auction dashboard - Vendors and Product Reviews | futures.io
futures.io futures trading


auction dashboard
Started: by ignacio90 Views / Replies:28,251 / 165
Last Reply: Attachments:27

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 27  
 
Thread Tools Search this Thread
 

auction dashboard

  #51 (permalink)
Elite Member
Dallas
 
Futures Experience: Intermediate
Platform: ThinkorSwim, Ninjatrader, Multicharts
Broker/Data: Thinkorswim, Ninjatrader Brokerage
 
optionzen's Avatar
 
Posts: 135 since Nov 2010
Thanks: 128 given, 100 received

Paps - can you forward this to AD support and ask them the reason behind this issue? Is this from the same data feed ? Over all AD works very well but there should be an explanation to this ? Did you upgrade your AD to the latest version ?

Reply With Quote
The following 2 users say Thank You to optionzen for this post:
 
  #52 (permalink)
Flying In A Blue Dream
Jefferson City, Missouri
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: NinjaTrader Brokerage
Favorite Futures: CL ES
 
SatchFan's Avatar
 
Posts: 223 since Mar 2010
Thanks: 325 given, 197 received

My 4 range looks different, doesn't have as many bars. I think you should email Steven your images and let him answer it. I'm not sure what's causing your issue. Could be because you started your range charts from a different time, therefore the volume wouldn't quite match up... Not sure.
Anyway, here is my chart:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

Reply With Quote
The following 2 users say Thank You to SatchFan for this post:
 
  #53 (permalink)
Elite Member
SF Bay Area + CA/US
 
Futures Experience: None
Platform: Tradestation, Ninja
Favorite Futures: ES & Equities
 
paps's Avatar
 
Posts: 1,234 since Oct 2011
Thanks: 1,665 given, 920 received


@optionzen yes its live data with cqgcontinuum...but 2 charts with AD on it....nothing else. other ninja charts run separate to the AD charts

i don think its the data... i do have JS...bookmap and Gomi running. Gom and JS shows no discrepancy in details ....with JS on R-Tape and Gom for Ladder charts..hence on AD thinking if I am doing something erroneous

yes...will update if i hear anything

if you get the time...the chart you sent across ...could you possibly have 2 exact same charts. even 2 charts with only AD and no other of the vwap etc you use can be useful

thanks

Reply With Quote
The following user says Thank You to paps for this post:
 
  #54 (permalink)
Elite Member
SF Bay Area + CA/US
 
Futures Experience: None
Platform: Tradestation, Ninja
Favorite Futures: ES & Equities
 
paps's Avatar
 
Posts: 1,234 since Oct 2011
Thanks: 1,665 given, 920 received

hi @SatchFan you know you can fit in more if need to...just use the Ninja function of reducing the Horizontal Time Axis....it should be exactly same....what you seem to be using is the default view....but view should not and does not matter.

also you may want to say which version of the s/w you using. Am on 10-8-2015 version. And if possible please do attach 2 exact same charts. If we do not have exact same charts running....we would not see this from one chart. As there would not be any discrepancy

cheers


SatchFan View Post
My 4 range looks different, doesn't have as many bars. I think you should email Steven your images and let him answer it. I'm not sure what's causing your issue. Could be because you started your range charts from a different time, therefore the volume wouldn't quite match up... Not sure.
Anyway, here is my chart:

Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).

also when backfilling all data should add up. Have worked and working with software where all backfilled data adds up.... might be a good idea to check on yr end since you have the sw


Last edited by paps; October 22nd, 2015 at 11:40 PM. Reason: update:-
Reply With Quote
 
  #55 (permalink)
Flying In A Blue Dream
Jefferson City, Missouri
 
Futures Experience: Intermediate
Platform: NinjaTrader
Broker/Data: NinjaTrader Brokerage
Favorite Futures: CL ES
 
SatchFan's Avatar
 
Posts: 223 since Mar 2010
Thanks: 325 given, 197 received

Futures Edge on FIO

Which products do you trade?

