customizable reference lines are now

available. Each reference line has a customizable label (optional) and price value.
The price may be pulled from a V# variable, allowing it to be set inside scans or
other various places in the software.
To turn on a reference line, simply check one of the reference line checkboxes, and
supply the "label" text along with the price. Prices may be specified as V# variables
by simply typing "V#1", or V#34",etc. instead of a numerical value. All reference
lines share the same color, width, and style, which is specified just below the
reference line checkboxes. Labels and/or prices may be suppressed by checking
Core Features 107
the corresponding "Hide Labels" or "Hide Price" checkboxes. Reference lines will
span the entire width of the chart, from the scale to the right edge, with the label
being displayed next to the right edge.
Scaling - Automatic Scaling: Market Profile® charts now have a small uppercase
letter the upper left corner of the scale, similar that the one seen in the upper right
corner of the scales of traditional charts. This letter is either an "M" or an "A"
depending on whether the chart is in Manual or Automatic scaling mode. Automatic
scaling ensures that the current price is always in view when the chart is too large
vertically to fit completely within the visible window. The chart will auto-scroll when
necessary to make sure this condition is met. When the chart is in Manual scaling
mode, the chart will not be automatically scrolled and the current price may wonder
outside the visible window. Manual scaling is good for reviewing past data.
Users may toggle between the two modes by simply clicking on the letter. The letter
acts as a toggle button. Click on the A and it becomes an M. Click on the M and it
becomes an A. The chart will always initially open in Automatic scaling mode.
Whenever the user scrolls the chart vertically (using the up or down arrow keys), the
chart will be forced into Manual scaling mode and will remain so until the user clicks
the "M" to toggle it back to "A" (or automatic scaling mode).
To quick scale the chart, hold the SHIFT key down and use the UP or DOWN arrow
on the keyboard or hold the SHIFT key down and use the scroll wheel on the mouse.
Info Box and Highlighter

Market Profile® Charts have been enhanced with an optional Info Box and
Highlighter. The two feature are linked in that the Highlighter is turned on only when
the Info Box is on. A check box has been added to the Market Profile® preference
window titled "Info Box" along an entry box for the width of the Info Box. The Info
Box will appear to the left of the vertical scale, on the far left edge of the chart. When
the Info Box is on, mouse/cursor movements across the chart drive the new
Highlighter, highlighting the cursor's row/price and the cursor's letter. For instance, if
the cursor was over the letter "C" at the price of 1125.75, then all the C's in that
profile would be highlighted, along with all the letters in the row of price 1125.75. As
the cursor is moved over a new letter, the highlighter responds dynamically.
The Info Box provides information related to the position of the cursor/highlighter.
The information is grouped into three sections. The top section provides information
related to the profile over which the cursor resides. The middle section provides
information related to the row/price of the cursor. And the lower section provides
information related to the letter over which the cursor resides. The profile information
includes date/time, TPO count (TPO), TFF, Q%, POC, Rotation Factor (RF),
Volatility (VLT), Range (RNG), and volume (VOL). The price/row information
includes price (P), volume (V), and TPO count (TPO). The letter information includes
the letter, the time of the letter, the high of the letter (H), the low of the letter (L), and
the range of the letter (RNG).
3.3.2 Preferences
The Market Profile® within MarketDelta® is very flexible and chock full of
functionality, much of which is detailed below with screenshots of examples.
http://www.marketdelta.com/recordings/Market_Profile_Preferences.wmv
NEW! Tabbed Preferences Window - To open a Market Profile® window click

Market Profile® on the main toolbar or click File | New | Chart (Setup Wizard) and
select Market Profile®. You must be enabled for Market Profile® by having either
the Standard Plus or Professional license. To upgrade your license contact
sales@marketdelta.com. Access the preferences window by double-clicking inside
any chart or by clicking MORE in the info box area.
Core Features 109
PROFILES TAB
Show 'X' Days Ending Now - Use this setting
to set how many individual profiles you want
displayed at once on the screen. Typically this
will display 'Now' which means the chart will
show current information going back 'X' days.
The "Show 'X' Profiles Ending Y Days Back"
option allows you to create a Market Profile®
chart that looks at 'X' number of sessions 'Y'
days back. You may just want to see last
weeks profile. This is one example. Tick data
must be available for each session in order to
create the Market Profile® Chart for that
session.
Special Duration: Days - When this option is
selected, the duration of each profile will be the
number of days you choose. For instance, if
you choose 5, then each profile will be
constructed with 5 days of data. Notice when
you check the Special Duration check box the
setting "Show X Days Ending" changes to
"Show X Profiles Ending". This means if you
have "Show 3 Profiles Ending", MarketDelta
will construct three 5-day profiles.
Special Duration: Minutes - When this option
is selected, the duration of each profile will be
the number of minutes you choose. For
instance, if you choose 30, then each profile
will be constructed of 30 minutes of data. This
is a way to create mini-profiles and creates an
alternative to using SPLITS.
Special Duration: Dynamic - When this option is selected, the duration of each
profiles is then dynamic based on price action. The user supplies two periods. The
first period represents the minimum number of letters that each profile much contain
in order to be complete. If the second period is considered X, price must break out
of the last X bar in order to form a new profile. For instance, if the periods are 20
and 12, then once the 21st letter begins forming, price is monitored for breakouts of
the range formed by the previous 12 letters. If price breaks out of that range during
the 21st letter, then the 21st letter breaks away from the profile and begins it's own
profile, which again will build for at least 20 letters before looking for breakouts.
Special Duration: Variable - This option gets selected when you have a variation of
merged, split, and single profiles together on one chart. A popular use of this option
it to have a multi-day profile along with just the current session as a single profile.
Session Override - If this is checked you have the ability to show a selected period
of time on the chart instead of the default symbol session for the instrument you are
viewing. For instance, if you have the ES on the chart and the ES is setup to collect
24 hour data in the Instrument Setup (ALT+A), you may only want to view the RTH
(regular trading hours) session. By selecting the correct session override the data
displayed on the chart will only be the data for the RTH time frame.
Volume Bars / Trade Bars - Volume bars displays a vertical volume histogram that
is comprised of the actual volume at each price. It can be seen above as the gray
histogram. Trade bars are something many CQG have requested, and this creates
a vertical histogram like seen above except it is constructed on the actual number of
trades and NOT volume. It shows where more trades occurred. This can be
overlayed or displayed off to one side as seen above.
Background Color - Changes the background color of the selected chart window.
Chart Name - Use this area to name your Market Profile® charts.
Core Features 111
LETTERS TAB
Price Range of Each TPO/Letter - This
essentially specifies the how you want the
price scale to look. You can adjust the
symbol display format by clicking ALT+A or
set the chart manually by choosing a custom
price scale range.
Time per Letter - When viewing a multi-day
profile you may want to define each letter to
be more than 30 minutes.
Start with Letter - This option allows you to
specify which letter begins each profile. To
control the time period being viewed on the
chart, set the session override to reflect the
session you are interested in viewing.
First Letter Time - This option allows you to
specify the length of time the first letter will
consume. This is used by many bond
traders to set the starting letter to 10 minutes
because the US Treasury bonds begin
trading at 7:20 Chicago time. The remaining
30 minute bars will start/end at the top and
bottom of the hour after the first letter.
Letter Height - Specifies how tall each letter
will be in pixels.
Letter Space - Specifies number of pixels
between letters.
Letter Color - Specifies letter color. Letter
colors are detailed in the Letter Color
Chapter.
Letter Font - Specifies the font used.
Draw Blocks - This option replaces the letters with square blocks, although you can
specify the dimensions and size accordingly. Use this option if viewing longer term
profiles and overlays. A short cut to quickly convert letters to blocks is to hold the
SHIFT key down on the keyboard and use the scroll wheel on the mouse or UP/
DOWN arrows on the keyboard. The profile will quickly rescale back and forth.
x 3 - This option basically creates each letter 3 times. How this is used most often it
to change the letter time to represent 10 minutes and then check this option. This
particular setup would create 3 letters A's, 3 letter B's and so forth. One potential
benefit of this is breaking down the profile into smaller units.
YZABC - This specifies that the profile continue using capital letters upon cycling
through the entire alphabet.
Core Features 113
PRICE LEVELS TAB

