Time and Sales

[Zeos6]

Hi,

It is nice to have a Time and Sales window in NT8 but I find it of little use in its present form. Does anyone know if there are any indicators for Time and Sales which allow filtering of the data? I am especially interested in an aggregate sum at each time stamp. It would be ince if NT incorporated some ability to filter the data into the Time and Sales.

[NinjaTrader_ChelseaB]

Hello Zeos6,

I'm not are of any indicator that does what you are asking specifically, but you could create one that does.

Attached is a simple example of replicating the Time & Sales window behavior.

These are ported from examples I've created in NinjaTrader 7.

http://ninjatrader.com/support/forum/showthread.php?p=414250#post414250

[Zeos6]

Thank you ChelseaB. I will have a look at the information you provided. It is appreciated.

[kashter]

Hello Zeos6,

I'm not are of any indicator that does what you are asking specifically, but you could create one that does.

Attached is a simple example of replicating the Time & Sales window behavior.

These are ported from examples I've created in NinjaTrader 7.
http://ninjatrader.com/support/forum...250#post414250

Hi Chelsea,
I am playing around with the TnSVolume indicator you put together. On testing, at times it plots the blocks on the next candle rather than the candle than triggered it the volume. Any idea how to restrict the plot to only the corresponding candle? I am tried put different values to the 'bars ago' attribute of Draw.Text but that failed to fix the issue.

[NinjaTrader_ChelseaB]

Hello kashter,

When you say Plot are you referring to the Prints that are appearing in the output window?

Have you added a plot with AddPlot() and you are setting the Value[0]?

Drawing objects will appear on the bar they are called on. I would not expect a drawing object to appear on a bar that has not been created yet. What Calculate setting are you using?

[kashter]

Chelsea,
I mean the Draw.Text values printed on the actual chart. I have tried it again, and it seems to draw correctly when set with 'on bar close' and not so when I had it 'on price change'

[Agora001]

I'm trying to setup several time and sales with different size filters. The first time and sales for ES mini has a filter of 20 contracts. This works fine. However when I go to open and filter a second time and sales window, whether via the tab or a new and separate window, it doesn't move. Even when it is at filter "0," no filter, the time and sales stay stuck and do not update.

How do I remedy this problem?

[Agora001]

Let me update my previous post. It is now updating but even with the same filter size in 2 separate windows, the second Time and Sales hardly update. So there is a problem.

[NinjaTrader_Kate]

Hello Agora001,

Thank you for your posts.

I'm not seeing the same on my end. The higher the number you put in the filter, the less you'll see it update, but when I open a new T & S window of the same instrument, with a lower filter size I'm seeing that update more often as would be expected. What version of the platform are you using? You can find this under Help > About. The current version is 8.0.26.1.

Thanks in advance; I look forward to assisting you further.

[Agora001]

Well, after posting my inquiry, I sort of stumbled upon a 'work around," if I right-click and choose "duplicate in a new window" then it works perfectly. But not if I create a new window from the control center or use the "+" sign to open a new tab.

I am using the latest ninja 8 version.

Today, I tried again and all seems fine. It may have something to do with having ninja7 open at the same time. Today I only have ninja 8 open and active.

[Mike.A]

Hello

I had this indicator in NT7 before which is print on the chart T&S with the last three daily Volumes, I couldn't find it in NT8 and even the one for NT7 disappeared for the app

Anyone can help please to develop same one for NT8 or find it any where in the app.

Thank you in advanced

Mike

[NinjaTrader_ChelseaB]

Hello Mike,

Below is a link to an example indicator that prints the Time & Sales information.

https://forum.ninjatrader.com/forum/ninjatrader-8/indicator-development/97522-time-and-sales?p=785841#post785841

[rafaelcoisa]

hey NinjaTrader_ChelseaB, do you know the difference between built-in "BlockVolume" and the shared indicator TnSVolumeExample? Do they do the same but by different methods?

[NinjaTrader_ChelseaB]

Hello rafaelcoisa,

The BlockVolume indicator (and VOL indicator) are counting the bar volume of each tick in OnBarUpdate.

The Time & Sales window (and TnSVolumeExample) are volume of market updates of bid, ask, and last in OnMarketData().

[Alvaromm]

Hello, I am testing the tns volumeexample indicator to see if I can complement it with my way of operating, I see that every time the numerical symbol appears on the candle something interesting really happens, but I don't quite understand how it works, which is that there are pending contracts in those candles and what are the professionals going to look for? I would appreciate an explanation from someone who has used it. Thanks p.s. I use Google Translate I am Spanish