gbzenobi / csharp-nt8-orderflowkit Goto Github PK

hello, and Have a good year 2023 !
I just installed "CSharp-NT8-OrderFlowKit" on my NT8 and when I want to put one of the indicators on a chart, no indicator appears in the list of indicators already present on NT8! I don't understand, I followed the 2 steps correctly: copy the 2 files in ADDONS and copy the 5 files in INDICATORS, then check the replay boxes.
could you help me ?
thanks in advance
Eric

Hey everyone, I've been trying out a new strategy over the last month, specifically on NinjaTrader 8, and it's been a game-changer. This tool is specially made for NT8, and it’s super straightforward to use. It comes with a strategy that takes any indicator as a feature, and optmizes its trades for the strategy params. If you’re looking to make more informed, effective trading with realtime learning, and ongoing training of the models.
I would say its the latest tech for ML and trading - basically its ML pipeline on orderflow...I have been looking for such products for long time, if anyone knows other products like this let me know!

Their strategy is based on this order flow article - http://tesi.luiss.it/27169/1/701851_PECCHIARI_MATTEO.pdf

Learn more here...

NT8 does not import this project , warning is: this project is match old version nt???

Do i need a 3rd party key to use the indicators, i installed the files but are not showing up in the program

Muchisimas gracias por este trabajo! I wanted to thank you, this is amazing.

I would like to a make two requests or suggestions..

Volume Analysis Profile, this could use Value Area High and Value Area Low lines. Your calculation and painting is perfect, but traditionally it would be ideal to see the lines or have the zone colored.

Order Flow, if we could edit the divider on the bidxask. Instead of just '123x321' it would be great if we could use spaces AND the option to remove the 'x' entirely. It looks cleaner as '123 x 321' but if you use candles inside it looks best without the 'x' and instead just spaces like '123 321'.

Sin pena y sin compromiso! Thank you once again!

Unable to install normally, NT8 prompts that the compressed package version is outdated

Hello!
Thank you for your work.
Looks great, I'm trying to figure out how it all works now.
I have a few questions:

1. What is Aggressive level in Volume Filter? I did not find in the code the place where it is calculated.
   Does the Volume Filter indicator filter Volume per trade?
2. For Bookmap + Order book do I need to have a Level 2 subscription?
3. How to call Indicators in a Strategy?
   For example, how to get data from Volume Filter and POC from Volume Profile?
4. How can I change (increase) the size of the Circle or Rectangle in the VolumeFilter? When I do zoom out, Circle or Rectangle are very poorly visible and are lost on the Chart. I use it on 1 min Chart.

Regards,

I found your Order Flow indicator today on GitHub. Amazing work!

I was trying to figure out if the Delta chng is a variable that can be accessed in your indicator. See screenshot attached. I want to access it to use it in a ninjascript strategy I coded.

Gab_zenobi_sess.bm?

Hi - I followed your instructions as mentioned but somehow the folder Wyckoffrender does not show up on NT8 :(

These indicators are really great, thanks for creating them.

I have a problem when I add the Order Flow indicator to a Range chart, mainly of 30 or lower.

The previous orders disappear from the chart after a number of seconds, I think it's to do with a new bar being created.

@gbzenobi Thanks for sharing this free and making it opensource.. After applying the indicator i am not able to see the order flow.. is there something which i am missing..

The orderflow in chart looks like this

First of all, thanks so much for putting this out there. This repo is SEXY! I have often wanted to do an orderflow-type of screen with a custom bar type, but knowing how much work it would be I have not done so. Thank you kind stranger for doing all this work. I am a dev with 10 years C# experience and 20 years overall, so I wanted to get this issue on the books, but I will be digging in to figure out what is happening here. Will update you as soon as I know. Looking forward to helping on this project as needed. This is so, so cool!

Great indicator. Learning how to get the info I want out of it.
Just found this bug above

I came across your work a few days ago and I would like start by thanking you for your contribution to the open source community of traders. Building up on your initial work here, I am interested in exploring the possibility to implement what is showing in the chart screenshot below.

Features shown on this chart are:

• Volume Imbalance Cluster Detection
• Unfinished Auction Detection
• Volume Imbalance Detection
• Bid Volume per Price
• Bid Volume per Bar
• Ask Volume per Price
• Ask Volume per Bar
• Most Traded Price at Each Bar
• Delta per Bar
• Accumulated Delta per Bar
• Bid X Ask, Ask X Bid, Total Volume or Delta Value in Each Cell

Hi All,

I have copied add-ons and indicators to the NT8 folders according to instruction, follow by choose tick replay on the option. After open the 1 minute new chart of ES, the WyckoffRender folder does not show up in Indicator. May I know whether there is any solution? Or I have miss out anything? My NT8 version is 8.1.1.7 64-bit

Thank you.

Hi gbzenobi !

Thank you very much for your open-source kit !

Can you help me to access the POI & POC Lines - values (a series for public proberties) in realtime, to use that info for a NT8 strategy ?

great job & THX !

HI,
Feature request
tick grouping for poc and the bigtrade if possible
I am interested only in the candlesticks poc with tick groping example 4 or 5 or 10 ticks
If you show-me where must I modify the code may I can do myself
but if you have time for more advanced, you can do grouping by ticks for the same orderflow, volume analysis profile and Market Volume
thanks for share your work

Regardless of what kind of bar/candle is used, this error pops up randomly when one candle closes and a new one opens. Would adding thread waiting help with this issue? Perhaps make the code wait until the functions within OnMarketData have completed before the functions within OnRender start?

Hi,

Thank you for your toolset! I noticed that the volume profile starts at midnight each day. Can you point me to the lines where I can attempt to set it to when the futures session starts?

Thanks,

This is an impressive volume of work. Thanks for sharing it. It's light years ahead of what I was coming up with on my own. So much of the good NinjaTrader code is obfuscated, it's really educational to see such a thorough framework.

Hi. This software looks excellent. I'm getting an error when I try to install it, and have not been able to get it working.

I copy/pasted the two "add ons" to the AddOns folder, and the other .cs files into the Indicators folder. It's throwing an error that there are programming issues, even if I only put [any] one of the indicators into the Indicators folder. It does NOT throw the error if only the add ons are in the AddOns folder, only getting the error when the indicators have been moved. Am I doing something wrong, or does the code simply need to be updated?

I will likely work on this myself in my spare time, and will update this ticket with an progress.

If anyone has any ideas, please share.