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

  #251 (permalink)
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1LotTrader View Post
@philipp, the DOM works in a number of different configurations. The steps I put to follow were just to create 1 standard base configuration so that when people reported bugs I knew from where to start but beyond that there are a number of different options and ways to use it like on minute charts and with candles etc., like Aligator demonstrated.

1Lot

@ 1lot

would love to know how to set this up on my charts. could you be so kind and describe how to?

thanks in advance

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  #252 (permalink)
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philipp View Post
@ 1lot

would love to know how to set this up on my charts. could you be so kind and describe how to?

thanks in advance

Perhaps @aligator could share his template with us? Then just remove the indicators from it you don't want. I think it may auto remove them if you don't have them loaded.

If you want to just have normal candle chart then just set the chart to whatever minute candles you want as you normally would and then drag it out to a normal chart size and set your bar colours etc. It is exactly like setting up a chart from normal. The 1LDom really is just an indicator sitting inside of a chart. It's only requirement is that OnBarclose is set to false so that it can compute each incoming tick if I remember correctly.

There is nothing special in that regard. All the standard chart features are available as they normally are, drawing tools etc. So you can go to your chart settings and set Show Toolbar to "True" and all the normal chart setup basics.

1Lot

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  #253 (permalink)
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1LotTrader View Post
Perhaps @aligator could share his template with us? Then just remove the indicators from it you don't want. I think it may auto remove them if you don't have them loaded.

If you want to just have normal candle chart then just set the chart to whatever minute candles you want as you normally would and then drag it out to a normal chart size and set your bar colours etc. It is exactly like setting up a chart from normal. The 1LDom really is just an indicator sitting inside of a chart. It's only requirement is that OnBarclose is set to false so that it can compute each incoming tick if I remember correctly.

There is nothing special in that regard. All the standard chart features are available as they normally are, drawing tools etc. So you can go to your chart settings and set Show Toolbar to "True" and all the normal chart setup basics.

1Lot

getting some gaps when putting it on a 1 minute fdax chart. wrong settings?

Attached Thumbnails
Ninja Trader Custom Order Book - 1LDom - Source Code-1lot-dom-fdax.png   Ninja Trader Custom Order Book - 1LDom - Source Code-settings-1lotdom.png  
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  #254 (permalink)
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No, when you move to higher and higher time increment, the vertical scale of the chart is changing and the DOM of course needs to always be at tick level as it needs to see each and every tick, so this will be a challenge on each market as some markets have more granularity than others. You will need to play with the vertical Y scale of the chart, to see if you can find a setting that will allow you to squeeze your book and chart onto the same chart at a scale that matches both. Maybe Aligator can provide some tips as to how he went about it.

This is very much an experimental area, one that I never used nor tested. The functionality exists because the book was built on top of the chart but I never used it myself. I don't believe in adding and adding and adding. 100 x indicators on screen etc.

See my own book, nothing has changed. Still the same simple layout, same ideas, just refined, faster, more stable, easier for orders. I am not particularly worried about watching my book next to a chart, next to another shiny thing and then 3 blue ribbons and then and then and then.. it is a waste of time..

Basically if I can answer a question off the top of my head to help you I will but I am not particularly interested in starting to play with these elements for reasons already stated. You will have to experiment and see if you can find some settings. Again all markets will be different because of tick granularity etc.

This is not to try and be unhelpful. I will help as much as I can at minimum cost to my own time. In that regard I have to be choosy as to what I spend my time on as its giving away for free. Just the economics of life. Apologies Philipp.

1Lot

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  #255 (permalink)
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1LotTrader View Post
No, when you move to higher and higher time increment, the vertical scale of the chart is changing and the DOM of course needs to always be at tick level as it needs to see each and every tick, so this will be a challenge on each market as some markets have more granularity than others. You will need to play with the vertical Y scale of the chart, to see if you can find a setting that will allow you to squeeze your book and chart onto the same chart at a scale that matches both. Maybe Aligator can provide some tips as to how he went about it.

