Delta Buy/Sell Volume

[rally]

This is the 3rd day now that data is not being saved, it's displaying delta fine but the data is not being saved:(

[dosh1965]

Price and Delta action has been excellent (the more rotations of price the more times I get to cycle positions and get paid)....so I don't get what you are talking about. Lately I have been exceptionally busy moving a programming project up to high priority...I have spent most evenings the past week and a half and all of last weekend with my programmer working on a project. This is all in addition to answering numerous emails and other meetings I have had with some trading groups this week. My blog videos can wait until tomorrow for now....too many other important tasks that I want to get set up asap! :)

Welcome back, a sigh of relief as the 2-week hiatus of the blog admittedly caused some concern for its viability. The bulls keep defending the 1043 price level, has the main cycle switched from bear to bull (i.e. you're no longer building long-term short positions at the 1035 level...) and hence the tracking of LONG inventory at this zone?

[DavidHP]

This is the 3rd day now that data is not being saved, it's displaying delta fine but the data is not being saved:(

Try clicking the chart one time then pressing F5.
This will refresh the indicators and make them start.

[rally]

Hi david,

I've done that, it's only not saving the data on one contract (FDAX) for some of odd reason.

[PrTester]

Hi david,

I've done that, it's only not saving the data on one contract (FDAX) for some of odd reason.

check the NT Log something must show up, use record just in one chart

[T2020]

When ever there are gaps or very fast movement on the ES , I get these spikes to the zero line . It's not a problem on charts with less data showing ,just hit F5 , but this chart takes over 10 minutes to reload . Would like to see
this behavior coded out some how .

[gomifromparis]

When ever there are gaps or very fast movement on the ES , I get these spikes to the zero line . It's not a problem on charts with less data showing ,just hit F5 , but this chart takes over 10 minutes to reload . Would like to see
this behavior coded out some how .

yeah, I know, it's annoying.:o I'll try to come up with something.
PS: 10 minutes is really strange. I've been able to load 1 year of GomCD in 1 minute maximum... Are you using binary ?

[toulouse-lautrec]

unfortunately recording often does not seem to work properly despite the indicator signalling "recording binary OK"
on hitting F5 i find nothing has been captured to the left of the current bar
tried "flat" instead but the results are the same

i am on win7 ... could that make so much of a difference?
:confused:

[T2020]

yeah, I know, it's annoying.:o I'll try to come up with something.
PS: 10 minutes is really strange. I've been able to load 1 year of GomCD in 1 minute maximum... Are you using binary ?
Yes , I am using Binary . Is that the problem ? Don't know the pro's and con's
of the different types . thx .

[gomifromparis]

Yes , I am using Binary . Is that the problem ? Don't know the pro's and con's
of the different types . thx .

no it should be the fastest.

[gomifromparis]

if the file size is an issue and you don't use volume filtering, you can use the converter to activate tick compression. that way the file will be smaller and will be parsed faster.

another thing to remember is that the whole file is always read until it finds the first bar timestamp. so if you use a 1 year file only for five days chart, you still read the whole file. so it's a good idea to keep files short. I reset file on contract rollover, and I don't have any perf problems, data shows up in a matter of seconds.

[cwineria]

Hello,

I have a different CD reading on 2 different timeframe charts. As of typing this 1000v reads +31,100 and my 60 minute reads -90,000. If I am not understanding something please help, I do not use historical data and start my feed before the open each day.

Thanks

[paulg]

Hello,

I have a different CD reading on 2 different timeframe charts. As of typing this 1000v reads +31,100 and my 60 minute reads -90,000. If I am not understanding something please help, I do not use historical data and start my feed before the open each day.

Thanks



Could you please post your screens with the examples?

[TheRightSide]

Just thought I will bring this to other CD traders attention out there. CME as made some changes on how transactions are being reported. I believe this would affect CD calculations that use filters based on transaction size.

Emini-watch as written a post on this topic (http://emini-watch.com/cme-says-better-faster-cheaper-i-dont-think-so/516/)

I'm interested to know any thoughts on how you guys view this change.

[cwineria]

The top chart is a 1000v and the bottom is 60 min. This was taken around 930 est on 10/09/2009

[gomifromparis]

could you show full screen please ?

[cwineria]

could you show full screen please ?

Sure, here you go and thank you.

[gomifromparis]

your time chart must go way sooner than your other chart, so it's picking up some existing data in your file, and calculating a -20000 offset. If you set your both charts on the same starting date you'll have the same results

[gomifromparis]

Here's GomCD 4.1

Fixes/enhancements

* Doesn't plot the 0 values and "big bars" on fast charts any more
* Corrected the crash of indicator when no Gom file existed and you didn't set Write Data to true
* Added a "Forced HiLo bar size" so you can define the bar thickness in Force HiLo mode in non cumulative charts.

[gomifromparis]

Another minor plotting correction that happened sometimes, plotting a strange bar on zero.

[moneybags]

Another minor plotting correction that happened sometimes, plotting a strange bar on zero.


Is there anyway we can get millisecond timestamps on ticks? If its a simple task you could just guide me where to make the change and i can do it. This would help in rebuilding tick based indicators that calculate rate of change, etc.. I've also posted on the RecorderIndicator thread more appropriately.

thanks in advance

[gomifromparis]

Sorry, this isn't possible , because NT has 1 second granularity in timestamps.

[moneybags]

Sorry, this isn't possible , because NT has 1 second granularity in timestamps.


Agreed, the problem lies with NT. However, currently I record the time stamp using DateTime.Now as the ticks are received in real time. I was hoping to use the recorderindicator to store the data. Using some algo you can offset machine time with tick time.

