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Static Order Book Imbalance

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    Static Order Book Imbalance

    Is there an indicator for NinjaTrader that will show/plott the SOBI (Static Order Book Imbalance) as explained here: http://www.cis.upenn.edu/~mkearns/projects/sobi.html

    Or something simular, easy to edit?

    #2
    Hello robinhenderson,

    I am not aware of any indicators like that, but you could view the following reference sample that will go over how to create your own Level II data book to access.

    http://www.ninjatrader.com/support/f...ead.php?t=3478

    Let us know if we can be of further assistance.
    JCNinjaTrader Customer Service

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