NexusFi: Find Your Edge


Home Menu

 





Ninja Trader Custom Order Book - 1LDom - Source Code


Discussion in NinjaTrader

Updated
      Top Posters
    1. looks_one 1LotTrader with 120 posts (318 thanks)
    2. looks_two Silvester17 with 27 posts (74 thanks)
    3. looks_3 Zondor with 17 posts (28 thanks)
    4. looks_4 philipp with 14 posts (7 thanks)
      Best Posters
    1. looks_one aligator with 3 thanks per post
    2. looks_two 1LotTrader with 2.7 thanks per post
    3. looks_3 Silvester17 with 2.7 thanks per post
    4. looks_4 Zondor with 1.6 thanks per post
    1. trending_up 176,181 views
    2. thumb_up 598 thanks given
    3. group 70 followers
    1. forum 356 posts
    2. attach_file 80 attachments




 
Search this Thread

Ninja Trader Custom Order Book - 1LDom - Source Code

  #51 (permalink)
 
1LotTrader's Avatar
 1LotTrader 
Douglas, United Kingdom
 
Experience: Advanced
Platform: Custom
Trading: Bund
Posts: 181 since Jun 2009
Thanks Given: 206
Thanks Received: 445


adamov View Post
Hy 1LotTrader!

I have just found your order flow tool and I must tell you its awsome!! I will follow this thread and you blog very closely.
studying this stuff I had an Idea.
It would be great to see the trades separately by was traded at bid or ask.
Do you think it is possible to create another three column on the left side to show trades on bid and keep the right three to show trades ad ask?

Thanks
Andre

Adam, thank you for your interest, I’m always happy to get some new readers and meet some fellow traders – regards the addition I will say this - do not muddle your mind with such things. Trust me. You want to learn how to trade then learn how to trade, forget about adding this or separating that or this bell or that whistle. All you ever need to read a book is this, right in front of you. Nothing more.

My initial intention of sharing this book was to meet other traders that want to learn how to trade. Not fiddle with software. I can write software yes but see what I have already written, it is perfectly adequate, unless there is some serious motivation for adding something I will not waste your or my time with it.

When you read a book the best time to get in the market is available to you for maybe 15 seconds. Everything extra that you add to your process is in fact baggage that makes you slower and slower and slower. This is the opposite of what you want to achieve. You want to get lighter to the point that you can make good split second decisions on a consistent basis.

Don’t try to make it more complicated than it needs to be.

1Lot

Follow me on Twitter Started this thread Reply With Quote

Can you help answer these questions
from other members on NexusFi?
What broker to use for trading palladium futures
Commodities
Cheap historycal L1 data for stocks
Stocks and ETFs
Better Renko Gaps
The Elite Circle
About a successful futures trader who didnt know anythin …
Psychology and Money Management
MC PL editor upgrade
MultiCharts
 
  #52 (permalink)
 
adamov's Avatar
 adamov 
Budapest, Hungary
 
Experience: None
Platform: ninjatrader
Trading: FGBL / FESX / ES / ZN / ZB
Posts: 84 since Jun 2012
Thanks Given: 37
Thanks Received: 49

1Lot, Thank you for the quick response!
If you tell me all I need to trade successfully is this I belive you.
I'll read and learn the book diligently, and try to my trading as simple as possible /but no simpler/
I am looking forward further guidance

Andre

Reply With Quote
Thanked by:
  #53 (permalink)
 
josh's Avatar
 josh 
Georgia, US
Legendary Market Wizard
 
Experience: None
Platform: SC
Broker: Denali+Rithmic
Trading: ES, NQ, YM
Posts: 6,246 since Jan 2011
Thanks Given: 6,784
Thanks Received: 18,257



adamov View Post
If you tell me all I need to trade successfully is this I belive you.

Never believe anything anyone says to you regarding trading. Test out your ideas, and THEN determine what you need for yourself, based on your own thinking, not someone else's thinking. Trading is for independent thinkers who are willing to risk money on their ideas, not for those who blindly accept what others say.

That being said, I completely agree with 1Lot on this one -- keep it simple But don't take my word for it or anyone else's.