[T2020]

Another minor plotting correction that happened sometimes, plotting a strange bar on zero.
Thanks for the fixes . I'm wondering if there are just some instruments that this just isn't going to work well on . Note before and after pics of the QM .
Second Pic is after F5 refresh . ??

[gomifromparis]

dunno, I double checked NQ and ES and everything is OK.... I don't have access to QM.

[ninja99]

Hi Gomifromparis,

This is an AWESOME indicator!
Thank you for contributing this important indicator, Now I can see bid and ask volume.
Suggestions:
1. when selecting non-cumulative chart, I notice the bar indicators is small and not clear(light green). Can the bars be bigger and change light green to dark green or blue?

2. Can you include option for bid vol, ask vol and delta statistics for each bar?

I am not a programmer nor s/w engineer but I think you have spend considerable effort and time on this for NT community.
Perhaps NT should reward you.........

Many Thanks!;)

[ninja99]

Hi Gomfromparis,

I notice ver 4.1 had changed the bar size. Thanks again.:)

[gomifromparis]

Thanks !

1. you can force bar width when in "force hilo mode". Color is determined by your up bar color. you may change is to whatever color you need.

2. maybe one day :-)

[ninja99]

Got the right color. Thanks!

[gomifromparis]

Here's a new indicator : GomDeltaVolume.

It's got 2 parameters :
* Show Total Volume
* Delta Mode

They should be self-explicit ..

[cwineria]

Here's a new indicator : GomDeltaVolume.

It's got 2 parameters :
* Show Total Volume
* Delta Mode

They should be self-explicit ..

You are the man, thanks so much!

[T2020]

Was wondering what app I should use to open the dat files in My documents ?
Notepad is unreadable . Should be able to delete old data correct ? thx

[gomifromparis]

only flat and short format files are text. you can delete the files, or data in the files as well.

[T2020]

only flat and short format files are text. you can delete the files, or data in the files as well.
Sounds like you can delete the whole Binary file ,but not just delete the 6th day back for example ? Guess I'll have to switch to short format .When files get to long it takes a long to reload the chart with my computer .

[gomifromparis]

you can use the file converter to convert to flat, delete what you want, and convert to binary back again.

[T2020]

you can use the file converter to convert to flat, delete what you want, and convert to binary back again.
OK :o have plead ignorance here . Not sure what converter your talking about .

[gomifromparis]

somewhere in recorderindicator thread..

[T2020]

somewhere in recorderindicator thread..
OK , thanks . I'll hunt for it . :)

[ninja99]

Hi Gomifromparis,

Lost of TF and ES data for last evening session(14th Oct) when I read my charts today. It was recording during the session. However, 13th Oct data were still intact and it is still recording today.
Do you know what would have gone wrong?
Unable to attached chart because pdf file is too big.

[gomifromparis]

You must be careful because when you add an indicator to a Gomcd there is a good chance that the Gomcd will lose writing rights , and show "Recording KO". When it's the case, press F5 and it will regain writing privileges, but often you don't realize it's not writing correctly.
Maybe you modified indicators today on your chart, and recording went to "OK" again.

Best idea is always to have your recording indicator on a chart you never touch, and play around with charts using "Recording Off"

ps : to send chart, copy window (alt + print screen), paste in mspaint, save as png, attach to message.

[ninja99]

You're right, I did add indicators. 4 charts running with GomCD and speed is still ok. So each time when one modifies any indicator on a particular chart one should hit F5 to ensure recording continues. Thanks again.

BTW GomDeltavolume is COOL, another view for tracking Delta.
Many THANKS:)

[deanz]

Thank you Gomi for putting the time and effort into the tools you have kindly shared with us all ....... they are the best I have ever added to a chart :-)

.

[T2020]

I'm finding additional instruments that your indicator seems to have problems
with . Maybe it a volume thing . I know I have no trouble with NQ or ES , but
maybe it's the higher volume that makes it work ??? It's a great indicator , it
just seems to have problems on certain instruments .QM , 6C . Just letting you know .

[gomifromparis]

could you post some replay files on megaupload or rapidshare ?

[T2020]

could you post some replay files on megaupload or rapidshare ?
Sorry , but I don't save replay files , adds to much cpu load .:(

[DavidHP]

Here's an example of custom GomCD indicator : Heikin Ashi bars.




Greetings,

Would it be possible to have a version of this indicator that plots only colored vertical bars in the window?

Similar to the image in panel2 below?

[ninja99]

Hi Gomifromparis,

The parameter Reinit on Session Break (T or F) of GomCD indicator is referring to which session. Could it be actual market session or the time frame session on NT chart?

[deanz]

Hi Gomifromparis,

The parameter Reinit on Session Break (T or F) of GomCD indicator is referring to which session. Could it be actual market session or the time frame session on NT chart?

If you set it to true, it will be extremely obvious where it resets and then you will wonder why you asked instead of just testing it .... lol.

.

[deanz]

Gomi is it possible to get the indicator to read the dat file off of a network drive?

Then we could run say and old laptop just to record, so it could handle short power outages, and the main computer could read the dat when it needed and could be shut down or rebooted without worrying about gaps in data.

.

[DavidHP]

Greetings,

Would it be possible to have a version of this indicator that plots only colored vertical bars in the window?

Similar to the image in panel2 below?

I modified the program to do what I asked if it could be done.

I'm not sure how useful it is now that it is complete but it works. LOL

The bottom panel is the GomiCDHA colored bars instead of candles.
Panel 2 is the GomiCD indicator on a 4 range chart.

