Ninja Trader Custom Order Book - 1LDom - Source Code

October 21st, 2012, 01:40 PM

Interesting indi...

In the elite download section there is an indicator (VerticalScrollTools) that adds a standard windows Vertical Scroll bar to the chart window - goes nicely with this indi... I set the orderbook indi to false autoscale

Using this with TotalVolume and a low time frame chart ( 10 seconds ) I can quickly see the volume profile for the session...

Sorry if this is stupid question what are the R1, PriceConstant and CumVilatPrice ladder types?

also, wonder if there is a way to tell this indicator to only look back so much time or so many bars...instead of just the full session... for example last hour or past 30 bars... just a thought...

nice job on this indi...

October 21st, 2012, 02:29 PM

Not sure why an indicator would be necessary, built in Ninja functionality allows vertical scroll by holding down the CTRL key while moving the mouse up and down in the vertical scale column (tip 3 on my How-To).

The Volume Profile only works for a full session.

1Lot

October 21st, 2012, 02:58 PM

1LotTrader

Here you go, includes two new price formatting options Decimal4 and Decimal5 for the price constant ladder.

Latest source is attached.

1Lot

Thanks very much. Sorry I have taken so long to reply. This is Spain and the power has been off "all day".

October 22nd, 2012, 01:23 PM

@1LotTrader,

Thank you very much.

You have done a very good work creating and developing this tool. I am still testing it and I think it has a lot of potential.

There is just one thing that I can't figure out how to make it work which is the "Last Tick" configuration (in 6. Formatting). It is set to orange by default and I assume that it should probably show the last trade in the price ladder but I can't see it showing anywhere. Or maybe I'm just assuming wrong and it is something different...

I don't want to bother but if you could provide some insight on this issue I would really appreciate it.

Thanks.

October 22nd, 2012, 05:33 PM

Rui S

@1LotTrader,

Thank you very much.

You have done a very good work creating and developing this tool. I am still testing it and I think it has a lot of potential.

There is just one thing that I can't figure out how to make it work which is the "Last Tick" configuration (in 6. Formatting). It is set to orange by default and I assume that it should probably show the last trade in the price ladder but I can't see it showing anywhere. Or maybe I'm just assuming wrong and it is something different...

I don't want to bother but if you could provide some insight on this issue I would really appreciate it.

Thanks.

Sorry mate, I will remove all those redundant parameters as soon as I have time, I just need to go through them all and see what is no longer relevant, it will be a bit of an exercise, some of them are a throw back to the original framework from Gomi but are no longer relevant for current functions.

This is one of those params, just ignore it for now. To see what is the last tick see this page here, look at the digram and the description.

How-To: Order Book ~ The 1Lot Trader

Essentially when the SS1 column turns white that means no change in price and volume is adding to previous volume, when it is green that means price just ticked up to new price (new price is green), that value is first volume traded at new price, then white for any cumulative. When it is red price has ticked down and again same (red is new price down) then again white for more at same price. So to summarise Red and Green is tick with change in price, white is tick with no change and is cumulative so will begin adding at same price level if no further change.

Hopefully that makes sense.

1Lot

October 22nd, 2012, 09:21 PM

1LotTrader

To see what is the last tick see this page here, look at the digram and the description.

How-To: Order Book ~ The 1Lot Trader

If you comfortable modifying the source code, you could also do this..

PLEASE BACKUP YOUR ORIGINAL FIRST!!!

Replace Line 1183

Code

DrawData TotPriceFillParams(int volume, int maxValue)

with this..

Code

DrawData TotPriceFillParams(int volume, int maxValue, int PriceTick)

Replace Line 1348

Code

return TotPriceFillParams(volume,maxValue);

with this..

Code

return TotPriceFillParams(volume,maxValue,PriceTick);

replace Line 1188

Code

returnData.FillColor=Color.LightGray;

with this..

Code

if(PriceTick==helper.PriceTick)
{
     returnData.FillColor=Color.Yellow;
}
else
{
     returnData.FillColor=Color.LightGray;
}

.

October 22nd, 2012, 09:49 PM

BTW -- Nice Job Here 1Lot!!! Thanks for sparking so many ideas..

.

October 23rd, 2012, 03:26 AM

Hello.

The only issue I have with .cs code is that the right part of the ladder shows just a fraction of the screen for some of the reason... I.e. it doesn't like the attached picture. If it shows session high/lows (was my first assumption) those are quite off.

Later I will fix large font for the L2 volume I can change by myself (doesn't fit to the chart

Cheerz,

- Alex.

October 23rd, 2012, 05:08 AM

1LotTrader

Sorry mate, I will remove all those redundant parameters as soon as I have time, I just need to go through them all and see what is no longer relevant, it will be a bit of an exercise, some of them are a throw back to the original framework from Gomi but are no longer relevant for current functions.

This is one of those params, just ignore it for now. To see what is the last tick see this page here, look at the digram and the description.

How-To: Order Book ~ The 1Lot Trader

Essentially when the SS1 column turns white that means no change in price and volume is adding to previous volume, when it is green that means price just ticked up to new price (new price is green), that value is first volume traded at new price, then white for any cumulative. When it is red price has ticked down and again same (red is new price down) then again white for more at same price. So to summarise Red and Green is tick with change in price, white is tick with no change and is cumulative so will begin adding at same price level if no further change.

Hopefully that makes sense.

1Lot

@1LotTrader
Thank you for your reply. It absolutely makes sense. I will be patiently waiting for the next version.

And @EDGE suggestion might be good too, improving the visibility of the price movement. I hope it works out well.

Thanks.

October 23rd, 2012, 05:43 AM

alexsmit

Hello.

The only issue I have with .cs code is that the right part of the ladder shows just a fraction of the screen for some of the reason... I.e. it doesn't like the attached picture. If it shows session high/lows (was my first assumption) those are quite off.

Later I will fix large font for the L2 volume I can change by myself (doesn't fit to the chart

Cheerz,

- Alex.

Hi Alex,

If you can post a couple of screenshots of the issues, it will be easier for me and some others maybe to assist.

Cheers
1Lot

Ninja Trader Custom Order Book - 1LDom - Source Code

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Ninja Trader Custom Order Book - 1LDom - Source Code