Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Ticked

DOM Bid Ask AVC Indicator

Recommended Posts

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

Share this post


Link to post
Share on other sites

Here's the code...

 

 

//----------------------------------------------------------------------------------------

// Name: agOrderBookOscillator_V1b

// Type: Indicator

// Description: Accumulated Volume Ratio

// Credits:

// Comments:

// Versions: V1a - Initial Release

//

//----------------------------------------------------------------------------------------

//

#region Using declarations

using System;

using System.Diagnostics;

using System.Drawing;

using System.Drawing.Drawing2D;

using System.ComponentModel;

using System.Xml.Serialization;

using NinjaTrader.Data;

using NinjaTrader.Gui.Chart;

#endregion

 

// This namespace holds all indicators and is required. Do not change it.

namespace NinjaTrader.Indicator

{

/// <summary>

/// </summary>

[Description("agOrderBookOscillator_V1b (Real-time Only)")]

[Gui.Design.DisplayName("agOrderBookOscillator_V1b")]

public class agOrderBookOscillator_V1b : Indicator

{

 

// Line Values

private float plot_high_line_2 = 3;

private float plot_high_line_1 = 2;

private float plot_zero_line = 0;

private float plot_low_line_1 = -2;

private float plot_low_line_2 = -3;

 

#region Variables

// User Defined Variables

private int bidCumulativeVolume = 0;

private int askCumulativeVolume = 0;

 

private double TotalBidAskVolume = 0;

private double OBV_Ratio = 0;

private double OBV_BarHigh = 0;

private double OBV_BarLow = 0;

private double Prev_OBV_Ratio = 0;

private double Prev_OBV_BarHigh = 0;

private double Prev_OBV_BarLow = 0;

 

private int PreviousBar = 0;

 

private Data.MarketDepth marketDepth = null;

 

#endregion

 

 

/// <summary>

/// This method is used to configure the indicator and is called once before any bar data is loaded.

/// </summary>

protected override void Initialize()

{

Add(new Plot(new Pen(Color.Blue , 6), PlotStyle.Bar, "OBV_Ratio_UpHH"));

Add(new Plot(new Pen(Color.LightBlue, 6), PlotStyle.Bar, "OBV_Ratio_UpLH"));

Add(new Plot(new Pen(Color.Maroon , 6), PlotStyle.Bar, "OBV_Ratio_DnLL"));

Add(new Plot(new Pen(Color.Red , 6), PlotStyle.Bar, "OBV_Ratio_DnHL"));

 

Add(new Plot(new Pen(Color.Blue , 1), PlotStyle.Bar, "OBV_Ratio_UpHH_Wick"));

Add(new Plot(new Pen(Color.LightBlue, 1), PlotStyle.Bar, "OBV_Ratio_UpLH_Wick"));

Add(new Plot(new Pen(Color.Maroon , 1), PlotStyle.Bar, "OBV_Ratio_DnLL_Wick"));

Add(new Plot(new Pen(Color.Red , 1), PlotStyle.Bar, "OBV_Ratio_DnHL_Wick"));

 

Add(new Line(Color.DarkGray, plot_high_line_2, "High_Line_2_Val"));

Add(new Line(Color.DarkGray, plot_high_line_1, "High_Line_1_Val"));

Add(new Line(Color.DarkGray, plot_zero_line, "Zero_Line_Val"));

Add(new Line(Color.DarkGray, plot_low_line_1, "Low_Line_1_Val"));

Add(new Line(Color.DarkGray, plot_low_line_2, "Low_Line_2_Val"));

 

CalculateOnBarClose = false;

PaintPriceMarkers = true;

 

// Attach a market depth event handler (if connected providers does not support depth, you will not get any events)

if (Bars != null && Bars.MarketData != null)

{

marketDepth = Bars.MarketData.Connection.MarketDepthStreams[bars.Instrument];

if (marketDepth != null)

marketDepth.MarketDepthItem += new MarketDepthItemEventHandler(OnMarketDepth);

}

}

 

 

// You will get an event for each change in the order book (depth) in real-time only (not historical)

private void OnMarketDepth(object sender, MarketDepthEventArgs e)

{

// Get the cumulative volume for 5 levels deep on each side

bidCumulativeVolume = e.MarketDepth.Bid.TotalVolume(5);

askCumulativeVolume = e.MarketDepth.Ask.TotalVolume(5);