[gomifromparis]

Here's V5


NT7 compliant
smoother ticks on fast charts (see http://www.ninjatrader-support2.com/vb/showthread.php?t=16006)
no data sent after sessionbegin and sessionend (see idem)
zero line drawed if reinit session is true
corrected t2020 plotting bug

[superarrow]

Here's V5


NT7 compliant
smoother ticks on fast charts (see http://www.ninjatrader-support2.com/vb/showthread.php?t=16006)
no data sent after sessionbegin and sessionend (see idem)
zero line drawed if reinit session is true
corrected t2020 plotting bug

Gomi,
Thank you for your efforts. Just a clarification, what do you mean by no data sent after sessionbegin and sessionend (see idem)

Further, in NT7 do you still need to run the program all day to capture the CVD data? I believe I read somewhere this is no longer necessary with NT7 (or just my wishful thinking!) .

Cheers,
SA

[gomifromparis]

before, the recorederindicator continued to send ticks to the indicators even after SessionEnd time and before SessionBegin time.
So it caused some strange values on session opening bar.

As for recording, yes you have to let it running all day, even in NT7 ..

[PrTester]

Here's V5


NT7 compliant
smoother ticks on fast charts (see http://www.ninjatrader-support2.com/vb/showthread.php?t=16006)
no data sent after sessionbegin and sessionend (see idem)
zero line drawed if reinit session is true
corrected t2020 plotting bug

Thanks for the update as always great work, but have one problem in the NT7 Log : " Error on calling 'OnBarUpdate' method for indicator 'GomCD' on bar 0: Object reference not set to an instance of an object. " Also trying to retrieve Delta Close Value but no success, any idea?

BTW it's not complaint at all :-)

Regards,

[rally]

As for recording, yes you have to let it running all day, even in NT7 ..

Question to Ninjatrader, wasn't this issue supposed to have been resolved in NT7?

[NinjaTrader_Josh]

We have not been carefully following this thread as this seems to be a community effort so I am not sure what you mean exactly. As far as recording data, 7 records data in much the same way as 6.5.

[rally]

Hey josh, I tried PM'ing and emailing you but it wont allow it anymore, how do I send you a message?

[honvl]

Thanks for the updated algorithms for volume and tick bars. I am using NT7 and my GomCD is functional. However, any indicators that rely on values from a GomRecorderIndicator derived class seem to result in this or a similar error: Error on calling 'OnBarUpdate' method for indicator 'GomCDHA' on bar 1: Object reference not set to an instance of an object.

[NinjaTrader_Josh]

rally,

Please send an email to support [at] ninjatrader [dot] com with Attn: Josh in the subject line.

[gomifromparis]

This should work better :

[PrTester]

This should work better :

No luck for me same message :-(, I'm on NT7

[honvl]

No luck here either. Indicators like GomCDHA are not able to call GomRecorderIndicator derived classes like GomCD without getting that error. Debugging shows that fm is null. Maybe initialize is not being called correctly.

[honvl]

I was able to do some debugging with Visual Studio to solve the problem. It turns out that Instrument was null, and so because of the Instrument != null check inside GomRecorderIndicator's Initialize method, a lot of lines were being skipped. To fix the problem, I moved all of those lines to the beginning of the OnBarUpdate method and added a boolean flag to make sure they only run once.

[gomifromparis]

No luck for me same message :-(, I'm on NT7

Do you mean GomCD doesn't work at all ? or only derived indicators ?

[gomifromparis]

I was able to do some debugging with Visual Studio to solve the problem. It turns out that Instrument was null, and so because of the Instrument != null check inside GomRecorderIndicator's Initialize method, a lot of lines were being skipped. To fix the problem, I moved all of those lines to the beginning of the OnBarUpdate method and added a boolean flag to make sure they only run once.

There's a change with NT7 and it appears you can't instantiate another indicator in the Initialize() method or you'll run into the "'BarsInProgress' property can not be accessed from within 'Initialize' method" exception

So I guess we've got to use the method you've implemented : put the code in the OnBarUpdate() with a test with bool flag.

See http://www.ninjatrader-support2.com/vb/showthread.php?t=22023 for exact same issue.

[PrTester]

Do you mean GomCD doesn't work at all ? or only derived indicators ?

Thank you, just move the code from Initialize to OnBarUpdate on both file and that fix my situation, Thanks to the debugging team :-)

Regards

[Pepperdog]

I'm still having an issue calling a GomCD(___).DeltaClose[0] value into another indicator / strategy. Would someone mind posting an example of the code that needs to be moved from the initialize to onbarupdate section?

I thought I moved the correct code, but still not working for me.

Thanks.

[PrTester]

I'm still having an issue calling a GomCD(___).DeltaClose[0] value into another indicator / strategy. Would someone mind posting an example of the code that needs to be moved from the initialize to onbarupdate section?

I thought I moved the correct code, but still not working for me.

Thanks.

You need to move from both indicators, GomCD and the Recorder, move the reference " Instrument != null " from Initialize to OnbarUpdate.

[gomifromparis]

I'm still having an issue calling a GomCD(___).DeltaClose[0] value into another indicator / strategy. Would someone mind posting an example of the code that needs to be moved from the initialize to onbarupdate section?

I thought I moved the correct code, but still not working for me.

Thanks.

