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Yes, I agree with what you're saying. I thought I hinted the same.
Of course MM will need to make sure "she"'s in tune with her parts (i.e. other MM, and other exchange seats). The way this "tune" is achieved is a little dark magic that we, mortals, try to grasp with variable degrees of success.
I'm very interested in your findings of L2 dynamics. Whether they work and help in your trading or not.
Can you help answer these questions from other members on NexusFi?
Yeah, of course I know I'm preaching to a true believer with Connor !
I have a very "critical" setup, specifically:
1) My 32gb 6-Core Xeon 4.5ghz system is Co-Located (almost), being
<1 millisecond from the Exchange.
2) I am using the Rithmic Market Data Feed, which is un-aggregated.
3) My custom software is "Arm, Fire and Forget" in its operation, meaning
that I set conditions, Arm a Trigger, and then the (co-located) system makes
the Strike decisions, since I am located at a Ping distance of 75 msecs (roundtrip)
from the Server.
4) as I said, the Analytics feed directly into very fast Execution Triggering.
...and others...
So, if I discover that "Matter and Anti-Matter 'fall' in Gravity in Opposite Directions"
then part of that would be that the setup is highly tuned to just the Nasdaq, and
others would have difficulty replicating it... LOL
Hi there is there a download file for Tradeflowrisk and others you have talked about? New here and have NT8. Tried pasting your code but I think IM missing the properties file. Nothing shows up.
Okay, I did some quick hacking and I will post the
full code here as an edit; once I've verified everything.
CHANGES will be:
The whole SUPER_SPIKE_THRESHOLD_RATIO and
related concepts (including the property in the file)
are …
I can't hand hold, but you'll want to create a NinjaScript Indicator
with the EXACT Class Name "TradeFlowRisk", and generate it.
Then you'll want to replace ALL of the text in the NinjaScript Editor,
by ALL of the text taken
from the entire CODE block in the thread post, and then compile it.
This thread is all about learning to code an indicator, so you'll need
basic developer skills if you get into trouble...
This thread has proven extremely helpful to me, thanks hyperscalper! As a humble contribution I’ll take a stab at making a XAML interface which can change the indicator properties real time without restarting the indicator over the weekend.
Keeping in the spirit of things not being exactly the "Ninjatrader supported way" but a way that works very well
I could use winforms but to keep things slightly more NT8 I opt for XAML
Place the TradeFlowRisk.xaml file in this folder ..\NinjaTrader 8\TradeFlowRisk\