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FootPrintV2 Chart for NT8


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  #231 (permalink)
 RobWa 
Seattle, WA
 
Platform: NinjaTrader8
Trading: Futures
Frequency: Daily
Duration: Minutes
Posts: 11 since May 2024
Thanks Given: 6
Thanks Received: 1

Here is a little more weirdness. Looking at the bid ask columns on your orderflow indicator and the orderflow indicator that comes with a package of inc. in the WyckoffZen bundle. It looks like something isn't mathing but is this by design? Regarding to number size, going from 15 range to 10 range helped.
Capture4


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  #232 (permalink)
 Belltalks 
Chicago US
 
Experience: Intermediate
Platform: NinjaTrader
Trading: CL GC
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mk77ch View Post
After some thoughts, i finally exported the BarItems to an own Indicator (BarData) which is also used by the FootPrintV2 indicator to access the ladder data for the bars and the profiles.

I've attached Test.cs to this post, which is an example indicator on how to access the BarItems provided by the BarData indicator.

The BarItems which can be accessed provide the following per bar data:

 
Code
BarItem
---------------------------
int    idx	        // bar index
bool   ifb	        // is first bar of session
bool   clc	        // internally used to check if the bar item has to be re-calculated
double min	// minimum price
double max 	// maximum price
double rng	// range in ticks
double opn	// open price
double cls	// close price
double vol	// total volume
double ask	// ask volume
double bid	// bid volume
double dtc	// delta close
double dtl	// delta low
double dth	// delta high
double cdo	// cumulative delta open
double cdl	// cumulative delta low
double cdh	// cumulative delta high
double cdc	// cumulative delta close
double poc	// point of control (price)
double avg	// average volume (total volume / rows)

ConcurrentDictionary rowItems	// bar row items

Profile custProfile	// custom profile
Profile currProfile	// current session profile
Profile prevProfile	// previous session profile


RowItem
---------------------------
double vol	// volume
double ask	// ask volume
double bid	// bid volume
double dta	// volume delta


Profile
---------------------------
int        bar	// first bar used for profile calculation
double min	// minimum price
double max	// maximum price
double rng	// range in ticks
double opn	// open price
double cls	// close price
double vol	// total volume
double ask	// ask volume
double bid	// bid volume
double dta	// volume delta
double poc	// point of control (price)
double vah	// value area high
double val	// value area low
double avg	// average volume (total volume / rows)

ConcurrentDictionary rowItems // profile row items
All the best,
Mike

Hi Mike,
I've managed to print the pocs at the close of each bar based on your "at each tick processing" but I'm unable to make it work with OnBarClose processing.
I've tried to add a tick series to "my Test" indicator and use similar code as yours, while Barinprogress==1, in order to add the value of the poc to a double variable to be printed at bar close. I can't manage to make It work even if that should be simple and straightforward (my programming skills are too limited).
Could you share a simple example for accessing the data OnBarClose instead of at each tick?
Thanks in advance.

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  #233 (permalink)
 augusta 
grenoble isere/france
 
Experience: Beginner
Platform: ninjatrader metatrader
Trading: futures
Posts: 53 since Jul 2012
Thanks Given: 69
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Belltalks View Post
Hi Mike,
I've managed to print the pocs at the close of each bar based on your "at each tick processing" but I'm unable to make it work with OnBarClose processing.
I've tried to add a tick series to "my Test" indicator and use similar code as yours, while Barinprogress==1, in order to add the value of the poc to a double variable to be printed at bar close. I can't manage to make It work even if that should be simple and straightforward (my programming skills are too limited).
Could you share a simple example for accessing the data OnBarClose instead of at each tick?
Thanks in advance.

hello all traders
I use the mk77ch MIKE indicator it works very well
In the attached image can you tell me what these numbers at the top of the arrows correspond to ?
Thank you very much and have a nice day
Augusta

numbers on chart

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  #234 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
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Broker: Dorman
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augusta View Post
hello all traders
I use the mk77ch MIKE indicator it works very well
In the attached image can you tell me what these numbers at the top of the arrows correspond to ?
Thank you very much and have a nice day
Augusta

numbers on chart

This is the "Tape Strip". This can be configured in the indicator options.
The Tape Strip displays orders which are bigger than x contracts.

I never lose. I either win or learn.
Nelson Mandela

The Potion | Konje | Pride | Stick Season | Breathe
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  #235 (permalink)
 augusta 
grenoble isere/france
 
Experience: Beginner
Platform: ninjatrader metatrader
Trading: futures
Posts: 53 since Jul 2012
Thanks Given: 69
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mk77ch View Post
This is the "Tape Strip". This can be configured in the indicator options.
The Tape Strip displays orders which are bigger than x contracts.

Hello MIKE
Thank you very much for the answer !
Please can you tell me if those displays orders numbers has been executed or if it is just an information of some different size order numbers they are into the order book but they also can be removed by traders because they did not have been executed ??
thank you for helping
have a very nice day trading
augusta

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  #236 (permalink)
 
mk77ch's Avatar
 mk77ch 
Switzerland
 
Experience: Advanced
Platform: NinjaTrader
Broker: Dorman
Trading: Currency Futures, ES
Posts: 140 since Oct 2010
Thanks Given: 29
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augusta View Post
Hello MIKE
Thank you very much for the answer !
Please can you tell me if those displays orders numbers has been executed or if it is just an information of some different size order numbers they are into the order book but they also can be removed by traders because they did not have been executed ??
thank you for helping
have a very nice day trading
augusta

yes they have been executed.

I never lose. I either win or learn.
Nelson Mandela

The Potion | Konje | Pride | Stick Season | Breathe
Started this thread Reply With Quote
  #237 (permalink)
 augusta 
grenoble isere/france
 
Experience: Beginner
Platform: ninjatrader metatrader
Trading: futures
Posts: 53 since Jul 2012
Thanks Given: 69
Thanks Received: 17


mk77ch View Post
yes they have been executed.

Hello MIKE
Well now it is clear for me and i will use your info to understand the best of the move
thank you very much for your help and your great work and contribution
take good care
be well
augusta

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  #238 (permalink)
 molleti 
Princeton,NJ
 
Experience: None
Platform: NinjaTrader
Trading: Stocks
Posts: 3 since Jan 2013
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Hi how is this https://www.mzpack.pro/product/mzpack-indicators-w-divergence-for-ninjatrader-8/ for Foot Print?

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  #239 (permalink)
 Belltalks 
Chicago US
 
Experience: Intermediate
Platform: NinjaTrader
Trading: CL GC
Posts: 25 since May 2016
Thanks Given: 4
Thanks Received: 15



Personally, I consider it the best paid indicator package for NT8 by far. No other vendor is close to it.

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  #240 (permalink)
 molleti 
Princeton,NJ
 
Experience: None
Platform: NinjaTrader
Trading: Stocks
Posts: 3 since Jan 2013
Thanks Given: 1
Thanks Received: 0



Belltalks View Post
Personally, I consider it the best paid indicator package for NT8 by far. No other vendor is close to it.

Thannks

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Last Updated on June 15, 2024


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