I think the correct way is to mo move all the code that instantiates GomCD indicators to the OnBarUpdate, but this has to be done only once so you need a flag to do that

example :


publicclass GomCDSMA : Indicator
{
#region Variables
Indicator indic;
bool initdone=false;
#endregion

protectedoverridevoid Initialize()
{
Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "GCDSMA"));
CalculateOnBarClose = false;
Overlay = false;
PriceTypeSupported = false;
}

protectedoverridevoid OnBarUpdate()
{
if (!initdone)
{
indic=SMA(GomCD(Input,GomCDCalculationModeType.Bid Ask,GomCDChartType.CumulativeChart,GomFileFormat.B inary,GomFilterModeType.None,1,false).DeltaClose,5 );
initdone=true;
}

GCDSMA.Set(indic.Value[0]);
}


#region Properties
[Browsable(false)]
[XmlIgnore()]
public DataSeries GCDSMA
{
get { return Values[0]; }
}

[NRH01]

I still can't get GomCD(___).DeltaClose[0] to work in another indicator even though GomCD and GomRecorder are working. When I try using the sample GomCDSMA, I get the error message :

"Error on calling 'OnBarUpdate' method for indicator 'GomCDSMA' on bar 0: Object reference not set to an instance of an object."

This happens both when I move the "Instrument != null" block to OnBarUpdate or leave it in Initialize in GomCD and GomRecorderIndicator.

[melnorme]

I've met the similar issue when I've tried to add GomCD to strategy - the problem is that Instrument is null in this case(do not know if this is a bug or feature of NT), so GomCD is unable to open the log file. I have to add currentInstrument variable to GomRecorderIndicator code and to set it manually.

[gomifromparis]

I think we're starting to have some problems here, and I'm pretty sure it worked in Beta 3, because I had a GomHA working.

As stated by other posters , Instrument is null so a lot of things stop working, and you just can't move all init code to OnBarUpdate()

I'm filing a bug on NT7 thread.

[melnorme]

As to me, I'm on NT6.5, and Instrument is null only when I'm adding GomCD to strategy, indicators based on GomCDDemoIndicator are working okay.

I've found one little issue with recent GomRecorderIndicator code. I have globex session start at 2.00am local time and session end at 1.00am,
so the following time check in code is producing incorrect results.

protected virtual void GomOnMarketDataWithTime(DateTime tickTime, TickTypeEnum tickType,double price,int volume,bool firstTickOfBar)
{

//if ((tickTime>=BeginTime)&&(tickTime<=EndTime))
GomOnMarketData( tickType, price, volume, firstTickOfBar);

}

[gomifromparis]

sorry for that one :-o
quick correction before new gomrecorder release :
in RecorderIndicator, replace in OnBarUpdate

if (EndTime==BeginTime)
EndTime=BeginTime.AddDays(1);

with

if (EndTime<=BeginTime)
EndTime=EndTime.AddDays(1);

[Eternum]

This should work better :
Is this version for NT v7 only? I tried it in NT v6.5 and it does not show anything. 4.1b works just fine.

[gomifromparis]

Here's a new version for nt6.5 and nt7.

It should correct the time issues in NT6.5, explaining some empty charts.

I added a parameter in GomCD/GomRecorder : if you define an Environment Variable named GOMFOLDER, the files will be written and read there.

I also added a GomOnBarUpdate method that you should use on your derived indicator instead of OnBarUpdate. In that case you don't need to call base.OnBarUpdate()

As per NT7 new recommandations to not use Initialize() for anything useful, all init code has been moved to OnBarUpdate but this has consequences for those who embed GomCD.
I show an example (GomCDSMA indicator) of how you can manage without.
in 6.5 you can write

indic=SMA(GomCD(GomCDCalculationModeType.BidAsk,Go mCDChartType.CumulativeChart,GomFileFormat.Binary, GomFilterModeType.None,1,false).DeltaClose,5);
in Initialize(), which you can't do in 7.0

If you do that in 7.0 in OnBarUpdate you're f**ed because DeltaClose time series doesn't exist before the first call on OnBarUpdate (remember the cool idea to move all init code in OnBarUpdate())

So you have to instantiate the GomCD, than do a fake call on DeltaValue[0], which is the base time series, this calls OnBarUpdate and finally you can work.

So with this new improved V7, the line

indic=SMA(GomCD(GomCDCalculationModeType.BidAsk,Go mCDChartType.CumulativeChart,GomFileFormat.Binary, GomFilterModeType.None,1,false).DeltaClose,5);


becomes

if (!initdone)
{
// we instantiate a gomCD
gcd=GomCD(GomCDCalculationModeType.BidAsk,GomCDCha rtType.CumulativeChart,GomFileFormat.Binary,GomFil terModeType.None,1,false);
//data series don't exist because they're created in onbarupdate() and for now only Initialize has been called.
//dummy call to call OnBarUpdate so dataseries get created
double dummy=gcd.DeltaValue[0];

//now the Dataseries exist we can work with gcd dataseries.

indic=SMA(gcd.DeltaClose,5);
//double dummy=indic.DeltaValue[0];
initdone=true;
}


And of course you have a nicer code with dirty init code in OnBarUpdate(). How cooler can we get :confused:

[Ninjaman]

I am still using ninjatrader 6.5 which is the best gomcd to use with it?

[Eternum]

I am still using ninjatrader 6.5 which is the best gomcd to use with it?
I'm using v5.3 on NT6.5. Works just fine.

[Ninjaman]

I'm using v5.3 on NT6.5. Works just fine.
Thank you.

[rt-trader]

Gomi,

I am having a problem with GomiCD (5.3) and NT7 (b4). When I place GomiCD on ES and set to record no plot is displayed (Recording OK msg is shown). The ES file is created and it appears to grow in size at a proportional rate. There is an error in the Control center log which says "Error on calling 'Dispose' method for indicator 'GomiCD'. Cannot access a closed file".

I am in Australia and have tried several different Session Manager settings for ES without success. I have also deleted the charts/indicators and the file and setup again but no change.

Thing is - GomiCD is working fine for the local exchange instruments so i dont think this is an NT7 issue.

