Looking for Ninja Trader order book indicator.

November 28th, 2011, 10:54 AM

Do you have any indicators/alerts for Ninja Trader which analyzes pending unfilled orders in the Order DOM (order book) on the fly in real time? For example, I am looking for an indicator which shows a running calculation of the ratio of unfilled Ask Orders to unfilled Bid Orders with alert settings that can be user-specific.

November 29th, 2011, 01:55 AM

This indicator displays level 2 of the order book.

Download: RJay's jtRealstats_v2 for Ninjatrader 7

NEW! Updated on March 1 because of run time errors in NT7B10. Cleaned up the code in the OnMarketDepth method, and removed list row creation from Plot method. The Histogram Width Factor gives you full control of that width, and is a double, not an integer. …

Zondor

This is probably a newer version.

jtRealStats broken after NT7 upgrade

I sorta like this version

However, the one that is attached is considerably better.

Getting this to work in NT7 was how I got my start with Ninjascript. I had to fix a very sneaky bug due to the fact that list objects behaved differently in NT7 then …

Jigsaw Trading · November 29th, 2011, 04:43 AM

There's quite a few around.

I have a couple of things I was playing around with. How exactly do you want the data presented?

All orders on the DOM are pending, so do you want to see the delta or you want to see a histo for both sides, a line chart?

Do you want all levels or to be able to select all levels.

If you let me know, I can post up the code.

Looking for Ninja Trader order book indicator.

Discussion in NinjaTrader

Looking for Ninja Trader order book indicator.