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

  #81 (permalink)
Elite Member
Nashville, Tennessee
 
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Is there a Zip around to download this critter.... It looks quite useful

I found a .cs at the top of thread


AJ
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"Life On The Edge of SR"
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  #82 (permalink)
 Vendor: the1lottrader.com 
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Guys,

I am a broke, stressed out and mostly grumpy trader. So I’m only going to say this once. This DOM is designed for people that are looking to start a career trading professionally.

It has been through about 6 months real trading in the field. It works and is designed the way it is for a reason.

I have given something of value here for free, so at least do me the courtesy of giving me 10 minutes of your time to think through your request before haphazardly throwing stuff my way. Better yet, try using it for a period of time to understand why it is the way it is, if you have done so and still wish to request something then I am all ears.

This thread is not intended to be a place for an endless list of “feature” requests. Unless the request is genuine and serves some real purpose to increase speed, stability or functional workflow for all involved then my time is better spent elsewhere.

Sorry to sound like an ar$ehole but these are the economics of life. I have a family and limited time as I spend all waking hours trying to survive as a professional trader. Time spent on these side things is time taken out of my day. So if you are going to make a request of my time then please make sure it is thought through otherwise it will likely not receive the friendliest of responses.

Cheers
1Lot

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  #83 (permalink)
Market Wizard
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1LotTrader View Post
Guys,

This thread is not intended to be a place for an endless list of “feature” requests. Unless the request is genuine and serves some real purpose to increase speed, stability or functional workflow for all involved then my time is better spent elsewhere.

Welcome to the internet!!!

Virtual Hug sent....

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  #84 (permalink)
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Starting to look at the code..

Was still having the problem of phantom leftover bid and ask order book data with TT data feed and started tweaking the row removal loops within the if(IB) code blocks. Made some progress but still not quite there yet. Will advise if I get it fixed. I have a few other minor tweaks in mind, if I can manage to avoid getting lost in the code.

Thanks for your work, 1Lot, and best wishes for your success.

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  #85 (permalink)
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Zondor View Post
Was still having the problem of phantom leftover bid and ask order book data with TT data feed and started tweaking the row removal loops within the if(IB) code blocks. Made some progress but still not quite there yet. Will advise if I get it fixed. I have a few other minor tweaks in mind, if I can manage to avoid getting lost in the code.

Thanks for your work, 1Lot, and best wishes for your success.

Sorry mate, I completely forgot about that, I applied for a TT demo account and they sent me the wrong setup, demo for actual TT rather than Ninja.

I will have another bash and see if I can get something organised. Sounds to me like you are on the right track in terms of identifying how it's solved. The IB if block is to clear out the phantoms, it's something odd with the Market Data Event on those two feeds. It doesn't fire for a removal action like it does with the other feeds. So I had to manually clear them with that crappy bit of code (which is why IB is a bit slower and TT will likely suffer the same).

Most likely TT's bid/ask count is different to IB which would explain why some phantoms are getting through.

Will see what I can do about that demo. if I can get something up and running I will definitely chip in to sort that if you don't get there first.

Cheers
1Lot

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  #86 (permalink)
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Zondor,

Do you know, does anyone other than Velocity do the TT/Ninja combo with a demo?

1Lot

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  #87 (permalink)
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1LotTrader View Post
Zondor,

Do you know, does anyone other than Velocity do the TT/Ninja combo with a demo?

1Lot

@1LotTrader,

I use IQFeed, and the PriceConstantLadder does not get filled at all. Could this be because I don't have Level2 in my IQFeed subscription plan ?

Lolu

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  #88 (permalink)
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lolu View Post
@1LotTrader,

I use IQFeed, and the PriceConstantLadder does not get filled at all. Could this be because I don't have Level2 in my IQFeed subscription plan ?

Lolu

Open up Ninja Dynamic SuperDom and see if you are getting BID/ASK info in there for the same instrument. If not then you are not subscribed for L2.

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  #89 (permalink)
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Next item to look at

The code in the OnMarketDepth method of the attached indicator seems to work OK with TT so maybe there are some clues here about how the order book can be populated without phantom rows.

Attached Files
Register to download File Type: cs JT_Realstats_RJ7v401.cs (47.2 KB, 64 views)
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  #90 (permalink)
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For some strange reason, I'm not able to view page three of this thread.

Each time I try to go to it, I am taken to page 2.


<EDIT>
I can now view it but only in IE. FireFox must hate page 3



Sorry for the request 1LotTrader.
I will dig into the code and fix it myself.

Rejoice in the Thunderstorms of Life . . .
Knowing it's not about Clouds or Wind. . .
But Learning to Dance in the Rain ! ! !

Last edited by DavidHP; October 17th, 2012 at 08:20 AM. Reason: New Info
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