NexusFi: Find Your Edge

Home Menu


Categories Help    

The Elite Circle
File sharing for Elite Members only, includes any and all platforms and file types

DOM_Bands_v2 by ZTrade101 updated for NT7 5 *
The upper plot is the total number of shares or contracts offered for sale in the Level 2 order book. The lower plot is the total number of shares or contracts bid to buy in the Level 2 Order Book. The yellow plot is the bids minus the offers.

Maxrows is the user setting that controls how many rows of the order book are counted. In panel 2 we have the totals for all ten of the bid and all ten of the ask rows. In panel 3, with Maxrows set at 5, we see the totals for the 5 inside rows of bid and ask.

This will work in realtime or market replay mode. Changing any chart settings deletes existing plots, and there is no backfill. This limitation is because of the way Ninjatrader stores data. I started working on a DOMRecorder indicator to correct this. May take a while.

Thanks ZTrade for the idea of this indicator, and for the original implementation which worked fine in NT6.5 but had problems because of undocumented changes in NT7.

NinjaTrader 7.0: Yes - Zondor

Category The Elite Circle 
Suggest other entries I might like
Details: DOM_Bands_v2 by ZTrade101 updated for NT7
Category: The Elite Circle 

February 1st, 2010
Size: 3.32 KB
Downloaded: 1151 times

Keywords: dom tape zondor ztrade101


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top