DOM (Depth of Market) #
Show #
Set the visibility of the orderbook.
Number of Levels #
Sets the number of levels for the orderbook.
Width in Pixels #
Set the width of the orderbook.
Max font size #
Set the maximum font size when zooming in. This setting cannot be changed in Real Time Menu.
Min font Size #
Set the minimum font size when zooming out.
Offset from the border in px #
Set the offset from the chart extreme.
Depth of Market position #
Set the position of the orderbook on the chart: Right or Left.
Show Non Live Levels #
Sets the display of levels that are historical and are not being updated in real-time.
Executed Orders (trades) #
Show #
Set the visibility of the executed orders/trades.
Manual Min Volume Filter #
Sets the minimum volume of the trades to display them.
Maximum Size in px #
Sets the maximum size of the trades circle in pixels.
Minimum Size in px #
Sets the minimum size of the trades circle in pixels.
Executed Orders Opacity (0-100) #
Sets the value of the transparency for the executed orders circles. The value ranges from 0= total transparency to 100= total opacity.
Mode #
Manual – Set the expected maximum for executed orders. This mode inherits the value from Manual Max Volume.
Session – Sets the maximum relative to the latest session. Useful to see executed orders in relation to the start of the session, thus providing a session context for your analyses.
Chart – Sets the maximum volume to the largest executed order on the visible chart range. Useful to review certain time slices independently.
Manual Max Volume #
Sets the maximum volume when manual mode is enabled. This will be the value that references the maximum volume.
Executed orders Charts Type #
Select your preferred visualization.
Piecharts: Will plot one circle composed of buys and sells. The values can be Buys, Sells, or both if we have traded at the same price for both sides.
Usual: This will plot a circle that is either Buys or Sells but never both.
Show History #
Displays historical executed orders (trades).
Limit Orders #
Show #
Sets the visibility of the Limit Orders.
Max Levels to Watch #
Sets the maximum number of levels you want to monitor. This setting cannot be changed in Real Time Menu.
Horizontal Borders #
Set the visibility of the horizontal borders between prices.
Vertical Borders #
Set the visibility of the vertical borders between prices.
Min Percentile of Volume #
Select the minimum percentile of Volume that you want to be visible. The setting of 1 will show all orders. The setting of 50 will only show the top 50% in terms of limit orders volume.
For example, if you only want to show limit orders that have a volume above the first standard deviation set it to 68,2.
Mode #
Manual – Set the expected maximum volume for limit orders. This mode inherits the value from Manual Max. Volume.
Session – Set the maximum relative to the latest session. Useful to see limit orders in relation to the start of the session, thus providing a session context for your analyses.
Chart – Set the maximum volume to the largest limit order on the visible chart range. Useful to review certain time slices independently.
Manual Max. Volume #
Sets the maximum expected volume level that will be equivalent to 100%.
Heatmap Mode #
Sets the visibility of Heatmap.
Heatmap is a 5-color gradient that ranges from blue, cyan, green yellow, and red.
Heatmap Mode Opacity (1-100) #
Sets the opacity of the Heatmap.
Map Numbers #
Sets the text visibility of the limit orders value.
Filter Map Numbers #
Sets the minimum value to display the text of Map Numbers.
Show Historical Depth #
Sets the visibility of the historical depth. Historical levels are price levels that aren’t currently live but can still be viewed.
Save History #
Choose to record the limit orders in the database. This allows you to refresh the chart or disconnect NinjaTrader without losing the previous limit orders data.
Max History Levels #
Set the maximum amount of price levels for each side to record the limit orders.
Max Number of Visuals on chart #
This setting helps with performance. This enables you to control how many visuals are displayed. Setting a lower number will render fewer visuals on the chart and ensure that the chart doesn’t get stuck. If you feel comfortable you can increase this number.
Max Number of Bars/Ticks #
This applies the same logic as the Max Number of Visuals on chart but instead, it limits the visuals to the number of bars.
Miscellaneous #
Show Bid & Ask #
Displays the Bid and Ask values as lines.
Bars Visibility #
Enable or disable the chart bars.
Center Price on Scale #
The Data Series options of the charts have this setting available. You can enable or disable it directly here. Will attempt to center the price on the vertical axis.
Output debug info #
Sets debugging info to NinjaScript Output window.
Visual Parameters #
The Visual options allow you to customize the detail of how the Limit Order Visualizer will display on your chart.
Perhaps one most noticeable option is:
Force Refresh #
This option allows you to set a timer option (Timer (Ms)) that allows you to force the refresh rate of the NinjaTrader chart. By default, NinjaTrader refreshes the chart at 200ms but you can force the refresh if you want. Please understand that setting the value of the timer too low will impact performance.