POC - Point of Control - This
represents the price/row in which the
most letters reside. It is the widest
row. This price was achieved in more
30-minute segments of the day than
any other price.
POC (volume) - Point of Control with

respect to actual traded volume - This
represents the price that traded the
most volume.
VA (x%) - This is the value area and

traditionally represents 1 standard
deviation or 70%. Other percentages
can be specified if you so choose.
VA (volume) - This is the value area

with respect to volume. This
technically provides a more accurate
value area because each trade is
taken into affect.
Singles - This will draw a

line where a run of singles
starts. A single is just a
portion of a profile that has
only a single letter and
usually represents and area
of fast market activity.
Price is NOT in balance in
these areas and they are
often referenced as points
to look at for potential
support or resistance.
The Singles line will be

draw on the letter where
the singles area was first
started. For instance, the
chart to the right indicates
two areas where this
occurred for the German
Bund. The first one is at
117.84. The reason it is
there versus 117.85 or
117.86 is because price
was traveling up and
printed the 117.84 price
first. If price had been
trending down and created
this same series of single
prints, then the singles line
would have been drawn at
117.86.
Single prints can often lead

to trend days and are
important to be aware of.
These single print lines will
continue to extend across
the chart
© 2007 until theyLLC.
MarketDelta areAll Rights Reserved. MarketDelta and Footprint are Registered Trademarks of MarketDelta LLC
Core Features 115
Extend Naked POC Lines - A naked POC is a point of control from a previous
session's profile that has not yet traded in subsequent profiles. When this checked,
a line will extend our from each days POC until it is traded. The can be used as
useful reference points to trade around or look for support/resistance.
IB - Initial Balance - The initial balance

is typically defined as the first two
brackets (letters). In this graphic the IB
is the dark blue bar.
IBx - Initial Balance x % specified - This

allows you to specify various
percentages greater than 100% that will
extend the IB above and below to see
further potential support/resistance.
The chart to the right has cyan which is
150% of the IB and red which is 200%
of the IB.
OR - Opening Range - This is defined

typically as the first 5 or 10 minutes, but
we give you the option to specify it. It is
represented as the yellow bar and will
always be contained within the range of
the IB.
Value Area Calc. Method - Method A - First, we count the number of TPOs in the
profile, and take 70% of that number (70% is configurable by the user). This is the
number of TPOs we're looking for in our Value Area.
Next, the Point of Control (POC) is determined by finding the price which contains
the most TPOs. If there is a tie (two or more prices with same number of TPOs), the
price closest to the center of the profile is used as the POC. The number of TPOs in
the POC are counted and this number is used as our initial TPO count. At this point
the Value Area only comprises the POC and the number of TPOs in the POC.
We now inspect the two prices above and below the POC. If the two prices below
the POC have more TPOs, those prices are added to the VA. Otherwise, the two
prices above the POC are added. We increment our TPO count by the number of
TPOs in the prices we just added to the VA. We continue repeating this process,
adding two prices at a time, until we have met or exceeded our 70% TPO Count, and
completed our VA. The upper price of this Value Area is considered the Value Area
High (VAH). The lower price of the VA is considered the Value Area Low (VAL).
eSignal Market Profile® charts calculate Value Area in a similar fashion.
Method B - First, we count the number of TPOs in the profile, and take 70% of that
number (70% is configurable by the user). This is the number of TPOs we're looking
for in our Value Area.
Next, the Point of Control (POC) is determined by finding the price which contains
the most TPOs. If there is a tie (two or more prices with same number of TPOs), the
price closest to the center of the profile is used as the POC. The number of TPOs in
the POC are counted and this number is used as our initial TPO count. At this point
the Value Area only comprises the POC and the number of TPOs in the POC.
We now inspect the two prices above and below the POC. If the two prices above
the POC have more TPOs, those prices are added to the VA. If the two prices below
the POC have more TPOs, those prices are added to the VA. If there is a tie, we add
both the two prices above and the two prices below. We increment our TPO count by
the number of TPOs in the prices we just added to the VA.
We continue repeating this process until we come to the point where adding two
prices would exceed our 70% TPO count, at which point we begin adding one price
at a time using the same method. Once our 70% TPO count threshold is met or
exceeded, our Value Area is complete. The upper price of this Value Area is
considered the Value Area High (VAH). The lower price of the VA is considered the
Value Area Low (VAL). CQG Market Profile® charts calculate Value Area in a
similar fashion.
Core Features 117
Highlight Scale w/ VA & POC - This option when selected will shade the current
days developing value area on the right price scale. If the "Draw Scale On" option is
checked under the Options tab and "Right & Left" is selected, then on the left price
scale the previous days value area will be highlighted and on the right price scale the
developing value area will be shaded. Within the shaded portion is a price that will
be shaded darker. This is the POC (point of control).
Hide Labels - This hides the labels that are attached to lines that are extended (see
above graphic)
Thick Vertical Lines Only - This option takes the IB and VA lines and makes them
thick and vertical only. It doesn't extend these important reference points to the right
horizontally.
REFERENCE LINES TAB

