I am in the process of running replay for 10 days to build data for the persistent indicators recorded by Gom & Zondor Recorders for the new front contract months.
Since I had errors it was necessary to remove previous files before starting
Ex: 6E 06-10.Binary.dat
Ex: 6E 06-10.Mili.dat (think this is the name)
Run a second chart for as long as you need - I do a week - with the following template for each instrument.
This template uses 2 recorders (Gom & Zondor) both recording Binary, milisecond could be used, for a total of up to 4 files of recorded for each instrument. I run one Instrument at a time: Takes less than 30 min.
But someone can play with this...
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Do it once there and keep up with the data.
Other options are for: IRT, QCollector & QcollectorIQ.
March 11th, 2010
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In an attempt to collecct Indicators in a common location Big Mike has asked me to post indicators, tec. found in threads in the downloads secition. The Original poster is credited for editing and updating.
March 6th, 2010
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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)
January 5th, 2010
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This is the first version of a real-time indicator based on Buying and Selling pressure using a line to visualize the data. It is modified from jtRealStats and BuySellPressure. Works for NinjaTrader 6.5, and a related version was tested on Ninja 7. Gotta leave NT running all the time now or the data is lost. Chaging any other indicator erases it. Maybe for NinjaTrader 7 it will be able to use Historical data.
This is the first version that uses a line rather than bars. I suggest overlaying it with Volumn (not shown in my tick charts), as bars. Blue represents buying and Red Selling based on the price vs. the last bar. An example is shown below where it is used in conjuction with ADXVMA_sharky_paint & Bill Williams' Acceleration/Deceleration Oscillator (from NinjaTrader).
In the attached figure there is a buying climax that preceeds the Failure of a Al Brooks described (Chapter 2) micro trendline BreakUp and the maximum of the DOM for the morning. This is confirmed by a decrease in the Williams Acceleration Oscillator. All indicating that this rally has run its course.
April 8th, 2010 04:18 PM anniebee321 i cannot see any data associated with this indicator?
January 10th, 2010 12:55 PM GoldStandard Thanks again for this tool. It's interesting to be able to view how the buyers/sellers order relationship changes at cer
tain points.
I ran across a site you might find interesting that is doing some work with order book analysis: tradingphysics.net. The
y have some interesting oscillators based on level 2 data & claim to have achieved quite a high success rate with them.
(i have no association with them)
I have a small request if its not too much trouble. For me it's a little bit counter-intuitive that the Total Buy line g
January 9th, 2010 09:18 PM GoldStandard Nice work and thank you! I'm trying this out now on replay mode.
January 7th, 2010 12:44 PM cclsys Thxs alot. I like indicators that give straight info that is otherwise hard to see (like Vwap and POC etc.). I also look
at the DOM alot and suspect this visual translation will prove helpful in learning to read various situations better.
October 11th, 2015 12:43 PM gpokc thanks for ths indicator.
October 6th, 2011 12:08 AM Default User
May 20th, 2010 12:04 AM chrisflow Neat! But it crashes my NT7 every time I try to use an input other than standard minute or range bars etc. i.e. it crash
March 7th, 2011 03:04 PM kevinhenjum This is a powerful day trading indicator when used in conjunction with Stochastic and MACD. Add CCI overbought and overs
June 26th, 2010 11:16 AM Mopaditi Thanks for the ideas
May 30th, 2010 02:33 PM syxforex Thanks ZTR. I really hope you can recover from this brutally tough therapy you've been through and get back to living y