}

 

/// <summary>

/// Called on each bar update event (incoming tick)

/// </summary>

protected override void OnBarUpdate()

{

 

// Historical data does not contain depth so return

if (Historical)

return;

 

ChartControl.ChartPanel.Invalidate();

 

// Set the plots to the most recent cumulative depth values. If you wanted to plot the average over a bar period you would

// need to store data in an array over the course of the bar and then plot the average

 

// Calculate OBV Ratio and high / low values

TotalBidAskVolume = askCumulativeVolume + bidCumulativeVolume;

if (TotalBidAskVolume == 0)

OBV_Ratio = 0;

else

{

OBV_Ratio = Math.Round(((askCumulativeVolume - bidCumulativeVolume) / (TotalBidAskVolume) * 6), 2);

if (OBV_Ratio > OBV_BarHigh)

OBV_BarHigh = OBV_Ratio;

else if (OBV_Ratio < OBV_BarLow)

OBV_BarLow = OBV_Ratio;

 

if (OBV_Ratio >= 0)

{

if (OBV_Ratio > Prev_OBV_Ratio)

{

OBV_Ratio_UpHH.Set(OBV_Ratio);

OBV_Ratio_UpHH_Wick.Set(OBV_BarHigh);

}

else

{

OBV_Ratio_UpLH.Set(OBV_Ratio);

OBV_Ratio_UpLH_Wick.Set(OBV_BarHigh);

}

if (OBV_BarLow < Prev_OBV_BarLow)

OBV_Ratio_DnLL_Wick.Set(OBV_BarLow);

else

OBV_Ratio_DnHL_Wick.Set(OBV_BarLow);

}

else

{

if (OBV_Ratio < Prev_OBV_Ratio)

{

OBV_Ratio_DnLL.Set(OBV_Ratio);

OBV_Ratio_DnLL_Wick.Set(OBV_BarLow);

}

else

{

OBV_Ratio_DnHL.Set(OBV_Ratio);

OBV_Ratio_DnHL_Wick.Set(OBV_BarLow);

}

if (OBV_BarHigh < Prev_OBV_BarHigh)

OBV_Ratio_UpHH_Wick.Set(OBV_BarHigh);

else

OBV_Ratio_UpLH_Wick.Set(OBV_BarHigh);

}

if (FirstTickOfBar)

{

OBV_BarHigh = 0;

OBV_BarLow = 0;

Prev_OBV_BarHigh = OBV_BarHigh;

Prev_OBV_BarLow = OBV_BarLow;

Prev_OBV_Ratio = OBV_Ratio;

}

 

//----------------------------------------------------------------------

// Draw Text Fixed

//----------------------------------------------------------------------

if(askCumulativeVolume >= bidCumulativeVolume)

{

double cumRatio = Math.Round((double)askCumulativeVolume / (double)bidCumulativeVolume, 1);

DrawTextFixed("cumRatio",

askCumulativeVolume.ToString()+"\n"+

cumRatio.ToString()+"\n"+

bidCumulativeVolume.ToString(),

TextPosition.BottomRight);

}

else

{

double cumRatio = Math.Round((double)bidCumulativeVolume / (double) askCumulativeVolume, 1);

DrawTextFixed("cumRatio",

askCumulativeVolume.ToString()+"\n"+"-"+

cumRatio.ToString()+"\n"+

bidCumulativeVolume.ToString(),

TextPosition.BottomRight);

}

 

}

 

}

 

// You have to override the Dispose() method in order to clean up resources and detach the depth event handler

public override void Dispose()

{

// Detach the event handler

if (marketDepth != null)

marketDepth.MarketDepthItem -= new MarketDepthItemEventHandler(OnMarketDepth);

 

// Don't forget to call the base.Dispose() method so that the internal Dispose() method cleans up internal resources

base.Dispose();

}

 

#region Properties

[browsable(false)] // this line prevents the data series from being displayed in the indicator properties dialog, do not remove

[XmlIgnore()] // this line ensures that the indicator can be saved/recovered as part of a chart template, do not remove

 

public DataSeries OBV_Ratio_UpHH

{

get { return Values[0]; }

}

public DataSeries OBV_Ratio_UpLH

{

get { return Values[1]; }

}

public DataSeries OBV_Ratio_DnLL

{

get { return Values[2]; }

}

public DataSeries OBV_Ratio_DnHL

{

get { return Values[3]; }

}

public DataSeries OBV_Ratio_UpHH_Wick

{

get { return Values[4]; }

}

public DataSeries OBV_Ratio_UpLH_Wick

{

get { return Values[5]; }

}

public DataSeries OBV_Ratio_DnLL_Wick

{

get { return Values[6]; }

}

public DataSeries OBV_Ratio_DnHL_Wick

{

get { return Values[7]; }

}

 

#endregion

}

}

 

#region NinjaScript generated code. Neither change nor remove.