Reference Lines - This allows you to place various lines or reference points on the
chart. By checking one of the boxes and placing a label and value, one can easily
place reference lines on the Market Profile® chart. Another way to quickly add
reference lines is to double left click the price on the price scale. For instance, if you
wanted to mark the pivot you could by simply typing Pivot for label and inserting the
value for the line. Another more advanced option it so place one of the V# variables
in the space for the value and label it accordingly. This will allow for a dynamic
reference line added to the chart.
OPTIONS TAB
Split Letters For - This allows for
splitting profiles by each letter to more
clearly see the range and prices traded
of each letter (bracket). The options
exist to split the last profile or all
profiles. An easier way to control the
splits is to right click the profile you
want to split and choose it from the
popup menu. The same is true to
remove splits. Another way is to us the
SP button on the toolbar situated on the
left of the chart. If you don't see it, hit
the TAB button to toggle it on an off.
You have the ability to split just the

current profile, all profiles, or specify
any individual profiles to split.
Highlight Developing VA & POC -

This will highlight the developing value
area and POC. On a traditional profile
this may be difficult to see, so it is
recommended if you want to utilize this
functionality that you change the profile
to blue or black letter color and check
"Letter Space" under the Letters Tab
and set it to 5 pixels.
Draw Gridlines - Toggles on or off gridlines.
Playback - This feature allows for playing back each days profile to see how it
Core Features 119
developed. This is a great learning tool for beginning and experienced traders alike.
In order to start playback on a specific day it is required that it be the first day of all
the profiles showing. This means if you have your chart displaying 5 days of profiles
but you want to just replay yesterday, double click the chart and set it to Show 2
days. This will display today and yesterdays data and when you click the play button
it will start playing from yesterday's open. The buttons for controlling playback are
located on the bottom of the toolbar. If you don't see the toolbar hit the TAB key.
More information about all the buttons is located in the next section entitled
Shortcuts | Market Profile®. PLEASE NOTE: There is a second, much more robust
playback feature under File | Playback.
InfoBox - Toggles on or off the information box that displays on the left of the profile
window. This can also be toggled by right clicking the chart and selecting "Toggle
Infobox".
Timeline Height - Timeline height adjusts the height of the row at the very bottom of
the window.
Current Price Highlighter - Toggles on or off the current price highlighter that
extends across the entire window.
Lock Chart - Locks chart so it won't be affected by multi-linking.

3.3.3 Letter Colors
This chapter shows some of the specialized settings our Market Profile® offers.
Letter color options not displayed here should be self explanatory. If you have any
questions email or call Technical Support.
Rainbow -
Assigns a
different
color to
each letter,
allowing
you to
better
differentiate
the various
brackets
from one
another.
Core Features 121
Rainbow Days -
This letter color
option is evident
when multi-day
profiles are
created. It
shades each day
a unique color.
This allows you to
view multi-day
profiles and
quickly see the
ranges and TPO
counts at
particular levels
within the profile.
Market Day -
This is a
custom letter
coloring option
we put together
for some users.
It colors the
first two letters/
brackets the
same color,
then
progressively
groups
brackets and
shades them
the same color
helping to
break up the
day by time
groups. It
usually groups
2 or 3 brackets
into 1 color.
Core Features 123
Delta - This option

shade each TPO/
Letter according to
whether it had a
positive or negative
delta. For instance, if
an individual TPO has
more net buying
(more trading at the
ask price) then it will
be shaded Green. If
more net selling (more
trading when that TPO
was the bid price)
then it will be shaded
Red. The darker the
shade larger the
absolute delta for that
TPO. An alternative
way to view this would
be to open Footprint®
Profile and set it to a
30 minute. It may
make this concept
more understandable.
Custom - This
letter color option
allows you to
specify individual
letter color. For
instance, here I
have clicked the
letter A and B and
set the color to
blue. This is
important for me
because I will use
this to show the
Initial Balance
Area in its own
color.
Another way would

be to shade the
profile in 3 or 4
shades showing
opening, midday,
closing range.
Core Features 125
Open/Close - The
screenshot at the right is
shown with splits to better
see how the open/close
letter color is defined.
This letter color option
shows whether a bracket
closed higher or lower. If
red then it closed lower. If
green then it closed
higher. The red letters
show the range - it opened
on the top red letter and
closed on the bottom red
letter. The green letters
show it opened on the
bottom green letter and
closed on the top green
letter. If it opened and
closed at the same price
then no green or red
shading is used.
Another way to think of

this is the green or red
shaded are is the same as
the body of a candle.
High/Low - This letter color

type shades all letters in a
bracket either red or green
based upon whether it
closed higher or lower. If
the bracket closed lower
then all the letters in that
bracket are shaded red. If
the bracket closed higher
then all the letters in that
bracket are shaded green.
Core Features 127
Delta Bracket - This letter

color type shades all the
letters in a bracket either
red or green based upon
whether or not the delta for
that bracket was positive
or negative. For instance,
in bracket "R" we see dark
green letters. This
represents a large positive
delta for this bracket.
Each bracket is shaded
light or dark based on the
overall absolute delta for
that bracket.
Delta Profile - This

creates a profile that
is colored based
upon whether that
particular day had a
positive or negative
delta. The current
day will dynamically
shade based on the
net delta for the day.
Part
IV
4 Tutorials
MarketDelta® has so many features and functionality that they really all cannot be
included in the guide, however we have included a few tutorials than many will find
very useful. There are many other located in the MarketDelta® Knowledge Base by
clicking Tutorial.
4.1 Footprint Color Shading
Each Footprint® by default is automatically shaded according to a algorithm within
Market Delta that takes into account all the ticks being viewed on the chart and sorts
them so that the Footprint® is properly and equally shaded. You have the option to
override the automatic shading. This is available by double clicking the Footprint®
chart and clicking Manual instead of Automatic.
When selecting Manual, specify the DELTAS that
you want the Footprint® to shade according to.
The example here says:
0 to 149 will be shaded the lightest shade of
Forest or Burgundy,
150 to 299 will be shaded a darker shade,
300 to 599 will be shaded a darker shade, and
600 to infinity will be shaded the darkest.
Ask Volume & Bid Volume
By default we represent hitting of bids
(aggressive selling) in Burgundy (red) and lifting
of offers (aggressive buying) in Forest (green).
You set the thresholds of color with respect to the
amount of shares or contracts.
Total Volume
This is the color when viewing the volume
Footprint®. The manual settings do NOT apply
when viewing the volume Footprint®. They DO
apply when viewing the volume Footprint® that is
shaded according to delta.
Tutorials 131
Being able to manually set your colors to values important to you means you are
seeing the market and patterns that nobody else in the world is seeing. This can
offer a unique perspective and edge that you can call all your own!
The manual settings are specific to the CHART and not the SYMBOL. If you use the
manual settings for shading Footprints, you may find it useful to have a specific chart
for each instrument and shade it accordingly.
Suggested settings for many popular instruments and time frames can be found at
http://www.marketdelta.com/docs/Footprint_Color_Settings.pdf.
To watch a video recording on how to determine what colors may work best for
you, watch this recording entitled Setting Footprint® Color.
4.2 Periodicity
Periodicity is the measure by which a new bar will be created. There are many ways
to define when a new bar will be created in MarketDelta® and different benefits of
each. A description of each is below along with screenshot examples if needed.
To change the periodicity on

