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| Indicator Development Support for the development of custom indicators using NinjaScript. |
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01-16-2010, 02:17 AM
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#1 |
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Senior Member
Join Date: Sep 2008
Posts: 128
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Thanked 2 times in 1 post
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Order flow
Hi, has anyone ever written indicator to display the removal/insertion analysis of DOM level 2 bid/ask ladder ?
I am looking for an indicator that can display how many bids or asks get pulled or added visually with some alerts if big orders are pulled or inserted... Sample code for something that can be used as a foundation for this is also welcomed, as I can try to develop it. thanks |
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01-16-2010, 12:01 PM
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#2 |
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NinjaTrader Customer Service
Join Date: Jun 2009
Location: Denver, CO
Posts: 3,149
Thanks: 10
Thanked 89 times in 81 posts
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ssg10, have you seen the sample titled creating your own level II data feed? That should be a great starting point for your project.
Austin
NinjaTrader Customer Service |
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