Release Notes

Changes in Auction Dashboard, release-by-release.

1.3.4.135

  • Bug fix from previous beta release.
  • Added a couple of minor options, including the ability to turn off the Transition Zones.
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  • This release brings transition zones!
  • True Auction™ Delta on the bars; and accumulated TAD.
  • True Auction™ Value in the bars.
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  • Some improvements to the Inside Auction display.
  • Enhancements on the Level-II book.
  • Display enhancements.
  • New bar display options.
  • New True Auction™ Balance options.
    • Delta Strength Coloring is weighted by True Auction™ Balance.
  • New (fast) TPO BackFill option.
  • Enhancements to the Session Profiles.
  • New NinjaScript® model: use the AdIndicator class to create indicators using AuctionDashboard.
    • (A similar enhancement for strategies will come very shortly: you will not be able to create a strategy using AuctionDashboard at the moment, unless you first build a simple AdIndicator and use that within your strategy.)
    • The old NinjaScript® interface is no longer in use.
  • Performance improvements.
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  • Bug Fixes
    • Bars Heat will dynamically update on the current bar.
    • Fixed problems with the ZOrder dialog.
    • Fixed an incorrect message from One-Click Chart Trading when disabled.
  • Enhancements
    • Improved bar zooming: profiles appear better when zooming.
  • New Features
    • Added options for profile segment brightness.

1.3.4.135

  • Bug Fixes
    • Cured an issue that might cause errors when NinjaTrader is loading dense workspaces; and the CPU is momentarily heavily loaded.
    • Fixed a bug that caused One-Click Chart Trading to fail to enter trades.
    • Fixed a bug that could cause duplicate views to accumulate in the Views Menu. This bug may have been vexing if it affected you (sorry about that): please use the new "Delete All Views" feature to restore the defaults.
  • Enhancements
    • True Auction™ Value meter is out of "beta"and is greatly improved. You should see more correlation with the trading.
    • The Auction Meter is also improved.
    • Added an option to accumulate the "Accepted Deltas" through lifts and lowers.
      • Both the above option, and the configured delta accumulation through lifts and lowers are on by default; since they greatly improve the default feedback provided by the deltas.
    • The performance of True Auction™ Balance in the Bars is improved, and now reflects more limit order activity.
    • The Bars Heat is also improved.
    • Minor performance improvements.
  • New Features
    • Added Filtering to the Level-II order book!

1.3.3.130

  • Bug Fixes
    • Fixed a multi-threading bug in BackFill! Due to the multi-threaded nature of this bug, it would have appeared in only certain configurations and circumstances. BackFill should be much more reliable now if you have previously seen some errors. (Sorry about that; but it is now cured!) BackFill is also working better on Daily charts.
    • Fixed a bug that could cause charts reloaded in workspaces to loose alerts or markers. This bug appeared with the recent updates to NinjaTrader 7 ... it is cured.
    • Fixed a bug with starting new Running Deltas by entering times. Also fixed the icons on the charts: they now appear under the bar where the delta does start and end.
    • Fixed problems with the Replay Timing Adjust feature that caused problems if settings were changed while the adjustments were actively running.
    • Other minor fixes.
  • Enhancements
    • Better chart button icons.
    • The Bars PopUp button will highlight to show when the bars are auto-scaling.
    • Smoother chart scaling; and automatic bar auto-scaling.
  • New Features
    • Alerts now have "Advanced Alert Actions" which include sending email, running a Windows program or script, and also access from the NinjaScript interface.
    • New mouse-gesture features! Control-MouseWheel will zoom the chart in/out in time. Shift-MouseWheel will zoom the chart price scale in/out. Shift-Control MouseWheel will shift the chart scale up/down.
    • Other new Keyboard Shortcut features: added a shortcut to enable Auto-Scale on the chart. Added options to change the keys used to open PopUp buttons, add Extended Lines, and start Running Deltas (in case they conflict with other indicators).
  • Some New Default Settings
    • Delta Scale now defaults to 3.0 (lower); and all display options are on by default.
    • Other minor changes.
  • NinjaScript Interface Change
    • The AdLiiHighVolumeChangeEventArg (Level-II volume event) now reports the LastVolumeChange instead of PriorVolumeAtPrice.  — This is a code-breaking change, and your scripts will not compile against the new syntax. Please make the minor change if your scripts use this feature.

1.3.3.125

  • Bug Fixes
    • Fixed a bug that would cause One Click Chart Trading to disable itself incorrectly: the menu item would become enabled but clicks would not enter trades.
    • Fixed bugs on the Inside Auction cum volumes display: the column widths and delta colors settings will reflect selections.
    • Fixed a  bug causing the automatic replay timing adjustments to become out of sync.
    • Other minor fixes.
New volume based alerts. There are several new alert types in the volume alerts menu and new options.

1.3.3.121

1.3.3.121 Release Notes

  • Bug Fix
    • The Cum volumes on the inside auction would not correctly toggle on and off when the menu item was toggled.
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  • Bug Fix:
    • Fixed a bug caused when writing NinjaScript strategies or indicators: Auction Dashboard might have been inconsistent in raising errors or working fine depending on the particular way the indicator was added to a chart in NinjaScript code.
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  • Bug Fixes
    • Fixed bugs related to Shortcut Keys. Keys updated on one open chart will update on all other open charts. Clicking "Remove" on a shortcut will go ahead and remove the shortcut.
    • The overlay profile's volume profile will not extend outside the profile's outline while the filter size is changing.
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  • Bug Fixes
    • Fixed a critical multithreading related bug that would manifest when several workspaces loaded, or several charts reloaded.
    • Fixed the Level-II Inside Touches menu: the display will again update to reflect selections.
    • Fixed the Find Long-Term Value Prices feature: they would previously only run with prior sessions loaded.
    • Fixed a bug where some Alerts associated with automatic markers would not save and restore.
Big performance boost! Thanks to performance tuning, Auction Dashboard's core data engine has seen a 2X speed increase! That means Auction Dashboard can handle even thicker and crazier liquidations; multiple charts and workspaces will run more quickly; and everything will be speedier overall.
  • Features
    • Added Alerts on volume-based conditions.
    • Bars Heat has a threshold setting.
    • Mvp markers can be hidden from the Marker Strip.