Any ideas?

Thanks

[gomifromparis]

You can try this one.
I also corrected a bug in NT7 : if you used 24/7 you missed data on mondays.

[Ninjaman]

You can try this one.
I also corrected a bug in NT7 : if you used 24/7 you missed data on mondays.


Gomi,

I installed 5.3, and and then 5.4 and it seems that when I change the timeframe of the chart, it retrospectively shuts the recorder off at the beginning of the session, even though it had been recording data. As an example, I run a cummulative Gomcd. if my chart properties are set to 12:00 AM to 12:00 AM and at 8:00 AM I decide to change the timeframe from, say, 5 min to 10 minute, the cumulative data from 12:00 am will disappear, and it will begin recording again from that point on, leaving what appears to be a gap in the gomcd data, even though there was data there before. Also, the recorder message changes from recording short OK to recording OFF. The issue began when I installed 5.3 and still exists with 5.4. And, it doesn't matter if write is set to true.

[gomifromparis]

sorry, couldn't reproduce that one in 6.5 or 7
please check your log tab in NT
if there are holes in the file, it means it was not really recording

[gomifromparis]

Finally reproduced it. Filing a bug !

[rt-trader]

Gomi,

Not sure if my issue is related to the one immediately below...

Anyway - I have installed GomCD 5.4. Using the custom session shown in the attachment, the Recorder works (Recording OK) but will not display any plot. If I open a second ES chart and add GomCD - again no plot unless I use either Default 24/7 or 24/5 as Session Templates. Then the plot populates from the recorder file.

The log error I mentioned in previous post no longer appears...

Thanks

[gomifromparis]

Strangely it works here... Did you try a basic 1 min chart ?
What's your time zone ?

EDIT : OK reproduced it on Canberra Melbourne Sydney TZ

[rt-trader]

TimeZone is GMT+ 10 (Australia).

No plot on 1 minute chart either..

The error on calling OnBarUpdate has reappeared again with a timestamp of 1 second before Globex reopened at 15:30 Chicago time...

The another Log error when I loaded on GomCd onto to the 1 minute chart to test.

That error was "Error on calling 'OnBarUpdate' for indicator GomCD on bar 2756: Object reference not set to an instance of an object".

Hope that means something to you....


OK - I see you reproduced... good... and thankyou..

[gomifromparis]

This one should correct empty charts.
Tell me if it corrects the other problems as well

[rt-trader]

Empty charts - Fixed!! - Thankyou.

No sign of log errors at this time - will post again if they re-occur.

Thanks again...

[melnorme]

Gomi, one question according to RecorderIndicator. NT uses ticks timestamp with 1 second accuracy, which is not enough for some purposes, but DateTime structure allows 100ns accuracy. I'm trying to measure trade intensity, and it would be great to store history, so maybe one of your existing GomFileManager classes allows to store and retrieve tick timestamps with full 100ns accuracy?


//OnMarketData code

//now
fm.RecordTick(e.Time,tickType,e.Price,(int)e.Volum e);

//trying to record accurate tick timestamp
// fm.RecordTick(DateTime.Now,tickType,e.Price,(int)e .Volume);

[gomifromparis]

The millisecond info doesn't make it through the NT marketdata infrastructure

Try this code :

protected override void OnMarketData(MarketDataEventArgs e)
{
Print(e.Time.Second+"."+e.Time.Millisecond);
}

You'll get

37.0
37.0
38.0
38.0
39.0
39.0
42.0
43.0
43.0
48.0
48.0
48.0
49.0
49.0
49.0
49.0
49.0
49.0

=> no millisecond info

[melnorme]

Sure, but in my calculations I can replace e.Time with DateTime.Now when receiving a new tick and use it as a substitute of a real tick timestamp.

[gomifromparis]

OK I see

The flat file format should work, if you modify dateformat,
static public string dateformat="yyMMddHHmmss";
to something that writes milliseconds.

It could be used in a custom app,but it might not be of much use in NT as when the file is reread, it is synced on the bar chart using the time of the close of the bar, which has a 1 sec resolution.

It might be useful to set Display refresh interval to 0 too.

[melnorme]

Ok, I'll try, thanks a lot!

[PrTester]

I added a parameter in GomCD/GomRecorder : if you define an Environment Variable named GOMFOLDER, the files will be written and read there.


Does anyone Know how to define an Environment Variable named GOMFOLDER

Definitely I need to buy some c# books with this Gomi code :), its getting more complex every time.

[gomifromparis]

Sorry, but nothing to do with c# here :). It's OS stuff. Type F1 in windows and type "environment variable", it should show you how to do it..

[PrTester]

Sorry, but nothing to do with c# here :). It's OS stuff. Type F1 in windows and type "environment variable", it should show you how to do it..


Well if anyone interested and after a lot of attempts due to a damn typo this work good for me.

Environment.SetEnvironmentVariable("GOMFOLDER",@"Your Folder", EnvironmentVariableTarget.User);

[gomifromparis]

You shouln't have to write 1 line of code !
You only have to go to you Windows System Settings, Advanced Tab, choose "Environment Variables" and add GOMFOLDER with desired value !

[PrTester]

You shouln't have to write 1 line of code !
You only have to go to you Windows System Settings, Advanced Tab, choose "Environment Variables" and add GOMFOLDER with desired value !

Well every day we learn something new!, now I know that I'm not so computer literate :)

[eminimon]

Great indicator Gomi. Thanks for all the good work.

But I have 2 questions...

1. What are the black bars (candles) that are printing on the GomCD and how do I get them to print the same as the up (green) or down (red) colors that I have on my preferences?

