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bid/ask ratio or orderbook ratio

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    bid/ask ratio or orderbook ratio

    Hi,

    I'm looking for an indicator or two.

    Is there any indicator that shows how many resting ontracts and counts(ticks) are on order book (bid and ask side) ?

    Also the above data in cumulative setting so it can be shown on a given period such as a 5 minute bar.

    I searched the whole forum and there was a trace of similar indicator called "cumulative bid/ask in 2007 but the actual indicator was removed from the thread.

    Thanks.

    #2
    kalalex, have you looked into those here from the sharing section as a potential starting point?

    http://www.ninjatrader.com/support/f...ulative&desc=1
    BertrandNinjaTrader Customer Service

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      #3
      Bertrand,

      I found something here similar according to the description of the indicator but couldn't import..
      Here's the error message and let me know if you could find out what's wrong.
      Thanks.
      Attached Files

      Comment


        #4
        Hi kalalex,

        The type for Volume changed from int to long from version 6.5 to 7, and this is likely why you get the message that it cannot be converted. Code breaking changes for version 7 are available here:
        http://www.ninjatrader.com/support/h...er_11_2010.pdf

        Unfortunately I'm not aware of the exact changes you will need to make to this indicator in order to compile, but anytime you use Volume in NT7 will need to be variable type long.
        Ryan M.NinjaTrader Customer Service

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          #5
          So there's no such indicator to show total bids/asks in the orderbook in a form of histogram bars for NT7?

          Comment


            #6
            Unfortunately none that we would be currently aware of, for your own coding works this reference sample below would be a good start into matters : http://www.ninjatrader.com/support/f...ead.php?t=5965

            You could also check into this addon here from Finalg - http://fin-alg.com/index.php/products/52
            BertrandNinjaTrader Customer Service

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              #7
              Fixed link

              http://fin-alg.com/products.html

              Comment

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