1.2.2.117

1.2.2.117 Release Notes:

  • Bug Fixes
    • Forex fixes: several minor bugs and features are updated to once again function properly on a forex chart.
    • Minor updates to coincide with recent NinjaTrader updates.
    • Other minor fixes and improvements.
  • All bar OHLC display now defaults to synchronous volume.
  • Added clicked Bar info.
  • Added a new feature to find value prices through all back-filled sessions and extend lines.
  • Saved views now allow more granularity in what is saved and restored; making them more flexible with shortcut keys.

1.2.2.115

1.2.2.115 Release Notes:

Two important significant aspects to AD's multithreaded core show their face; and new features aid greatly in locating influential large traders, and spotting transitions from balance to momentum, to balance.

Synchronous Charting:

We've been making improvements to the way bars are built, and this release brings synchronous bar updatesif you use range bars for example, you will see synchronous updates with all of the ticks aligned to the bars as NinjaTrader makes the updates --- range bars will follow the charting structure to the tick. (AD has always printed all the volume, but there has been some back-and forth getting this engineering challenge settled down [since NT's bars weren't designed to contain order flow from the get-go, we have a custom data pump that overcomes these challenges ... there is a difference in NT between a market data update and a bar update; and we simply now synchronously update all of the bar updates, and ALL of the order flow information is available to us in there]). You will see some more order flow in the bars now, and this is just the beginning of what is possible to implement on our framework! Enjoy this improved charting that is now a core feature in AD!

Performance:

AD's core data pump also has graduated into a true industrial-grade work horse! AD is able to perform through even the craziest liquidations without performance problems! (In fact, AD's chart updating engine WILL NEVER block the user interface: this is a specific feature at it's core design. What it means is that even with the fastest internet connection, and the heaviest liquidation [which can pump tens and tens of THOUSANDS of updates essentially all at once], AD will be using the cores and threads on your hardware to process this data and push the updates to the chart. AD will never bog down or wait on screen updates in it's implementation: AD will simply churn right along as fast as your hardware can run and perform screen refreshing based on your chart refresh settings: AD will not inject any lag in mouse clicks or user interaction on its own.)

New Features (Based On Order Flow) In The Bars:

The bars now contain a feature called "Heat". You will see histograms showing increased selling and/or buying "heat" price-by-price on the outside of the bars. This is delta and limit order based information. To use: use the sign of growing heat to identify balancing points in the auction; and increased COMPETITION. Expect a challenge that can end momentum; and expect a turning point, consolidation, reversal, rotation, or other similar situation in the auction to begin when the heat starts to show its head. This will help identify the two primary conditions in the market: balance versus momentum. When the heat appears, be ready for this point in the auction to begin to auction value into the security: look for an end or a challenge to any existing momentum, and expect to have to watch for signs of the auctioners competing and exiting; and an increased need to watch the order flow to see how the value is now being auctioned.

Price level penetration. The Filter settings now include an option called "Outline Price Level Penetrations At The Filter Size". You will find prices with "box" outlines: sells or buys. These are prices where a trade at your filter size went in, and penetrated all of the outlined prices. Use this to spot when a large trade has gone in, and was large enough to cause ticking by penetrating the bids or offers. Use the new Control-Click feature on the price to spy at the actual size of the large trade. This provides excellent help in identifying where the large traders go in, and when they have more significant impact!

Shortcut Keys:

It is now possible to assign shortcut keys to essentially any AD feature. This includes saved Views! There is a new Shortcut Keys window: double-click on any item in any category to assign a shortcut!

User Interface:
  • New feature: Control-Click on any chart element to open the associated Pop-Up button under your mouse: instead of reaching for the bars Pop-Up or the Inside Auction, a Control-Click will pop open the associated menu under your mouse (this works for all on-chart Pop-Up buttons).
  • Peek into price information in the bars: a Control-Click on any printed price in a bar will add in Info menu about the price: quickly learn the size of the largest buy or sell on any price by Control-Clicking.
  • Pop-Up buttons stay open when clicked; to easily allow toggling items or making multiple selections at once.
  • Many smoothing improvements are implemented in the user interface. Again, the chart scale automatically adjusts much more intuitively and smoothly, and there is much less need to know about anything to do with Auto Scale or things like that: the chart should present the full dashboard intuitively and cleanly.
  • Many other minor interface improvements: bars zoom in and out more cleanly, and it's easier to zoom into different views with/without volume and/or profiles. Extended lines update cleanly. And other visual consistencies.
True Auction Value Meter Is Out Of "Beta"

Finally, we include the improvements to the True Auction Value meter. It may have been perplexing in its original release. You will simply now see much stronger correlation between the meter's extension and the price action. How to use it: use this meter to help confirm your entries. When your are contemplating your entry, and watching the order flow to see how the traders are trading, use the meter to help confirm their execution. Use the Auction Meter (under the inside auction) to the same effect: that meter shows more plain numbers about the buys versus the sells. Look for confirmation in your order flow, and look for correlation in the meters to provide more confirmation. The True Auction Value Meter includes several metrics based on limit orders, the shape of liquidity, and the type of trading; and it is attempting to project the direction in which the traders will have the most edge. It does update basically short-term; and there is information when you catch switching or volatility --- the competition has evened itself out short-term. Again, it should correlate with the auctioning and help expose and confirm what the traders are doing. Ultimately the order flow will dictate the true value: this meter is not attempting to provide buy or sell signals, so don't look at it in that way. It is presenting the order flow visually through its shorter-term sampling: projection shows where the traders should have the short-term trading edge. Expect more evolution here also.

