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

  #261 (permalink)
Elite Member
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About that private video....

In the words of Groucho,

"I sent the club a wire stating, "PLEASE ACCEPT MY RESIGNATION. I DON'T WANT TO BELONG TO ANY CLUB THAT WILL ACCEPT PEOPLE LIKE ME AS A MEMBER".

"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
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  #262 (permalink)
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Apologies, I was going through some of my old video libraries and unpublishing old stuff that was no longer relevant but I forgot that one was linked to on BigMikes.

I've done quite a bit of work since then on my own version and so that video is not particularly relevant in any case.
I have changed it back to published though so that the link works correctly on this thread.

Zondor, adding the refresh to onBarUpdate will indeed take some extra load off of the cpu, I had it like that originally so that actual trades would always refresh without any delay. It worked fine on Bund but the way that trades go through on ES, it's perhaps a bit excessive so a refreshrate wouldn't be a bad thing.

I did spot the issue myself when a chap reported the "slot machine" effect a while back but I haven't worked on 1LDom as I have been working on a new Mark 2 version that is written from the ground up. Essentially it's a cut down version of my own CQG version but with a Ninja Adapter. At the mo I'm still working on the Ninja Adapter which is proving troublesome but something should be around the corner shortly.

1Lot

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  #263 (permalink)
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@Zondor, I had some time this afternoon and had a quick look at your changes, at first I didn't quite understand what you meant but I now see that you are saying OnbarUpdate automatically fires a ChartControl.Refresh. Can you point me to the source of that info? is it in the Ninja help file somewhere and I've missed it?

I'm sure I would've tested it back when I wrote it but if it does indeed do that then there is no need at all to be calling the manual refresh from within the event. I'm pretty sure however that it doesn't which is why I'm interested in your source for that info.

Thanks,

1Lot

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  #264 (permalink)
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Test mode next week.

I am eagerly looking forward to the new version not based on the Gom ladder foundation. Have not had a chance to test my revised version yet, but by next week I should know if it helps with the performance issues. I do know that in a SLOW market after stocks closed on Friday, it seemed to work fine.

Thanks for all this great work. Get up from that desk once in a while and have some fresh air, and fun.

"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
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  #265 (permalink)
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6J Japanese Yen: Price shown as zero

Just noticed that for the Globex 6J Yen/Dollar contract, only zeroes appear in my price constant column, regardless of the format setting. All other columns work normally. I will take a look at the code this week some time.

"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
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  #266 (permalink)
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DOM did not work correctly on January 11

Noticed on Friday, January 11 that volumes traded were not updating. The mod to highlight the last traded price in yellow also would not update. So far I cannot find the cause. Restarting Ninjatrader did not help. Will have to wait for live market data to check further. Will look at session and merge settings then.

This morning (Saturday) everything works fine in replay mode.

Regarding Japanese Yen, I noticed that my Gom Volume Ladder does not work with Yen at all. I am guessing that the leading zeroes in the prices are the problem.

"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
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  #267 (permalink)
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DOM working correctly on Sunday January 13

Everything updating normally now.

Yen/USD 6J Globex contract still showing all zeroes in price constant ladder. That was not related to whatever went wrong on Friday. Aside from that the DOM seems to work fine with 6J.

"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
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  #268 (permalink)
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Zondor View Post
Everything updating normally now.

Yen/USD 6J Globex contract still showing all zeroes in price constant ladder. That was not related to whatever went wrong on Friday. Aside from that the DOM seems to work fine with 6J.

I discovered a similar situation tonight on ES.

The price is at 1470.75 but the DOM is stuck at the close of Friday.

When I checked the DataSeries I found that the end date was stuck on 1/11.
This is a new chart (created today) but the LDom Template loaded the old date.
Once I corrected the End Date, the chart updated correctly.

FWIW

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Ninja Trader Custom Order Book - 1LDom - Source Code-es-03-13-1-tick-1_11_2013.jpg  

Last edited by DavidHP; January 13th, 2013 at 11:37 PM.
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  #269 (permalink)
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Prices for Yen will now display in Price Ladder

Made some hacks so that Yen prices will no longer be displayed as zeroes. Use the newly added JapaneseYen formatting option for the Price Constant ladder if working with the 6J.

Problem was that for the 6J, the ticksize converted to a string is "1E-06" (scientific notation). This was not being tested for.

Search for "Zondor" in code comments to find changes that were made.

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"If we don't loosen up some money, this sucker is going down." -GW Bush, 2008
“Lack of proof that something is true does not prove that it is not true - when you want to believe.” -Humpty Dumpty, 2014
“The greatest shortcoming of the human race is our inability to understand the exponential function.”
Prof. Albert Bartlett
Attached Files
Register to download File Type: cs OneLDOM Jan 14 2013.cs (91.0 KB, 134 views)

Last edited by Zondor; January 15th, 2013 at 03:12 AM.
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  #270 (permalink)
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Zondor,

How did the testing go? I've had a friend tell me he's been using your latest version successfully. I'm going to test it myself this week and if all good then make it the latest main source version.

1Lot

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