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

  #231 (permalink)
 Vendor: the1lottrader.com 
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No it sums the cumulative volume into the first box until change, link has small summary of what is on the screen and what you should see.

How-To: Order Book ~ The 1Lot Trader

If you are only getting 1 tick increments then something may be wrong with your set up. If not then please post me the steps you are taking so I can check. Market etc., also ensure that you have checked it on a base copy of mine and not a modified copy.

See the video link below for how it should be accumulating:

Ninja Trader Order Book - YouTube

I hope I have understood your question correctly.

1Lot

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  #232 (permalink)
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DOM Bands

This might be a good time to revisit the idea of charting the totals of bids and offers from the order book as discussed in the https://futures.io/ninjatrader/2366-dom-bands-indicator.html#post22417 thread.

Be sure to look at posts 21 and 22.

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An adaptation of the GomRecorder can be used to make the data persistent on a chart.

I did that already. It used to work, but for some reason no longer does.

If anyone is interested in helping with this, let me know.


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Last edited by Zondor; December 6th, 2012 at 01:46 PM.
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  #233 (permalink)
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1LotTrader View Post
No it sums the cumulative volume into the first box until change, link has small summary of what is on the screen and what you should see.

How-To: Order Book ~ The 1Lot Trader

If you are only getting 1 tick increments then something may be wrong with your set up. If not then please post me the steps you are taking so I can check. Market etc., also ensure that you have checked it on a base copy of mine and not a modified copy.

See the video link below for how it should be accumulating:

Ninja Trader Order Book - YouTube

I hope I have understood your question correctly.

1Lot

I followed your set up exactly. I can do it again but it seems to increment large orders by 1 until the bid/offer changes. I was wondering if anyone know if I can just print the cumulative delta value as an integer to the screen to watch the book rise and fall. This would be helpful rather than looking at another chart of cd.

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  #234 (permalink)
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Zondor View Post
This might be a good time to revisit the idea of charting the totals of bids and offers from the order book as discussed in the https://futures.io/ninjatrader/2366-dom-bands-indicator.html#post22417 thread.

Be sure to look at posts 21 and 22.

An adaptation of the GomRecorder can be used to make the data persistent on a chart.

I did that already. It used to work, but for some reason no longer does.

If anyone is interested in helping with this, let me know.


.

@Zondor

I played, modified and changed that indicator for a long time. really like it and you did a great job.

but I still need to see what price is doing. I want to see how many contracts are traded and if orders are added to the bid and ask and how many. for that reason the OnlLDom is just perfect.

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  #235 (permalink)
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1LotTrader View Post
No it sums the cumulative volume into the first box until change, link has small summary of what is on the screen and what you should see.

How-To: Order Book ~ The 1Lot Trader

If you are only getting 1 tick increments then something may be wrong with your set up. If not then please post me the steps you are taking so I can check. Market etc., also ensure that you have checked it on a base copy of mine and not a modified copy.

See the video link below for how it should be accumulating:

Ninja Trader Order Book - YouTube

I hope I have understoo
d your question correctly.

1Lot

I followed your instructions exactly. The only thing I changes were the cell sizes and the refresh rate. I put the refresh rate to 300 but that didnt seem to help. What refresh rate are you using and what should it the set display update time interval? Current I have it set to .3.

Btw, I made an attempt to code a printout of Cumulative delta in order to follow the positive and negative flow to help me learn to read the DOM/orderbook. It seems to work on other chart types other than 1 tick. It appears that it makes NT crash and I dont know why. IF anyone would be so kind to look at it and provide some suggestions, I would appreciate it..It uses GOMCD with Ninjatickfile.

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  #236 (permalink)
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@jngrim,

is it possible to take a small video with camstudio or something and put it on youtube and send me the link so I can see what you mean. What market are you trading so I can check myself, also what feed are you using?

The cumulative trade column and the refresh rate have nothing to do with each other in terms of how the volume is summed up. I am guessing with this issue you are not confusing with Cum Delta. The DOM does nothing with CUM delta, only prints out the Cumulative volume traded. I am getting a bit confused as to the issue as you are talking of a few different things here. If it is cumulative delta you are wanting to see then it is not a bug as the DOM does not do this. I understood your original question to mean that for cumulative volume in the white cell block instead of summing the volume traded it was just summing a value of 1 but I have never seen this anywhere before so I don't know now if we are on the same page here.

1Lot

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  #237 (permalink)
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1lot,

The first paragraph refers to the Dom and the second refers to the cum. Delta indicator I tried to put with the Dom. They are 2 different issues. I use vision financial which is uses a rhythmic datafeed. I will try to make a video but we are moving a my parents house today 2 miles. Should be interesting.
I tried to make one last night but had a problem cropping the video. Will try again. Thanks for the help. The market I'm using is es.

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  #238 (permalink)
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ok well ES is well tested and I haven't seen this issue. Perhaps something specific to the Rythmic feed although I tested that one myself sometime ago and didn't see any issue there. I'm still not entirely sure I am catching what your saying.

Is your cumulative box essentially doing this:

1,2,3,4,5,6,7 each time a trade goes through as opposed to say 10,27,300,363etc. trades of(10,17,273,63)

Can you open your Ninja Time and Sales and check what's actually showing through there. The trade values in the T&S are whats supposed to be summed onto the cum box. This happens so long as the price level remains the same, if it changes it resets to zero.

I think I have understood you correctly but seems a rather bizarre issue to be having based on the way the code is set up. Other option is the video as we said, so I can confirm what you are doing/explaining. Thanks

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  #239 (permalink)
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@jngrim

No need to post video, strangely enough I am working on something today completely different to this but in testing something I came across this exact thing you are talking about, sometimes on volume in ES it seems to count like a slot machine. The figures are correct and it is summing the trades but the repaint is showing it counting up 1 at a time in some circumstances. I will double check and see what I can find out, at the moment I am none the wiser.

1Lot

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  #240 (permalink)
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thanks for following up. I appreciate it. If you really want to see it, try market replay and speed it up.

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