Minor BackFill Improvements:
  • The improvements to the charting mentioned above also extend to bring subtle improvements to BackFill as well.
  • Daily volume updates are handled more intuitively in BackFill as well: previously, the update might appear all at once in the last bar of Back-Fill, or the following bar, which would show a jump in volume, where the daily volume adjustment begins at this bar, but is not accounted for in any prior bars ... the adjustment is now made through all of the Back-Filled bars so there is no jump.
Minor Bug Fixes:
  • Problems with saving and restoring Views have been cured.
  • Fixed an issue that may apply a Daily Volume update arriving during a session break to the wrong session.
  • Alerts will now re-arm correctly.
  • Setting a highlight in a new Marker window will apply the highlight.

1.2.2.111

1.2.2.111 Release Notes:

  • Fixed a bug in timestamping on bars: under the right conditions, this could cause session breaks to be identified in odd ways; which could cause problems with longer time frame charts; and also with backfill. It also caused alt-click attempts to stop running deltasto raise an error.
  • Small parts of ongoing improvement to refined information and signals:
    • There is a new default setting for the Mvp price markers.
    • There is a new default setting for True Auction™ Balance.
  • Minor Ui fix: changing the time scale on the chart will once again keep the last bar from overlapping the right margin.
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1.2.2.110:
  • Fixed a multithreading bug in the data event pump that could cause errors under the right conditions.
  • New delta choice options for the inside auction trap alerts are exposed.
  • Minor enhancements to the All-Time Mvp markers on the price strip, reduces noise.
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1.2.2.109:
  • Fixed Filter Inside Auction Cum Volumes not turning on.
  • Minor fix to aggregated trade display: in some cases, aggregation that penetrated multiple price levels would not show in the bar volume profiles immediately. This has been resolved.
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1.2.2.108:
  • Markers v1 added.
  • Alerts v1 added.
  • True Auction™ Value Meter beta added.
  • Maintenance and improvements in the core engine; including better performance.
  • More expanded inside auction delta display options.
  • More options for the level-II display, including inside touches.
  • More display options in the bars, session profiles, and inside auction cum volumes.
  • Fixed a bug where underlining would appear on volume that was not filtered.
  • Fixed a bug entering running delta start times.
  • Fixed a bug causing weighted average tick sizes to potentially display negative numbers when True Auction Balance was toggled on.

1.2.1.107

  • Fixed a possible overflow error if NinjaScript code written against Auction Dashboard throws too many errors.
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  • The NinjaScript interface has been update with a new advanced Threading option: please see the documentation. This is an advanced option for advanced developers.
  • Minor Ui and documentation fixes.
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  • Performance enhancement. Auction Dashboard will now fully utilize the multiple processors or cores on your machine to facilitate rendering with multiple threads. No extreme high volume conditions will monopolize the rendering thread; and data is processed more rapidly with a dedicated event thread.
  • ImportantNinjaScript interface changes. Some elements in the NinjaScript interface have changed; and one change could potentially break existing code.
    • The AdAskBidImbalancedEventArgs class returns a different value from its Type property. This will no longer return values when the imbalance is cleared: instead there is a new IsCleared property. This is the only known breaking change.
    • Documentation of the True Auction Balance volumes: please see the AdSettings class for information. This behavior has not in fact changed; but the documentation has been updated to clearly explain what returned values will show. Options have been added to access the various volumes available.
  • Fixed the Inside Auction reset buttons resetting cum volumes instead of just the inside volumes.
  • Fixed a bug that was causing the Running Delta time input window to complain about valid entries.
  • Running Deltas are also now visible on Auction Visualizer Only charts.
  • Chart buttons can now optionally be anchored to the top of the chart: an option is added to the Chart Display menu.
  • Average Price Volumes will display on any chart mode, and remember your selections.
  • Other Ui enhancements and fixes; fixes to linked chart properties and other consistencies.
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  • Made corrections to the fix for the divide by zero error in the Auction Meter.
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  • Fixed a possible divide by zero error in the Auction Meter.
  • Performance improvements: this is still not final, and a more impacting change to the drawing engine is still underway.
  • Maintenance and subtle changes to some of the new features including the new auto scaling. Again, this is not yet final and will see more intelligent behavior improvements.
  • Tick aggregation and other order flow has been streamlined; and performance increases while still more order flow abilities have been completed.
  • The inside auction's feedback improves still more.
  • Delta and volume accumulation parameters have been more fully exposed; and the settings window has more controls, as well as buttons to make indicative settings for fast/slow markets. Please try the new defaults, and see that the auctioning feedback is more clear. The accumulation feedback has stabilized now that we have exposed most of the parameters: a wide range from high feedback to strict insight is available in the settings.
  • Even more delta accumulation feedback options are selectable on the chart, below the inside auction. These can trace more activity in the market, and expose the up-front activity. These settings toggle back and forth quickly.
  • A new display mode is available for the Level-II book; which shows left-behind ask/bid depth. This shows the depth at each price that was not swept or pulled, as left behind when the auction lifted or lowered away. More will come on usage; and it will show the state of the auction at each price as action moved away and may return.
  • More options are available for the inside volume touches, and provide more feedback and insight.
  • Both the bars and the session profiles menus have been moved out of Auction Dashboard's main menu and now reside on the chart. Please look for the new popup buttons.
  • Both of the above have some new and clearer options.
  • Inside auction and Level-II data no longer automatically resets. There is a command in the settings window: please use this feature to clear all-time session data at session breaks.
  • BackFill has also had some maintenance.