 

paps View Post
hi @SatchFan you know you can fit in more if need to...just use the Ninja function of reducing the Horizontal Time Axis....it should be exactly same....what you seem to be using is the default view....but view should not and does not matter.

also you may want to say which version of the s/w you using. Am on 10-8-2015 version. And if possible please do attach 2 exact same charts. If we do not have exact same charts running....we would not see this from one chart. As there would not be any discrepancy

cheers

Yes, I'm aware I can adjust the chart to show more bars. I just created a new chart, back filled, then scrolled back to the area you are interested in. I don't use 4 range bars, so I had to create a new chart.

Also, my point is, My 4 range chart does not match either one of your 4 range charts. I have the same time area shown that your discrepancy candle happened in, but I don't even have that candle. I realize that your concerned that 2 separate chart windows with the same setup is not showing the same data. But what I'm saying is, my chart with 4 range bars isn't showing the same data as either one of your charts! I'm on Ninja with Continuum.
The time of your last 3 candles on your chart are 18:19, 18:29 and 18:46. Look at my chart and the time they plotted. Big difference and different volumes. So I could post up 2 charts but since they are showing different data and different bars than yours, not sure it would matter. I'm thinking your chart and mine should match up first before I create 2 charts to see if I come up with different data on my 2 charts.

Anyway, it's been a long day and I'm off to bed. Hope you get it figured out. Emailing Steven at AD support would probably get you the quickest correct answer.

Reply With Quote
The following user says Thank You to SatchFan for this post:
 
  #56 (permalink)
Elite Member
SF Bay Area + CA/US
 
Futures Experience: None
Platform: Tradestation, Ninja
Favorite Futures: ES & Equities
 
paps's Avatar
 
Posts: 1,234 since Oct 2011
Thanks: 1,665 given, 920 received

many thanks for your comments. Please do post your 2 exact charts and what timezone are you in. Would love to see why they do not match

thnx


SatchFan View Post
Yes, I'm aware I can adjust the chart to show more bars. I just created a new chart, back filled, then scrolled back to the area you are interested in. I don't use 4 range bars, so I had to create a new chart.

Also, my point is, My 4 range chart does not match either one of your 4 range charts. I have the same time area shown that your discrepancy candle happened in, but I don't even have that candle. I realize that your concerned that 2 separate chart windows with the same setup is not showing the same data. But what I'm saying is, my chart with 4 range bars isn't showing the same data as either one of your charts! I'm on Ninja with Continuum.
The time of your last 3 candles on your chart are 18:19, 18:29 and 18:46. Look at my chart and the time they plotted. Big difference and different volumes. So I could post up 2 charts but since they are showing different data and different bars than yours, not sure it would matter. I'm thinking your chart and mine should match up first before I create 2 charts to see if I come up with different data on my 2 charts.

Anyway, it's been a long day and I'm off to bed. Hope you get it figured out. Emailing Steven at AD support would probably get you the quickest correct answer.


Reply With Quote
 
  #57 (permalink)
Elite Member
SF Bay Area + CA/US
 
Futures Experience: None
Platform: Tradestation, Ninja
Favorite Futures: ES & Equities
 
paps's Avatar
 
Posts: 1,234 since Oct 2011
Thanks: 1,665 given, 920 received

@SatchFan i had not seen that you posted a chart. was on the cell

You know what....i think you hit the problem.. . Both the charts should be exactly same. I dont see how a range chart can change. Something does not seem right.

anyways.... am sure...if you pull up 2 charts similar to what you posted here for yourself....am sure you may see it on yr end. And if you dont see a problem at your end....pls do mention that here. Will be great to know

will update...if i hear anything from AD. I dont think anyone other than me is having a issue.....

cheers

Reply With Quote
 
  #58 (permalink)
Elite Member
SF Bay Area + CA/US
 
Futures Experience: None
Platform: Tradestation, Ninja
Favorite Futures: ES & Equities
 
paps's Avatar
 
Posts: 1,234 since Oct 2011
Thanks: 1,665 given, 920 received

@SatchFan & @optionzen am copying the response from AD pertaining to the data which I checked if i could post. Thanks for sharing your charts which was valuable. On a separate note would also love to see how you might have integrated AD in your trading if that is something you journal or can share.

I think it's a darn solid product and amazing insight and potential. It just works well with what i try and look at. I will look forward to working with AD on this in coming time. If i find or hear something will check on possibility of post.

