Ninja Trader Custom Order Book - 1LDom - Source Code - NinjaTrader Programming | futures io social day trading
futures io futures trading


Ninja Trader Custom Order Book - 1LDom - Source Code
Updated: Views / Replies:71,990 / 356
Created: by 1LotTrader Attachments:83

Welcome to futures io.

(If you already have an account, login at the top of the page)

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

Reply
 83  
 
Thread Tools Search this Thread
 

Ninja Trader Custom Order Book - 1LDom - Source Code

  #331 (permalink)
Elite Member
Studio City
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: ZN, ES, GC
 
Posts: 51 since Mar 2011
Thanks: 1 given, 37 received


Silvester17 View Post
at least I tried

was trying to capture a trade in a video. not an easy task for me. I was looking for some confirmation to go long around 1412.00 - 1412.50. at 1412.25 over 1200 contracts were traded on bid side without that price being offered.

went long at 1412.50, with a target of 8 ticks and stop of 3 ticks. I don't think that trade went more than 1 tick against me, although 1412.25 was offered at one time and 300 contracts were traded.

also this is a sim trade. don't feel very comfortable taking videos and trading.

2012-11-29_1044 - Silvester17's library

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

spoofing at 1413 also a clue

Reply With Quote
The following user says Thank You to crosscreek for this post:
 
  #332 (permalink)
Elite Member
Studio City
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: ZN, ES, GC
 
Posts: 51 since Mar 2011
Thanks: 1 given, 37 received

curious, how did you get your font in the ask column white? 2012-11-29_1044 - Silvester17's library

Reply With Quote
 
  #333 (permalink)
Market Wizard
Columbus, OH
 
Futures Experience: None
Platform: NT 8, TOS
Favorite Futures: ES
 
Silvester17's Avatar
 
Posts: 3,332 since Aug 2009
Thanks: 4,579 given, 10,313 received



crosscreek View Post
curious, how did you get your font in the ask column white? 2012-11-29_1044 - Silvester17's library

@crosscreek,

sorry for the late response.

I added the following line to the code:

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

Reply With Quote
The following 3 users say Thank You to Silvester17 for this post:
 
  #334 (permalink)
Elite Member
Studio City
 
Futures Experience: Advanced
Platform: NT
Favorite Futures: ZN, ES, GC
 
Posts: 51 since Mar 2011
Thanks: 1 given, 37 received


Silvester17 View Post
@crosscreek,

sorry for the late response.

I added the following line to the code:

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

Fantastic, thanks! (and Crimson better as well).


Last edited by crosscreek; March 1st, 2013 at 01:39 PM. Reason: add comment
Reply With Quote
The following 2 users say Thank You to crosscreek for this post:
 
  #335 (permalink)
Elite Member
Orlando, FL
 
Futures Experience: Beginner
Platform: Sierra Chart, BookMap
Favorite Futures: ES, FGBL, ZB, ZN
 
Swishy27's Avatar
 
Posts: 60 since Dec 2009
Thanks: 83 given, 70 received

@Silverster17,

Thanks for the modification. While updating the 1LDOM I was experimenting with different font colors but got errors each time I tried to compile. Is there a way to change the font color to for example lime and green in the bid ask columns?

Thank You


Silvester17 View Post
@crosscreek,

sorry for the late response.

I added the following line to the code:

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


Reply With Quote
 
  #336 (permalink)
Market Wizard
Columbus, OH
 
Futures Experience: None
Platform: NT 8, TOS
Favorite Futures: ES
 
Silvester17's Avatar
 
Posts: 3,332 since Aug 2009
Thanks: 4,579 given, 10,313 received


Swishy27 View Post
@Silverster17,

Thanks for the modification. While updating the 1LDOM I was experimenting with different font colors but got errors each time I tried to compile. Is there a way to change the font color to for example lime and green in the bid ask columns?

Thank You

@Swishy27,

one way to change the font colors without making it too complicated.

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

Reply With Quote
The following 5 users say Thank You to Silvester17 for this post:
 
  #337 (permalink)
Elite Member
Orlando, FL
 
Futures Experience: Beginner
Platform: Sierra Chart, BookMap
Favorite Futures: ES, FGBL, ZB, ZN
 
Swishy27's Avatar
 
Posts: 60 since Dec 2009
Thanks: 83 given, 70 received

@Silvester17,

Thanks for the tip. I got it to work. Very much appreciated.

Here's what it looks like.

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


I Combined the 1LDOM with vvAggregated T&S tape split into separate T&S for trades at the bid and ask. Picked up the split tape tip from the Tape is My Shape thread @https://futures.io/traders-hideout/10912-tape-my-shape-tape-reading-time-sales-16.html#post176378

In addition to the three columns on the 1LDOM it helps to see the additional detail in the prints as they flow through the bid ask tapes since the traditional tape can overload your eyes with all the information in a single column.

For example in the first image above you see the large print of 832 in the second column at the 1,494.75 price level. Looking at the red tape listing trades at the bid you can see that there were 3 large prints of over 100 contracts highlighted in red that traded at the 1,494.75 bid before the bid shifted down to 1,494.50 where only 1 contracted traded at the bid. On the 1LDOM there is now an imbalance in the supply where you see 849 contracts at the 1,494.50 bid and 100 contracts at the 1,494.75 ask. Not a good place to sell since it would only take 1 large print to wipe out the supply at the 1,494.75 ask price making it likely that price will bounce up unless more sellers drop down to 1,494.75. Keep in mind this is what might happen at the immediate micro level without taking into account the overall trend which has been bearish based on the volume profile on the right of the 1LDOM.