// This namespace holds all indicators and is required. Do not change it.

namespace NinjaTrader.Indicator

{

public partial class Indicator : IndicatorBase

{

private agOrderBookOscillator_V1b[] cacheagOrderBookOscillator_V1b = null;

 

private static agOrderBookOscillator_V1b checkagOrderBookOscillator_V1b = new agOrderBookOscillator_V1b();

 

/// <summary>

/// agOrderBookOscillator_V1b (Real-time Only)

/// </summary>

/// <returns></returns>

public agOrderBookOscillator_V1b agOrderBookOscillator_V1b()

{

return agOrderBookOscillator_V1b(Input);

}

 

/// <summary>

/// agOrderBookOscillator_V1b (Real-time Only)

/// </summary>

/// <returns></returns>

public agOrderBookOscillator_V1b agOrderBookOscillator_V1b(Data.IDataSeries input)

{

 

if (cacheagOrderBookOscillator_V1b != null)

for (int idx = 0; idx < cacheagOrderBookOscillator_V1b.Length; idx++)

if (cacheagOrderBookOscillator_V1b[idx].EqualsInput(input))

return cacheagOrderBookOscillator_V1b[idx];

 

agOrderBookOscillator_V1b indicator = new agOrderBookOscillator_V1b();

indicator.SetUp();

indicator.BarsRequired = BarsRequired;

indicator.CalculateOnBarClose = CalculateOnBarClose;

indicator.Input = input;

 

agOrderBookOscillator_V1b[] tmp = new agOrderBookOscillator_V1b[cacheagOrderBookOscillator_V1b == null ? 1 : cacheagOrderBookOscillator_V1b.Length + 1];

if (cacheagOrderBookOscillator_V1b != null)

cacheagOrderBookOscillator_V1b.CopyTo(tmp, 0);

tmp[tmp.Length - 1] = indicator;

cacheagOrderBookOscillator_V1b = tmp;

Indicators.Add(indicator);

 

return indicator;

}

 

}

}

 

// This namespace holds all market analyzer column definitions and is required. Do not change it.

namespace NinjaTrader.MarketAnalyzer

{

public partial class Column : ColumnBase

{

/// <summary>

/// agOrderBookOscillator_V1b (Real-time Only)

/// </summary>

/// <returns></returns>

[Gui.Design.WizardCondition("Indicator")]

public Indicator.agOrderBookOscillator_V1b agOrderBookOscillator_V1b()

{

return _indicator.agOrderBookOscillator_V1b(Input);

}

 

/// <summary>

/// agOrderBookOscillator_V1b (Real-time Only)

/// </summary>

/// <returns></returns>

public Indicator.agOrderBookOscillator_V1b agOrderBookOscillator_V1b(Data.IDataSeries input)

{

return _indicator.agOrderBookOscillator_V1b(input);

}

 

}

}

 

// This namespace holds all strategies and is required. Do not change it.

namespace NinjaTrader.Strategy

{

public partial class Strategy : StrategyBase

{

/// <summary>

/// agOrderBookOscillator_V1b (Real-time Only)

/// </summary>

/// <returns></returns>

[Gui.Design.WizardCondition("Indicator")]

public Indicator.agOrderBookOscillator_V1b agOrderBookOscillator_V1b()

{

return _indicator.agOrderBookOscillator_V1b(Input);

}

 

/// <summary>

/// agOrderBookOscillator_V1b (Real-time Only)

/// </summary>

/// <returns></returns>

public Indicator.agOrderBookOscillator_V1b agOrderBookOscillator_V1b(Data.IDataSeries input)

{

if (InInitialize && input == null)

throw new ArgumentException("You only can access an indicator with the default input/bar series from within the 'Initialize()' method");

 

return _indicator.agOrderBookOscillator_V1b(input);

}

 

}

}

#endregion

Share this post


Link to post
Share on other sites

Soul,

 

Any way to delete these two posts? Tried to edit and delete but not sure what to do.

