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Ask Me Anything (AMA) with NinjaTrader Client Services

  #51 (permalink)
 
Blash's Avatar
 Blash 
Chicago, IL
Legendary Market Chamois
 
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Please forgive me for these next comments.....

But wow ...hard to believe some of these question. So very basic ...seems folks need to spend way more time exploring NT8.

For example: you can copy any indicator or drawing tool (or whatever for that matter) and make your own copy of it with any name you want..... mainly talking about drawing tools here... and then set up a diff hotkey just for that new tool... So if you want a horizontal line color red on F6 and a horizontal line color blue on F7 no problem.

Get one of these Designing, Manufacturing, Selling, and Supporting Specialized Computer Interface Devices

...and it's super easy.

Ron

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  #52 (permalink)
 iantg 
charlotte nc
 
Experience: Advanced
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I hate that I missed the webinar live (I watched it on replay), but I do have a question and I figured I would punt it out here because it is more of a feature request than anything else. With all the recent emphasis on level 2, Bid/ Ask data (version 12 does a great job adding new features in this regard) is there anyway we can get this data sped up and delivered a little faster?

Specifically what I mean is that the OnBarUpdate methods of GetCurrentBidVolume() and GetCurrentAsk() volume are still front running the OnMarketDepth volume updates by a considerable margin. So If I am tracking the volume on a specific bid price for example and this bid price is also the current bid... The OnBarUpdate method of GetCurrentBidVolume() will be ahead of what occurs using level 2 OnMarketDepth Volume update by anywhere from half a second to five seconds.

For example: Here we are tracking the same bid and ask price in both the OnBarUpdate and the OnMarketDepth.
In sequence it will often look like this:


Time:12:00: On Bar Update: GetCurrentBidVolume() = 100 GetCurrentAskVolume() = 50
Time: 12:00: OnMarketDepth Volume Updates: Bid Volume= 90 Ask Volume = 40
Time: 12:00: OnMarketDepth Volume Updates: Bid Volume= 95 Ask Volume = 45
Time: 12:01: OnMarketDepth Volume Updates: Bid Volume=100 Ask Volume = 50

So in this example the Bar will print a bid volume of 100 and ask volume of 50 during the OnBarUpdate, at this time the OnMarketDepth will show the volume at Bid = 90 and Ask = 50. After a few more updates to the level 2 data, this will finally show the same Bid = 100 and Ask = 50 that we observed 1 second earlier with the OnBarUpdate.

The lag here is around half a second up to 5 seconds typically with the GetCurrentBidVolume() always running ahead. Ideally there would be zero lag and these two events would occur at the same time, but the level 2 data would capture more granularity.

This may not be as much of a concern for chart traders but for high speed algo traders that model with level 2 data we are constantly lagging behind what is occurring and this impacts order execution speed.

Is this something that could be addressed in future releases or is this lagging by design in such a way that it would not ever be possible to sync up?

Thanks,

Ian

In the analytical world there is no such thing as art, there is only the science you know and the science you don't know. Characterizing the science you don't know as "art" is a fools game.
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  #53 (permalink)
 
Silent warrior's Avatar
 Silent warrior 
Boston, MA
 
Experience: Advanced
Platform: NinjaTrader
Broker: Rithmic/IQFeed
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NinjaTrader View Post
Nothing has changed from my last post on this subject.



Really?!?


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  #54 (permalink)
 
armystrong15's Avatar
 armystrong15 
Fort Knox, KY
 
Experience: Intermediate
Platform: Tradestation, NT8 Jigsaw
Broker: NinjaTrader, CQG
Trading: ES, NQ, RTY, CL , FGBL, FDAX, GC,
Posts: 4 since Apr 2014
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I"m not sure about anyone else but I'm super stocked about the new orderflow tools... How do I get them!!!! I already have a lifetime license !! I would like to play with the tools first before I make any comments.. thx

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  #55 (permalink)
 
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armystrong15 View Post
I"m not sure about anyone else but I'm super stocked about the new orderflow tools... How do I get them!!!! I already have a lifetime license !! I would like to play with the tools first before I make any comments.. thx

If you have a lifetime license, make sure you are on the latest version of NinjaTrader 8 and the tools will be available automatically in the Charts.

Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
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  #56 (permalink)
 51smoker 
Ontario, Canada
 
Experience: Intermediate
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Hi,

Do you know when volume profile indicator will be available in NT8? in this post, Ray said it would be available in R13 release, but I think it's not.
https://forum.ninjatrader.com/showthread.php?t=107060

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  #57 (permalink)
 
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51smoker View Post
Hi,

Do you know when volume profile indicator will be available in NT8? in this post, Ray said it would be available in R13 release, but I think it's not.
https://forum.ninjatrader.com/showthread.php?t=107060

I would say sometime in May in either R14 or R15.

Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
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  #58 (permalink)
 
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 trendisyourfriend 
Quebec Canada
Market Wizard
 
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Hello @NinjaTrader

I did install Ninjtrader 8 in early 2017 and when asked i did convert/import my Ninjatrader datas from version 7. The inslaller did it automatically. However, i am now ready to use version 8 but would like to know if i can instruct or force the latest installer to redo the import of my Ninjatrader 7. Should i just uninstall my old version of Ninjatrader 8 or do i need to play in the registry to force the inslaller to import my datas from version 7?

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  #59 (permalink)
 
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trendisyourfriend View Post
Hello @NinjaTrader

I did install Ninjtrader 8 in early 2017 and when asked i did convert/import my Ninjatrader datas from version 7. The inslaller did it automatically. However, i am now ready to use version 8 but would like to know if i can instruct or force the latest installer to redo the import of my Ninjatrader 7. Should i just uninstall my old version of Ninjatrader 8 or do i need to play in the registry to force the inslaller to import my datas from version 7?

Yes, uninstall NinjaTrader 8 plus manually delete the folder "My Documents\NinjaTrader 8" then re-install the latest version of NinjaTrader 8.

Disclosure: This communication is sent to you by NinjaTrader, LLC, a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform.
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  #60 (permalink)
 
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 Silent warrior 
Boston, MA
 
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Dear Mr. Deux,

Can you please enable a “Dollar Bar” option in NT8?

I will gladly provide the bibliography supporting it’s increasing adoption/usefulness in the quantitative world. If NT supports every conceivable Renko/Kagi variation, it should support Dollar bars.

Thank you in advance.

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