Looking for Ninja Trader order book indicator. - futures io
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Looking for Ninja Trader order book indicator.


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Looking for Ninja Trader order book indicator.

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  #1 (permalink)
jerdog
Los Angeles, CA
 
 
Posts: 1 since Nov 2011
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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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 Fat Tails 
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This indicator displays level 2 of the order book.




This is probably a newer version.


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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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Last Updated on November 29, 2011


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