Can NT7 chart this? many symbols/filters?

[curt504]

Thanks for ponderting this challenge,

I'm a software developer so the actual task is not beyond me, I just need to know that the solution is doable and an approach.

I want to develop an "elephant tracks" detector indicator.

1) Plot price of SPX
2) subscribe to may symbol streams time and sales filtering on block or large sized trades at <= bid, >= ask.

for ES, SP, many ETFs

A few options ATM +/- a few strikes.

Display on a price chart of the ES/SPX some indication graphic when block/large trades occur and whether at or below the bid or above or at the ask, sum the $$ in the bullish/bearish trades.

The main problem I see is subscribing to all the symbol time and sales streams including options.

What problems will I have that I'm not aware of? Is there an example of something similar? Displaying icons on a chart based on some logic?

Thanks, curt

[NinjaTrader_Bertrand]

Curt, first of all unfortunately options trading is not supported with NinjaTrader.

Next, you could access multiple series / symbols inside an indicator now with NT7's arrival, as we've extended the MultiSeries logic we had for strategies in 65 now also to indicators in NT 7.

http://www.ninjatrader.com/support/helpGuides/nt7/add3.htm

For a similar approach on a single series, please review for example our Power Volume indicators code.