traditional charts just type a
number and this screen will
appear.
To change the periodicity on the Footprint® Chart

simply type in the value for the periodicity and then
select what type from the drop down list. Another way is
to open the Footprint® Preferences window and make
the change.
Example: 10 minutes, 10 volume, 10 ticks, 10 prices,

etc.
· Minutes - Time-based bars composed of any number of minutes.

· Range - Volatility based bars composed of any range of price. Each bar has the
same high/low range.
Tutorials 133
Here is an example of a 2.0 range bar for the ES. This

would be equivalent to 2 point or 8 ticks in the ES. Also
notice that each bar opens at a price outside of the high/
low range of the previous bar. And last, notice that each
bar closes at either it's high or it's low. The way this would
be entered for the Footprint chart would be "1.75 Range".
These are the three rules of range bars.
· Each bar must have a high/low range equal to the

range specified. The high/low range of a bar can exceed
the range specified in certain situations (gaps) but can
never be less that
the range specified.
· Each bar must open outside the high/low range of the
previous bar.
· Each bar must close at either it's high or it's low.
With Range Bars (and Change Bars), new bars will only be formed when price is
moving. When prices gets stuck in a tight range for an extended period of time,
horizontal screen real estate will not be wasted with multiple bars that would have
formed had the periodicity been volume or time driven.
For Range Bars, the high/low range of each bar is essentially held constant, while
time and volume are variables.
· Change - Volatility based bars composed of any change of price. Change bars are
price-driven bars, with each bar having a required minimum open-close change (in
either direction). Once the change requirement is reached, the first tick to break
outside that change will begin a new bar (and become the opening price of that
new bar).
· A 0.50 change Bar chart of the ES is seen below. Notice that the magnitude of the
open/close change of each bar is 0.50. Also notice that each bar opens at a price
outside of the open/close range of the previous bar. And last, notice that each bar
closes at either it's high or it's low. These are the three rules of range bars.
· Each bar must have a open/close change equal to the

change specified. The open/close change of a bar can
exceed the change specified in certain situations (gaps) but
can never be less that the change specified.
· Each bar must open outside the open/close range of the
previous bar.
· Each bar must close at either it's high or it's low.
For Change Bars, the magnitude of the open/close change of

each bar is essentially held constant, while time and volume
are variables.
· Volume - Activity based bars composed of any amount of volume. Each bar has
equal amount of volume. Trades can be split into multiple bars. Volume Bars are
volume-driven bars, with each bar having a required minimum volume. Once the
volume requirement is reached, the next tick/trade will initiate a new bar (and
Tutorials 135
become the opening price of that new bar).

A 3000 Volume Bar chart of ES with volume can be seen here. Notice that the volume of every bars is
essentially the same. All bars have the required volume of 3000, with some having slightly
more depending on the volume of the last tick/trade that occurred in that bar. The current bar will
obviously have less than the required amount of volume while it is forming.
For Volume Bars, the volume or each bar is essentially held constant, while price and time are variables.
· Ticks - Activity based bars. Similar to volume bars, each bar is composed of a
user specified number of ticks. Tick charts start a new bar or column when a
specified number of ticks occur. A tick is defined as a single trade. Popular
settings would be 89, 144, 233, 377, or 610 tick charts, with many other popular
favorites. This type of chart provides more granularity than time based charts.
· Seconds - Time-based bars composed of any number of seconds.
· Reversals - Volatility based bars, building upon the concept of Point and Figure.
This type of chart monitors price action and doesn't have a time component. Each
column is designated either up or down and alternates between up and down
accordingly. A new column is started only if price travels in the opposite direction
that a column is designated. There are never to up columns or two down columns
back to back as defined by the charting method. The green (up) or red (down)
arrow at the top of the bar or column is called the column designator which is
simple stating the designation of the bar. This is important because once each
column is designated up or down, then the only other rule is to monitor the number
of price ticks from the high or low that occur. Each column will represent a price
run in a direction until a pre-defined number of price ticks is traded off the low of a
down move or off the high of an up move. When this preset number of ticks
happens, a new column is added, defining a new price run.
An example would be if the column were designated up and it was set to a 3 tick reversal, then as soon as price trades 3 tick from
The best way to learn would be to open a Footprint® chart, set it to a 3 tick reversal and watch what it takes to produce a new colu
price action with the Footprint® chart because it is more sensitive to order flow, momentum, and price action.
Key points to understand:

1. Footprint® series down.
2. Tick reversal set to three (3).
3. MarketDelta® waits for third price from the high or low of the current column to
Tutorials 137
signal a reversal within Footprint® series.

4. Shift column when third reversal price is traded.
5. New Footprint® series begins in up direction.
· Prices - Volatility based bars composed of any number of prices. Similar to range
bars, except the magnitude is expressed in number of prices, instead of actual
price range.
· Days - Time based bars. Day bars are relevant only for multi-day viewing periods,
and allow multiple day bars to be seen on a single profile.
There are 3 methods for having a new bar (column) created on the Footprint®: Tick
reversal (point & figure model), time increment, and tick count.
· Delta (New) - Builds new bars based only after a specified delta is achieved.
Specifying a delta of 5000 would create bars that consisted of 5000 delta,
irrespective of the volume or time it took to create them. Below is a 5000 delta ES
chart using the Delta Footprint®.
Part
V
5 Shortcuts
This contains a list of different keyboard, mouse, and combined shortcuts that will
greatly increase the productivity of MarketDelta®. It is highly recommended you
memorize these or print them off for easy reference. Many of these shortcuts can be
printed off in PDF format by visiting our support page and looking for Documents,
Shortcuts, Tear Sheets.
5.1 Footprint Chart Tips
Keyboard Shortcuts for Footprint® Charts
Keystroke Resulting Action Notes
Up Arrow Scroll Chart Up One Only has effect when chart is too big
Row 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/ Only has effect when chart is too big
Forward One Bar 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
Shift-Right Arrow Scroll Chart Forward Decreases the "X" in "Ending X Days
One Day/Profile Back" by one
Shift-Left Arrow Scroll Chart Back One Increases the "X" in "Ending X Days
Day/Profile Back" by one
Shift-Up Arrow Increase Height of Rows Shift-Mouse Wheel also works
Shift-Down Decrease Height of Shift-Mouse Wheel also works
Arrow Rows
Shortcuts 141

