Cumulative Time & Sales

[cbratton]

Is there an indicator that will do this in Ninjatrader. If not I think it should be built into the software, I'm sure it would be very easy to do.



Normal T&S show :
1@126,32
2@126,32
1@126,32
5@126,32
1@126,32
32@126,32
1@126,33
1@126,33
5@126,33
6@126,33

Cumulative T&S show :
42@126,32
13@126,33

[NinjaTrader_AdamP]

cbratton,

You can make your own level 2 data books using a reference sample like here : http://www.ninjatrader.com/support/f...ead.php?t=3478

Then report it however you want.

Unfortunately I am not aware of anything that is pre-made for this. The SuperDOM may be similar here however, since it reports # contracts by price level.

You could try a NinjaScript consultant : http://www.ninjatrader.com/partners#...pt-Consultants

[rt-trader]

Check out Jigsaw Trading - they have want you are looking for.

[cbratton]

Can you forward the idea to the development team for consideration? It would be helpful to have it especially in today’s markets.

[cbratton]

Over at Big Mike's Trading forum they have something that will show what I'm looking for but would still like to see this feature built in. You need to be an elite member to access this: http://www.bigmiketrading.com/elite-circle/21336-xavpack-discussion.html.

[NinjaTrader_Bertrand]

Thanks for the thoughts cbratton, this is on our feedback for consideration under # 1489 - I've just added a vote in our your behalf here as well.