matplotlib / matplotlib/mplfinance

Feature Request: Candlestick Footprint Chart

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#572 39 comments 1 reaction 0 assignees View on GitHub

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enhancement
Dominant language
Python
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Forks
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Description

i want to create a footprint chart like this one where i am able to make an open high low close but also show how much trading volume was at each y value of the candle

here is an example of what i am talking about

image

its very easy to get the data ... getting and understanding how to organize the data on our end is very very easy ... you can see what a csv file would look like here ... https://public.bybit.com/trading/BTCUSD/

lets say i wanted to create a 5 min candle ... for the info i would just add up all the sell orders at each price point of the candle and do the same for the buy orders ... then i have a dataframe within the candle that tells me the sell column and buy column ... and you can get the open high low close even from that data ... the open is the first trade at the start of the candle then the high is the highest point ... low is the lowest point and the close is the last candle ...

this info helps us visualize at what price point in the candle has the most trade volume ... footprint charts are used in high level trading ... I will be making a ton of videos on this subject if we can get one of these open source plotting platforms to help create something like this

all we would need is send dataframes inside a master dataframe ... so you have the overall dataframe that houses all of the candles and inside each candle is a dataframe of all of the sell and buy data at each price of the candle

ultimately would be nice for it to look like this ... but for now the top one would be ultra sexy
image

Contributor guide

Open the contributing guide

First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. Open a pull request that references the issue number.

Research direction

No source file, test, or entry point is identified in the issue. Start by reviewing mplfinance's existing candlestick plotting interface and its handling of OHLC data, then define how nested buy/sell volume data would be represented and what chart output would count as complete.

Written by the indexing model from the issue text.

Assessment

Tech stack
matplotlib, python
Domain
data-visualization
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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