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NinjaTrader
Free OrderFlow Ladder (SuperDOM column)
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Hi Neeqone, here's the functionality list that will work with a Level I data feed:
- Sliding window Buys/Sells
- Imbalance detection
- Session Buys/Sells
- BIce/SIce
- Volume profile
- Notes
- Orderflow strength (OFS) bar
- Best bid/offer
Level II is required for the following:
- Full bid/ask stack
- Bid/Ask stacking/pulling
HTH.
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Neeqone, I stand corrected. Another trader pointed out that the ladder is not displaying trades without L2. I believe I understand the underlying cause, but I'll need to do some testing without an L2 feed to make sure it works as expected. I'll post back here when I have an update.
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Hi, gemify
First off amazing work here. What you've done is freaking awesome. I just downloaded this. I also wanted to ask if you happen to know why the data isnt loading in real time. I have to manually refresh the dom to update/populate the columns on your ladder.
Any ideas/suggestions?
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gemify
MemberRudimentary hidden/ice columns (I named them BIce and SIce )- These columns display cumulative executions that exceed the corresponding bid and ask sizes. I'll let you decide if there's real alpha in this data that is displayed in these columns, but from what I've seen so far, it can be telling which way participants are leaning, given how many executions exceed the bid and offer sizes. (executions from today's FOMC period were interesting to watch).
I can make a road sign seem complicated sorry
Regards
BruceLast edited by trymph; 11-25-2022, 09:56 AM.
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Today's Consumer Confidence numbers market reaction was an amazing test of ALPHA for the SIce/BIce addition....THANKS!! It seems that the Imbalance indicators' colors in the BUY/SELL columns adjacent to the SIce/BIce columns MAY be a clue to "trapped" positions for an early heads up to potential forced position closing stop out IEDs out there. Just seeming to line up that way not sure yet. Also, SIce/BIce helped prevent me from opening a position in a few instances where my other "tricks" in the bag were pointing to a potential trade. I use over bot/sold RSI and Delta Footprints to fade retracement retests (or initially and not waiting when I've lost my discipline) and the SIce/BIce seemed to indicate some bigger snakes in lurking the grass <g>.
Anyway still collecting internally for my human AI data base...........Great stuff as always and hope the column sizing is not too big a deal if you can make that happen.
Regards
Bruce
Last edited by trymph; 12-01-2022, 03:04 PM.
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I have a favor to ask. A few folks have pointed out that the ladder doesn't work with Level I data. I have an update that should work on L1 feeds but I need a couple of people to test it out to make sure that it does. Please feel free to test this new version out. If you can let me know what you find, I'd greatly appreciate it. Thanks for your help!
Neeqone
Adams01
edavilaxxxAttached Files
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There's a youtube video that I came across that uses this free ladder. I have not interacted with this gentleman personally, but from what I see, he does a great job explaining how to use orderflow:
In this video I introduce the best FREE Order Flow Trading Ladder for Ninjatrader 8Gemify’s Free Trading Ladder - https://ninjatraderecosystem.com/user-app-s...
Having said that, there are several videos that explain the concept of reading orderflow and using it to make trades. Also, I believe there are a lot of experienced traders here on NT that might be able to point you in the right direction.
Hope this helps.Last edited by gemify; 01-29-2023, 04:43 PM.
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This is exceptional.
There is an absolutely massive segment of traders that needs this type of functionality, who don't even consider Ninja.
If the Ninja devs finally are able to build out some OG orderflow analysis tools that would be amazing for the company and the brokerage side of the business I'm sure.
Extremely generous of you to share so freely and I'm grateful to have the chance to learn some of the ways you have coded this that I'm currently working on in my own projects.
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