2. How do I flush out the recorded data and start fresh? When I was first tinkering around with the recorder, I saved a few bars of delta (ie. -1500 contracts), and now every chart I open includes that and starts at -1500.

Thanks.

Sean

[gomifromparis]

Ok, I'll try, thanks a lot!

You might need to use the GomOnMarketDataWithTime(DateTime tickTime, TickTypeEnum tickType,double price,int volume,bool firstTickOfBar) method to get access to the DateTime data

[toulouse-lautrec]

re the new GOMFOLDER environment variable (thanks gomi for all these clever updates !)

has anyone experience using that feature to record on a separate system which is online 24x7 and has the folder containing the data shared on a network?
I am thinking of setting this up and wanted to know if there are any traps to look out for.

[rt-trader]

Gomi,

Unfortunately the blank charts are back again.. with a twist.

Last time the data was there but wasnt plotting. This time the data is wasnt recorded for the entire Monday session (local time - using the Session template as per post #586).

I cross checked this by reverting to NT6.5 and using GOMCD 5.5 there was no plot for the day session. ES was also similarly affected.

It must be something to do with the weekend.... any ideas?

Thanks

[gomifromparis]

It seems that your recording problem is still here, but I don't understand where it's not working. Anyway the recording process doesn't go through any time filtering, any tick arriving in OnMarketData will get recorded,whatever the session settings are.

I'll try to run NT7 longer, maybe it'll happen to me too.

[rt-trader]

Gomi,

Its working fine again now - I think this is a problem for Mondays only so if you test look for it to fail then. There must be some interaction between GOMCD and NT7 session setup which causes this to happen.

[pfx111]

Thanks again Gomi.

Some (various) questions on GomCD.

i)
Is there a way to combine in a GomCDDemoIndicator something like that (differerence between BidAsk and UpDownTick)::

indic= GomCD(GomCDCalculationModeType.BidAsk,GomCDChartTy pe.NonCumulativeChart,GomFileFormat.Binary,GomFilt erModeType.None,0,false)
- GomCD(GomCDCalculationModeType.UpDownTick,GomCDCha rtType.NonCumulativeChart,GomFileFormat.Binary,Gom FilterModeType.None,0,false)

*****
ii)
In the same way something like that (divergences from Price):
indic1 = GomCD(GomCDCalculationModeType.BidAsk,GomCDChartTy pe.CumulativeChart,GomFileFormat.Binary,GomFilterM odeType.None,0,false) - Close[0]

or to observe GomCD differences in timeframe longer than the basic with NonCumulative

indic2 = GomCD(GomCDCalculationModeType.BidAsk,GomCDChartTy pe.CumulativeChart,GomFileFormat.Binary,GomFilterM odeType.None,0,false)[0]
- GomCD(GomCDCalculationModeType.BidAsk,GomCDChartTy pe.CumulativeChart,GomFileFormat.Binary,GomFilterM odeType.None,0,false)[4]


Thanks for any suggestion.

Paolo

[gomifromparis]

You can't use GomCD like that, you must use one of the exposed timeseries (DeltaOpen,DeltaClose,DeltaHigh, DeltaLow)

1) in the init part,
indic1=GomCD(GomCDCalculationModeType.BidAsk,GomCD ChartTy pe.NonCumulativeChart,GomFileFormat.Binary,GomFilt erModeType.None,0,false);
indic2=GomCD(GomCDCalculationModeType.UpDownTick,G omCDCha rtType.NonCumulativeChart,GomFileFormat.Binary,Gom FilterModeType.None,0,false);


then in OnBarUpdate,
delta=indic1.DeltaClose[0]-indic2.DeltaClose[0];



2) in the init part
indic = GomCD(GomCDCalculationModeType.BidAsk,GomCDChartTy pe.CumulativeChart,GomFileFormat.Binary,GomFilterM odeType.None,0,false);

in the onbarupdate:
delta=indic.DeltaClose[0]-Close[0];

3) in the init part
indic = GomCD(GomCDCalculationModeType.BidAsk,GomCDChartTy pe.CumulativeChart,GomFileFormat.Binary,GomFilterM odeType.None,0,false);

in onbarupdate:
delta=indic.DeltaClose[0]-indic.DeltaClose[4];


etc..

[warrior]

Thank you Gomi for excellent work. You are tha man! A question on NT7 for all the NT7 experts here - I thought with NT7 the bid/ask volume data was stored in NT7 database and any indicator that uses historical bid/ask volume data would not have to create its own files for storing that such as the way GomCD works. So, such indicators should be able to directly pull historical bid/ask volume data from the database and work. Was that feature dropped from NT7? That would have been a big help since then GomCD indicator would just work even if you dont have the indicator running 24x7. thanks in advance.

[gomifromparis]

Take a look on NT 7 threads.
Basically bid/ask data is stored, but bid, ask, and price info are not synchronized. So you you can't use it to reconstruct the current bid/ask at a specific tick. So you're back to 24/7 recording !

[gomifromparis]

Here's a recorder version of VolumeProfile for those that might want to use historical data

[Ricam]

Hello Gomi. Thanks for your great work.

Here are a couple of ideas:

Can GomCD be changed to expose the four dataseries: dsHigh, dsLow, dsOpen, and dsClose, to make it easier to write indicators based on them?

When GomCD records the bid ask volume data to a file, could it also record the price data in synchrony. Would it then be theoretically possible to modify indicators or create them in another application (Excel?) to get around the historical bid ask data limitations of NT7?

[gomifromparis]

Can GomCD be changed to expose the four dataseries: dsHigh, dsLow, dsOpen, and dsClose, to make it easier to write indicators based on them?

