Hmm this is a brilliant idea. I'm confused how you have pulled this off though. What are you referencing for OnMarketDepth() to pull the dom levels besides for just the bid and ask? I don't see any references in the ninja docs or on the forums at all for something like this. edit, nevermind I missed that position arg. I guess thats a 1 tick chart, did you have to override the plot graphics or can that be done with just plotting an indicator in the price window?
hmm..is that a free indicator? Any chance you can point me in Pepe's direction even if its a pay for indicator?
mr black on this setup ,it shows more bids than offers,its after hours so i won't expect the answer to be the same ,but during regular hours do you find the info something to follow or fade, as in "market always trades to size"