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  • Fixed a problem with the price marker disappearing.
  • Fixed a problem with the Level-II imbalance alerts: the settings did not change to match what was set in the settings window.
  • The new drawing enhancements now will also adjust dynamically to the running hardware. More performance enhancements will come.
  • Fixed a problem where the Auction Visualizer could be hidden on an Auction Visualizer Only chart.
  • Fixed a problem where the Level-II could overlap prices if the book received updates with duplicate entries.
  • Fixed a problem causing some buttons to stop responding to clicks.
  • Addressed a problem with an odd NinjaTrader "index out of range" error in backfill.
  • Narrow candles have brighter wick.
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Fixed an unusual issue with certain chart types producing a blanked chart.

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The drawing performance is work in progress: this release contains changes that do address the core issue in busy markets; and will perform radically differently.

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This revision fixes an issue where the new drawing performance enhancements were not recognized in all cases in the prior revision.

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Major re-vamp of auto scale behavior. Most users will simply say "it's about time"; but this release changes the way auto scale behaves, and should be 100% more intuitive for everyone. The Auction Visualizer™ will no longer cramp! Please re-experiment with a Full Display chart if you have become more used to using one of the other modes. In this release, the Auction Visualizer™ will dictate the chart scale: the bars will not (this is the new default: there are settings to choose the behavior). For example, previously, the bars would always auto scale, and so if you had very tall bars develop on the chart, with everything drawn at price, the Auction Visualizer™ would also shrink to fit in the chart scale — the scale was dictated by the bars. Now, the bars will simply extend off of the chart: the Auction Visualizer™ remains at a comfortable reading size, and it dictates the chart scale. Settings have been moved to a new window in the Chart Display menu. Session profiles auto-scale the same way they used to (if auto scale is on, and one of the buttons is selected); but there may be new options for this also to come.

Fixed a bug in the prior release candidate; with cumulative volume display sticking on the inside auction.

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Performance Improvements: Fast moving markets and high density activity should not phase Auction Dashboard. The drawing engine is improved (and it will not backlog if the data is updating heavily). (More performance improvements are also on the way.)

The Inside Auction has many enhancements:
  • Feedback is greatly improved; and will especially be clearer in faster moving markets.
  • There are now options for delta accumulation and resetting in the settings window. These are explained more below.
  • Two quick buttons have been added: to toggle the delta accumulation between the current setting and the strict setting; and to toggle automatic resetting on the fly.
  • There is a new Auction Meter; explained more below.
  • The imbalance alerts have been moved under the inside auction; and many other display tweaks have regained space on the chart.
The Level-II book has an excellent new feature: All Time Highs. A new toggle button on the bottom-right of the chart (the "V") will toggle the display mode. In All Time High mode, the book will change to show you the highest volume seen at every price touched in the history of your session. The volumes come from the current book, and all of the Static Level-II Looks™: every price updated by the book throughout the session; and they show the highest volume ever seen on the price, even momentarily. They will also dynamically update: you can toggle the view. The volumes are colored green if it was a bid, and red if it was an offer. If you have the volume updates display on, then that side of the display will also show you the largest single change seen on every price: also colored whether it was a bid or offer. Again, these numbers are the largest seen in the history of all Level-II updates to the chart. Useful for tracking flashes, and other sizes: and, they stay in all time history. The Reference online has more information.

The Level-II book will also now reset on session breaks. For session templates other than 24/7, this typically will happen roughly 30 minutes after the session close: when your provider sends the reset events. The 24/7 template, and other templates that have sessions that end and begin immediately, will also reset the book on the fly at that break: when the new session starts, the book is fully cleared. When reset, the all-time highs currently also reset. Please send any feedback on desired behavior!

The True Auction Balance has settings in the Strategy Setting window. It has also been improved: order flow does now make it into the bars!

Bar tick alignment has also been further evolved.

Back-Fill has been slightly enhanced; and should also show better tick alignment to the bars. Small advancements were also added to probe the resolution for the ticks in some cases. It will not fail during cases where Ninja sends ticks out of order (this was a symptom we discovered happening, and now catch).

About the delta accumulation:

The Delta accumulation options have not yet been documented online. Through some recent rapid releases, there may have been some changes release-to-release: we had a little balancing act between keeping things simple, and providing options; and would apologise if anything changed in an unexpected way. All options are simply now available as choices. There are 3 choices for accumulation. Notice: the deltas currently always reset when the ask/bid is swept or pulled: the counting begins with each fresh ask/bid (this may become another option).

Show Everything: the deltas will accumulate even after the auction lifts/lowers away from the price; and they begin counting on the first delta. This mode is a feedback choice: it will show you everything happening on the bid and offer.

Wait For Acceptance: this is as it has been: the bid/offer must be accepted with a trade before the delta begins to count. Thereafter, the count continues until a sweep or pull. This mode is also a feedback choice: it will show you what is happening on the bid and offer after they have been accepted by a trade.

