This is my attempt at recreating the Horizontal Order Ticker provided by CQG for use on Ninja Trader. At best...I am a brute force programmer so if any of you real programmers out there can improve upon this in any way please do. This indicator focuses on the orders added to and canceled from multiple price levels rather than buys and sells. It compares the volume at the first 5 price levels with the volume at the same price levels from the previous tick and prints the result. Orders added print green and orders removed print red. It has been coded to print results for 10 price levels but the last 5 have been commented out. If you want to see all 10 levels, simply uncomment them in the code. It also prints Level II data and plots the bid and ask prices.
This is sort of a work in progress. I would like to add a size filter to it at some point. In the mean time, I hope there are traders out there that will find this useful.