Already done , they're called DeltaClose DeltaOpen etc.


When GomCD records the bid ask volume data to a file, could it also record the price data in synchrony.

Done


Would it then be theoretically possible to modify indicators or create them in another application (Excel?) to get around the historical bid ask data limitations of NT7?
Done (see SMA example in 5.4 or 5.3)

Maybe you should do some reading in this thread...

[Ricam]

I read the relevant posts and am running some custom indicators on NT7B4.

Everything is working, including recording and persistence on charts, of CD based indicators.

Just wanted to thank you not only for the indicators but for the very helpful followup postings. Sorry about any earlier obtuseness.

[gomifromparis]

Glad you could adapt it to your needs!

[turbotrader]

2. How do I flush out the recorded data and start fresh? When I was first tinkering around with the recorder, I saved a few bars of delta (ie. -1500 contracts), and now every chart I open includes that and starts at -1500.


Hi,

same problem here? How can I reset the data?

Thanks!

[deanz]

Hi,

same problem here? How can I reset the data?

Thanks!

The files are stored in your "My Documents" folder with a .dat extension eg:

ES 12-09.Binary.dat
6E 12-09.Binary.dat

rename them to .old with ninja not running to see how that works for you and if you are happy then probably just delete them.

.

[turbotrader]

Thanks deanz,

found it!
Before, I looked in "my documents/NinjaTrader 6.5/ folder.

[GoldStandard]

Just wanted to say thanks Gomi. GomCD is awesome and I use it all the time.

[remorris]

Can someone help me understand how to create an average of buy/sell volume?

[tradervinnie]

1. What are the black bars (candles) that are printing on the GomCD and how do I get them to print the same as the up (green) or down (red) colors that I have on my preferences?

[gpzany]

thanks again for all your work gomi...

don't know if this has been asked... I am recording the ES 24/7, and had some plots in the GomCD indicator at the zero line instead of at the cumulative delta line. I am recording in short format and would like to correct these "bad ticks" but can't make sense of the file.

Any suggestions would be greatly appreciated...

cheers,

gpzany.

[Ricam]

Last week GomCD and indicators dependent on it were working beautifully on charts with time and tick based intervals. (NinjaTrader 7, Beta 4)

Beginning last night (Sunday November 22), GomCD would display and record on a chart that has minute intervals. However it would not produce any output at all on charts having tick, or seconds based intervals. For example, it would work on a one minute chart, but not on a sixty second chart.

I was running a minute based chart for recording. The .dat file was being updated correctly, (which I do understand is not affected by type of interval on the recording chart). Historical and CD data were displaying correctly in the GomCD, but as noted above, only on minute based charts.

This problem happened ONLY in NT7. Everything worked normally in NT6.5, including display of historical data recorded today from NT7. Recalling a previous post about problems that only happen on Monday, I suspected a session based problem

Changing the start time of the Monday session from 6:00PM Sunday to 12:01AM Monday caused everything to start working again. This will do for now, (I don't trade on Sunday night) but is not optimum. Thanks in advance for any ideas.

[gomifromparis]

yeah it's an NT7 bug
http://www.ninjatrader-support2.com/vb/showthread.php?t=22623

[tradervinnie]

Gomi, thanks for all your great work on this indicator (GomCD).

Why is it i get black candles in between the red and green cumulative delta using GomCD 4.1 and Ninja 6.5?

Thanks,
Vinnie

[gomifromparis]

Are you using latest version ? There are some plotting corrections in them.
If you want to edit the file it's maybe simpler to convert it to flat first using the converter in Recorder thread. Remember data/times will be in UTC time zone.


thanks again for all your work gomi...

don't know if this has been asked... I am recording the ES 24/7, and had some plots in the GomCD indicator at the zero line instead of at the cumulative delta line. I am recording in short format and would like to correct these "bad ticks" but can't make sense of the file.

Any suggestions would be greatly appreciated...

cheers,

gpzany.

[rt-trader]

Gomi,

Re posts #606 and #604. Its a Monday again and the recoding problem continues. I am using a custom session with settings as shown in the image below. An image of the problem is also attached. As you can see the recoder stops at the Monday end time Session Break and doesnt continue on with the new Session.

If I change the first session to start on Sunday the missing data is plotted, however the Monday (day) data is then not shown. It seems that the problem is having 2 start days the same even though the times are different. Is this something you can fix?

I using NT7b4 and GOMCD5.5.

Thanks

[gomifromparis]

new version 5.6
. corrects your double monday session problem
. added a "Disable Time Filter" to disable any time filtering on the tick generator

[rt-trader]

Yep - that did it!!

Thankyou for the ultra speedy fix Gomi...

[gpzany]

Thanks gomi,

still using an older version as it was working well... will try your suggestions.

Cheers.

Edit: Latest edition did the trick! fantastic work gomi! :) Are you using latest version ? There are some plotting corrections in them.
If you want to edit the file it's maybe simpler to convert it to flat first using the converter in Recorder thread. Remember data/times will be in UTC time zone.

[gomifromparis]

Beginning last night (Sunday November 22), GomCD would display and record on a chart that has minute intervals. However it would not produce any output at all on charts having tick, or seconds based intervals. For example, it would work on a one minute chart, but not on a sixty second chart.


You can correct the problem with 5.6 version by setting "Disable Tick Filter" to true.

[turbotrader]

Hi gomi,

first of all. Thanks for the great indicator.

Currently your indicator hast the comulative and noncomulative mode. Is it possible to implement an "oscillator" mode?

The reason why I ask is this. Lets take the ES. You have a lot of volume in the first an last hour. In between not so much. So you dont have much of change of the indicator when the volume is low.

