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Looking for Ninja Trader order book indicator.
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Looking for Ninja Trader order book indicator.

  #1 (permalink)
Elite Member
Los Angeles, CA
 
Futures Experience: Intermediate
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Looking for Ninja Trader order book indicator.

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.

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  #2 (permalink)
Elite Member
Berlin, Europe
 
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Fat Tails's Avatar
 
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jtRealStats

This indicator displays level 2 of the order book.

https://futures.io/download/vip_elite_circle/304-download.html?view


This is probably a newer version.

https://futures.io/elite-circle/7137-jtrealstats-broken-after-ninjatrader-7-upgrade.html#post92682

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  #3 (permalink)
Market Wizard
Bangkok
 
Futures Experience: Intermediate
Platform: MultiCharts.NET, S5, Ninj
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DionysusToast's Avatar
 
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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.

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