++++++from AD +++

About the discrepancy in the numbers: yes, backfill is not guaranteed to be tick for tick exact. We have a page in the online reference that explains:

BackFill - Auction Dashboard? - Order Flow Front-End For NinjaTraderŽ

This topic can get pretty wordy quickly. What we do now with the backfill is load historical ask, bid and last data from NinjaTrader, and reconstruct. However, Ninja's data is not stored with the same exact accuracy as the live feed. Therefore we do the best we can with the reconstruction. The total volume should be very robust, but the sequence of bid and ask updates will not exactly match the live feed, and so the volumes on the buy and sell side won't be exact. NinjaTrader 8 should bring another option for more accuracy. This is a well known limitation, and you'll find discussion on Ninja's forums about it. We are also trying to finish up another option for NinjaTrader 7 that should be more accurate, but will only not be able to run in the background ... It will be a little more processor intensive but should provide accuracy.

If you need to have more accuracy in historical data, the replay should play back with tick accuracy, so you could load replay data for days that you want to see, and play back. This is not as convenient, but at the moment we do not have other options. We do not store historical data, and we rely on the data that NinjaTrader makes available. You will see some new options shortly.

Another thing that will make different numbers show is the True Auction Balance. Please be sure you have this turned off if you are comparing numbers. That will add limit order numbers into the displayed balances. Control-Click on the bars, and in the volume menu be sure the option is off.

If this doesn't seem to answer your question,please let me know and I will look at something in more detail to learn more. I will see if I can reproduce something here.

There is one last thing to note: numbers can be different with different data providers. However it seems clear that you have two charts open in the same instance of NinjaTrader ... So that should not be a factor.

In one if your screenshots, I believe the one minute chart, the numbers appear to match. Are you seeing this on only certain types if charts? What about other instruments?

++++End from AD++++

cheers


Last edited by paps; October 27th, 2015 at 10:19 PM. Reason: username typo
Reply With Quote
The following 2 users say Thank You to paps for this post:
 
  #59 (permalink)
Elite Member
Dallas
 
Futures Experience: Intermediate
Platform: ThinkorSwim, Ninjatrader, Multicharts
Broker/Data: Thinkorswim, Ninjatrader Brokerage
 
optionzen's Avatar
 
Posts: 135 since Nov 2010
Thanks: 128 given, 100 received

Paps - I do not have a journal, I have little time with full time employment and family + 2 small kids both kids below 4 years old.

I was recommend by a trader at work, who use this volume node tool, I do not know how it works, but what I read out of the vendors page looks promising. It can complement AD to weed out volume anomalies . I plan to test this trial next weekend and I have been busy with work this weekend. I have no clue how it works.

DISCOTRADING: Volume Nodes Detector


Last edited by optionzen; November 1st, 2015 at 03:48 PM.
Reply With Quote
The following 3 users say Thank You to optionzen for this post:
 
  #60 (permalink)
Elite Member
Dallas
 
Futures Experience: Intermediate
Platform: ThinkorSwim, Ninjatrader, Multicharts
Broker/Data: Thinkorswim, Ninjatrader Brokerage
 
optionzen's Avatar
 
Posts: 135 since Nov 2010
Thanks: 128 given, 100 received


It kind of looks like what BookMap does it in some way.

Reply With Quote

Reply



futures.io > > > > auction dashboard

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)
 

Anthony Drager: Pulling the trigger with confidence

Elite only
 

Leo Murphy: The Art and Science of Technical Analysis

Elite only
 

FuturesTrader71: Ask Me Anything

Elite only
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
small dashboard on the topleft of a chart (indicator) jdextras NinjaTrader 7 September 6th, 2014 03:35 PM
Building my custom dashboard enjoyaol Elite Automated Trading 5 January 16th, 2014 10:49 AM
Auction algo Tasker_182 The Elite Circle 1 December 9th, 2013 10:20 AM
TDI Basket or Dashboard. Another try dee50 NinjaTrader 0 April 22nd, 2012 07:17 AM
TDI Basket /Dashboard dee50 NinjaTrader 0 April 19th, 2012 03:06 PM


All times are GMT -4. The time now is 01:24 PM.

no new posts
Page generated 2017-01-24 in 0.15 seconds with 21 queries on phoenix via your IP 54.211.213.149