Ticker Symbol + Changes to that Ticker Type in a new ticker symbol (like "IBM")
Enter Symbol then hit Enter
Esc Close the Chart The Escape key can be used to close
most all windows types
Ctrl-Enter Open Chart Preferences The Ctrl-Enter combination will open
preferences on most all windows
Double-click Open Chart Preferences Double-click anywhere inside the chart
window
Downloads tick data in order to refresh
Space Bar Refresh Data
data in chart
Toggles the Button Area Button pane is always visible when
Tab Key
On/Off window first opens.
Type in any number, and then enter, to
change the period of the bars to that
Number + Enter Changes Bar Period number. For instance, if you're looking
at a 5-min chart, type 30-Enter to
change to 30-minute.
5.2 Market Profile Tips

Keyboard Shortcuts for Market Profile® Charts
Up Arrow Scroll Chart Up One Only has effect when chart is too big
Row vertically for visible window.
Down Arrow Scroll Chart Down One
Row
Right Arrow Scroll Chart Forward Decreases the "X" in "Show X Profiles/
One Day/Profile Days" by one

Left Arrow Scroll Chart Back One Increases the "X" in "Show X Profiles/
Day/Profile Days" by one
Shift-Right Scroll Chart Forward Decreases the "X" in "Ending X Days
Arrow One Day/Profile Back" by one
Shift-Left Scroll Chart Back One Increases the "X" in "Ending X Days Back"
Arrow Day/Profile by one
Shift-Up Arrow Zoom In Vertically Increases the "Show Height Range"
values by one
Shift-Down Zoom Out Vertically Decreases the "Show Height Range"
Arrow values by one
Ctrl-Up Arrow Zoom In Horizontally Increases "Block Width" by one. (for
"Show Blocks" only)
Ctrl-Down Zoom Out Horizontally Decreases "Block Width" by one. (for
Arrow "Show Blocks" only)
Ticker Symbol - Changes to that Ticker Type in a new ticker symbol (like "MSFT")
Enter Symbol then hit Enter
Esc Close the Chart The Escape key can be used to close
most all windows types
Ctrl-Enter Open Chart Preferences The Ctrl-Enter combination will open prefs
on most all windows
Double-click Open Chart Preferences Double-click anywhere inside the chart
window
Shift-Click Toggles Splits Toggles Splitting of Letters for Profile
clicked on
Ctrl-Click Merges Profile Right Merges the Profile clicked on with the one
to it's right
Ctrl-Shift-Click Removes Splits/Merges Removes any splitting or merging from the
chart
Shortcuts 143

Shift-Move Crosshairs/Highlighter Hold down the shift-key while moving
cursor across chart. This only works when
the Info Box is active.
5.3 Traditional Chart Tips

Working with Charts
To Change Symbols - To change ticker symbols type the first few letters of the
ticker symbol and press enter or double click the instrument from the Select
Instrument window that pops up. If you symbol is not listed, a window will pop up
asking for you to enter it.
To Add Technical Indicators - Press the INSERT key or click the "Add Indicator"
button on the chart's toolbar. Indicators can only be added to traditional chart types
and NOT Footprint® and Market Profile® charts.
To Float Windows - Right click on a window and choose "Float Window". You can
then drag it to any screen attached to your computer. To dock the floating window
right click it and choose "Floating Window" again.
To Access Other Menus - Right-click or double clicking in any open area of the
chart window to access a contextual menu of common chart-related functions.
To Save Charts - Click Save on the chart toolbar or use File: Save to assign the
chart setup a name. When you want to view this chart again, use File: Open: Chart
and select its name. The Open Chart button on the main toolbar works similarly.
Zoom In, Zoom Out - The Up and Down Arrows are used to increase and decrease
the Pixels Per Bar. The down arrow actually increases the pixels per bar by one
pixel, and conversely, the up arrow decreases the pixels per bar by one pixels. So if
you would like to zoom in on your chart, simply hit the down arrow a few times. And if
you would like to zoom out on your chart, hit the up arrow a few times. If you want to
expand or contract the chart spacing more quickly than one pixel at a time, hold
down the shift key while pressing either the up or down arrow keys. The shift key
tells MarketDelta to increase or decrease the pixel spacing four pixels at a time.
Internally, the up arrow actually decreases the "Pixels per Bar" setting that can be
found in the chart preferences by one pixel. The Down Arrow increases the pixels
per bar by 1 pixel. The result is a zooming effect, in which the bars increase or
decrease in size, and more bars enter or exit the left hand edge of the chart.
Zooming With Mouse - You can zoom quickly using the mouse, by simply dragging
the horizontal scale (along bottom of chart) to the left or right. Dragging to the right
zooms out; dragging to the left zooms in.
Scrolling - You can scroll left or right in your chart window by just using the left and
right arrows on your keyboard.
Scrolling Back in Time - The Right and Left Arrows can be used to scroll your chart
forward or backward in time. The left arrow key scrolls one window into the past,
while the right arrow keys scrolls one window forward. The Home and End keys also
scroll the time to the most recent (right) position or oldest (left) position.
Change the Periodicity - If you'd like to change the periodicity of any chart, just
bring the chart to front and start typing any number. The "Periodicity" control will
appear with the number you typed already placed into the Intra day Bars group box.
You can now click on any of the buttons on the left to switch to those periodicities
(the buttons labeled simply with numbers represent number of minutes). You can
also build your own customized periodicity by using the group box on the right. Once
you've got your periodicity set up properly, just click "OK" or hit the "Enter" key on
your keyboard and the chart will update with the new periodicity. There are a few
shortcuts available with the Periodicity control. Type the D key to quickly switch to
daily periodicity. Similarly, type W or M to switch to Weekly or Monthly. Type T to
select the "Ticks Per Bar" intra day periodicity. Similarly, type "I", "R", "C", or "V" to
Shortcuts 145
select "Time Per Bar", "Range Per Bar", "Change Per Bars", or "Volume Per Bar".
So if you're looking at a chart of any periodicity, and you want to switch it to daily,
just type "1d". If you're looking at a 1 minute chart, and you want to switch it to a 13
minute chart, just type "13 Enter".
Cycling through Chart Periodicities - The Right and Left Arrows, as noted above
are normally used to scroll the chart in time. However, if you hold down the ctrl key
(option key if Macintosh) while pressing the left or right arrow keys, MarketDelta
changes the periodicity of the chart in the sequence: tick, 1-min, 3-min, 5-min, 10-
min, 15-min, 30-min, 60-min, Daily, Weekly, Monthly. For example, if you are looking
at a daily chart, then one ctrl-right arrow changes to Weekly, another one takes you
to Monthly, another to tick, 1-minute,…etc. If you start with a 5-minute chart, ctrl-left
arrow changes the chart to 3-minute while ctrl-right arrow takes you to 10-minute.
Viewing Saved Charts - If you click the left and right arrows with the Shift key
depressed, you will cycle through the saved Charts. The cycling order will be based
on Alphabetical order of the chart titles in the "Open: Charts" Menu. Using the Shift-
Right Arrow, you will cycle through the traditional charts in alphabetical order, while
Shift-Left Arrow will take you through the charts in reverse alphabetical order.
Change the Active Symbol/Instrument - If you'd like to change the active symbol in
any chart, just bring the chart to front and start typing the new ticker symbol. A
"Replace Instrument" will pop up, automatically scrolled to the ticker symbol best
matching the sequence of characters you've typed so far. Once your symbol is
selected, simply hit "Enter" and the chart will update to the new symbol. If the
symbol doesn't exist in this list (and therefore has not yet been added to your
MarketDelta database), just hit the Insert key on your keyboard, and a window will
appear in which you can type and add your new ticker.
Add Symbol - The SHIFT+INSERT combination on your keyboard brings up the