Strict: shows only those added contracts that traded. This option currently also waits for acceptance. For example: bid begins at 50 contracts. 50 contracts add (but nothing has yet traded). The delta is still 0. 50 contracts now trade. The delta is still 0 (but the count has begun, from the 100 at acceptance). 25 contracts add. The delta is still 0. 75 contracts trade. The delta is now 25. The quick button is designed to toggle between the feedback setting that you choose; and this strict mode, to show you how many of the visible contracts have traded (on the deltas that have not recently reset).

About the automatic resetting:

The options for automatic reset have also been enhanced. The resetting provides a way to keep the inside volumes showing you the activity here and now (the accumulated volumes will still accumulate without resetting).

Reset after sweeps and pulls: the inside volumes and deltas will become stale, and stick at their current level when the bid/offer is swept or pulled. The next time the price is visited, the volumes will be reset.

Reset with timeout: as before, the inside volumes and deltas will become stale when the price lifts/lowers away for at least a few seconds. The next time the price is visited, the volumes will be reset.

The new quick button will toggle the resetting on and off: let the volumes accumulate where you want to see the balances forming; and then switch the resetting on when the auctioning begins, to see the activity here and now.

These features can be seen in action in the second video on order flow, which has been posed online.

About the new auction meter:

There is a new meter under the inside auction. This is a volume-based meter, with three sections. The meter works over a sample of accumulated volume: the amount of volume tracked through the sample period is set in the auction visualizer settings window (1.8 times the average book depth by default). The bottom meter (the wider one) is showing you the relative difference between the buying and selling in the sample period; and includes metrics for absorbed contracts. If this meter is dead-center, the buying and selling are even. If the meter is halfway right (green) the buying is twice the selling. If it is pegged, it is all buying or selling. On top of this is a thin "reverse" meter: this is showing a metric based on a formula roughly equivalent to: volume per up/down tick. In other words, it is tracking the ticks up and down in price over the sample period, and comparing that with the amount of volume put in on the given side: so roughly it shows how easy or hard the price is ticking based on the amount of volume trading on that side. It is colored and oriented in reverse to show the "pressure" against the buying or selling: of the selling is hard, but this meter is showing hard green resistance, then the selling is hitting a lot of absorption. On top, the arrows show the same basic information as seen on the inside columns: strikeout arrows when there is sweeping, and parenthesis when there is pulling in that direction. The arrows show which has been more predominant in the given direction.

1.2.1.104

  • The NinjaScript interface has been update with a new advanced Threading option: please see the documentation. This is an advanced option for advanced developers.
  • Minor Ui and documentation fixes.
----------
  • Performance enhancement. Auction Dashboard will now fully utilize the multiple processors or cores on your machine to facilitate rendering with multiple threads. No extreme high volume conditions will monopolize the rendering thread; and data is processed more rapidly with a dedicated event thread.
  • ImportantNinjaScript interface changes. Some elements in the NinjaScript interface have changed; and one change could potentially break existing code.
    • The AdAskBidImbalancedEventArgs class returns a different value from its Type property. This will no longer return values when the imbalance is cleared: instead there is a new IsCleared property. This is the only known breaking change.
    • Documentation of the True Auction Balance volumes: please see the AdSettings class for information. This behavior has not in fact changed; but the documentation has been updated to clearly explain what returned values will show. Options have been added to access the various volumes available.
  • Fixed the Inside Auction reset buttons resetting cum volumes instead of just the inside volumes.
  • Fixed a bug that was causing the Running Delta time input window to complain about valid entries.
  • Running Deltas are also now visible on Auction Visualizer Only charts.
  • Chart buttons can now optionally be anchored to the top of the chart: an option is added to the Chart Display menu.
  • Average Price Volumes will display on any chart mode, and remember your selections.
  • Other Ui enhancements and fixes; fixes to linked chart properties and other consistencies.
----------
  • Made corrections to the fix for the divide by zero error in the Auction Meter.
----------
  • Fixed a possible divide by zero error in the Auction Meter.
  • Performance improvements: this is still not final, and a more impacting change to the drawing engine is still underway.
  • Maintenance and subtle changes to some of the new features including the new auto scaling. Again, this is not yet final and will see more intelligent behavior improvements.
  • Tick aggregation and other order flow has been streamlined; and performance increases while still more order flow abilities have been completed.
  • The inside auction's feedback improves still more.
  • Delta and volume accumulation parameters have been more fully exposed; and the settings window has more controls, as well as buttons to make indicative settings for fast/slow markets. Please try the new defaults, and see that the auctioning feedback is more clear. The accumulation feedback has stabilized now that we have exposed most of the parameters: a wide range from high feedback to strict insight is available in the settings.
  • Even more delta accumulation feedback options are selectable on the chart, below the inside auction. These can trace more activity in the market, and expose the up-front activity. These settings toggle back and forth quickly.
  • A new display mode is available for the Level-II book; which shows left-behind ask/bid depth. This shows the depth at each price that was not swept or pulled, as left behind when the auction lifted or lowered away. More will come on usage; and it will show the state of the auction at each price as action moved away and may return.
  • More options are available for the inside volume touches, and provide more feedback and insight.
  • Both the bars and the session profiles menus have been moved out of Auction Dashboard's main menu and now reside on the chart. Please look for the new popup buttons.
  • Both of the above have some new and clearer options.
  • Inside auction and Level-II data no longer automatically resets. There is a command in the settings window: please use this feature to clear all-time session data at session breaks.
  • BackFill has also had some maintenance.

