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Realtime levelII/Tick Volume Version 1.5 - 3/1/09

Exported using NT Version 6.5.1000.8

Description:

This indicator combo displays real-time Level II market data as well as up/down volume by tick for the current bar on the main chart panel. It works on any instrument, time-frame and chart type.

The Level II data is displayed to the right of the price bars as a horizontal histogram that extends out over the price bars. The histogram bars are color coded to visually identify the corresponding bid/ask levels. The price axis of the chart is used to show the price of each bid/ask level. In addition, the actual size of bids vs. asks at each level as well as a total bid/ask is printed down the right side of the histogram.

The second indicator included in this combo displays volume as a vertical progress-like bar to the right of the Level II histogram. This indicator displays the volume of the current bar. It shows, by tick, how much volume is occurring above, at and below the previous bar's closing price. It does this using three configurable color bars representing the relative proportion of the underlying volumes. The actual over/under volume count is displayed at the top and bottom of the bar.

These indicators only support live data and will not plot historical data.

Version 1.4 Changes:

1) Added current bar bid/ask volume option
2) Added level II bid/ask ratio
3) Added Strength indicator based on high/low/same volume and bid/ask ratio.
4) Added price line to make it easy to follow price movement through the histogram.
5) Other readability changes.

Version 1.5 Change:

1) All colors are now customizable.

Version 1.5.2 Changes:

1) Fixed property persistence issue.
2) Default histogram opacity set to 100


COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: [COLOR=#0000ff]NOT TESTED [feedback][/COLOR]


Category NinjaTrader 6.5 Indicators 
 
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Details: jt stats
Category: NinjaTrader 6.5 Indicators 


June 13th, 2009
Size: 6.77 KB
Downloaded: 712 times

Keywords: ninjatrader realstats sharky
Comments/ratings
0 * doug July 8th, 2009 07:07 PM
The jtRealStats developer has a blog also:
http://www.johnthom.com/blog/

Here's the post discussing jtRealStats:
http://www.johnthom.com/blog/post/2009/02/08/Level-IITick-Volume-Indicator-for-NinjaTrader.aspx
5 * Mindset September 16th, 2010 06:57 AM
Interesting work.
NT version is on his blog if anyone is interested.
5 * john2000 July 4th, 2012 11:38 AM
No Comment

 
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