MAX & Min - Range Chart

[Cyanez]

Hi Everyone,
I would like to know if there is an indicator that I can get the MAX and MIN of the session. I have tried to set up the MAX and Min indicator but it just gives me the option of a fixed range, and I would like it from start to end of the session.

Also, I use the ES volume values to trade the mini- ES, it works fine when I use the Candlestick or Order Flow volumetric because I put all the Mini data in transparent and it is done. However, when I do the same with the 5 or 10 range chart, it shows a gap between each bar. Can you please give me an idea to fix it?

Thank you in advance.

[NinjaTrader_PaulH]

Hello Cyanez,

Thanks for your post.

You can apply the NinjaTrader indicator CurrentDayOHL which will show the Current High and Low of the session. It will also show the Open of the session. You can turn off any of the plots not needed.

Regarding, "However, when I do the same with the 5 or 10 range chart, it shows a gap between each bar." I'm not sure I understand, please post a screenshot to help clarify. Make sure to include the entire chart window that would show the instrument name, time scale and price scale.

[Cyanez]

Hi Paul,

Thank you for your email.
Apologies for my late reply.

They are the screenshots:

http://prntscr.com/p9e8xg

http://prntscr.com/p9e93s

Thank you for your help.

[NinjaTrader_PaulH]

Hello Cyanez,

Thanks for your reply.

In the charts you are showing two range bar types, one from ES and the other from MES on the same chart window. Range bars are created based on price movement and are not time based. The display with gaps would be expected as the range bars are likely closing at different times which dictate when (where) the bar is drawn on the chart.

[Cyanez]

Hi Paul,
Thank you for your reply,

1) Is there any way to have the ES in the chart and trade the MES?

What I mean is that I use the price action and volume from the ES to trade the MES, as the last one does not have so relevant volume, the main players are in the ES and they are the one that makes the MES price move.

I have the chart in this way because I trade the MES to put my orders but I follow the ES. I need a way to make this work in the same chart for my analysis.

2) Also, I would like to know how can I change the Range or timeframe in a Volumetric chart without going to the data series? When I change it from the top left in the chat or with the keyboard it changes to Candlestick.


3) Finally, I would like to know if there is an automatic way to calculate the total bid and Ask volume in a certain amount of candles or timeframe. For instance, I would like to know the volume in the ASK and the Bid between 8:30 am to 8:45 am in a 5-minute chart without to change a 15 min chart.

Thank you for your support
Best Regards
Carlos

[NinjaTrader_PaulH]

Hello Carlos,

Thanks for your reply.

1) Is there any way to have the ES in the chart and trade the MES? If you mean manually with the chart trader, you would need to have both on the chart and in the chart trader you can select the instrument to actually trade on. If you mean by a Ninjascript strategy, yes you can make your trade decisions based on the ES data and send orders to the MES.

2) Also, I would like to know how can I change the Range or timeframe in a Volumetric chart without going to the data series? When I change it from the top left in the chat or with the keyboard it changes to Candlestick. You will need to custom configure (easily done) the "interval selector". Please see, "Adding Intervals to the Interval Selector" in this section"How to change a Data Series" on this page: https://ninjatrader.com/support/help...price_data.htm

3) "Finally, I would like to know if there is an automatic way to calculate the total bid and Ask volume in a certain amount of candles or timeframe. For instance, I would like to know the volume in the ASK and the Bid between 8:30 am to 8:45 am in a 5-minute chart without to change a 15 min chart." Automatically would be no, the 15 minute chart is the best answer here, perhaps as a tabbed chart. It would be possible to create a custom indicator that could provide that information. If this option is of interest we can provide references to 3rd party programmers who could provide that service.

[Cyanez]

Hi Paul,

Once again thank you for your reply.

I have done it, however, I have noticed an issue with Order Flow Market Depth Map that every time I change the timeframe or range it start from scratch from the latest candle, that is a problem to identify the liquidity in the market, any previous important levels are gone. Is there and option that keep the history of this? It should not change by time frame as it is like the DOM that does not have a time frame.

Thank you

[NinjaTrader_PaulH]

Hello Carlos,

Thanks for your reply.

The Order_Flow Market Depth Map is a real time only display and will reset as you have observed on changes to the data series.
Reference: https://ninjatrader.com/support/help..._depth_map.htm