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Ninja Trader Custom Order Book - 1LDom - Source Code
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Ninja Trader Custom Order Book - 1LDom - Source Code

  #151 (permalink)
 Vendor: the1lottrader.com 
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you must copy it over the previous version. Either delete the previous file or overwrite it with the new one.

It should be going here: \\Documents\NinjaTrader 7\bin\Custom\Indicator

Double check you haven't got the old .cs anywhere else as Ninja scans multiple directories and you'll end up with some issues.

1Lot

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  #152 (permalink)
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1LotTrader View Post
Yes a separate form is better but then essentially you will be starting it again from scratch, which then begs the question why bother writing it in Ninja if you are going to write custom forms, may as well write standalone and have complete control. This was the conclusion I came to myself.

Regards the actual placing of orders on Ninja and management, ATM's and all the rest of it I can't really offer much on that as I didn't delve to deeply into it. The ATI allows for order placing through the DLL interface but it is hardly ever updated and I'm not sure how much control it allows. Only other way around that would be finding some unsupported exposed functions I guess.

Again though if you go through all this hassle, is it worth it? if you want to build it from scratch adding all these layers adds extra unnecessary time. You see what I did in the end, I wrote a completely standalone book and then hooked it directly into CQG's interface. There are so many advantages for instance, going via this route, I was able to get CQG to reconfigure my account set up to route directly through there main European data Centre, as close to Eurex without the bouncing to the United States that will happen with many other connections and account types.

At the end of the day it's just a question of where do you want to take it and how far do you want to go, time to invest etc., for me, once having decided to undertake the task, adding all these unnecessary endless layers/wrappers made no sense.

I stripped it all out and went to the source . My book orders average around 40m/s working on Eurex, some days better but rarely worse. The main amount of time I give up is between my house and the main port, i live on an island in a rural setting and the line is not as great quality from here to the port, it takes as much time to go from my house to the port as it does the whole trip to Frankfurt and back. At the end of the day I could make it even faster but I like the smell of cowsh!t in the morning, so what can you do.. lol

1Lot

The only advantage would be that it integrates with NT. So orders would appear in chart trader and one could use the NT ATM strategies.
But everything depends on the question if it is possible to get to the right click menu and if it is then possible to change the price...without the ability to submit limits and stops via the chart trader this approach would not work anyways. I think @bukkan has done something slightly similar with looping through ChartTrader controls... maybe he has an idea...
Also @ThatManFromTexas has used strategies to invoke ATM strategies from within an indicator, but I don't know if the strategy has to be activated manually before or if the indicator invokes it... if it is invoked by the indicator then everything should be quite easy from there on....maybe TMFT can shed some light?

vvhg

P:S: @1LotTrader I'll stop hijacking your thread now....promise

Hic Rhodos, hic salta.

Last edited by vvhg; October 30th, 2012 at 12:43 PM.
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  #153 (permalink)
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1LotTrader View Post
you must copy it over the previous version. Either delete the previous file or overwrite it with the new one.

It should be going here: \\Documents\NinjaTrader 7\bin\Custom\Indicator

Double check you haven't got the old .cs anywhere else as Ninja scans multiple directories and you'll end up with some issues.

1Lot

That's what I thought but I have no OneLDOM.cs in Indicator folder and I do have a OLDomV1.9.cs in my \bin\custom\ folder. I installed from your blog if that changes things... Thanks again.

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  #154 (permalink)
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@Surly,

I have not updated the binary on my blog yet, apologies I thought you were ok with .cs file and so on. I will compile a new binary and upload it. Will send you a PM when it's done. existing binary is still old.

1Lot

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  #155 (permalink)
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@vvhg, no worries, not hijacking, enjoy a good bit of discussion.

I have very little use of NT ATM strategies, trying to implement them in an order book I can see no reason, it is like bringing a knife to a gun fight.

I can see the useful part of integration with NT meaning you don't have to write all the adapters etc. but you will lose a lot in return. Anybody who has traded on an order book for a year daily would think twice because it is painfully visible how often you give up a tick here or a tick there, slow into the queue. In Bund you know sometimes if you don't get out, now you have to take the price 3 ticks down, that's costing 30bucks.. 2 or 3 times a week, this cost is adding up quickly.

This what I have said above is again the main reason why I encourage people to spend 3-6 months on the 1LDom as a stepping stone to learn about a book. If you spend the time, you will see many of the things where it is weak, what could be better etc., then you have a good base to move to something better. Problem is everyone wants the best straight away but don't know what best is. ATM ability in my opinion is a Z-list requirement. Speed of orders/Speed of Price/Stability of Book is A-List requirement. Just my opinion anyway.

1Lot

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  #156 (permalink)
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vvhg View Post
.... @ThatManFromTexas has used strategies to invoke ATM strategies from within an indicator, but I don't know if the strategy has to be activated manually before or if the indicator invokes it... if it is invoked by the indicator then everything should be quite easy from there on....maybe TMFT can shed some light?

vvhg

P:S: @1LotTrader I'll stop hijacking your thread now....promise

@vvhg

The indicator creates buy and sell buttons on Chart Trader...

When I click a buy or sell button ... the indicator invokes a strategy to create an order (market or limit depending on setup) ... which invokes an ATM strategy to handle stops and targets ... from that point on everything works just as it would normally...

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I'm just a simple man trading a simple plan.

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  #157 (permalink)
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ThatManFromTexas View Post
@vvhg

The indicator creates buy and sell buttons on Chart Trader...

When I click a buy or sell button ... the indicator invokes a strategy to create an order (market or limit depending on setup) ... which invokes an ATM strategy to handle stops and targets ... from that point on everything works just as it would normally...

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

@TMFT,

How and where did you get the Momentum Actual bar type ? Has @eman posted an update of the Momentum bar type ?

Lolu

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  #158 (permalink)
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lolu View Post
@TMFT,

How and where did you get the Momentum Actual bar type ? Has @eman posted an update of the Momentum bar type ?

Lolu

@lolu

It is the free version .... but not the latest version as I don't use the added features of the newer version.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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  #159 (permalink)
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ThatManFromTexas View Post
@lolu

It is the free version .... but not the latest version as I don't use the added features of the newer version.

Could you please PM it to me ? I suppose that I have one of the newer version.

Lolu

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  #160 (permalink)
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lolu View Post
Could you please PM it to me ? I suppose that I have one of the newer version.

Lolu

@lolu

Check your pm's.

I'm just a simple man trading a simple plan.

My daddy always said, "Every day above ground is a good day!"
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