"Add Instrument" Window. Use this to add a second instrument to your traditional
charts.
Selecting A Chart Object - You can click on an object in a chart to select it. Objects
include bar graphs, candlesticks, connected lines, technical indicators, etc. Objects
change appearance slightly when selected. For instance, moving average lines will
become slightly thicker when selected. If you have difficulty selecting an object,
press the Tab key repeatedly until the object you want is selected. Once an object is
selected, you can do several things with it. You can hit the "Delete" key to remove it
from the chart (on the Macintosh platform, the "forward del key" is used. You can hit
the "Enter" key to bring up the properties or preferences for that object, or you can
drag and drop that object into another window pane, or drop it onto another pane title
in order to place it into a new pane. When dragging and dropping technical indicators
within a chart window, holding down the ctrl key while dropping the indicator causes
the indicator to be duplicated in the new position. For example, if you have a MACD
in its own pane and want to see what it would look like overlaid on the instrument
pane, ctrl-drag and drop the MACD into the instrument pane. When you drop the
MACD, it will now appear in both places. If the scaling appears off, it is because the
two objects are sharing a single scale. In order to turn on multi-scaling, double-click
in the Vertical Scale to bring up the scaling preferences, and check the "Use multiple
scales as required" checkbox.
Chart Preferences - You can access the chart preferences window quickly by just
double clicking or right clicking in the horizontal scale at the bottom of the chart. On
the Macintosh platform, a "right click" is "control-click".
Vertical Scale Preferences - You can access the vertical scale preferences quickly
by double clicking or right clicking in the vertical scale on the right side of the chart.
Miscellaneous Keyboard Shortcuts - With a chart window in front, press the esc
key to close it. Press the enter key to edit the currently selected graph element-if no
element is selected, the update dialog for the first instrument in the chart appears
when the enter key is pressed. If the slide show controller window is open, pressing
the space bar advances to the next chart in the slide show. This shortcut can be
used even if the slideshow is already advancing on its own. Additional Keyboard
Shortcuts - You can create your own shortcut key for any of the Traditional Chart
Toolbar functions (or any other toolbar for that matter). Simply go to "Setup
Preferences: Keyboard Shortcuts". First, specify the shortcut key combination you
Shortcuts 147
would like to assign at top, for instance, Shift-F2. Now, for the Action, select
"Toolbar" and then "Chart", and then select the toolbar function you would like to
assign to your shortcut key. Select Apply. You can also set shortcut keys for
adjusting the periodicity of the chart by choosing "Periodicity" in the Action.
Creating Right Margin / White space - If you would like to create some space
between the current bar and the vertical scale, you can do this by shift-dragging the
horizontal scale along the bottom of the chart to the left. Internally, this just increases
the "Look ahead Period" which can be found in the chart preferences. The look
ahead period dictates how many bars of white space will be left between the current
bar and the scale. To remove this space, just shift drag the horizontal scale back to
the left. This space can be used for things like horizontal reference line annotation,
trend line projections, etc.
Adding Technical Indicators - The "Insert" key on your keyboard quickly invokes
the "Add Technical Indicator" window. Once this window pops up, you can hit the
first character of the indicator you wish to add. For instance, if you would like to add
a Volume Breakdown to your chart, simply hit "Insert", followed by "V", and then
Enter. If your indicator is not the first one to start with that letter, keep hitting the
letter until your indicator appears. Once your indicator appears, set your preferences
and hit Enter to add it, or hit the Esc key to cancel the window.
Adjusting Technical Indicators - The key to adjusting technical indicators is first

being able to select the indicator in the chart. There are two ways to accomplish
this. You may select the indicator by either clicking on it with the mouse, or by
clicking the chart once then using the "tab" key on your keyboard. The keyboard
method is a good option when either you find it difficult to select the indicator with the
mouse, you prefer not to use the mouse when not necessary, or the indicator isn't
currently visible in the chart window.
Closing The Chart - Just hit the Esc key. If a technical indicator or instrument is
"selected" in the chart, the first strike of the Esc key will just unselect that indicator or
instrument, and it will take a second strike of the Esc key to close the chart.
Crosshairs - Hold CTRL+SHIFT down to quickly have crosshairs show up

