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EdsLevel2CustomV1

As Sim22 said in his excellent Eds Level2 V4.4: "Speculator Ed's Level 2 indicator inspired from John Thom's jtRealStats indicator."

This customization:

adds selectable DOM bid/ask sizes to be drawn and selectable DOM bid/ask sizes for alerts
adds selectable sound files from the Sounds folder for alert warnings
adapted BobC's logic for picking those alert audio files
alerts print in the Alerts Log with DOM size and price level
cumulative depth calculation uses only chosen DOM sizes for totals (this is to the left of the bid/ask numbers)

Set Up:
Chart Properties need to be adjusted for Right margin size. 88 works very well.
Sound files need to be created in the NinjaTrader8 sounds folder if you require specific audio files.

Existing Discussion Thread:
https://nexusfi.com/elite-circle/30977-edslevel2dom-discussion-thread.html

Update Jan 26 2021:
- Removed DLL

Category NinjaTrader 8 Indicators and More

Details: EdsLevel2CustomV1
Category: NinjaTrader 8 Indicators and More

January 24th, 2021
Size: 5.53 KB
Downloaded: 797 times

Keywords: alert bid/ask dom level2 eds

DOM_Bands_v2 by ZTrade101 updated for NT7

The upper plot is the total number of shares or contracts offered for sale in the Level 2 order book. The lower plot is the total number of shares or contracts bid to buy in the Level 2 Order Book. The yellow plot is the bids minus the offers.

Maxrows is the user setting that controls how many rows of the order book are counted. In panel 2 we have the totals for all ten of the bid and all ten of the ask rows. In panel 3, with Maxrows set at 5, we see the totals for the 5 inside rows of bid and ask.

This will work in realtime or market replay mode. Changing any chart settings deletes existing plots, and there is no backfill. This limitation is because of the way Ninjatrader stores data. I started working on a DOMRecorder indicator to correct this. May take a while.

Thanks ZTrade for the idea of this indicator, and for the original implementation which worked fine in NT6.5 but had problems because of undocumented changes in NT7.

NinjaTrader 7.0: Yes - Zondor

Category The Elite Circle

Details: DOM_Bands_v2 by ZTrade101 updated for NT7
Category: The Elite Circle

February 1st, 2010
Size: 3.32 KB
Downloaded: 1151 times

Keywords: dom tape zondor ztrade101

DOM_Bands_v1

Noticed when writing my trading journal (so glad I found this forum, thanks Mike, and all those I've learned from) I was constantly noting the DOM. So, decided to have an indicator that visualized it.

This is ladder based on jtRealStats code (NT downloads) and looks at the ending cumulative volume of bids and asks for each bar. In the code I limited the idx to the 5 levels above and below. Previous postings have noted that a equally-weighted and heavy DOM is one sign of Barb Wire (AL Brooks). Thus, a vaccum for your trading $$$.

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: NO (sam028)

Category NinjaTrader 6.5 Indicators

Details: DOM_Bands_v1
Category: NinjaTrader 6.5 Indicators

January 7th, 2010
Size: 2.65 KB
Downloaded: 764 times

Keywords: brooks cumulative depth dom tape volume ztrade101