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Showing results for tags 'dom'.
Found 6 results
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DOM Wall -- Excel / InteractiveBrokers author: PointOne Instructions: 1. open file, do not allow macros or updates 2. select all worksheet tabs 3. Find-Replace myID -> your user id, replace All (there should be 27 replacements). Save, close, open, allow macros and updates. Resize the window and position however you want. The Excel charts remain responsive to modifications and there should no longer be any VB error messages. es-dom-et1.xls
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DOM -- Excel / IB Author: mikeytrader 1. This DOM uses IB feed through standard IB DDE connection. 2. Data is replaced instantly in each cell. -- The performance is good because there is no excessive calculations. 3. Left most section shows the DOM Ladder, 3 columns, price, size, accumulated size. I colored the ask side with green and the bid side with red, but only colored to the largest size in each level. This allows you to see the wall easily. The yellow color is used to show which side has the largest accumulated size. 4. Middle section, For each of the 5 levels of the DOM a Horizontal bar expands or contracts base on the corresponding size. 5. Right section, Similar to the DOM ladder on the left side, this only shows the biggest wall amongst the 5 levels of each side, plus the immediate inner pair. Instructions: 1. Save xls to hardrive 2. Launch IB 3. Make sure IB under configure>>api>>enable dde and enable active-x are turned on 4. Open xls; when prompted to "update" just say no 5. type in your IB user id in cell B47 and make sure B48 is the current contract and hit enter 6. save the xls 7. click on the setup button 8. ib data should start to update. The next time you open the xls you can chose "update". p.s. 1. you will need a basic knowledge of Microsoft Excel to use this. 2. this worksheet is a few years old, you will need to update the symbol to the current contract. (see #5 above) . domib.xls
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Hello All, [This is a real time indicator that shows an up bar or down bar over a zero line revealing the shifting of bid to ask sizes for 5 levels of the DOM. Also has a numerical representation on the upper chart panel.] I found this nifty indicator and absolutely love it, but can't remember what site I got it on or from who. I trade live with OEC but use this indicator on Ninja demo. I understand that Easy Language code can be used in Open E-Cry but none of the bid ask indicators on this site replicate the Ninja code. Goal is to "convert" this indicator to Easy Language for use in Open Ecry platform. Any thoughts? Thank you, Vin OrderBook.zip
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One attraction to the DOM's with futures trading is trying to 'see' where the market might go based on the volumes shown on the dom. I've read posts where newbies fall into this trap. I wanted to provide an example I saw today and over time we'll see if myself or others can provide some snapshots for review. The point is simple - to show that there are plenty of games that go on with the DOM and in my opinion, placing too much (or any) weight in them can be a slippery slope.
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Whats so good about TT MD Trader? I see so many Pros using it. Why not just use NinjaTrader SuperDom with Time and Sales? Thanks.
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Hello All, I found this nifty indicator and absolutely love it, but can't remember what site I got it on or from who. I trade live with OEC but use this indicator on Ninja demo. I understand that Easy Language code can be used in Open E-Cry but none of the bid ask indicators on this site replicate the Ninja code. Goal is to "convert" this indicator to Easy Language for use in Open Ecry platform. Any thoughts? Thank you, Vin
