38723, 12:98 (CSharp-NT8-OrderFlowKiREADME md en main -ghzenobilGSharp-NT8-OrderFlowK- GitHub Q Moneda: BUSD, Red: BEP20, ERC20 Direccién: 0x5fc50c6108102c7d754471ce0db35b4ca3c19b34 © Red: BEP2, con direccién: bnb136ns6lfw4zsShg4n8Svdthaad7hgSmdgtkgf23, y MEMO: 461252966 Cémo instalar El primer paso es copiar los archivos en la carpeta AddOns y luego pegarlos en la ruta AddOns de Ninjatrader8. >¢ | Documents > Ninjatrader8 > bin > Custam > AddOns Date modified necessary libraries 1/1/2020 8:30 AM fc} wyckotfRenderes 6/1/2020939 aM Source File 19a Necesitamos hacer lo mismo para los indicadores (Bookmap.cs, MarketVolume.cs, OrderFlow.cs, VolumeAnalysisProfile.cs, Volumefilter.cs). Lo pegamos en la carpeta de indicadores de Ninjatrader8 SPC >]Dacuments > NinjaTrader @ > bin > Custom > Indicators Date modified ype Size 2} Bookmap.cs 5/30/2020 641 PM (CH Source File TBKE 2 MarketVolumeccs 5/30/2000 315 PM c# Source File 14k OrderFlowcs 6/1/2020 922 AML # Source File 4Bk8 > VolumednalysisProfilecs 5/30/2020 841M # Source Fle 4gks Volumefiltercs 5/80/2020 641 PM, C# Source File 25K8 Finalmente necesitamos activar "Tick Replay": Herramientas->Opciones->Datos de Mercado y activar "Mostrar Tick Replay" tps gthub.convgbzenob/CSharp-NT8-OrdorFlowKivblob/maiREADME ma1523, 12:38 rderFlowKidREADME md en main -gbzenobliCSharp-NT8-OrderFlowkit cies Reenter Market data Lo mismo para las series de datos de cada grafico que utilizamos: New->Chart- >Instrument (por ejemplo ES) y activar "Tick Replay" tps gthub.convgbzenobi/CSharp-NT8-OrdorFlowKivblob/maiREADME ma 41261523, 12:38 (CSharp-NT8-OrderFlowKiREADME md en main - ghzenobilGSharp-NT8-OrderFlowKk- GitHub ar oe) oy paren fred Sati Load data load Oey eee Bree Baur + vndth » Candle bedy outine » Candle v or for down Red ergot as icc ron Bookmap + Order book The bookmap serves to see the depth of market (DOM or Level 2) using a heat map, which is useful to detect capital injections, aggressive and passive orders, aggressive levels of volume and also comes with an Order Book that shows the distribution of the price along the total amount of volume in the market (both Total and Bid/Ask) tps gthub.convgbzenobi/CSharp-NT8-OrderFlowkitblobimaivREADME md 5126s1s29, 1298, CSharp-NT#-OrderFlonKiuREADME mien main: gozenobCSharp-NT8-OrderFowkit- Gud It is a very complete tool because it allows us to apply filters of orders and data to numerical and percentage level, plus a wide range of styles that lets us vary from colors to size of the letters and limits, but that's not all .. There is an option called "Realtime save session" within "Book Map Database" with which we can record in real time all the data extracted by the Bookmap and then save it in a db file, this is very useful because we can reload the session whenever we want and not lose any progress. Another great feature is to be able to use this file (if you know how to read it) for data analysis, applying Machine Learning or any statistical method to look for patterns, in fact this is the purpose of such functionality. if you see my examples all of it is "1 second’ of time-frame, this is because with this setup we can able to see the market in a very precision way. Experts algorithms can use this for detect market manipulation and High frequency trading(HFT). Features: * Ladder range: x(levels of the ladder of contracts) ‘* Market orders calculation: Delta, Total. Book map database: * Session save file path: filename db(the "db" is obligatory) * Session