CS Indicators NINJATRADER 8

Order flow indicators for NinjaTrader 8

Read the book, not the summary.

Five indicators working from raw depth and tick data — footprint, resting-liquidity heatmap, stack and pull detection, volume profile with integrated DOM, and bid/ask anomalies — tied together by a single control panel. Built for futures, at single-tick resolution.

BidPriceAsk
4222.4
4222.3
4222.2
4222.1
4222.0
4221.9
4221.8
4221.7
4221.6
4221.5
4221.4
GC 12-26 · 1 tick Resting size, 10 levels

The suite

Five indicators, one control panel

Each indicator stands on its own. One control panel ties them together across a chart window — change aggregation or depth once and every indicator on that chart follows.

Footprint

Bid/ask ladder per bar

Traded volume at every price inside the bar, with imbalance marking, point of control, and a cursor readout that follows the mouse. Full-bar figures also feed NinjaTrader's own Data Box.

imbalancesPOChover readout

Heat map

Resting liquidity over time

Depth drawn behind price so you can see where size sat, left, and came back. Records raw depth to disk as you watch, so history is there on the next reload rather than starting blank.

recorded depthhistogramany aggregation

Book liquidity

Stacking and pulling

Tracks size being added to and torn out of the book, split bid against ask, with separate candles for each side and a balance meter reading the net over a window you set in seconds.

stack / pullsplit candlesbalance meter

Volume profile

Profile with integrated DOM

Session and range profiles alongside a live DOM, with orders armed directly from a level — attach to a VWAP or a measured line and let the fill come to you.

session profilelive DOMorder entry

Anomalies

Bid/ask irregularities

Flags ladder behaviour that departs from the recent norm — size appearing where it has not been, one-sided absorption, and prints that do not match the depth behind them.

absorptionone-sided size

Control panel

One panel, every indicator

Aggregation, depth and display settings change on the fly from a single panel and carry to every indicator in the same chart window, so they stay in step instead of being reconfigured one at a time.

per-chart scopelive adjustment

Audible order flow

Hear the book move

Stacking and pulling can be put through to audio: a high, tight click for bid-side activity and a lower, hollow one for the ask. Each level that fires pulses separately, so three levels going at once sound like three — density tells you how much is happening without taking your eyes off price.

It is off by default and switched on per chart.

Bid stack / pull Ask stack / pull

Requirements

What you need to run it

Platform
NinjaTrader 8, desktop. Installed as a standard NinjaScript add-on.
Data
A Level II feed for the depth indicators. Tick Replay is supported but not required — the indicators fall back to a one-tick series for history.
Markets
Futures. Built and tested against CME products; not intended for FX.
Resolution
Depth is stored raw at one tick and aggregated on top, so changing aggregation re-reads history rather than discarding it.
Licensing
Keyed to a machine ID shown by the indicator on first run. One key per machine.
Storage
Recorded depth is written to a local database on your own machine. Nothing is sent anywhere.

Access

Currently in limited trial

The suite is being trialled with a small group before general release. If you would like to take part, get in touch and I will send the package and a trial key.

STEP 01

Ask for the package

Email me and I will send the add-on file along with install instructions.

STEP 02

Install and read your machine ID

Import the add-on in NinjaTrader, add an indicator to a chart, and it will show the machine ID it is tied to.

STEP 03

Send it back for a key

Reply with the machine ID and I will issue a trial key scoped to it.

Contact support@csindicators.com