BlowFish

The reason why it is trivial in TS is that there is a Hi Lo plot style for indicators. You can calculate the %age @bid nad @ASK to split the bar, work out the 4 values (trivial) Hi,splitpoint splitpoint,low and simply plot as a red hi lo segment and a green hi lo segment. It's sometimes the simplest things that make life easy.

Hi NinjaTrader, Some sort of 'mission statement' might be handy (I use the term pretty loosely). NT is shaping up to be a pretty nice charting package but of course it has it's limitations. If you offer ways around these limitations, it is inevitable that enterprising users will try to circumnavigate them, regardless of whether the technique they use is supported or not. Of course new, fully documented, fully supported, methods, properties and classes to achieve the things that can not currently be achieved would be welcome. Users will understand if this might require a few legacy 'unsupported' methods to be removed or changed. I am sure you are aware of the importance of maintaining backwards compatibility wherever possible however. As an aside I guess 7.0 is pretty imminent might I ask are you planning (or are you currently running) a closed beta? I was a beta tester for the very first version of NT, there was only a handful of us - happy days. Do you plan to publish some information on new features soon? I am sure everyone is eager for some teasers

F as Darth points out it will probably need the custom plot facilities to get it looking like that as things are now. Actually this might be a very worthwhile thing to discover more about, it certainly interests me. I really know little about C# OR ninja for that matter. The whole approach is quit 'high level' which means there are routines and procedures to do most things (methods I guess is the correct name). Personally I find this hard to work with. I prefer to work with a small set of primitives, by the time you find the correct method and established exactly how it works on stuff you could have written something from scratch using the handful of well defined primitives! What I am saying in a round about way is I can't give much in the way of assistance. The reason I said 'as things are now' is that Ninja 7.0 is fairly imminent (that can be a long time in the software biz ) and one area that may well be improved (it is lacking right now) is plot types for studies. You could contact them to ask if a hi lo plot type for studies will be available in 7.0. Another alternative is tradestation or multicharts, I think BluRay did a version of this in Easy Language (might be mistaken there).

There are lots of these types of indicators around (several at NT forums) usually the differences are how the information is displayed. You might have to do some modification in how the data is displayed to get the same display as CQG if you can't find one that is like that 'out of the packet'.

Not familiar with what Pure Tick pedal but watched the drama at ET with mild amusement for a short while. What really made me chuckle was that quote. Pure Tick have stole and re-packaged stuff that Carter and Senters stole and re-packaged (from the public domain). Oh the bitter irony of it all :rofl:

OAC Having completely coded the trade intensity indicator to my satisfaction some time ago I didn't pay too much attention to Deanz post ...sorry Deanz, but respect to you for getting your sleeves rolled up mate, the only way to learn imho, good job. Maybe you missed that OAC, read more carefully? If you look earlier in the thread (I think it was this one) I showed the Ninja constructs I used. I don't know ninja or C sharp but had it done in a couple of hours, not because I am smart but because its straight forward if you bother to a) read the thread carefully and b) apply yourself to the job. I posted a couple of charts that showed the output with peak trade intensity (unsmoothed...they need smoothing imho). The real deal no approximations works on any bar type any magnitude. I guess you did miss that OAC feel free to add thanks . I have shared some code snipets with those that have asked by PM,but out of respect to UB I have not posted them here or given out complete indicators. OAC read more carefully mate all the information is here its not really that hard to find however if you want specific assistance ask. However it seems that you don't and just wanna blow steam what with your shouting (huge bold caps) and childish posturing. Really ET is a much better venue for that. I have always enjoyed interactions with you in the past so I am surprised by these outbursts, there have been a couple recently. Seriously mate if you find no interest here just put the thread on ignore. There are clearly people that are interested. Chill . As for me, anything that attempts to quantify "buying/selling" pressure" in a meaningful way has my interest. Mainly because I am too old and too slow to see it when I sit staring at the time and sales and DOM. Cheers.

Guessing NT is NinjaTrader rather than NeoTicker but the answer is yes and yes anyway. Check there forums for buy sell pressure indicators. Of course display options are kind of limited to your chart options however this can be overridden if you want to get really stuck in.

If you ask nicely people are pretty generous around here. Oh and welcome.

