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Design a DayTrader Scalping Order Flow Indicator


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Design a DayTrader Scalping Order Flow Indicator

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  #231 (permalink)
 Connor 
France, Lille
 
Experience: Intermediate
Platform: Proprietary
Trading: Stocks
 
Posts: 18 since Nov 2021
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Yes, I agree with what you're saying. I thought I hinted the same.
Of course MM will need to make sure "she"'s in tune with her parts (i.e. other MM, and other exchange seats). The way this "tune" is achieved is a little dark magic that we, mortals, try to grasp with variable degrees of success.
I'm very interested in your findings of L2 dynamics. Whether they work and help in your trading or not.

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  #232 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
Platform: NinjaTrader C# Custom
Broker: NinjaTrader LeeLoo Rithmic
Trading: Nasdaq Futures NQ/MNQ
 
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Connor View Post
Yes, I agree with what you're saying. I thought I hinted the same.
Of course MM will need to make sure "she"'s in tune with her parts (i.e. other MM, and other exchange seats). The way this "tune" is achieved is a little dark magic that we, mortals, try to grasp with variable degrees of success.
I'm very interested in your findings of L2 dynamics. Whether they work and help in your trading or not.

Yeah, of course I know I'm preaching to a true believer with Connor !

I have a very "critical" setup, specifically:

1) My 32gb 6-Core Xeon 4.5ghz system is Co-Located (almost), being
<1 millisecond from the Exchange.

2) I am using the Rithmic Market Data Feed, which is un-aggregated.

3) My custom software is "Arm, Fire and Forget" in its operation, meaning
that I set conditions, Arm a Trigger, and then the (co-located) system makes
the Strike decisions, since I am located at a Ping distance of 75 msecs (roundtrip)
from the Server.

4) as I said, the Analytics feed directly into very fast Execution Triggering.

...and others...

So, if I discover that "Matter and Anti-Matter 'fall' in Gravity in Opposite Directions"
then part of that would be that the setup is highly tuned to just the Nasdaq, and
others would have difficulty replicating it... LOL

hyperscalper

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  #233 (permalink)
rocketstock
Denver CO
 
 
Posts: 40 since Dec 2021
Thanks: 6 given, 7 received



hyperscalper View Post
Yeah, of course I know I'm preaching to a true believer with Connor !

I have a very "critical" setup, specifically:

1) My 32gb 6-Core Xeon 4.5ghz system is Co-Located (almost), being
<1 millisecond from the Exchange.

2) I am using the Rithmic Market Data Feed, which is un-aggregated.

3) My custom software is "Arm, Fire and Forget" in its operation, meaning
that I set conditions, Arm a Trigger, and then the (co-located) system makes
the Strike decisions, since I am located at a Ping distance of 75 msecs (roundtrip)
from the Server.

4) as I said, the Analytics feed directly into very fast Execution Triggering.

...and others...

So, if I discover that "Matter and Anti-Matter 'fall' in Gravity in Opposite Directions"
then part of that would be that the setup is highly tuned to just the Nasdaq, and
others would have difficulty replicating it... LOL

hyperscalper

Hi there is there a download file for Tradeflowrisk and others you have talked about? New here and have NT8. Tried pasting your code but I think IM missing the properties file. Nothing shows up.

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  #234 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
Platform: NinjaTrader C# Custom
Broker: NinjaTrader LeeLoo Rithmic
Trading: Nasdaq Futures NQ/MNQ
 
Posts: 286 since Apr 2020
Thanks: 14 given, 380 received


rocketstock View Post
Hi there is there a download file for Tradeflowrisk and others you have talked about? New here and have NT8. Tried pasting your code but I think IM missing the properties file. Nothing shows up.



You need to get the last posted code drop in that thread.

The code will generate the specified parameter file on first run, when it does
not yet exist, which can then be edited as it runs.

hyperscalper

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  #235 (permalink)
rocketstock
Denver CO
 
 
Posts: 40 since Dec 2021
Thanks: 6 given, 7 received


hyperscalper View Post


You need to get the last posted code drop in that thread.

The code will generate the specified parameter file on first run, when it does
not yet exist, which can then be edited as it runs.

hyperscalper

Thank you

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  #236 (permalink)
 alazif 
Europe
 
Experience: Intermediate
Platform: ninjatrader
Trading: CL FDAX
 
Posts: 19 since Nov 2010
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hyperscalper View Post


You need to get the last posted code drop in that thread.

The code will generate the specified parameter file on first run, when it does
not yet exist, which can then be edited as it runs.

hyperscalper



Hello. i see a lot of code and modifications in this thread.

Sorry for the qestion, but, where is the latest correct code?

Thanks in advance and sorry for the inconveniences.

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  #237 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
Platform: NinjaTrader C# Custom
Broker: NinjaTrader LeeLoo Rithmic
Trading: Nasdaq Futures NQ/MNQ
 
Posts: 286 since Apr 2020
Thanks: 14 given, 380 received


alazif View Post
Hello. i see a lot of code and modifications in this thread.

Sorry for the qestion, but, where is the latest correct code?

Thanks in advance and sorry for the inconveniences.

Well, I realize there's a lot of discussion and threads can be
clogged with posts of varying quality.

This should be the "permalink" for a v1.2 of the indicator:



I can't hand hold, but you'll want to create a NinjaScript Indicator
with the EXACT Class Name "TradeFlowRisk", and generate it.
Then you'll want to replace ALL of the text in the NinjaScript Editor,
by ALL of the text taken
from the entire CODE block in the thread post, and then compile it.

This thread is all about learning to code an indicator, so you'll need
basic developer skills if you get into trouble...

hyperscalper

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  #238 (permalink)
 SonnyJim 
London, United Kingdom
 
Experience: Advanced
Platform: NinjaTrader, API
Trading: ES, CL, FDAX
 
Posts: 14 since Dec 2012
Thanks: 4 given, 9 received

This thread has proven extremely helpful to me, thanks hyperscalper! As a humble contribution Iíll take a stab at making a XAML interface which can change the indicator properties real time without restarting the indicator over the weekend.

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  #239 (permalink)
 hyperscalper 
boise idaho
 
Experience: Advanced
Platform: NinjaTrader C# Custom
Broker: NinjaTrader LeeLoo Rithmic
Trading: Nasdaq Futures NQ/MNQ
 
Posts: 286 since Apr 2020
Thanks: 14 given, 380 received


SonnyJim View Post
This thread has proven extremely helpful to me, thanks hyperscalper! As a humble contribution Iíll take a stab at making a XAML interface which can change the indicator properties real time without restarting the indicator over the weekend.

I'll be interested to see what you create. Why XAML ?
Are you thinking of using object reflection assignment methods "in vitro"?

hyperscalper

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