Why Footprint Settings Can Change Your Analysis

Sometimes the difference isn't the market. It's your footprint chart settings.

Footprint charts can display traded volume using different aggregation methods, bar types, imbalance thresholds, and price-level configurations.

If you change these settings, the patterns you see may change too.

For example, a threshold that highlights several imbalances in one configuration might show fewer in another.

That doesn't mean the market itself behaved differently.

When testing a strategy, I want to keep the relevant settings consistent and document any changes.

Otherwise, it becomes difficult to determine whether an improvement came from the strategy or simply from changing the way the data is displayed.

Consistency in chart configuration makes your trading results easier to evaluate.