Cummulative Market Depth Numbers

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Updated February 17, 2013

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Silvester17 with 5 posts (7 thanks)
Baseheadz with 5 posts (0 thanks)
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Cummulative Market Depth Numbers

July 29th, 2011, 01:56 PM	#1 (permalink)
Baseheadz Las Vegas, USA Elite Member Experience: Master Platform: Ninja, Multicharts, Proprietary Trading: Energies Posts: 48 since Jun 2011 Thanks Given: 1 Thanks Received: 9	I'm trying to get the cumulative market depth from the order book and chart the cumulative bids and cumulative offers. Is there already an indicator that does this?

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July 29th, 2011, 02:05 PM

#3 (permalink)

Big Mike

Manta, Ecuador

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Baseheadz

I'm trying to get the cumulative market depth from the order book and chart the cumulative bids and cumulative offers. Is there already an indicator that does this?

GomCD included in GomRecorder:

GomRecorder 2
Hi guys,

Here's the new major release of GomPackage, released this time in Elite because it was a lot of hard work.
THIS VERSION IS FOR NT 7 ONLY

Indicators developed with GomRecorder 1.3 still work on 2.0

Majors changes with 1.3b are the …

Mike

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July 29th, 2011, 02:23 PM	#4 (permalink)
Baseheadz Las Vegas, USA Elite Member Experience: Master Platform: Ninja, Multicharts, Proprietary Trading: Energies Posts: 48 since Jun 2011 Thanks Given: 1 Thanks Received: 9	Thanks for the super fast reply Mike. To be more descriptive, I would like to chart only the real-time Cumulative Bids and Cumulative Offers separately from each other. Is there anything that can do just that? So for instance, if the Cumulative Bids on the ES order book are 5000, can I use the GOMCD or some existing indicator to tell me that number? Thanks Dan

July 29th, 2011, 02:32 PM

#5 (permalink)

Big Mike

Manta, Ecuador

Site Administrator
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Swing Trader

Experience: Advanced

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Thanks Received: 102,577

Baseheadz

Thanks for the super fast reply Mike. To be more descriptive, I would like to chart only the real-time Cumulative Bids and Cumulative Offers separately from each other. Is there anything that can do just that?

So for instance, if the Cumulative Bids on the ES order book are 5000, can I use the GOMCD or some existing indicator to tell me that number?

Thanks

Dan

The Gom Volume Ladder:

Volume Ladder for NT (Gomi)
Here's an indicator based on GomRecorder framework (see NT forums).

Please download it first , latest version here :

It's a volume ladder that includes cumulative delta stuff, I'll document it below.

It works with 6.5 and 7Beta5

Doc is …

Mike

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July 29th, 2011, 02:43 PM

#6 (permalink)

Silvester17

Columbus, OH

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Baseheadz

I'm trying to get the cumulative market depth from the order book and chart the cumulative bids and cumulative offers. Is there already an indicator that does this?

do you mean something like this?

blue = ask
red = bid

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July 29th, 2011, 02:58 PM	#7 (permalink)
Baseheadz Las Vegas, USA Elite Member Experience: Master Platform: Ninja, Multicharts, Proprietary Trading: Energies Posts: 48 since Jun 2011 Thanks Given: 1 Thanks Received: 9	Yeah. That is perfect. Where can I download something like that?

July 29th, 2011, 03:01 PM

#8 (permalink)

Silvester17

Columbus, OH

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Baseheadz

Yeah. That is perfect. Where can I download something like that?

here's a total of 8 indicators with different level 2 settings

Attached Files

Elite Membership required to download: agOrderBookOscillator.zip

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boxi, cazimi, NeilVee

July 29th, 2011, 03:03 PM	#9 (permalink)
Baseheadz Las Vegas, USA Elite Member Experience: Master Platform: Ninja, Multicharts, Proprietary Trading: Energies Posts: 48 since Jun 2011 Thanks Given: 1 Thanks Received: 9	You're so money and you don't even know it

July 29th, 2011, 03:05 PM	#10 (permalink)
Baseheadz Las Vegas, USA Elite Member Experience: Master Platform: Ninja, Multicharts, Proprietary Trading: Energies Posts: 48 since Jun 2011 Thanks Given: 1 Thanks Received: 9	Silvester, Which indicator do you have shown above?

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