Cumlative Bid/Ask

[velocity]

Does anyone know the formula to grap the cumlative Bid and Ask in the DOM?

-Thanks

[astra]

velocity,

Check the thread for the cumulative delta below. The GomCD3.5 indicator has a method that you can record bid/ask data - I don't know if is this what you are looking for..

http://www.ninjatrader-support2.com/vb/showthread.php?t=4231&highlight=cumulative

astra

[velocity]

no, I am looking for the total sum of the bid and ask on the DOM.

Example x = sum(bid) and y=sum(ask)

[NinjaTrader_JoshP]

You would have to accumulate the book yourself. http://www.ninjatrader-support2.com/...ead.php?t=5965

[velocity]

has anyone done this and is willing to share the code?

[auspiv]

has anyone done this and is willing to share the code?

see attached.. i just modified the samplemarketdepth example to sum the bid and ask values. lines 142-151 contain the main logic.

[T2020]

see attached.. i just modified the samplemarketdepth example to sum the bid and ask values. lines 142-151 contain the main logic.

I've imported this twice , but it doesn't show up on the indicator list ???
At least the Zip file name .

[NinjaTrader_JoshP]

The name of that indicator will show up as SampleMarketDepth.

[auspiv]

I've imported this twice , but it doesn't show up on the indicator list ???
At least the Zip file name .

i think the indicator will be imported as "SampleMarketDepth" in the indicator list.

[T2020]

OK ,I see . Thank you both .

[velocity]

Auspiv,

Thank you so much for adding the code. But I have a question for you.

See attachment.

-Thanks again.

[auspiv]

Auspiv,

Thank you so much for adding the code. But I have a question for you.

See attachment.

-Thanks again.

i think this has to do with the fact that the CME now provides 10 ask and bid levels. NT does not display these extra levels yet.

if you want to limit it to the first few levels, you can change the logic. replace ask[bid]Rows.Count with how ever many levels you want (keeping in mind the index starts at zero, so if you just want the first 5 levels, replace askRows.Count with 5)

for(idx = 0; idx < askRows.Count; idx++)

[Ninja B]

Thank you very much auspiv.

[velocity]

Thanks again, It worked like a charm. Really do appreciate the help.

[auspiv]

you're all welcome.