Reply With Quote
  #54 (permalink)
 
1LotTrader's Avatar
 1LotTrader 
Douglas, United Kingdom
 
Experience: Advanced
Platform: Custom
Trading: Bund
Posts: 181 since Jun 2009
Thanks Given: 206
Thanks Received: 445


josh View Post
Never believe anything anyone says to you regarding trading. Test out your ideas, and THEN determine what you need for yourself, based on your own thinking, not someone else's thinking. Trading is for independent thinkers who are willing to risk money on their ideas, not for those who blindly accept what others say.

Well said.

Follow me on Twitter Started this thread Reply With Quote
Thanked by:
  #55 (permalink)
 leonex 
florence italy
 
Experience: Intermediate
Platform: ninjatrader
Broker: AMP / CQG
Trading: Futures
Posts: 28 since Jan 2012
Thanks Given: 117
Thanks Received: 10


1LotTrader View Post
Two more small updates. Attached is latest source.

1. Found an issue with YM price constant ladder, ticksize of 1 was causing Zero price.
2. Updated IB price feed to correctly account for depth of book levels instead of using constants.

Two Tips:

a) When you first load a chart right click and choose the reload historical data option. This will ensure the chart is fully loaded with all data for the day in the profile etc.
b) When setting the DOM for a particular market be sure in the indicator options area to go down to Price Constant and set the Decimal to the Decimal setting of that market example: ES is 2 decimals so set Decimal2, FDAX is 1 decimal so set Decimal1, YM is no Decimal so set to Normal.

See below these images, these are the common markets I have been testing today and the feed is AMP with IB option set to false. So far I think they are all looking good on latest version.





That's me for the day. I will wait for further feedback.

1Lot

This finally working for me on all future but not the price in the gray column
Thanks
AMP - CQG

Reply With Quote
  #56 (permalink)
 
1LotTrader's Avatar
 1LotTrader 
Douglas, United Kingdom
 
Experience: Advanced
Platform: Custom
Trading: Bund
Posts: 181 since Jun 2009
Thanks Given: 206
Thanks Received: 445

Leonex please give more details. I would love to be all seeing and all powerful but sadly I am just a man..

What is wrong with the price?

Did you check what I wrote about the Price constant configuration? You must set it to match each market.. If you have not done so then reread my earlier post regarding that or my how-to page in the tips section number 9.

1Lot

Follow me on Twitter Started this thread Reply With Quote
Thanked by:
  #57 (permalink)
 
philipp's Avatar
 philipp 
zürich/ switzerland
 
Experience: None
Platform: NT7, Sierra
Trading: CL
Posts: 128 since Nov 2010
Thanks Given: 48
Thanks Received: 109

same for me, no price in the constant price ladder. tried every possibility (2 decimals should be correct for the bund)

Reply With Quote
  #58 (permalink)
 
1LotTrader's Avatar
 1LotTrader 
Douglas, United Kingdom
 
Experience: Advanced
Platform: Custom
Trading: Bund
Posts: 181 since Jun 2009
Thanks Given: 206
Thanks Received: 445

Can you do me a favour and screen shot it and post so that I can see what it looks like?

Another thing you must be sure to do is the first time that you load it on a chart you must choose the "refresh historical data option" from the chart options. Right Click and it's there. Otherwise in some cases it will show only blank space.

Follow me on Twitter Started this thread Reply With Quote
Thanked by:
  #59 (permalink)
 
philipp's Avatar
 philipp 
zürich/ switzerland
 
Experience: None
Platform: NT7, Sierra
Trading: CL
Posts: 128 since Nov 2010
Thanks Given: 48
Thanks Received: 109

here the screenshot

Attached Thumbnails
Click image for larger version

Name:	Unbenannt2.PNG
Views:	297
Size:	119.3 KB
ID:	89760  
Reply With Quote
Thanked by:
  #60 (permalink)
 
1LotTrader's Avatar
 1LotTrader 
Douglas, United Kingdom
 
Experience: Advanced
Platform: Custom
Trading: Bund
Posts: 181 since Jun 2009
Thanks Given: 206
Thanks Received: 445



philipp View Post
here the screenshot

Interesting, what is your TickSize on Bund in default instruments. I see on your chart you have a comma instead of a decimal point, something is screwy in instrument manager. Or something I am not aware of with the instrument format. This may explain why you previously had a crash.

Look at my screen prints and look at Bund. Look at my far right hand price column on chart. Bund is 140.03/140.04 etc. not 140,03/140,04

Follow me on Twitter Started this thread Reply With Quote
Thanked by:




Last Updated on February 19, 2014


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
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.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top
no new posts