The c# code modules you’ll find here in the premium section are not simple utilities. You can think of them as engines that let you manipulate the more advanced elements of the NinjaScript framework. When applicable, they’ve been written to be easily tweaked via a “dashboard” — a set of user-controlled variables you’ll find near the top of the .cs file in a region named “dashboard.”
Check back often. I’m always working to add new premium code.
- Build a level II order book to access bid/ask volume 10 price levels out
This premium NinjaScript will create a snapshot of the level 2 book on every OnMarketDepth cycle. This means that at any time you can access the volume of bid/ask orders on the books waiting to be filled 10 price levels out.
- AI Shadow Probe (Machine Learning Strategy)
This free NinjaScript strategy will place simulated trades behind the scenes to feel out the current market conditions. When your defined tracking time starts each day, the Shadow Probe will enter and track hundreds of simulated positions with every stop/target combination in a range you define (e.g. if you set the range to 2-100, the Shadow Probe will run simulated trades with a stop/target of 2/2, 2/3, 2/4...... all the way to 100/99, 100/100. With this Shadow Probe data you will know the most profitable S/T combination for the day and an infinite number of other ways you can think of to implement the probe data.
- Buy Sell Order/Transaction Volume
This premium NinjaScript strategy will return the total volume per bar, split into buy and sell market orders. The buy sell volume indicator included with NT does the same thing, but it is a real-time indicator, meaning its data is not accessible to a strategy for backtesting. This strategy is backtest friendly.