load file path: filename.db(the name of the file saved previously) * Realtime save session: True/Falta(do you want to save?, enable this option!) Book map Filters: * Agressive market orders: X(detect agressive volume from X, this is show in the price) * Big pending orders: Y(detect orders from Y, it is useful for detect HFT) There are many other features that have to do with the tool's style and colors itpsgthub.convgbzenobiCSharp-NT8-OrdorFlowKivblob/maiREADME md515128, 1298 (CSharp-NT8-OrderFlowKiREADME mad en main -ghzenobilGSharp-NT8-OrderFlowK- GitHub rrr lithub.comigbeenob0Sharp-NT-OrderFlowkiblobimalrREADME mdharp-NT8-OrderFlowKivREADME.mad en main - ghzenobif@Sharp-NT8-OrderFlowK- GitHub Tuning ladder for see Bid/Ask separatly, Zoom for show number of volume. hub com gbzenabICSharp-NT8-OrderFlowkivblobimaln/README.mdharp-NT8-OrderFlowKivREADME.mad en main - ghzenobilGSharp-NT8-OrderFlowK- GitHub Another zoom for see big volume of orders(setting a pre-defined filter)38723, 12:98 (CSharp-NT8-OrderFlowKiREADME md en main -ghzenobilGSharp-NT8-OrderFlowK- GitHub Order Flow The order flow is a tool that allows us to see the flow of orders in the market, with this we can see the difference between the level of supply and demand. A good trader(or an Al algorithm in my case) can provide us information about a possible future price imbalance, and using this knowledge exploit a resistance point at which to place an order. In other words, the order flow shows us the number of contracts at each price level, which is why it is sometimes also called “Cluster Chart" or "Footprint" This tools offers a lot of styles and formulas to deal with it: ‘* Formulas: Bid/Ask, Total Delta, Total, Delta * Representation: Volume(raw numbers), Percent * Position(Profile): Left, Right * Style: Profile, Heatmap ‘* Cluster POC, POC Lines, Cluster POI, PO! Lines * Extra info: POC = Point of control(Maximum volume cluster), PO! = Point of imbalance(Minimum volume cluster) The POI is a concept that i create, and just is the oppose to the POC.. itpsgthub.convgbzenob/CSharp-NT8-OrdorFlowKivblobimaiREADME maderFlowKiREADME.d en main - gbzenobilCSharp-NT8-OrdrFlowKit- GitHub Demo of default config of the Order Flow/Footprint/Cluster chart(using BidAsk formula). tps thud. comgbzendbiCSharp-NT8-OrdorFlowkKivblobimaivREADME md1523, 12:38 s rderFlowKidREADME.md en main gbzenobilCSharp-NT8-OrdeFlowKit GitHub Zooming the cluster we can see the contracts(using TotalDelta formula) tps thud. comgbzendbiCSharp-NT8-OrdorFlowkKivblobimaivREADME md 12108rnd en main gdzencbilCSharp-NT8-OrderFlowkit GitHub Jsing Heatmap style(BidAsk formula) vb.congbzendbiCSharp-NT8-OrdorFlowKivblobimaivREADME ma1523, 12:38 (CSharp-NT8-OrderFlowKivREADME mad en main -ghzenobilGSharp-NT8-OrderFlowK- GitHub Using Heatmap style(Total formula) tps thud. comgbzendbiCSharp-NT8-OrdorFlowkKivblobimaivREADME md 141281523, 12:38 Volume Profile The volume profile shows a horizontal distribution of the number of contracts traded at each price level over a period of time. It also provides additional information such as POC, POI, Delta volume, Total Volume over a certain period of time. One of its features is that it gives us the possibility to drag and drop, so we can select price zones and make a volume profile (we can also delete them when we don't need them). Features: * Formulas: Total, Delta, BidAsk, TotalAndBidAsk, TotalAndDelta, TotalAndDeltaAndBidAskm * Ladder information: