ninjatrader

You can start with this tutorial - http://www.ninjatrader-support.com/HelpGuideV6/SettingUpACustomIndicator.html Direct any questions to our support forum - http://www.ninjatrader-support2.com/vb/index.php

You can create custom indicator or strategy that feeds Volume into the MACD indicator. For an indicator, this would need to be custom programmed, if you are not a programmer, you can use the Strategy Wizard to generate trade conditions based off of MACD of Volume. Here is some related information - http://www.ninjatrader-support.com/HelpGuideV6/ConditionBuilder-IndicatorOnIndicatorToValueComparison.html

Not sure yet, it depends how are internal testing pans out.

We will have a public beta version available and at that time, we will release more information.

There is a good reason why what you have listed is not supported. - We could change implementation - We could remove methods/properties/classes - Any of the above would render your custom scripts inoperable I can tell you that some of the items listed above for sure will change with NT7.

You can also check out http://www.ninjatrader.com

To be clear, what I am saying is if you want what NinjaTrader has - Replay of - Every single bid/ask/last price and size change in both level I and II, from what I know, you can not get this data from any provider thus you must record it. Yes, you can run a trading system test in our Market Replay at speeds of up to 500x. Since its recorded, it replays exactly as the real market did.

Yes you do, but any market replay (NOT simply a bar reply) all aspects of data (all bid/ask/last price and size changes) are recorded for level I and level II. That is the difference between market replay and a bar replay feature.

NinjaTrader does this as well, full market replay which includes all level I and level II data across all instruments replayed in synchronization. ....and its free.

NinjaTrader currently supports the following for FX - GAIN Capital/FX Pro - Both their fixed and fractional spread pricing options MBT FX Interactive Brokers HotSpot through Zen-Fire coming shortly. Our DOM interface is supported for all but you have to consider how practical it may be for your style of trading. MBT and GAIN fractional prices are quoted in 1/10 pips thus if you had 40 price rows --> You would really be only displaying 4 total pips on a DOM screen. IB and HotSpot quote in 1/2 pips so you would get 20 total pips on the screen with 40 price rows GAIN Fixed spread is quoted in pips so you would get 40 total pips displayed Ray