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Free Bid Ask Change NinjaScript

Free Bid Ask Change NinjaScript

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This Free Bid Ask Change NinjaScript will store the last 10 changes in the bid ask price in a list. You can use this in many ways, e.g. exit position if the first one or two level changes move against you. This is useful for short-term, order flow, and high frequency trading because tracking the bid ask level changes is far more granular than tracking changes in the last traded price (or mark).

Order Book NinjaScript

Order Book NinjaScript

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This Order Book NinjaScript will create a level 2 book that is accurate to the millisecond. You can access the volume of every bid and ask orders on the level 2 order book for all 10 price levels.

Footprint Chart Indicator

Footprint Chart Indicator

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This Footprint Chart Indicator displays all 10 levels of the level 2 order book beneath each bar on your chart. The footprint beneath the current bar updates in real time with every change in level 2 data. The footprints beneath bars to the left of the current bar display a snapshot of the order book at the end of that bar.

Order Book Imbalance Indicator

Order Book Imbalance Indicator

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This Order Book Imbalance Indicator displays the difference in the quantity all orders on the bid side of the order book and the quantity of all orders on the ask side. An imbalance of pressure on the bid side can imply a pending move up. Disproportionate pressure on the ask side can imply a pending move down.