Recruitment of participants mzMarketDepth Indicator NinjaTrader 8

mzMarketDepth Indicator for NinjaTrader 8



The mzMarketDepth indicator for NinjaTrader 8 shows orders resting in the DOM (Depth Of Market) and displays them on the chart as historical data. Also, you can see Real-time DOM at the right end of the chart. You can place mzMarketDepth indicator on any type of chart from 1 tick to 30 minutes or more, Renko bars, range bars, etc. In Historical DOM mode, we recommend using mzMarketDepth on 10-20 Tick charts.

Features
Historical DOM and Real-time DOM
Limit order volumes (quantity) display filters
Displays quantities inline with detailed pop-up information
Tracks Liquidity Migration including Overall Migrations
Imbalance indication
Color modes: Solid, Saturation, Heatmap, GrayscaleHeatmap
Auto-scaling to fit all order book levels on the chart
Alerts



Hold Higher Volume and Hold Levels Options

Quantity of limit orders (or liquidity) in order book might change several times per millisecond making blink effect in other indicators. So if a trader needs to keep extremal quantities in order book he can activate Hold higher volumes option of MarketDepth indicator. Use Hold levels option to see strong DOM levels before the price can reach it by Market Depth scope.
Imbalance Indication

Imbalance is a difference between bids and offers volumes. You can set imbalance amount in percentages and select a color for it. Imbalance displayed on order book edges.
Liquidity Migration

Liquidity migration is the process of adding and removing limit orders in DOM. We can spot migration per each DOM level.