Depth OrderBook Imbalance

The OrderBook Imbalance section allows you to enable visual feedback and alerts  when an imbalance between the Bid Limit orders and the Ask Limit Order Occurs.  For a short explanation please view this video :  Orderbook Imbalance - QuantSpark Technology
 
Depth OrderBook Imbalance
 
 
1

Show Imbalance Side

1. Show Imbalance Side
Sets the visibility of OrderBook Imbalances.
2

Imbalance Ratio

2. Imbalance Ratio
Sets the proportion ratio at which the imbalance visual displays.
3

Bid Side Imbalance Color

3. Bid Side Imbalance Color
Sets the color for the Bid Side Imbalance.
4

Ask Side Imbalance Color

4. Ask Side Imbalance Color
Sets the color for the Ask Side Imbalance.
5

Imbalance Calculation Mode

5. Imbalance Calculation Mode
Sets the type of OrderBook Imbalance:
 

Proportional Imbalance

– Calculates the proportion to which the one side is proportional to the other.

Volume Order Imbalance

  – Calculates the proportion of best interest on the bid side.
 
For a short explanation please view this video :  Orderbook Imbalance - QuantSpark Technology
6

Alerts- Ask Side Imbalance

6. Alerts- Ask Side Imbalance
Sets Ask Side Imbalance Alerts. To view the Alerts Log window go to  New menu within the NinjaTrader Control Center and selecting the menu item Alerts Log.
7

Alerts- Ask Side Imbalance Calculation Mode

7. Alerts- Ask Side Imbalance Calculation Mode
Sets the calculation Imbalance Calculation Mode  for  Ask Side OrderBook Imbalance Alerts.
8

Alerts- Ask Side Imbalance Ratio

8. Alerts- Ask Side Imbalance Ratio
Sets the Ask side imbalance ratio to trigger the Alert.
9

Alerts- Ask Side Imbalance Sound Alert

9. Alerts- Ask Side Imbalance Sound Alert
Sets the sound alert for Ask Side OrderBook Imbalance alert. Can also be disabled by clicking in "x" on the right side of the property.
10

Alerts- Bid Side Imbalance

10. Alerts- Bid Side Imbalance
Sets Bid Side Imbalance Alerts. To view the Alerts Log window go to  New menu within the NinjaTrader Control Center and selecting the menu item Alerts Log.
11

Alerts- Bid Side Imbalance Calculation Mode

11. Alerts- Bid Side Imbalance Calculation Mode
Sets the calculation Imbalance Calculation Mode  for  Bid Side OrderBook Imbalance Alerts.
12

Alerts- Bid Side Imbalance Ratio

12. Alerts- Bid Side Imbalance Ratio
Sets the Bid side imbalance ratio to trigger the Alert.
13

Alerts- Bid Side Imbalance Sound Alert

13. Alerts- Bid Side Imbalance Sound Alert
Sets the sound alert for Bid Side OrderBook Imbalance alert. Can also be disabled by clicking in "x" on the right side of the property.