Order flow heatmap

[Ricam]

Tried it out today and excellent so far. However in extended hours futures session when volume and book sizes are low, the plot becomes very faint and hard to read ( a COOLmap? haha) so would be nice to have more user control over the contrast range.

[NinjaTrader_DrewO]

Hello,

Thank you for posting.

So we may test with the same settings on our end and check for errors could you please email us at PlatformSupport [AT] NinjaTrader [DOT] com? In your message please include a link to this forum thread and a copy of today's trace files. You will find these diagnostic files in the Documents > NinjaTrader 8 > Trace folder. I will need to review a copy of the files which are named 'trace.20180130.XXXXX.txt'. There will likely be multiple files for each day.

[Ricam]

There are no errors in the trace file. I fooled around with the settings and was able to get better contrast by making the maximum book size smaller but this is something that the indicator should do automatically based on the range of order sizes in the book.

This tool really isn't useful because it is so hard to read. Bookmap is much better that way but unfortunately I can't superimpose my Ninjatrader indicators onto the Bookmap heatmap. Not yet, anyway. Then it would be ideal

[NinjaTrader_PatrickG]

Thanks for the feedback. I've found that adjusting the color of either the chart background and/or the 'color for bid/ask depth' within the indicator settings can also mitigate some visibility issues during low volume.

There is also a setting within the indicator called "Opacity distribution". Setting this to 'High' results in much darker overall depth levels. If you adjust this during low volatility, does this provide a solution?

[Ricam]

Might also help to have an option of horizontal black lines separating the levels. Or maybe an empty band a couple of pixels wide between them. They all seem to blur into each other now.

[NinjaTrader_PatrickG]

Thanks, Ricam.

The Development Team is looking into improving this tool's visibility in certain scenarios. I will create a feature request with all the suggestions mentioned here, I'll edit this post when I have a tracking number.

EDIT: the tracking number is SFT-3004

[abhay]

My OrderFlow HeatMap indicator does not look anything like the first chart. There is no gradient shaded area for LOB/DOM. I don't even see historical display of LOB even when I have tick replay on.

[NinjaTrader_Marco]

Hello abhay,

Thanks for your post.

So we may test with the same settings on our end and check for errors could you please email us at PlatformSupport [AT] NinjaTrader [DOT] com? In your message please include a link to this forum thread and a copy of today's trace files. You will find these diagnostic files in the Documents > NinjaTrader 8 > Trace folder. I will need to review a copy of the files which are named 'trace.20180130.XXXXX.txt'. There will likely be multiple files for each day.

We look forward to your reply.