Simple Total FootPrint Bid x Ask

[ketron82]

Dear friends...I'am new in NinjaTrader but I now C++ and Mql.
I need to build a footprint that shows Total BIDxASK of the day.
I think that it is not very complex but I don't know where begin. There is some basically opensource footprint to.do that? I saw Gomi indicator ecc but I would make.my custom footprint. (Quite Like this http://clip2net.com/s/5ShRS5 but more simple)
Can someone help me?

Many thanks to all

http://clip2net.com/s/5ShRS5

[ketron82]

Can Someone help me?
I am able to make simple indicator with ninja but I cannot found information or guide to program advanced indicator ....example a grid on the right of the Candle or a new window.
Where do I can found information or example....?

Many thanks again

[NinjaTrader_JC]

Hello ketron82,

We have a sample Indicator that builds a Level II book that you may use to help you build your Indicator at the following thread.

http://www.ninjatrader.com/support/forum/showthread.php?t=3478

Then you may use something like the DrawText() or Print() method to be able to print out the results.

Happy to be of further assistance.

[ketron82]

OK.....many many thanks....!
I have dowloaded the 2 archive and I don't Know wich import...i think the ver. NT7 because I have this version http://clip2net.com/s/5TFFMv or no?

So...when I go importing....I have this response:
1) http://clip2net.com/s/5TFHcS
2) If I click yes NT return me an error but If I click NO I obtain the correct response http://clip2net.com/s/5TFHr2
3) When I load the indicator on chart I see nothing.... http://clip2net.com/s/5TFJSM and http://clip2net.com/s/5TFKxc

How I made error?

Also...I am reading the Code...and I will search to adapt It to my ideas
Many Thanks

[ketron82]

Hello ketron82,

We have a sample Indicator that builds a Level II book that you may use to help you build your Indicator at the following thread.

http://www.ninjatrader.com/support/forum/showthread.php?t=3478

Then you may use something like the DrawText() or Print() method to be able to print out the results.

Happy to be of further assistance.

Many thanks....I will study the code but on the graph I have a problem like described in the previous post...When I have understood something I will insert DrawText() or Print() to made some experiment.

[sledge]

3) When I load the indicator on chart I see nothing.... http://clip2net.com/s/5TFJSM and http://clip2net.com/s/5TFKxc

How I made error?

Also...I am reading the Code...and I will search to adapt It to my ideas
Many Thanks

I believe this will only work in market replay with level II data going forward, or in live market.

Historical will probably not work.


Yep - just opened up the indicator and I see the comments:

        protected override void OnBarUpdate()
        {
			// Since the L2 data is only stored on real-time bars, there is no need to print L2 books on historical data
            if (Historical)
				return;

[ketron82]

I believe this will only work in market replay with level II data going forward, or in live market.

Historical will probably not work.


Yep - just opened up the indicator and I see the comments:

        protected override void OnBarUpdate()
        {
			// Since the L2 data is only stored on real-time bars, there is no need to print L2 books on historical data
            if (Historical)
				return;

ok many thanks...so...30 min and I will test the indicator on Futures Open...!
I think that I could test indicator with the simulator but today is Sunday and I have not had more time.

[ketron82]

Nothing appear on Market Opened

http://clip2net.com/s/5TXpyv

and this is the settings

http://clip2net.com/s/5TXpSk

where is the error?

TNX

[ketron82]

http://clip2net.com/s/5U7Mpv

Only the first indicator Run....mhmhmh?..

[eDanny]

Not on chart

I believe that sample indicator prints to the output window. Open one and see if it is working.

Dan

[ketron82]

Ok....In the Output Window I see that

http://clip2net.com/s/5U9GqP

and is right ...or no?...i see the book level for ask and bid.!

[ketron82]

I believe that sample indicator prints to the output window. Open one and see if it is working.

Dan

yes...this morning I have saw that....all right...perfect.....now...i begin test about ask and bid volume for each price...and I would begin simply starting from ask volume.
I hope that I don't make disaster ahahah

Many many thanks

[ketron82]

I removed the condition for SMA and now....I would create a variable for example one single price and i would send the volume (traded) that pass in ASK. I searching the command for read it.

 protected override void OnBarUpdate()
        {
			// Since the L2 data is only stored on real-time bars, there is no need to print L2 books on historical data
            if (Historical)
				return;
			
			// When the Close price crosses over the SMA, print the L2 books.
			
			//if (CrossAbove(Close, SMA(5), 1))
			//{
				// Prints the L2 Ask Book we created. Cycles through the whole List and prints the contained objects.
				Print("Ask Book");
				for (int idx = 0; idx < askRows.Count; idx++)
					Print("Ask Price=" + askRows[idx].Price + " Volume=" + askRows[idx].Volume + " Position=" + idx);
				
				// Prints the L2 Bid Book we created. Cycles through the whole List and prints the contained objects.
				Print("Bid Book");
				for (int idx = 0; idx < bidRows.Count; idx++)
					Print("Bid Price=" + bidRows[idx].Price + " Volume=" + bidRows[idx].Volume + " Position=" + idx);
			//}
        }

[ketron82]

I begin another indicator to test OnMarketData() but I cannot compile because I receive this error http://clip2net.com/s/5UoO7u

#region Using declarations
using System;
using System.ComponentModel;
using System.Diagnostics;
using System.Drawing;
using System.Drawing.Drawing2D;
using System.Xml.Serialization;
using NinjaTrader.Cbi;
using NinjaTrader.Data;
using NinjaTrader.Gui.Chart;
#endregion

// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    /// <summary>
    /// Enter the description of your new custom indicator here
    /// </summary>
    [Description("Enter the description of your new custom indicator here")]
    public class ASKBIDvol : Indicator
    {
        #region Variables
        // Wizard generated variables
            private long askv = 0; // Default setting for Askv
            private long bidv = 0; // Default setting for Bidv
            private double price = 0; // Default setting for Price
        // User defined variables (add any user defined variables below)
        #endregion

        /// <summary>
        /// This method is used to configure the indicator and is called once before any bar data is loaded.
        /// </summary>
        protected override void Initialize()
        {
            Overlay				= false;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.
        }
      
		protected override void OnMarketData(MarketDataEventArgs e)
        		
	      {
    
  			  if (e.MarketDataType == MarketDataType.Last) 
         	  Print("Last = " + e.Price + " " + e.Volume);
 
    		  else if (e.MarketDataType == MarketDataType.Ask)
        	  Print("Ask = " + e.Price + " " + e.Volume);
    	      else if (e.MarketDataType == MarketDataType.Bid)
         	  Print("Bid = " + e.Price + " " + e.Volume);
		  }
 
		
        #region Properties

        [Description("")]
        [GridCategory("Parameters")]
        public int Askv
        {
            get { return askv; }
            set { askv = Math.Max(0, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int Bidv
        {
            get { return bidv; }
            set { bidv = Math.Max(0, value); }
        }

        [Description("")]
        [GridCategory("Parameters")]
        public int Price
        {
            get { return price; }
            set { price = Math.Max(0, value); }
        }
        #endregion
    }
}

#region NinjaScript generated code. Neither change nor remove.
// This namespace holds all indicators and is required. Do not change it.
namespace NinjaTrader.Indicator
{
    public partial class Indicator : IndicatorBase
    {
        private ASKBIDvol[] cacheASKBIDvol = null;

        private static ASKBIDvol checkASKBIDvol = new ASKBIDvol();

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public ASKBIDvol ASKBIDvol(int askv, int bidv, int price)
        {
            return ASKBIDvol(Input, askv, bidv, price);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public ASKBIDvol ASKBIDvol(Data.IDataSeries input, int askv, int bidv, int price)
        {
            if (cacheASKBIDvol != null)
                for (int idx = 0; idx < cacheASKBIDvol.Length; idx++)
                    if (cacheASKBIDvol[idx].Askv == askv && cacheASKBIDvol[idx].Bidv == bidv && cacheASKBIDvol[idx].Price == price && cacheASKBIDvol[idx].EqualsInput(input))
                        return cacheASKBIDvol[idx];

            lock (checkASKBIDvol)
            {
                checkASKBIDvol.Askv = askv;
                askv = checkASKBIDvol.Askv;
                checkASKBIDvol.Bidv = bidv;
                bidv = checkASKBIDvol.Bidv;
                checkASKBIDvol.Price = price;
                price = checkASKBIDvol.Price;

                if (cacheASKBIDvol != null)
                    for (int idx = 0; idx < cacheASKBIDvol.Length; idx++)
                        if (cacheASKBIDvol[idx].Askv == askv && cacheASKBIDvol[idx].Bidv == bidv && cacheASKBIDvol[idx].Price == price && cacheASKBIDvol[idx].EqualsInput(input))
                            return cacheASKBIDvol[idx];

                ASKBIDvol indicator = new ASKBIDvol();
                indicator.BarsRequired = BarsRequired;
                indicator.CalculateOnBarClose = CalculateOnBarClose;
#if NT7
                indicator.ForceMaximumBarsLookBack256 = ForceMaximumBarsLookBack256;
                indicator.MaximumBarsLookBack = MaximumBarsLookBack;
#endif
                indicator.Input = input;
                indicator.Askv = askv;
                indicator.Bidv = bidv;
                indicator.Price = price;
                Indicators.Add(indicator);
                indicator.SetUp();

                ASKBIDvol[] tmp = new ASKBIDvol[cacheASKBIDvol == null ? 1 : cacheASKBIDvol.Length + 1];
                if (cacheASKBIDvol != null)
                    cacheASKBIDvol.CopyTo(tmp, 0);
                tmp[tmp.Length - 1] = indicator;
                cacheASKBIDvol = tmp;
                return indicator;
            }
        }
    }
}

// This namespace holds all market analyzer column definitions and is required. Do not change it.
namespace NinjaTrader.MarketAnalyzer
{
    public partial class Column : ColumnBase
    {
        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.ASKBIDvol ASKBIDvol(int askv, int bidv, int price)
        {
            return _indicator.ASKBIDvol(Input, askv, bidv, price);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.ASKBIDvol ASKBIDvol(Data.IDataSeries input, int askv, int bidv, int price)
        {
            return _indicator.ASKBIDvol(input, askv, bidv, price);
        }
    }
}

// This namespace holds all strategies and is required. Do not change it.
namespace NinjaTrader.Strategy
{
    public partial class Strategy : StrategyBase
    {
        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        [Gui.Design.WizardCondition("Indicator")]
        public Indicator.ASKBIDvol ASKBIDvol(int askv, int bidv, int price)
        {
            return _indicator.ASKBIDvol(Input, askv, bidv, price);
        }

        /// <summary>
        /// Enter the description of your new custom indicator here
        /// </summary>
        /// <returns></returns>
        public Indicator.ASKBIDvol ASKBIDvol(Data.IDataSeries input, int askv, int bidv, int price)
        {
            if (InInitialize && input == null)
                throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

            return _indicator.ASKBIDvol(input, askv, bidv, price);
        }
    }
}
#endregion

[NinjaTrader_CalH]

Ketron82,

The screenshot you sent shows compile errors but not for the indicator in question. The errors are actually point towards another indicator called ASKBIDPRICE.CS

I would open that file and compile that code.