----------
  • Fixed a problem with the price marker disappearing.
  • Fixed a problem with the Level-II imbalance alerts: the settings did not change to match what was set in the settings window.
  • The new drawing enhancements now will also adjust dynamically to the running hardware. More performance enhancements will come.
  • Fixed a problem where the Auction Visualizer could be hidden on an Auction Visualizer Only chart.
  • Fixed a problem where the Level-II could overlap prices if the book received updates with duplicate entries.
  • Fixed a problem causing some buttons to stop responding to clicks.
  • Addressed a problem with an odd NinjaTrader "index out of range" error in backfill.
  • Narrow candles have brighter wick.
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Fixed an unusual issue with certain chart types producing a blanked chart.

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The drawing performance is work in progress: this release contains changes that do address the core issue in busy markets; and will perform radically differently.

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This revision fixes an issue where the new drawing performance enhancements were not recognized in all cases in the prior revision.

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Major re-vamp of auto scale behavior. Most users will simply say "it's about time"; but this release changes the way auto scale behaves, and should be 100% more intuitive for everyone. The Auction Visualizer™ will no longer cramp! Please re-experiment with a Full Display chart if you have become more used to using one of the other modes. In this release, the Auction Visualizer™ will dictate the chart scale: the bars will not (this is the new default: there are settings to choose the behavior). For example, previously, the bars would always auto scale, and so if you had very tall bars develop on the chart, with everything drawn at price, the Auction Visualizer™ would also shrink to fit in the chart scale — the scale was dictated by the bars. Now, the bars will simply extend off of the chart: the Auction Visualizer™ remains at a comfortable reading size, and it dictates the chart scale. Settings have been moved to a new window in the Chart Display menu. Session profiles auto-scale the same way they used to (if auto scale is on, and one of the buttons is selected); but there may be new options for this also to come.

Fixed a bug in the prior release candidate; with cumulative volume display sticking on the inside auction.

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Performance Improvements: Fast moving markets and high density activity should not phase Auction Dashboard. The drawing engine is improved (and it will not backlog if the data is updating heavily). (More performance improvements are also on the way.)

The Inside Auction has many enhancements:
  • Feedback is greatly improved; and will especially be clearer in faster moving markets.
  • There are now options for delta accumulation and resetting in the settings window. These are explained more below.
  • Two quick buttons have been added: to toggle the delta accumulation between the current setting and the strict setting; and to toggle automatic resetting on the fly.
  • There is a new Auction Meter; explained more below.
  • The imbalance alerts have been moved under the inside auction; and many other display tweaks have regained space on the chart.
The Level-II book has an excellent new feature: All Time Highs. A new toggle button on the bottom-right of the chart (the "V") will toggle the display mode. In All Time High mode, the book will change to show you the highest volume seen at every price touched in the history of your session. The volumes come from the current book, and all of the Static Level-II Looks™: every price updated by the book throughout the session; and they show the highest volume ever seen on the price, even momentarily. They will also dynamically update: you can toggle the view. The volumes are colored green if it was a bid, and red if it was an offer. If you have the volume updates display on, then that side of the display will also show you the largest single change seen on every price: also colored whether it was a bid or offer. Again, these numbers are the largest seen in the history of all Level-II updates to the chart. Useful for tracking flashes, and other sizes: and, they stay in all time history. The Reference online has more information.

The Level-II book will also now reset on session breaks. For session templates other than 24/7, this typically will happen roughly 30 minutes after the session close: when your provider sends the reset events. The 24/7 template, and other templates that have sessions that end and begin immediately, will also reset the book on the fly at that break: when the new session starts, the book is fully cleared. When reset, the all-time highs currently also reset. Please send any feedback on desired behavior!

The True Auction Balance has settings in the Strategy Setting window. It has also been improved: order flow does now make it into the bars!

Bar tick alignment has also been further evolved.

Back-Fill has been slightly enhanced; and should also show better tick alignment to the bars. Small advancements were also added to probe the resolution for the ticks in some cases. It will not fail during cases where Ninja sends ticks out of order (this was a symptom we discovered happening, and now catch).

About the delta accumulation:

The Delta accumulation options have not yet been documented online. Through some recent rapid releases, there may have been some changes release-to-release: we had a little balancing act between keeping things simple, and providing options; and would apologise if anything changed in an unexpected way. All options are simply now available as choices. There are 3 choices for accumulation. Notice: the deltas currently always reset when the ask/bid is swept or pulled: the counting begins with each fresh ask/bid (this may become another option).

Show Everything: the deltas will accumulate even after the auction lifts/lowers away from the price; and they begin counting on the first delta. This mode is a feedback choice: it will show you everything happening on the bid and offer.

Wait For Acceptance: this is as it has been: the bid/offer must be accepted with a trade before the delta begins to count. Thereafter, the count continues until a sweep or pull. This mode is also a feedback choice: it will show you what is happening on the bid and offer after they have been accepted by a trade.

Strict: shows only those added contracts that traded. This option currently also waits for acceptance. For example: bid begins at 50 contracts. 50 contracts add (but nothing has yet traded). The delta is still 0. 50 contracts now trade. The delta is still 0 (but the count has begun, from the 100 at acceptance). 25 contracts add. The delta is still 0. 75 contracts trade. The delta is now 25. The quick button is designed to toggle between the feedback setting that you choose; and this strict mode, to show you how many of the visible contracts have traded (on the deltas that have not recently reset).

About the automatic resetting:

The options for automatic reset have also been enhanced. The resetting provides a way to keep the inside volumes showing you the activity here and now (the accumulated volumes will still accumulate without resetting).

Reset after sweeps and pulls: the inside volumes and deltas will become stale, and stick at their current level when the bid/offer is swept or pulled. The next time the price is visited, the volumes will be reset.

Reset with timeout: as before, the inside volumes and deltas will become stale when the price lifts/lowers away for at least a few seconds. The next time the price is visited, the volumes will be reset.

