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.
Order flow indicators for NinjaTrader 8
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.
The suite
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
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.
Heat map
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.
Book liquidity
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.
Volume profile
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.
Anomalies
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.
Control panel
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.
Audible order flow
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.
Requirements
Access
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
Email me and I will send the add-on file along with install instructions.
STEP 02
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
Reply with the machine ID and I will issue a trial key scoped to it.
support@csindicators.com