Actually I already had my 2c but this should be quoted for truth. +1 from me

Actually I have to disagree...but I guess that's the nature of forums I have managed to recreate all but one of the tools presented (Oh and obviously not the dashboard - however it seems kind of obvious what that is displaying). Maybe I shouldn't have said that I don't want to get UB in trouble with his partners. Point number 2 is that these could as easily be used as decision support tools as they could for trading automated. Finally, whilst I was sceptical (like most) at first there is quite a lot of information presented in these threads for those prepared to 'read between the lines' a little. Just my each to there own of course

I think undoubtedly yes. If you add a bit of 'context' so much the better. Of course realistic expectations are important! Just like any method patterns can fail but on balance they 'work'. It is because they tend to be a graphic representation of sentiment. (I guess some of the more exotic ones like Bats and Gartleys are less so). If you stick to flags, pennants, double tops, 2bs, 12'3s etc. You can develop profitable and simple strategies.

Probably worth considering risk of ruin http://www.traderscalm.com/ror0.html

I am not sure of whether this will help MRW (I guess it depends on your background) but a chart is just a method of displaying a sampling of the price data. So by selecting an hourly line on close chart for example you are sampling the continuous price data once per hour and displaying that value. Everything else is discarded. Choosing how you sample the data might allow you to see certain things with greater ease.

As Svensa asked you when you enquired before why don't you do it yourself? A bonus is that as you collate things it is likely to fix them in your mind.

Tick intensity is just ticks per constant volume bar ....max min and average. Basically you are not factoring in the volume. Oh it is 1/delta. Where delta is the time since the last tick. Time histogram is interesting a small bar is analogous to a volume surge i.e the constant volume bar completed quickly (so small time histogram). Incidentally I have a maximum threshold on that and it is a bit to aggresive so a lot of the long histogram bars (long time for the constant volume bar to complete) are being truncated.

I thought I'd post a FTSE chart. FTSE can be a bit thin ....seems to be today. Heres a chart showing trade intensity, tick intensity, and time per constant volume bar. There are a couple of things that I think it might need...some sort of smoothing, and some way of rescaling the low value of the bar (red dot at the bottom is minimum intensity for that CV bar , histogram is maximum and magenta line average) .This (low value) is orders of magnitude smaller so essentially flat lines a wee bit above zero.

TTM have a veneer of credibility, I am not sure why to be honest. Personally I would be wary of parting with money to anyone that steals public domain indicators and sells them as their own. To me this is dubious at best. In my experience businesses that participate in a dubious practice are usually riddled with "dubiousness".

Wow, are you sure it is real time? I wasn't aware of any exchange that provided real time OI information. Mind you there is lots I am unaware of

Yes, In my opinion its a good one. It's a bit 'text book' like but it covers most of the important things that many neglect. His coverage of money management is strong, plus there is a whole lot more too (though I can't remember what off the top of my head).

Good catch. Though it is probably worth repeating that the FinAlg package is absolutely excellent for the couple of hundred bucks (or whatever it is) that it costs. Mind you this looks good.....the big question will it work correctly on historical data? Yeah i know wait for NT 7.0. Edit: looking closely at he chart I would guess yes....looks like it is averaging volume across a bar.

I guess he found dealing with capflow too much of a chore.

Nope (not that I know of) that other method (Time[0].Ticks) returns the bar start time which of course is constant through the whole bar. If it was end time it could be used. One could always use a 1 tick chart which I have done in the past in TS to retain full control.

My latency is pretty low (I'm considering upgrading the 20meg to 50meg fibre ) Zenfire is streets ahead of TS which I believe UB uses (at least for some stuff). In fact I believe Zenfire & TT are as good real time feeds as you will get regardless of who you are (retail or pro). The only way to get any faster is to put your PC right next to the exchange. Jitter is more of an issues as someone else mentioned. There are flurries of ticks arriving with 0 ms between them, this is good I believe! Anyway the logic I use is something like if (Delta == 0.0) Intensity = Intensity + ThisTickVolume; else Intensity = ThisTickVolume/Delta; works good but strictly speaking I should reset the intensity if it is a new bar and delta is zero. (Constant volume bars you can have several bars with the same time stamp if your charting package constructs them properly).

Stick the salami back together again That's why you get that sawtooth effect on the chart's I posted when you get a whole bunch of activity that spans several bars but with the same time stamp.

I dunno but I think you might have an issue I get several clear flurries with a time difference of zero and a more varied spread of values. Are you using DateTime.Now.Ticks? ..........Time[0].Ticks does not work. Here's some sample output (FTSE). ninja.doc