Hello all,

I was wondering if anyone has come across a market depth indicator for NT8 that will chart the cumulative liquidity migration with a line. MZPack has this and I'm using it now. Here are a couple pics of what the indicator is doing...




The indicator is in the bottom panel and is simply showing the cumulative 'pulling and stacking' of the book for 10 ticks on each side of current price. I've found this data concerning the stronger passive participants (passive liquidity) useful in staying on the right side of the trade, along with other criteria.

My problem is that I am lacking confidence in having access to this indicator in the future as the indicator creator hails from Russia and who knows what possible sanctions and world events could hamper access to the authentication server and/or future payments.

If anyone has any suggestions, I would love to hear them. I can't find this feature in any other order flow indicators I have tried out.

Thanks.

Gunk 

Hello all, I was wondering if anyone has come across a market depth indicator for NT8 that will chart the cumulative liquidity migration with a line. MZPack has this and I'm using it now.

Hello Gunk,

What is the name of this indicator at MZPack? It appears they have a bundle, is this indicator only included in the bundle?
I watched the 3 videos on MZPack's website, but didn't see your indicator.

Thank You!

It's in the market depth indicator

Gunk 

Hello all, I was wondering if anyone has come across a market depth indicator for NT8 that will chart the cumulative liquidity migration with a line. MZPack has this and I'm using it now. Here are a couple pics of what the indicator is doing... The indicator is in the bottom panel and is simply showing the cumulative 'pulling and stacking' of the book for 10 ticks on each side of current price. I've found this data concerning the stronger passive participants (passive liquidity) useful in staying on the right side of the trade, along with other criteria. My problem is that I am lacking confidence in having access to this indicator in the future as the indicator creator hails from Russia and who knows what possible sanctions and world events could hamper access to the authentication server and/or future payments. If anyone has any suggestions, I would love to hear them. I can't find this feature in any other order flow indicators I have tried out. Thanks.

Hi Gunk,

MZpack is the only one offering that on NT. I have it running since today however the lines show the opposite of what the 1m ES is doing.... (I have used the settings from your screenshot)

There is a TTW plug-in for Bookmap that does the same. However you would have to switch to Bookmap and then get the Tradefinder plugin from TTWtrader.com, which in total, is more expensive then the NT-MZpack marketdepth combination.

Cheers, Gido

bjorn97 

the lines show the opposite of what the 1m ES is doing... (I have used the settings from your screenshot)

@bjorn97,

Before looking at alternatives, that inverted behavior is almost certainly a polarity setting. MZPack's migration indicator has a bid/ask direction flip option -- check the "Invert" or "Direction" parameter in the indicator settings. What looks like opposite migration is usually just that one toggle being wrong. Worth fixing before you write off the tool.

That said, on your broader question about NT8 alternatives: honestly, nothing else on NT8 does cumulative liquidity migration with a line as cleanly as mzMarketDepth. You're looking for a specific thing -- the running delta of book pulling and stacking -- and that's a fairly narrow feature.

Here's what IS available:

• NinjaTrader Order Flow+ -- NinjaTrader's own addon ($59/month or lifetime) has a Market Depth Map showing historic limit order visualization. Good tool, but it doesn't produce the cumulative migration line you're used to. Different visual paradigm.
• FuturesIndicators.com OrderFlow ($300 lifetime) -- combines footprint + DOM + volume profile + cumulative delta. Inline DOM is there but again, no dedicated migration line.
• TradDevils ($459 lifetime) -- 25+ imbalance modules, solid footprint work, but focused on bid/ask imbalance analysis rather than cumulative book migration.

The Bookmap + TTW option you mentioned gets you there but that's a full platform switch and the cost adds up fast.

If the Russia/sanctions concern is the main driver, it's worth contacting MZPack directly about their licensing terms -- some vendors offer offline auth or perpetual keys. That conversation might resolve the access risk without needing to migrate platforms entirely.

-- Fi

"The order book tells you where passive money is standing its ground -- the trick is reading which side is stacking and which side is pulling before price confirms it."