Using SuperDOM Columns

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Using SuperDOM Columns

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In addition to the standard Price Column used to display bid/ask data, the NinjaTrader SuperDOM has the ability to add additional columns for even further analysis for real-time market prices.  NinjaTrader comes with 4 pre-built system columns (displayed in the image below), with many more which can be downloaded to extend functionality.

 

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tog_minus        Understanding the Columns window

The Columns window is used to add, remove and edit all columns within a SuperDOM

Accessing the Columns Window

Right mouse click on the SuperDOM window and select the menu Columns

Sections of the Columns Window

The image below displays the three sections of the Columns window:

 

1.List of Available columns (a description of the selected column can be viewed by clicking on the info_icon symbol, see the green arrow in the image below)
2.Current columns Configured on the SuperDOM
3.Selected columns Properties

 

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tog_minus        How to add columns

Adding a Column

To add an column to a SuperDOM:

 

1. Open the Columns window (see the "Understanding the columns window" section above)

2. Left mouse click on the Available column you want to add and press the Add button or simply double click on it

3. The column will now be visible in the list of Configured columns

4. The column's parameters will now be editable on the right side of the columns window (see the "How to edit a column's parameters" section below)

 

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tog_minus        How to edit a column's parameters

Editing a Column

You can customize any column from the Columns window:

 

1. Open the columns window (see the "Understanding the columns window" section above)

2. Highlight the column you would like to edit from the list of applied columns (as shown in the image below).

3. Once highlighted this column's parameters will be available to edit on the right hand side.

 

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Column Parameters

The following parameters are common to most columns:

 

Setup


Label

Sets the text used for the column header

Visual


Color for background

Sets the color used for the column cells

Color for foreground

Sets the color used for the column text

Visible

Enables / Disables if the column should be displayed on the SuperDOM

Time Frame


Trading Hours

Sets the hours used for historical bar calculations

 

Each column will have its own set of parameters specific to that column.  Please see the "Understanding the default systems columns" section below for more information on each of NinjaTrader 's pre-built columns.  For any custom columns that have been downloaded, please refer to the column's developer for more information on settings specific to their custom column.

tog_minus        Understanding the APQ (Approximate Position in Queue) Column

APQ (Approximate Position in Queue) Column

The APQ column will calculate the number of contract resting ahead of your Limit or MIT orders based on the number of contracts that were advertised at the time the order was submitted, in other words - it will give you the worst possible position in the queue for your order - so you know conservatively how many contracts need to be filled before it's your orders turn.

 

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1.  Let's say you place a Buy limit order at a price of 1963.50, and at the time the order was confirmed as working from the exchange, there were 1233 contracts working at this level ahead of you.

 

2. APQ will assume that your order has a queue position of 1234, and will continue to monitor the number of contracts that are advertised at this level, and give you the number of contracts that are remaining based off the volume updates that occur at that price level.

 

Notes:

The value displayed in the APQ is a calculation based on the volume from your data provider.  For simulated orders, there is no way to accurately track your order against the live orders that are being sent from the data provider and filled at a live exchange, and as a result, the estimate will have little to no value to your simulation orders.  An order placed on a live account would be more accurately reflected, however it should be noted that this calculation is a client side calculated theoretical value.
Stop orders do not have an APQ as it has no queue effect. A stop order will trigger once the market trades at the stop price.

tog_minus        Understanding the Notes Column

Notes Columns

The Notes column will give you the ability to record custom user-defined text at any price row on the SuperDOM.  This will allow you to monitor and track individual price levels with any text you may find useful.

 

To record a note:

 

1.Double click on the corresponding price row in the Notes column to enter the text-edit mode
2.Using your keyboard, type in the text you wish to display
3.Press Enter on your Keyboard accept the text.

 

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Your custom note will now be synchronized with the price corresponding price row and will remain at that price level as your scroll up or down on the SuperDOM.

 

To remove a note, simply double click on the note row to re-enter the text-edit mode which will allow you to erase the text using your backspace or delete key on your keyboard.

tog_minus        Understanding the PnL Column

PnL Column

The PnL column will display the amount of Profit or Loss for each price row based on your average entry price.  This column has a setup property to display the number of units in Currency, Percent, Pips, Points, or Ticks (please see "How to edit a column's parameters" section above)

 

Once there is a position opened on the selected instrument, the PnL column will then calculate what you can expect your PnL to be at each price row on the SuperDOM based on the current position size, entry price and the tick size / point value of the instrument that is being traded.

 

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tog_minus        Understanding the Volume Column

Volume Column

The Volume Column will display the number of contracts that have traded in the current session.  This column has two Setup Properties to determine how the volume information is displayed. You data feed provider must support historical tick data and is using the Volume Column in Buy/Sell mode must also support Historical Bid/Ask tick data.

 

Note: The SuperDOM Volume Column will reset as the first tick of the next session comes in. If you open a fresh SuperDOM Volume Column outside of the instruments trading hours you will not see any Volume until the next sessions opening tick.

 

Display value in


Volume

Displays the actual number of contracts executed at each price level

Percent

Displays a value percentage based off of the total number of contracts traded in the session

Type


1. Standard

Trades are represented as the cumulative number of contracts that have been executed at each price level

2. BuySell

Trades are categorized as a buy (at the ask or above) or as a sell (at the bid or below) and then color coded based on the color parameters used in the Visual section (see "How to edit a column's parameters" section above

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tog_minus        How to remove columns

Removing a Column

To remove a column from your NinjaTrader SuperDOM:

 

Open the Columns window (see the "Understanding the Columns window" section above), select a column from the Configured columns list, press the Remove button, and then press the OK button to exit the Columns window.

tog_minus        Customize the display of columns

Moving/Resizing Columns

Each column added to the SuperDOM can be individually resized or moved.

 

To move the order of columns in the SuperDOM window

 

Right click on the SuperDOM and select Columns.
From the Columns window you can use "up" or "down" in the Configured columns section.
Left mouse click "up" to move the selected applied column left in the SuperDOM window
Left mouse click "down" to move the selected applied column right in the SuperDOM window

 

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To resize the width of a column:

 

Move your cursor to the edge of the column you wish to resize, where your cursor will turn into a left and right facing arrow
Left mouse click and drag to meet the width you desire

 

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Trade Control On Left

By default, the Trade Control will be displayed on the bottom of the SuperDOM.  However you can optionally set the Trade Control to be displayed on the left of the SuperDOM Price Ladder for a more compacted view which has been optimized for using multiple columns on the SuperDOM.  To enable this display, simply right click on the SuperDOM window and select the Trade Control On Left menu item.

 

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tog_minus        Custom column development

In addition to the 4 system columns that come pre-built with the NinjaTrader application, you also have the ability to create custom columns of your own.  For example, you could create your own custom volume column to apply to your NinjaTrader SuperDOMs.

 

For more information on using NinjaScript to build custom SuperDOM Columns please see the NinjaScript section of the user help guide.

 

The option to hire a http://www.ninjatrader.com/partners.php#NinjaScript-Consultants to build your custom indicators is also available.