 

I'll repost the first post [only], along with a screen shot in the indicator forum.

 

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.

 

Vin

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


  • Topics

  • Posts

    • Back in the early 2000s, Netflix mailed DVDs to subscribers.   It wasn’t sexy—but it was smart. No late fees. No driving to Blockbuster.   People subscribed because they were lazy. Investors bought the stock because they realized everyone else is lazy too.   Those who saw the future in that red envelope? They could’ve caught a 10,000%+ move.   Another story…   Back in the mid-2000s, Amazon launched Prime.   It wasn’t flashy—but it was fast.   Free two-day shipping. No minimums. No hassle.   People subscribed because they were impatient. Investors bought the stock because they realized everyone hates waiting.   Those who saw the future in that speedy little yellow button? They could’ve caught another 10,000%+ move.   Finally…   Back in 2011, Bitcoin was trading under $10.   It wasn’t regulated—but it worked.   No bank. No middleman. Just wallet to wallet.   People used it to send money. Investors bought it because they saw the potential.   Those who saw something glimmering in that strange orange coin? They could’ve caught a 100,000%+ move.   The people who made those calls weren’t fortune tellers. They just noticed something simple before others did.   A better way. A quiet shift. A small edge. An asymmetric bet.   The red envelope fixed late fees. The yellow button fixed waiting. The orange coin gave billions a choice.   Of course, these types of gains are rare. And they happen only once in a blue moon. That’s exactly why it’s important to notice when the conditions start to look familiar.   Not after the move. Not once it's on CNBC. But in the quiet build-up— before the surface breaks.   Enter the Blue Button Please read more here: https://altucherconfidential.com/posts/netflix-amazon-bitcoin-blue  Profits from free accurate cryptos signals: https://www.predictmag.com/ 
    • What These Attacks Look Like There are several ways you could get hacked. And the threats compound by the day.   Here’s a quick rundown:   Phishing: Fake emails from your “bank.” Click the link, give your password—game over.   Ransomware: Malware that locks your files and demands crypto. Pay up, or it’s gone.   DDoS: Overwhelm a website with traffic until it crashes. Like 10,000 bots blocking the door. Often used by nations.   Man-in-the-Middle: Hackers intercept your messages on public WiFi and read or change them.   Social Engineering: Hackers pose as IT or drop infected USB drives labeled “Payroll.”   You don’t need to be “important” to be a target.   You just need to be online.   What You Can Do (Without Buying a Bunker) You don’t have to be tech-savvy.   You just need to stop being low-hanging fruit.   Here’s how:   Use a YubiKey (physical passkey device) or Authenticator app – Ditch text message 2FA. SIM swaps are real. Hackers often have people on the inside at telecom companies.   Use a password manager (with Yubikey) – One unique password per account. Stop using your dog’s name.   Update your devices – Those annoying updates patch real security holes. Use them.   Back up your files – If ransomware hits, you don’t want your important documents held hostage.   Avoid public WiFi for sensitive stuff – Or use a VPN.   Think before you click – Emails that feel “urgent” are often fake. Go to the websites manually for confirmation.   Consider Starlink in case the internet goes down – I think it’s time for me to make the leap. Don’t Panic. Prepare. (Then Invest.)   I spent an hour in that basement bar reading about cyberattacks—and watching real-world systems fall apart like dominos.   The internet going down used to be an inconvenience. Now, it’s a warning.   Cyberwar isn’t coming. It’s here.   And the next time your internet goes out, it might not just be your router.   Don’t panic. Prepare.   And maybe keep a backup plan in your back pocket. Like a local basement bar with good bourbon—and working WiFi.   As usual, we’re on the lookout for more opportunities in cybersecurity. Stay tuned.   Author: Chris Campbell (AltucherConfidential) Profits from free accurate cryptos signals: https://www.predictmag.com/   
    • DUMBSHELL:  re the automation of corruption ---  200,000 "Science Papers" in academic journal database PubMed may have been AI-generated with errors, hallucinations and false sourcing 
    • Does any crypto exchanges get banned in your country? How's about other as Bybit, Kraken, MEXC, OKX?
    • Does any crypto exchanges get banned in your country? How's about other as Bybit, Kraken, MEXC, OKX?
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.