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bid/ask ratio or orderbook ratio

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  • Raditz
    replied
    Fixed link

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

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    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

    Leave a comment:


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

    Leave a comment:


  • NinjaTrader_RyanM1
    replied
    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.

    Leave a comment:


  • kalalex
    replied
    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

    Leave a comment:


  • NinjaTrader_Bertrand
    replied
    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

    Leave a comment:


  • kalalex
    started a topic bid/ask ratio or orderbook ratio

    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.

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