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Can someone try to make this indicator work in NT7?


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Can someone try to make this indicator work in NT7?

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  #1 (permalink)
Toronto
 
Experience: Advanced
Platform: NinjaTrader
 
Posts: 108 since Sep 2009
Thanks: 30 given, 191 received

I use an indicator called Ed's Level 2, which is found on this page on the NinjaTrader indicators forum:

Links and Downloads Manager - NinjaTrader Support Forum

Here is a link to the blog of the indicator's creator, Ed:

Blog of If U Seek Amy Ed: Ed's Level II Indicator

Unfortunately, Ed seems to be too busy right now to incorporate a fix for this indicator for NT7, and since I use it a lot I was wondering if someone here could do the translation.

I already managed to make it compile by changing all references to (int) from (long) for the Volume variable, but unfortunately it doesn't actually run properly. Under NT7 it just doesn't seem to show any bars as it is supposed to. I believe that the problem is in the OnMarketDepth() event handler, but I'm having trouble figuring out why it's throwing errors there.

I have attached a .cs file with the code... the only changes I made were in casting the Volume parameter(s) to (int) to make it compile, other than that it is the original code.

If someone with a bit more NT coding experience could figure this out, it would be much appreciated!

Attached Files
Register to download File Type: cs EdsLevel2.cs (14.8 KB, 69 views)
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  #2 (permalink)
Toronto
 
Experience: Advanced
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Posts: 108 since Sep 2009
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UPDATE:

I fixed part of the problem by adding the following code in the Initialize() section:

for (int rowCount = 0; rowCount < 50; rowCount++)
{
askRows.Add(new DOMRow(0,0));
bidRows.Add(new DOMRow(0,0));
}


This pre-populated all the rows for the bid/ask for level 2, and avoided throwing errors from having empty List<> values in the OnMarketDepth event handler.

Even with this fix however, it still requires an actual OnMarketDepth() event to occur before real data shows up for the bid/ask row. In other words, the indicator starts out blank, and then as OnMarketDepth() events occur, it populates the level 2. It didn't work this way in 6.5... does anyone know of any code changes that might be causing this, and/or how to force a complete refresh of level 2 data right on Initialize()?

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  #3 (permalink)
AlgoLand
 
 
Posts: 6 since Jan 2010
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hey FBJS

Did you get this working yet

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  #4 (permalink)
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sam028's Avatar
 
Posts: 3,652 since Jun 2009
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What's the problem ?
It seems to work for me, or maybe it should not look like this ?


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  #5 (permalink)
AlgoLand
 
 
Posts: 6 since Jan 2010
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For me atleast, it disappears after painting for a few seconds

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  #6 (permalink)
Toronto
 
Experience: Advanced
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Posts: 108 since Sep 2009
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hermit View Post
hey FBJS

Did you get this working yet

Apart from the fix mentioned earlier in this thread, no. It does work for me in that it will quickly populate the bars as new level 2 events come in, but I can't get it to auto-populate everything on chart startup all at once. So basically, you have to wait a short while for the data to start appearing. Depending on the contract and the time of day, it can take anywhere from a few seconds to a minute or two to fully populate all the bars, according to how fast the level 2 info is changing. I informed the creator of the indicator of my fix, and I suspect that he will work on it further at some point, but it does not appear to be a priority for him.

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  #7 (permalink)
Germany Hamburg
 
Experience: Intermediate
Platform: NT8, X Trader
Trading: 6E, ES,...,
 
Tudi's Avatar
 
Posts: 80 since Nov 2011
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How can i install it on NT?



FBJS View Post
I use an indicator called Ed's Level 2, which is found on this page on the NinjaTrader indicators forum:

Links and Downloads Manager - NinjaTrader Support Forum

Here is a link to the blog of the indicator's creator, Ed:

Blog of If U Seek Amy Ed: Ed's Level II Indicator

Unfortunately, Ed seems to be too busy right now to incorporate a fix for this indicator for NT7, and since I use it a lot I was wondering if someone here could do the translation.

I already managed to make it compile by changing all references to (int) from (long) for the Volume variable, but unfortunately it doesn't actually run properly. Under NT7 it just doesn't seem to show any bars as it is supposed to. I believe that the problem is in the OnMarketDepth() event handler, but I'm having trouble figuring out why it's throwing errors there.

I have attached a .cs file with the code... the only changes I made were in casting the Volume parameter(s) to (int) to make it compile, other than that it is the original code.

If someone with a bit more NT coding experience could figure this out, it would be much appreciated!


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  #8 (permalink)
Atkinson, NH USA
 
Experience: Intermediate
Platform: NinjaTrader 8/TensorFlow
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NJAMC's Avatar
 
Posts: 1,964 since Dec 2010
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I have updated the CS file with the fix for NT7 as described above and created a ZIP file for people to import easier.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
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Attached Files
Register to download File Type: zip EdsLevel2.zip (4.0 KB, 163 views)
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  #9 (permalink)
Atkinson, NH USA
 
Experience: Intermediate
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Broker: NinjaTrader Brokerage
Trading: Futures, CL, ES, ZB
 
NJAMC's Avatar
 
Posts: 1,964 since Dec 2010
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Keep in mind this script used Level 2 data. If you are using replay data be sure you have downloaded the Level 2 data or this will do nothing. Also, make sure your data source has Level 2 data when you are running this live.

Nil per os
-NJAMC [Generic Programmer]

LOM WIKI: NT-Local-Order-Manager-LOM-Guide
Artificial Bee Colony Optimization
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  #10 (permalink)
toronto, ontario
 
Experience: Intermediate
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bizman70's Avatar
 
Posts: 363 since May 2010
Thanks: 41 given, 140 received


hi - looks good for market reading but the bids and asks move quick - how do u actually make use of it , are u using it like market profile with the levels it needs or wants to reach to

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January 28, 2012


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