whichever chart your mouse is over.
Open A Chart - Hit Alt-1, then just start typing the name of the chart you would like
to open until the name is selected, then hit Enter.
Cycling Through Open Charts - You can hold down the Ctrl-key while hitting Tab
repeatedly to cycle through all your open windows. This is standard windows
behavior but I thought some of you might not be aware of this as it is a very helpful
feature you should become familiar with. Along the same lines, Alt-Tab cycles
through open programs.
Download Data Into Chart - Hitting the "space" key on your keyboard with a chart in
focus will cause a download for that chart. The green circular arrow button on the
lower right hand corner of all charts also performs a download, or refresh, of your
chart. It will download for the visible period in your chart.
Panning - Just drag any open space on the chart (excluding the scales) in any
direction, and the chart will move along with your mouse.
Changing Vertical Scale Options - A small letter in the upper right corner of your
vertical scale denotes which scaling option you have turned on. M for Manual, A for
Automatic, and O for Instrument-Only Automatic. Click on this letter to cycle through
the three options. Click on the O will change it to an A, clicking on the A will change it
to an M, etc.
Scrolling Vertically - All windowpanes may be scrolled vertically by dragging the

right half of the vertical scale up or down.
Stretching or Compacting Vertically - Drag the left half of the vertical scale up or
down to compact or stretch the chart vertically. To stretch or compact the bottom
edge of the chart, drag the lower half of the scale, to stretch or compact the upper
edge, drag the upper half of the scale.
Shortcuts 149
Dragging Indicators - You can drag and drop indicators from one window pane to
another by simply left mouse downing on them and dragging (while keeping the left
mouse depressed). To drag an indicator into it's own window pane, drag the
indicator down and drop it into the horizontal scale. Indicators may be overlaid or in
their own pane.
Adjusting the order of chart elements - You can adjust the order of chart elements
by ctrl-clicking in the vertical scale. This will adjust two things; it will adjust the order
in which the elements are drawn into the windowpane. It will also adjust the order in
which the elements are displayed in the pane title bar. So if one of your indicators is
drawing behind your bars and you want to bring it to the front, try ctrl-clicking in the
vertical scale until it comes to the front. If an element is not visible in the pane title
feedback bar, ctrl-click in the vertical scale until it is.
For more control over the order of chart elements, shift-click in the vertical scale (or
right-click on the pane title) to bring up the "Order Chart Pane Elements" window.
This window gives you complete flexibility with respect to the order of the elements/
objects in the pane.
Maximizing A Chart Window Pane - Double-click on the pane title bar to maximize
a windowpane. Then double-click again to restore. Ctrl-Double-Click will make all
panes equal size. Shift-Double-Click will give the instrument pane 66% of the chart
window, and share the rest of the space among the remaining panes.
5.4 Quote Page Tips
Quote Pages are spreadsheets in MarketDelta® designed to display information for
a list of securities (instruments). Each row represents an instrument or ticker symbol,
and each column represents a piece of data associated with the instrument. Quote
Pages are powerful tools for displaying large amounts of dynamic data in one table.
Quote Pages are also used throughout MarketDelta® to provide a way of grouping
instruments. For instance, Quote Pages are used as inputs for Scan, in order to
communicate to the scan which list of instruments it should operate on. Scans also
output resulting Quote Pages in order to communicate to the user the instruments
that successfully passed the scan criteria.
System vs. User Defined Quote Pages - User-defined quote pages are quote page
that were created and saved by the user. System quote pages are quotepages
maintained by MarketDelta® that group instruments based on certain characteristics
of the instruments. For instance, the ".Stocks" quote page contains all the
instruments that are defined with a Security Type of "Stock". Similarly, the system
quote page ".Intra day" contains all instruments that are marked for Intra day data
collection. The ".All Symbols" system defined quote page contains all instruments
that currently exist in MarketDelta®. If you delete (Red Trashcan) an instrument from
any quote page, it will be removed from all quote pages including the ".All Symbols"
quote page. On the other hand, if you just remove (Green Trash can) an instrument
from a user defined quote page, it will be removed from that quote page, but will still
exist in the system and in the ".All Symbols" quote page. The instruments and
properties of user defined quote pages will not change unless you actively make
those changes, while instruments in system defined quote pages may change based
on external changes in the system.
Sorting Quote pages - You can sort quote pages by most quote page columns. To
sort the quote page in descending order, Shift-click on the quote page column
heading for the column on which you'd like to sort. In other words, if you would like to
sort by ticker symbol in reverse alphabetical order, shift-click on the word "Ticker" in
the column heading for that column. Conversely, if you would like to sort in
ascending order, ctrl-click on the column heading for the respective column. So if
you would like to sort your quote page by percent change, showing the biggest
losers at the top, you would ctrl-click on the word "% Change" in the column heading
for that column.
Inserting New Tickers - You can insert a ticker symbol into a quote page quickly by
pressing the "INSERT" key on your keyboard to create a new row, and then typing in
the ticker symbol. You may want to right click on the ticker symbol and choose
"Setup" to make sure your ticker symbol is set up correctly. You can also quickly
remove a ticker from a quote page by clicking on the ticker and the pressing the
"Delete" key on the keyboard. This will simulate the Green Trashcan button on the
Shortcuts 151
quote page toolbar. When tickers are defined in this fashion, the newly defined
instruments are created with the default settings found in Setup: Preferences:
Instruments. For example, if you use MarketDelta® primarily to track equities, then
set the default security type to "Stock" so that typing new tickers into a quote page
will always create "stock" type instruments automatically.
Double Clicking on Ticker - If you go to "Setup Preferences: Charts: General", you

can specify what action you would like taken when double-clicking on a ticker symbol
in a quote page.. You can choose to open up a new default chart window with that
ticker, or to substitute the ticker symbol in the front most chart window. This default
behavior can also be overridden with the Shift and Ctrl keys. If you would like to
force a new chart window to be open up, hold down the Shift key when double
clicking. If you would like to force substitution, hold down the Ctrl key while double
clicking.
Closing a Quote Page - To quickly close a quote page when the quote page is the
front window, press the esc key.
Highlighting Rows and Columns - You can highlight any row or column in your
quote page. To highlight a column or ticker symbol, right click on the ticker and
choose "Highlight". Each ticker can have it's own color. If you would like to change
the highlight color of a ticker, right click on the ticker and choose "Setup". The
highlight color can be specified in this setup window. If you would like to highlight a
specific column in a quote page, just right click on the column and choose
"Highlight". The highlight color can be specified in the quote page preferences
window. To access the preferences window, click on the Quote Page Preferences
button in the quote page toolbar (3rd button down on the left when the toolbar is
oriented vertically).
Rearranging Columns or Rows - You can reorder the columns and rows in a quote
page at any time. To move columns, mouse down on the column heading and drag it
and drop it in the desired position. To move rows or ticker symbols, click on the
symbol and then click on either the "Move selected row up" or "Move selected row
down" buttons on the quote page toolbar (4th down on right and left). The positions
of the rows and columns will be saved with the quote page. Note that if the "sort"
option is turned on for a quote page, there is no point in arranging the row since the
rows will be sorted by some criteria when the page is opened. Also note that "system
defined" quote pages always open in alphabetical ticker sequence unless a sorting
option is specified for the system defined quote page. There is therefore no point in
arranging the order of the rows in system defined pages.
Saving a Quote Page Format - The format of a quote page refers to the columns in
a quote page, and the order of those columns. To learn how to save the format of
one quote page so that it may be applied to future or other existing quote pages,
click here....
Showing / Hiding Toolbar - Sometimes, the quote page toolbar gets in the way and
you may want to close it. There is a button in the upper right hand corner of the
quote page window with a "+" sign label that will toggle the quote page toolbar on
and off. The button is just above the right scroll bar. You can also toggle this toolbar
from the menu by choosing "Window: Toolbars: Quote Page Toolbar".
Part
VI
6 Strategies for MarketDelta