This is very much an experimental area, one that I never used nor tested. The functionality exists because the book was built on top of the chart but I never used it myself. I don't believe in adding and adding and adding. 100 x indicators on screen etc.

See my own book, nothing has changed. Still the same simple layout, same ideas, just refined, faster, more stable, easier for orders. I am not particularly worried about watching my book next to a chart, next to another shiny thing and then 3 blue ribbons and then and then and then.. it is a waste of time..

Basically if I can answer a question off the top of my head to help you I will but I am not particularly interested in starting to play with these elements for reasons already stated. You will have to experiment and see if you can find some settings. Again all markets will be different because of tick granularity etc.

This is not to try and be unhelpful. I will help as much as I can at minimum cost to my own time. In that regard I have to be choosy as to what I spend my time on as its giving away for free. Just the economics of life. Apologies Philipp.

1Lot

thanks for your efforts 1 lot, appreciate. youre not unhelpful at all.

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  #256 (permalink)
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1LotTrader View Post
Have a look at the snapshot column area on my DOM on the right, I use a custom time duration VProfile set to 5minutes. So instead of a VProfile that runs for a session duration it is configurable to a custom time. I like to see just a few passes on a price level before having it clear and recount from zero and 5minutes is good for Bund, could be different for another market though, depending on how it moves.

It is no different from a standard Daily Vprofile, just that it allows me to watch accumulation at a shorter time increment to see accumulation at the trade level better. See attached vid link, I made this a while ago when I was doing some speed comparisons and things but you can see clearly how the custom timed Vprofile works as it clears at least once and restarts.



1Lot

now that is fantastic...I will have to work on that setup. Your studio is some good work.

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  #257 (permalink)
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Hi TMFT, what is the MA ribbon indicator you are using here? Is this available somewhere?

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  #258 (permalink)
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1LotTrader View Post
Perhaps @aligator could share his template with us?

@1LotTrader;

My template is nothing especial, I just added the two indicators I mentioned. It seems to be fine with any time frame. I just like GomCD on a 1 minute chart. I still don't know how to use your indicator. Both your indicator and jtRealStat indicator attach themselves to right margin of the chart. So I had to increase the right side margin to make room for the jtRealStat and compress the chart to show more bars. Then I saved the template.

So, here is what I think is a bug in the indicator. If I load the template the chart is decompressed and shows a few bars, the margin is back to the original margin for your indicator and I have to manually again compress the chart for more bars and increase the right margin so that the two indicators are not mixed.

Here are a couple of suggestions:

1. Do not hard code the margin and the keep size of the DOM fix and make it independent of the horizontal scaling. so that a template will remain intact.

2. Place a fixed Title row on top of the DOM to identify what is in each column.

Finally, a couple of examples on how to use the information to place a trade would greatly help.

Thanks.

Cheers!

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  #259 (permalink)
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Refreshing too often. Revised version posted.

Not 100% sure, but I think it was the 1LotDom making Ninjatrader freeze up during moderately active markets lately. When it wasn't stuck, the numbers in the DOM were refreshing a lot faster than the refreshrate setting. They were just a blur. There did not seem to be ANY delay.

I made some changes to the code so that forced Refresh operations will not happen more often than every refreshrate milliseconds.

Note that ChartControl.Refresh is triggered by default everytime there is an OnBarUpdate event of the BarsArray[0] object (the primary input data series of the chart window, ie BarsInProgress =0.) I put a reset of the refresh timer into the OnBarUpdate method to prevents two different events from doing ChartControl.Refresh within a time interval of less than refreshrate milliseconds.

I also reduced the default font size. See comments added to code header. I haven't tested this during active market hours yet.

Here is a downloadable copy of my revised file.

OneLDOM Jan 4 2013.cs

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Last edited by Zondor; January 4th, 2013 at 10:13 PM.
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  #260 (permalink)
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1LotTrader View Post


1Lot


When I try to view the video it says it is private?

Thanks

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