Go Back   NinjaTrader Support Forum > NinjaTrader 7 > Indicator Development

Indicator Development Support for the development of custom indicators using NinjaScript.

Reply
 
Thread Tools Display Modes
Old 07-07-2012, 08:44 PM   #1
cbratton
Member
 
Join Date: Jan 2009
Posts: 42
Thanks: 2
Thanked 0 times in 0 posts
Default Cumulative Time & Sales

Is there an indicator that will do this in Ninjatrader. If not I think it should be built into the software, I'm sure it would be very easy to do.



Normal T&S show :
1@126,32
2@
126,32
1@
126,32
5@
126,32
1@
126,32
32@
126,32
1@126,33
1@
126,33
5@
126,33
6@
126,33

Cumulative T&S show :
42@126,32
13@126,33
cbratton is offline  
Reply With Quote
Old 07-08-2012, 01:30 PM   #2
NinjaTrader_AdamP
NinjaTrader Customer Service
 
NinjaTrader_AdamP's Avatar
 
Join Date: Aug 2011
Location: Denver, CO, USA
Posts: 2,895
Thanks: 241
Thanked 387 times in 375 posts
Default

cbratton,

You can make your own level 2 data books using a reference sample like here : http://www.ninjatrader.com/support/f...ead.php?t=3478

Then report it however you want.

Unfortunately I am not aware of anything that is pre-made for this. The SuperDOM may be similar here however, since it reports # contracts by price level.

You could try a NinjaScript consultant : http://www.ninjatrader.com/partners#...pt-Consultants
NinjaTrader_AdamP is offline  
Reply With Quote
Old 07-11-2012, 11:03 PM   #3
rt-trader
Senior Member
 
Join Date: Jan 2007
Location: , ,
Posts: 272
Thanks: 4
Thanked 7 times in 4 posts
Default

Check out Jigsaw Trading - they have want you are looking for.
rt-trader is offline  
Reply With Quote
Old 07-12-2012, 03:53 PM   #4
cbratton
Member
 
Join Date: Jan 2009
Posts: 42
Thanks: 2
Thanked 0 times in 0 posts
Default

Can you forward the idea to the development team for consideration? It would be helpful to have it especially in today’s markets.
cbratton is offline  
Reply With Quote
Old 07-12-2012, 03:57 PM   #5
cbratton
Member
 
Join Date: Jan 2009
Posts: 42
Thanks: 2
Thanked 0 times in 0 posts
Default

Over at Big Mike's Trading forum they have something that will show what I'm looking for but would still like to see this feature built in. You need to be an elite member to access this: http://www.bigmiketrading.com/elite-circle/21336-xavpack-discussion.html.
cbratton is offline  
Reply With Quote
Old 07-13-2012, 02:05 AM   #6
NinjaTrader_Bertrand
NinjaTrader Customer Service
 
NinjaTrader_Bertrand's Avatar
 
Join Date: Sep 2008
Location: Germany
Posts: 26,199
Thanks: 487
Thanked 1,840 times in 1,781 posts
Default

Thanks for the thoughts cbratton, this is on our feedback for consideration under # 1489 - I've just added a vote in our your behalf here as well.
NinjaTrader_Bertrand is offline  
Reply With Quote
Reply

Thread Tools
Display Modes

Posting Rules
You may not post new threads
You may not post replies
You may not post attachments
You may not edit your posts

BB code is On
Smilies are On
[IMG] code is On
HTML code is Off

Forum Jump

Similar Threads
Thread Thread Starter Forum Replies Last Post
cumulative time sales darkknight General Development 2 06-12-2011 01:55 PM
Time & Sales shali27 Platform Technical Support 4 12-08-2010 08:23 PM
Time&Sales tonynt Platform Technical Support 7 12-05-2009 10:35 AM
Time&Sales momtic Platform Technical Support 4 10-26-2009 10:30 AM
Time & Sales jajuanm2 Platform Technical Support 1 01-30-2008 05:51 PM


All times are GMT -6. The time now is 06:29 PM.

Futures, foreign currency and options trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. View Full Risk Disclosure.

CFTC Rules 4.41 - Hypothetical or Simulated performance results have certain limitations, unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profit or losses similar to those shown.

This website is hosted and operated by NinjaTrader, LLC (“NT”), a software development company which owns and supports all proprietary technology relating to and including the NinjaTrader trading platform. NT is an affiliated company to NinjaTrader Brokerage (“NTB”), which is a NFA registered introducing broker (NFA #0339976) providing brokerage services to traders of futures and foreign exchange products. This website is intended for educational and informational purposes only and should not be viewed as a solicitation or recommendation of any product, service or trading strategy. No offer or solicitation to buy or sell securities, securities derivative or futures products of any kind, or any type of trading or investment advice, recommendation or strategy, is made, given, or in any manner endorsed by any NT affiliate and the information made available on this Web site is not an offer or solicitation of any kind. Specific questions related to a brokerage account should be sent to your broker directly. The content and opinions expressed on this website are those of the authors and do not necessarily reflect the official policy or position of NT or any of its affiliates. 

Vendors along with their websites, products and services, collectively referred to as (“Vendor Content”), are independent persons or companies that are in no manner affiliated with NT or any if its affiliates. NT or any of its affiliates are not responsible for, do not approve, recommend or endorse any Vendor Content referenced on this website and it’s your sole responsibility to evaluate Vendor Content. Please be aware that any performance information provided by a vendor should be considered hypothetical and must contain the disclosures required by NFA Rule 2-29(c). If you are interested in learning more about, or investigating the quality of, any such Vendor Content you must contact the vendor, provider or seller of such Vendor Content. No person employed by, or associated with, NT or any of its affiliates is authorized to provide any information about any such Vendor Content. Visit the CFTC resources for education regarding the industry and signs of fraud.