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I thought and looked around for a while, and there is some emphasis on order flow analysis. There are some tools for it out there as well ... however, none free that a newbie can grab and play with.
So, a small project: DomRunner.
1) Install / make sure you've got NT8 installed (I used Windows 10 x64).
2) install it, import the NT study placed under \Program Files x86\NinjaTrader8x64ToImport
3) Download some replay data on NT8
4) Pull up a chart, add DomConnector indicator and start the replay (you may fast-speed to x10)
5) Start DomRunner, press center. It will show unfiltered, non-aggregated order-flow data as it comes from the chart.
Goal: Build one's own Free DOM that can @issue@ orders in a local simulated account, so that one can test various ideas on the order flow.
Tool is downloadable from the downloads area (https://nexusfi.com/local_links.php?linkid=2031).
What do you guys think? {expect a beta software experience; open to feature suggestions; please let me know in private if it works ok @ your end}
This can be seen as the raw metal getting into a car engine manufacturing process. Nonetheless, the absolute requirement is this raw data needs to be: accurate and not filtered / aggregated in any way shape or form - which is not the easiest task considering the speed of flow data.
More enhancements and customization to come.
Definitely looks promising Andy; keep up the good work.
I'm sure at some point you're going to hear that it looks very similar to Jigsaw (the older version), which I also still have/use, but yours of course is free and hopefully remain so :-)
When you said in your first post that you couldn't find a good order flow analysis platform that was free for you to have a play around with........so your solution was to build one yourself. That made me laugh.
But that just shows my own lack of programming knowledge. I am very impressed. Nice job.
You do not win as a trader, you just get to play again the next day. If that game doesn’t appeal to you then you should not trade. Gary Norden
1) New installer in the downloads section (https://nexusfi.com/local_links.php?linkid=2031) w/ better data communication from NT. No more lagging or massive queuing which is not too realistic.
2) Order placing - 1 contract @ a time only. Report private any issues, or any feature requests. Since liquidity is important, and I'm lacking beta testers, it only works on ES-March-19 at the moment.
I think you guys are actually able to figure out what went into this from a cost perspective, regardless of the time spent.
So, if you see any value in it, you're welcomed to donate a coffee through the app. This will encourage going ahead with development.
