DOM and T&S Volume histograms

[Gindes]

Hello everyone!

I came to US futures market from Russian futures market.

When i was trading in Russia i used to trade in scalping and agressive daytrading style.

Our market and exchange is young and technological, for example we can see changes in open Interest in real time while trading futures. In Russia we have extra low commissions and discounts in margins.

So finally some of us came to US futures market because of liquidity and a lot of uncorrelated instruments.


From a lot of brokers and trade terminals i chose style and universality of Ninjatrader Brokeradge and terminal
- Perhaps this is one of the best terminals that has all you need to scalp the market build in

But, it can be a bit better than it is! -

There is one very neccesary thing to Scalp market - you have to see the Order flow.

There are a lot of softs and Add-ons in the market that are too complicated and UnUsefull

All we need is a GOOD Dom and T&S -
What I mean by "good"?
- Fast enough
- You can use Shortcuts
- You have to see simple visual interpretation of live volume of the order flow - Volume in DOM and T&S - in has to be in Histogram!!!

- NT8 - Has all of it except Histogram visualisation of the live order flow in DOM and T&S

When the Liquid market is moving fast - it's impossible to see numbers and compare numbers in DOM and T&S - so you cant be as good as if you Have volume histogram in these tools!

It will be great if you develop the histogram visualisation of volume for these tools!

The NT8 is almost great - if We will have histogram it will be The Best!

i have attached some pictures below

you can see our (Russian) version of the DOM and T&S with the histograms

and also how they made it in the DOM and T&S with the histograms in MT5

[NinjaTrader_PatrickH]

Hello Gindes,

Thank you for your post.

A historical representation of the depth can be created as a custom column for the NinjaTrader 8 SuperDOM. For information on custom columns please visit the following link: http://ninjatrader.com/support/helpG...dom_column.htm

I will forward your suggestion to our development team.

[NinjaTrader_PatrickH]

Hello Gindes,

Thank you for your patience.

This feature request was assigned the id SFT-734.

[sdfsfdfw]

What do you mean a historical representation of the depth can be created as a custom column all i see is adding a column for adding volume thats the closest thing i see.

[NinjaTrader_PatrickH]

Hello sdfsfdfw,

Thank you for your post.

A custom SuperDOM column could be created in NinjaScript via programming. For more information please visit the following link: http://ninjatrader.com/support/helpG...dom_column.htm

Please let me know if you have any questions.

[mrxdaviepoo]

Hello everyone!

I came to US futures market from Russian futures market.

When i was trading in Russia i used to trade in scalping and agressive daytrading style.

Our market and exchange is young and technological, for example we can see changes in open Interest in real time while trading futures. In Russia we have extra low commissions and discounts in margins.

So finally some of us came to US futures market because of liquidity and a lot of uncorrelated instruments.


From a lot of brokers and trade terminals i chose style and universality of Ninjatrader Brokeradge and terminal
- Perhaps this is one of the best terminals that has all you need to scalp the market build in

But, it can be a bit better than it is! -

There is one very neccesary thing to Scalp market - you have to see the Order flow.

There are a lot of softs and Add-ons in the market that are too complicated and UnUsefull

All we need is a GOOD Dom and T&S -
What I mean by "good"?
- Fast enough
- You can use Shortcuts
- You have to see simple visual interpretation of live volume of the order flow - Volume in DOM and T&S - in has to be in Histogram!!!

- NT8 - Has all of it except Histogram visualisation of the live order flow in DOM and T&S

When the Liquid market is moving fast - it's impossible to see numbers and compare numbers in DOM and T&S - so you cant be as good as if you Have volume histogram in these tools!

It will be great if you develop the histogram visualisation of volume for these tools!

The NT8 is almost great - if We will have histogram it will be The Best!

i have attached some pictures below

you can see our (Russian) version of the DOM and T&S with the histograms

and also how they made it in the DOM and T&S with the histograms in MT5

Hi Ginde from Russia. I was wondering if you found anything like this for NT7 or NT8? I too am looking for something like this. BTW how did you learn how to trade off the histogram? Is it something you learned by experience or did you read any books? Would love to learn about this kind of trading

[johnnymustard]

SuperDOM Volume column...

NT_PatrickH,

Please see the pic I included.
I saw a volume column set up a little differently and thought it was in NT8?
Can I set it to plot as described in the pic?

Thank you, JM

[NinjaTrader_PatrickH]

Hello johnnymustard,

Thank you for your post.

I have created a video demonstrating how to set up your SuperDOM as seen in the screenshot you provided. You may view this video at the following link: https://patrickh-ninjatrader.tinytak...I5N182ODAwMTgz

Please let me know if you have any questions.

[johnnymustard]

NT_PatrickH, thank you very much, that'll do it

[mrxdaviepoo]

Hi Patrick,

Thank you for uploading the video. This really helps as I am a dom trader as well. Is there a way to make an alarm go off when there is a certain amount of orders that was made? my dom shows the actual amount of contracts that were trading at a certain price instead of a percentage.. But i would like to have it notify me when theres an order for lets say 1000 or more at one time. Is this possible?

[NinjaTrader_PatrickH]

Hello mrxdaviepoo,

Thank you for your post.

This would require a custom indicator as there is no means to run an alert off of the SuperDOM or Level II window.

Such an indicator would require pulling from OnMarketDepth(): https://ninjatrader.com/support/help...arketdepth.htm

We have two examples on using Level II data in your code at the following links:

• https://ninjatrader.com/support/foru...ead.php?t=5965
• https://ninjatrader.com/support/foru...ead.php?t=3478

Please let me know if you have any questions.

[mrxdaviepoo]

Is simple to program this or build a custom indicator? If possible can you help me figure out how to write the code?

[NinjaTrader_PatrickH]

Hello mrxdaviepoo,

Thank you for your response.

The level of difficulty would depend on your knowledge in NinjaScript. This is a fairly simple indicator to build. You would need to use OnMarketDepth() and PlaySound().

OnMarketDepth(): https://ninjatrader.com/support/help...arketdepth.htm
PlaySound(): https://ninjatrader.com/support/help.../playsound.htm

Please let me know if you have any questions.

[mrxdaviepoo]

I have 0 knowledge of ninjascript actually.. :*( Would there be anyway someone could walk me through how to create this? been a loyal ninjatrader lifetime customer for the past like 3 years.

[NinjaTrader_PatrickH]

Hello mrxdaviepoo,

Thank you for your response.

Attached is a basic version of this. Please review and let me know if you have any questions.