The new quick button will toggle the resetting on and off: let the volumes accumulate where you want to see the balances forming; and then switch the resetting on when the auctioning begins, to see the activity here and now.

These features can be seen in action in the second video on order flow, which has been posed online.

About the new auction meter:

There is a new meter under the inside auction. This is a volume-based meter, with three sections. The meter works over a sample of accumulated volume: the amount of volume tracked through the sample period is set in the auction visualizer settings window (1.8 times the average book depth by default). The bottom meter (the wider one) is showing you the relative difference between the buying and selling in the sample period; and includes metrics for absorbed contracts. If this meter is dead-center, the buying and selling are even. If the meter is halfway right (green) the buying is twice the selling. If it is pegged, it is all buying or selling. On top of this is a thin "reverse" meter: this is showing a metric based on a formula roughly equivalent to: volume per up/down tick. In other words, it is tracking the ticks up and down in price over the sample period, and comparing that with the amount of volume put in on the given side: so roughly it shows how easy or hard the price is ticking based on the amount of volume trading on that side. It is colored and oriented in reverse to show the "pressure" against the buying or selling: of the selling is hard, but this meter is showing hard green resistance, then the selling is hitting a lot of absorption. On top, the arrows show the same basic information as seen on the inside columns: strikeout arrows when there is sweeping, and parenthesis when there is pulling in that direction. The arrows show which has been more predominant in the given direction.

1.0.10.86

  • Auction Dashboard's™ new True Auction™ Balance has been implemented in the bars and on the Inside Auction's cumulative volumes.
    • True Auction™ Balance combines volume with order flow to give a truer picture of the buy/sell balance. You will find new options in the Bar Display menu, and in the Auction Visualizer™ Settings on the Inside Auction tab.
  • Auction Dashboard's™ engine now leverages both the order flow information, and works with NinjaTrader's® bar alignment on bar types that support it.
    • Specifically: there is no change to any volume, buys, sells, or reported order flow: however, the numbers shown on bars may be aligned differently now. This alignment affects ticks that arrive on the "edges" of bars: as the bar is just opening or closing, Auction Dashboard™ is able to retain all of the order flow information, and also wait for NinjaTrader to generate the bar and align the tick. Point and Figure and Kagi bars are special cases with independent alignment algorithms. The new alignment will be seen on all other bar types (and again, all volume is printed; and all buys, sells, and neutral volume are correctly handled on all bar types: only bar alignment may show a change). This will not affect Back-Fill.
  • New average Level-II price volume display.
  • Inside Auction Trap alerts can use Level-II Apv.
  • New Replay connection feature can automatically adjust realtime settings, like Inside Auction Activity Timeout, based on playback speed.
  • Fixed a bug breaking the chart when rolling through session breaks.

1.0.10.80

  • Auction Dashboard now includes block trade reconstruction!
    • Trades delivered in CME Fix/Fast-style blocks can be optionally reconstructed by combining trade blocks from individual limit orders filled by one larger market order.
  • Auction Dashboard finally includes logic to prevent auto-scaling of Level-II "outliers" — prices at a long distance on the order book will not be auto-scaled, which previously would shrink the chart scale. The outliers are still kept in the book and updated whenever updates arrive, but they will not auto-scale.
  • Improved feedback on the Inside Auction for the Activity Timeout.
  • New display option for Profile Segments (profiles can now optionally be drawn centered).
  • New Zoom button for the Bar Volume Profiles: will zoom in on the profiles so that they are scaled relative only to the currently visible bars (instead of the whole session, by default).

1.0.10.74

  • Maintenance release.
    • Improved minor memory usage in graphical Ui: increases compatibility with lower end machines.
    • Includes fix for hard to find Back-Fill bug captured in prior release.

1.0.10.71

  • Beefy bug fix and maintenance release.
    • Fixes hard to find Back-Fill bug.

1.0.10.60

  • Greatly enhanced Imbalance alerts on the order book. The "flip" alerts have been renamed "Imbalance" alerts; and they include more customization now, including selecting a depth of prices to monitor. You will find new configuration options in the Markup & Alert Strategies settings window; and a behavior setting in the Auction Visualizer™ settings. (To reproduce the old behavior, set the Ratio to 2.0, Depth to 1, and tick "Do not alert imbalances as flips after a lift/lower".)
  • New sentiment display (order book total volumes): shows volumes.
  • Also bug fixes: we made one more improvement possibly relating to an obscure issue with Back-Fill and rolling through session breaks.

1.0.10.57

  • Bug fixes for prior release.
    • Fixed: the Level-II max volume touches went away in the last build.

1.0.10.56

  • Bug fixes for prior release.
    • Back-Fill does not break after re-loading the indicator.
  • More minor performance improvements.

1.0.10.55

  • Bug fixes for prior release.
    • Chart Linking does not stick one-way.

1.0.10.54

  • Bug fixes for prior release.
    • A "Hide Auction Visualizer™" chart will not fix the chart scale on mouse hovering anymore.
    • Chart Linking will now restore on startup in saved charts.
  • Improved Chart Linking.
    • Smart chart identification on startup.
    • Certain visual properties do not link (for instance, display of Average Volumes).
  • New, more conservative Auction Visualizer default Refresh Rate.
  • Minor performance improvements.