Reply With Quote
The following 6 users say Thank You to Swishy27 for this post:
 
  #338 (permalink)
Elite Member
London UK
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: IG Index
Favorite Futures: FX. Futures, Spreadbetting
 
Posts: 78 since Aug 2011
Thanks: 160 given, 40 received

A couple of questions

Hi 1Lot

First up thanks for all the efforts on this - nice piece of work!!

I am still really experimenting with it and don't fully understand all the features yet, but there are two burning things I would appreciate either being pointed in the right direction of (if I have missed it after reading through the thread), or advice on how to set this up/consideration for adding as a feature if does not exist.

First up - I am an old boy so like to keep things as simple as I possibly can so my brain can handle it lol - as such I cant see how to enter a market order straight from the ladder without having to use the chart trader buy sell boxes - am I right?

If so is there a way to set the ladder so left clicking on bid above market causes a market buy order and vice versa for the sell?

Secondly, Is there anyway to add a column to the left of the bid column in which I can mark up my areas of interest with user defined text? Also can that allow colour shading for areas of interest?

Thanks for reading this and any help or feedback would be appreciated.

Graeme

Never stop learning - never stop applying the knowledge.
Reply With Quote
 
  #339 (permalink)
Elite Member
Lagos, Nigeria
 
Futures Experience: Intermediate
Platform: NinjaTrader, SierraChart
Favorite Futures: Euro Currency & Oil
 
lolu's Avatar
 
Posts: 2,440 since Jun 2009
Thanks: 999 given, 1,595 received


Swishy27 View Post
@Silvester17,

Thanks for the tip. I got it to work. Very much appreciated.

Here's what it looks like.

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


I Combined the 1LDOM with vvAggregated T&S tape split into separate T&S for trades at the bid and ask. Picked up the split tape tip from the Tape is My Shape thread @https://futures.io/traders-hideout/10912-tape-my-shape-tape-reading-time-sales-16.html#post176378

In addition to the three columns on the 1LDOM it helps to see the additional detail in the prints as they flow through the bid ask tapes since the traditional tape can overload your eyes with all the information in a single column.

For example in the first image above you see the large print of 832 in the second column at the 1,494.75 price level. Looking at the red tape listing trades at the bid you can see that there were 3 large prints of over 100 contracts highlighted in red that traded at the 1,494.75 bid before the bid shifted down to 1,494.50 where only 1 contracted traded at the bid. On the 1LDOM there is now an imbalance in the supply where you see 849 contracts at the 1,494.50 bid and 100 contracts at the 1,494.75 ask. Not a good place to sell since it would only take 1 large print to wipe out the supply at the 1,494.75 ask price making it likely that price will bounce up unless more sellers drop down to 1,494.75. Keep in mind this is what might happen at the immediate micro level without taking into account the overall trend which has been bearish based on the volume profile on the right of the 1LDOM.

I'm unable to see this "tape split into separate T&S" setup, in this link you provided in your post. Could you please show us this "T&S split" setup, here ?

Lolu

Reply With Quote
 
  #340 (permalink)
 Vendor: the1lottrader.com 
Douglas, United Kingdom
 
Futures Experience: Advanced
Platform: Custom
Favorite Futures: Bund
 
1LotTrader's Avatar
 
Posts: 181 since Jun 2009
Thanks: 206 given, 445 received



RTR1701 View Post
Hi 1Lot

First up thanks for all the efforts on this - nice piece of work!!

I am still really experimenting with it and don't fully understand all the features yet, but there are two burning things I would appreciate either being pointed in the right direction of (if I have missed it after reading through the thread), or advice on how to set this up/consideration for adding as a feature if does not exist.

First up - I am an old boy so like to keep things as simple as I possibly can so my brain can handle it lol - as such I cant see how to enter a market order straight from the ladder without having to use the chart trader buy sell boxes - am I right?

If so is there a way to set the ladder so left clicking on bid above market causes a market buy order and vice versa for the sell?

Secondly, Is there anyway to add a column to the left of the bid column in which I can mark up my areas of interest with user defined text? Also can that allow colour shading for areas of interest?

Thanks for reading this and any help or feedback would be appreciated.

Graeme

Hi Graeme, ( @RTR1701 )

The two functions you mentioned don't exist at this point in time. I may consider including them at a later point but at this moment most of my time is being taken up by another project that I'm busy with so it's not likely that they will be appearing in the short term.

You can use horizontal lines on the chart or Ninja drawing tools to mark levels, that was what I used to do myself.

The 1 click ordering though is a limitation at this point. It can be incorporated but it would need someone to take it up.

Ross

Reply With Quote
The following 2 users say Thank You to 1LotTrader for this post:

Reply



futures io > > > > > Ninja Trader Custom Order Book - 1LDom - Source Code

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Linda Bradford Raschke: Reading The Tape

Elite only

Adam Grimes: TBA

Elite only

NinjaTrader: TBA

January

Ran Aroussi: TBA

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
The order book - why bother? DionysusToast Traders Hideout 9 September 3rd, 2013 08:27 AM
Looking for Ninja Trader order book indicator. jerdog NinjaTrader 2 November 29th, 2011 05:43 AM
Zenfire C# API with source code tinkerz Reviews of Brokers and Data Feeds 3 July 24th, 2011 02:35 AM
How to set up a Stop (Limit) Loss order - Ninja Trader jdumanic NinjaTrader 2 June 7th, 2011 06:40 PM
New Version Ninja Trader 7 / code breaking change Mauro_60 The Elite Circle 6 September 15th, 2010 09:13 AM


All times are GMT -4. The time now is 01:25 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts
Page generated 2017-12-11 in 0.17 seconds with 20 queries on phoenix via your IP 54.145.16.43