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Cummulative Market Depth Numbers
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Created: by Baseheadz Attachments:5

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Cummulative Market Depth Numbers

  #1 (permalink)
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Cummulative Market Depth Numbers

I'm trying to get the cumulative market depth from the order book and chart the cumulative bids and cumulative offers. Is there already an indicator that does this?

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  #2 (permalink)
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  #3 (permalink)
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Baseheadz View Post
I'm trying to get the cumulative market depth from the order book and chart the cumulative bids and cumulative offers. Is there already an indicator that does this?

GomCD included in GomRecorder:
https://futures.io/elite-circle/6802-gomrecorder-2-a.html

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  #4 (permalink)
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Thanks for the super fast reply Mike. To be more descriptive, I would like to chart only the real-time Cumulative Bids and Cumulative Offers separately from each other. Is there anything that can do just that?

So for instance, if the Cumulative Bids on the ES order book are 5000, can I use the GOMCD or some existing indicator to tell me that number?

Thanks

Dan

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  #5 (permalink)
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Baseheadz View Post
Thanks for the super fast reply Mike. To be more descriptive, I would like to chart only the real-time Cumulative Bids and Cumulative Offers separately from each other. Is there anything that can do just that?

So for instance, if the Cumulative Bids on the ES order book are 5000, can I use the GOMCD or some existing indicator to tell me that number?

Thanks

Dan

The Gom Volume Ladder:

https://futures.io/elite-circle/1342-volume-ladder-ninjatrader.html

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

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1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #6 (permalink)
Market Wizard
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Baseheadz View Post
I'm trying to get the cumulative market depth from the order book and chart the cumulative bids and cumulative offers. Is there already an indicator that does this?


do you mean something like this?

blue = ask
red = bid

Attached Thumbnails
Cummulative Market Depth Numbers-es-09-11-10-seconds-7_29_2011.jpg  
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  #7 (permalink)
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Yeah. That is perfect. Where can I download something like that?

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  #8 (permalink)
Market Wizard
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Baseheadz View Post
Yeah. That is perfect. Where can I download something like that?

here's a total of 8 indicators with different level 2 settings

Attached Files
Register to download File Type: zip agOrderBookOscillator.zip (27.8 KB, 353 views)
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  #9 (permalink)
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You're so money and you don't even know it

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  #10 (permalink)
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Silvester,

Which indicator do you have shown above?

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