1.0.10.53

  • New Chart Display ModesFull Mode,  Auction Visualizer™ Only, and Hide Auction Visualizer™ modes are now available; under the Views menu. Allows viewing the same instrument in two windows, with the Auction Visualizer™ separate from the bars and session profiles. (Works with Chart Linking, below.)
  • Chart Linking: link settings between multiple open charts. With two charts open on the same instrument, the settings can all be linked together. Similar to, but completely separate from NinjaTrader® window linking. Supports the new Chart Modes.
  • Greatly improved Level-II alerts; including a new High Delta alert. Makes spotting stacks and high volume activity much easier.
  • Heavily re-organized menus.
  • The Auction Visualizer™ now supports two display styles: the existing Gradient, and a new Flat look.
  • Fixed a bug causing bar volume profile segments to extend past the bar outline.
  • Minor visual enhancements.

1.0.10.49

  • Minor Dpi-aware changes (for intended display on high-resolution screens).
  • Delta strength markup is now visible on the Inside Auction (there is a setting to toggle that on or off for the Inside Auction separately: it is on by default). This exposes the deltas more readily while watching the order flow.
  • The events on the Inside Auction: when the ask/bid is consumed; and when the ask/bid are pulled: are displayed a little differently now. The feedback is a little clearer, and while watching the order flow the events are easier to catch. (These events are: the arrows on the inside volumes showing the ask/bid consumed: there is no longer a strikeout font on the volumes for these events; and the parenthesis on the deltas are just re-arranged now to be clearer for those ask/bid pulled events.)
  • There is another reset choice for the accumulation on the Level-II volume changes.
  • Some bugs were caught:
    • The auto-scale margins; and possibly other properties, may not have set correctly from the new dialogs. The properties now work as expected.
    • The bar space should now not become too narrow when saving and restoring settings: previously after saving indicator defaults or templates, it was possible that the bar space would be restored narrow.
    • Chart buttons will update themselves to the correct state if they were enabled when saving a template.
  • Some more minor color consistencies were addressed; including the chart trader's colors and line style.
  • Some performance improvements; including a smoother screen update during chart scrolling, sizing, and zooming.

1.0.9.44

  • Exposed the Bar Trap Markers Clear With Alerts option.
    • The above option is also now disabled by default.
  • The Inside Auction option to Accumulate Last Volume Events is now enabled by default.
  • Chart buttons have been made slightly larger.
  • Subtle changes to default colors.
  • Some customizable color properties are now back in the Indicator Settings dialog.
  • The new options have been incorporated into the NinjaScript® interface.
  • Reset functions on the Inside Auction have been added to the NinjaScript® Interface.

1.0.9.43

  • A further fix for a bug partly cured in the previous release, causing an empty chart on startup and Log error messages, now fully eliminates the problem.
  • A subtle fix to how the Inside Auction deltas begin counting and resetting:
    • Exposed the option to begin the timeout reset only when the price has lifted or lowered.
    • All delta and inside cumulative volume counting now begins and resets as expected based on settings.
  • Inside Auction cumulative volumes now hide along with other volumes when there is not enough space to fit the text

1.0.9.32

  • Greatly improved the Auto-Scale algorithm.
    • More consistency; and less chance of the chart scrolling all the way out of view.
  • More settings categories in saved Views.
  • Extended lines can now be added to any price and any bar; where previously they could only be added within bars with printed price volumes.
  • Inside Auction deltas no longer show underlines when the Filter's Underline Filter Volume setting is off.
  • Fixed a bug in the new settings windows causing settings to be reset when re-opened.
  • Fixed a bug causing "index out of range" exceptions in the Output window; and empty charts.
  • Fixed a bug causing Automatically-Extended lines to appear after Back-Fill.
  • Fixed a bug causing Running Deltas Dispose buttons to not work.

1.0.8.28

  • The Auction Visualizer™ Auto-Scaling has a new algorithm.
  • The Auto-Extend Mvp Lines feature is now off by default.
  • A new on-chart button has been added for the Level-II scaling features.
  • Manually-added extended lines will now replace any existing lines (clicks in session profiles will add lines as desired even if a line exists at the clicked price).
  • All references to volume as "puts and calls" is now removed; as truly this was inappropriate terminology for essentially all cases.
   

1.0.7.27

  • Added a scaling option to the Level-II price ladder.
  • The widths of the columns on the Auction Visualizer™ can now be defined by the user.
  • Auction Visualizer™ settings are now consolidated into a dialog for easier tuning.
  • Strategy and alert settings are consolidated into a dialog.
  • Completed the integration of cumulative volumes on the Inside Auction.
  • Inside Auction visual consistencies.
  • Added another display option for delta strength.

1.0.6

  • Inside Auction
    • Added Show Accumulated Volumes feature.
    • Added Filter Accumulated Volumes feature.
    • Added Wait For Acceptance feature.
    • Added Activity Timeout feature.
    • More resetting options.
  • Session Profiles
    • Added Scale Profiles Together feature.
  • NinjaScript® Interface
    • Added Cumulative Volume features to the Inside Auction.
    • All events now stem from a single base type.
  • Minor performance improvements.

1.0.6.24

  • Fixed a sticky Show Inside Auction Last Volumes menu item bug.
  • Fixed a bug causing Point and Figure and Kai bars to remain visible on startUp.
  • Fixed a bug that caused BackFilled Sessions not to display.
  • Minor BackFill performance improvements.

1.0.5

  • Added Show Last Trade Volume setting to the Inside Auction.
  • Added Accumulate Volume Changes setting to the Level-II.
  • Added Scale Profiles Individually setting to the Session Profiles.
  • Added ability to locate Static Level-II Looks™ to the NinjaScript® interface.
  • Fixed a bug that caused the chart to break when a workspace was saved and re-opened with an open chart containing Auction Dashboard™.
  • Minor performance improvements.

1.0.2

  • Removed color properties.

1.0

  • Initial release.