BidAsk, TotalAndDelta, Total, Delta * Time: Days, Minutes, Hours * POC and POL. * Hold CTRL and select a zone in the chart(the selected area will be marked in blue), then left click to show a new Volume Profil. ‘© Hold SHIFT and select an added Volume Profile(if the selected area is correct will be marked in red), then left click to delete a Volume Profile. tps thu comabzendbiCSharp-NT8-OrdorFlowKivblobimaivREADME md 19128harp-NT8-OrderFlowKivREADME md en main - ghzenobliGSharp-NT8-OrderFlowK- GitHub Default config(BidAsk formula). thub.comgbzenabICSharp-NT8-OrderFlowkivblobimaln/README.mdEADME.md en maln gdzenobliCSharp-NT8-OrderFlowkit GitHub Total and BidAsk formula Zooming the ladder of prices to see the volume. tps thud. comgbzendbiCSharp-NT8-OrdorFlowkKivblobimaivREADME mdrnd en main gdzencbilCSharp-NT8-OrderFlowkit GitHub one to add a new volume profile. wb.comigbzenab/CSharp-NT8-OrderFlowkivblobimain/README.mdrnd en main gdzencbilCSharp-NT8-OrderFlowkit GitHub Total and Delta and BidAsk volume wb.comigbzenab/CSharp-NT8-OrderFlowkivblobimain/README.md1523, 12:38 (CSharp-NT8-OrderFlowKivREADME mad en main -ghzenobilGSharp-NT8-OrderFlowK- GitHub Volume Filter The volume filter is an indispensable weapon when we need to detect areas of important volume, probably the market is in a battle between buyers and sellers. Sometimes we will only filter out a specific amount of volume while at other times we will need a "map" of all incoming volume (from the smallest to the most aggressive). This tool is very useful if is combined, for example with the Book Map. Features: * Formula: Delta, Total * Min volume filter: X(a volume less than this amount will be discarted) Geometry: * Drawn: Circle, Rectangle, * Fill: True, False. * Agressive level: X(this impact on the size of the volume zone). * Among others. itp gthub.conabzenabilCSharp-NT8-OrderFlowkivblobimaivREADME.md 201261523, 12:38 (CSharp-NT8-OrderFlowKiREADME md en main -ghzenobilGSharp-NT8-OrderFlowK- GitHub Default setup Filtering volume using Delta formula. tps gthub.convgbzenob/CSharp-NT8-OrdorFlowKivblobimainvREADME ma 21128snd en main Sharp-NT8-OrderFlowKit- GitHub Zooming Using rectangles geometry wb comigbzenab/CSharp-NT8-OrderFlowkivblobimain/README.mdEADME.mnd en main gbzenobilCSharp-NT8-OrderFlowKit GitHub Using Circles geometry with Total formula Market Volume This is the simplest volume analysis t« and one of the most used... with it we can see the total amount of Delta volume, accumulated volume among other characteristics. One of the most innovative things is that we can choose cumulative time-frames (most tools of this type only allow a fixed time) as a default period. Sc t volume time-frames. Features: 1a1p-NT8-OrderFlowkitblobimain/README.md-NT8-OrderFlwKivREADME.md en main ghzenoblCSharp-NT8-OrderFowK- GitHub * Formula: BidAsk, Delta, Total, TotalBidAsk, TotalDelta, * Period: 1(by default, if we increase this amount we can accumulate the volume period) ‘* Market calculation style: Zero Line Color Default setup. 1a1p-NT8-OrderFlowkitblobimain/README.md1523, 12:38 (oSharp-NTe- derFlowKiREADME.md en main - gbzenobilCSharp-NT8-OrdrFlowKit GitHub Using Total formula, Periods: 5 Using TotalDelta formula, Periods: 5 Using TotalBidAsk formula, Periods: 5 tps thu. comigbzendbiCSharp-NT8-OrdorFlowkKivblob/maivREADME ma 251261523, 12:38 (CSharp-NT8-OrderFlowKivREADME mad en main -ghzenobilGSharp-NT8-OrderFlowK- GitHub itp gthub.conabzenabilCSharp-NT8-OrderFlowkivblobimaivREADME.md 26126