A great place to learn strategies is by visiting our Strategy page on the website.
There are various resources available, including video recordings, Strategy Guide,
and annotated snapshots. Also visit the MarketDelta® Blog for frequent examples
from recent market activity. Subscribe to the RSS feed and be updated anytime a
new post is added to the blog.
Part
VII
7 Support
7.1 Contact Us
The easiest and quickest way to get questions answered is to visit our Knowledge
Base and read over our FAQ's and this Help Manual. If you feel your question was
not addressed thoroughly, contact us via email support@marketdelta.com or call
1.312.922.7800. We respond within a day.
We recognize that support and innovation are crucial to everyone's success and are
open to any suggestions you might have on how we could improve MarketDelta®.
Please send your suggestions to ideas@marketdelta.com
MarketDelta® Community Support is available at the following yahoo message

board. http://groups.yahoo.com/group/MarketDelta/
MarketDelta® Blog is an excellent place to receive timely information and
MarketDelta® analysis. http://blog.marketdelta.com
Please direct all sales, billing, or cancellation questions to sales@marketdelta.com
MarketDelta LLC
CBOT Building
141 W. Jackson Blvd, Suite 3706
Chicago, IL. 60604
Phone 1.312.922.7800
Fax 1.312.922.7801
General Information Info@marketdelta.com

Support Support@marketdelta.com
Sales | Billing | Cancellations Sales@marketdelta.com
Ideas | Suggestions Ideas@marketdelta.com
Company Information
MarketDelta® is fully owned and operated by MarketDelta® L.L.C. MarketDelta® fits
Support 157
the needs of professional traders by providing a way to "See Inside the Chart™",
thus providing more price transparency. We seek to provide price, volume, and order
flow information in a manner that is cutting edge and offers professional traders an
advantage while viewing markets.
Founder & CEO Trevor Harnett has been trading electronically since 1998 after
graduating from Ohio State. He holds a M.S. in Financial Engineering & Trading
Strategies from Illinois Institute of Technology.
Intellectual Property
MarketDelta® protects its intellectual property through patent, copyright, and
trademark. In an effort to make our technology available to other vendors,
companies, developers, and individuals, we created a license agreement that allows
the Footprint® chart to be licensed, integrated, and re-sold. Please visit
www.footprintchart.com for more information.
Index -E-
Excel 23
-A- Export 26
Alarm 38
-F-
-B- Footprint 38, 58
Futures 42
Bid Ask 62
Bid Ask Footprint 62
-I-
-C- Import 26
Color Shading 130

Company 156
-M-
Contact 156 Market Profile 38, 94, 95
Custom Column 40
Custom Indicator 40
Custom Profile 34 -O-
Options 42
-D-
Database 55 -P-
DDE 23
Delta 65 Pair 41, 44
Delta Footprint 65 Periodicity 131
Delta Percent 73 Phone Number 156
Duplicate 23 Point & Figure 36
Premium Indicators 94
Profile Footprint 69
Index 159
-Q- -V-
Quote page 39 Volume 67
Volume Breakdown Indicator 88
-R- Volume Footprint 67
Raw Tick 37
Reconfigure 28
Register 27
Revert 23
-S-
Save 23
Scan 45
Schedule 46
Setup Chart 39
Setup Instruments 43
Share Picture 24
Shortcuts 140
Signal 47
Spreads 41, 44
-T-
Technical Indicators 31
Three Line Break 37
TLB 37
TPO Indicator 91

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MarketDelta Help Manual

MarketDelta provides traders with an unprecedented level

Use this guide to learn more about using the Footprint

Printed: September 2007 in Chicago

Part I MarketDelta User Manual 8

Part III Core Features 58

Part IV Tutorials 130

Part V Shortcuts 140

Part VI Strategies for MarketDelta 154

Part VII Support 156

1 MarketDelta User Manual

How this Manual is Organized

· New Footprint® called

· Footprint® Chart - Price

1.3 Getting Started

SOFTWARE REGISTRATION KEY

Setting Up Symbols Video (5 minutes).

Clicking the Download

Click Download and

Session Override | Viewing Period for Charts

Opening New Charts

Working with Charts

The SAVE command offers

2.1.4 File | Share Picture

2.1.5 File | Import

With MarketDelta® you can import all

2.1.6 File | Export

2.1.7 File | Register

Just click OK and the following registration screen will appear:

From here you can type the

2.1.8 File | Reconfigure

You will want to leave most

2.2.1.1.2 Traditional Charts

2.2.1.1.3 Technical Indicators

What is a Preset? - "Setup:

Often it is desirable to have

2.2.1.1.4 Custom Profile

2.2.1.1.5 Day Bar

2.2.1.1.6 Point and Figure

More information: http://www.marketdelta.com/KB/article.aspx?id=10313

2.2.1.1.7 Raw Tick

Raw Tick Info - http://www.marketdelta.com/KB/article.aspx?id=10314

2.2.1.1.8 Three Line Break

2.2.1.3 Chart Quote Page

2.2.1.4 Chart Setup

2.2.1.5 Custom Column

2.2.1.6 Custom Indicator

This only will be functional for the Professional version of MarketDelta.

2.2.1.7 Custom Instrument

2.2.1.8 Equity or Index Options

2.2.1.10 Futures Options

2.2.1.11 Setup Instruments

Display Format - This

2.2.1.12 Pair Setup

2.2.1.13 Quote Sifter

Lots of information is available in the Knowledge Base for scans.

2.2.1.18 Signal Action

2.2.1.19 Trading Order

2.3.2 Database Management

The MarketDelta® database is a collection of 59 files kept within a folder (directory)

MarketDelta® has an automated daily back-up feature and built-in database

For new MarketDelta® users, during initial setup of MarketDelta®, as instruments,