If we could use "bid/ask delta / total volume" you would have a much more objective view, imo.

For example.
a) The total volume is 100.000. The bid/ask delta is 10.000. The indicator value would be 0.1.

b) Later in the day when the total volume is only 30.000 and the delta is again 10.000 the indicator value would bei 0.3.

In the "old" calculation it would be the same value +10.000 but at a) the delta is only 10% of the total volume. At b) it is 30%, so much more buing than in a).

Regards,

Tom

[T2020]

I wish this indicator worked on other instruments besides ES and NQ ,but it
doesn't seem to . Here's some screen shots of 6C . GomCD > bottom and a
couple Detrended indicators . The GomCD starts at zero on every new bar
and the Detrends spike to infinity with start of each new bar . This indicator
would be very valuable to me if I didn't have to Refresh it every few seconds.
I believe I have the latest version or just the one previous .

[deanz]

The reason why I ask is this. Lets take the ES. You have a lot of volume in the first an last hour. In between not so much. So you dont have much of change of the indicator when the volume is low.


Tom I think that not much change when volume is low may be a good thing.

If what you want is to get rid of the flat line.... heartbeat.... flat line..... effect of the Delta indicator on the ES try a volume or tick chart.

.

[turbotrader]

If what you want is to get rid of the flat line.... heartbeat.... flat line..... effect of the Delta indicator on the ES try a volume or tick chart.

.

Yes, that could do it! Thanks

[Sergio66]

Is it possible to set a line on close instead of Candles and OHLC bar chart? I think It would be nice to display also a moving average What do you think?

[tradervinnie]

Why do i get black Cumulative Delta bars.

Thanks,
Vinnie

[Sergio66]

Why do i get black Cumulative Delta bars.

Thanks,
Vinnie

It's under settings > Paint Type > Strong Up down You have to choice the other options you see there (UpDown or None)

[Ricam]

Just downloaded NT7 Beta 5. There are some changes that affect the GomCD programs.

The GomRecorderIndicator will not compile because SessionsOfDay does not contains definitions for BeginTime, EndTime, and BeginDay.

GomCD does not display anything on tick interval charts. On time (such as second or minute) interval charts the values displayed look OK.

I tried commenting out the code in the Recorder that was giving the error messages. Recording works, but the data for the first bar of the new session was way off.

Gomi, thanks in advance for taking a look at this.

[Ricam]

The problem mentioned in my previous post about GomCD not displaying on tick based charts is no longer happening. However I don't know what I did that caused it in the first place, or cured it.

[gomifromparis]

Here's the NT7B5 compatible version.

[Ricam]

Thank you, Gomi for the quick fix to GomCDRecorderIndicator for Beta 5.

[aviat72]

Here's the NT7B5 compatible version.

First of all thanks for making the recorder function. It is awesome and a great way to workaround the limitation of indicators resetting on reload.

Question: How do I get the latest version of the files for this indicator for NT6.5? It does not seem to be available in the Download Indicator section.

A request: Could you add a header line to your source files which specify which version it is or when was it modified.

Confirmed that the issue below is fixed. Also noticed that you have NT7 directives so the latest code should work with NT6.5 also right?

A note: I found an issue when the indicator would fail to load because it was unable to find an existing data file, in the case the recording feature was not enabled. The problem was that there was no exception handling when trying to open datafileread in opendatafile function(if the file did not exist). I am not sure whether the issue has been fixed already but thought I would let you know.

[Eternum]

Here's a new indicator : GomDeltaVolume.

It's got 2 parameters :
* Show Total Volume
* Delta Mode

They should be self-explicit ..

Would that be possible to add moving average of delta volume (not total volume) to this indicator? Thanks.

[gomifromparis]

Confirmed that the issue below is fixed. Also noticed that you have NT7 directives so the latest code should work with NT6.5 also right?
Yes, latest package works with 6.5 or 7B5

[gomifromparis]

For integrity purposes all GomRecorder binaries are moved to http://www.ninjatrader-support2.com/vb/showthread.php?t=23283

We can keep this thread to discuss Delta stuff.

[tradervinnie]

It's under settings > Paint Type > Strong Up down You have to choice the other options you see there (UpDown or None)


Thanks a lot for your advice, it worked.

[bigsnack]

Hello,

Thanks for such an amazing indicator, WOW! I have found it more useful than I could have ever imagined :)

I was wondering, is there a way to make it so that the GomCDSMA is colored green when ascending and red when descending? I tried adding the following code, but although the indicator compiled, it doesn't work (it actually plots nothing). I'm sure the code is bogus but I figured I would try it myself before asking for help. Thanks in advance and take care!

{
Add(new Plot(Color.FromKnownColor(KnownColor.Green), PlotStyle.Bar, "UP"));
Add(new Plot(Color.FromKnownColor(KnownColor.Red), PlotStyle.Line, "DOWN"));
Add(new Plot(Color.FromKnownColor(KnownColor.Black), PlotStyle.Line, "SAME"));
CalculateOnBarClose = false;
Overlay = false;
PriceTypeSupported = false;

indic=SMA(GomCD(GomCDCalculationModeType.BidAsk,Go mCDChartType.CumulativeChart,GomFileFormat.Binary, GomFilterModeType.None,1,false).DeltaClose,period) ;
}

protected override void OnBarUpdate()
{
if (CurrentBar<2) return;
{
if(indic[1] > indic[0])
{
UP.Set(indic[1]);
}
else if(indic[1] < indic[0])
{
DOWN.Set(indic[1]);
}
else
{
SAME.Set(indic[1]);
}
}

[DavidHP]

Gomi,

Using this on NT7 I've noticed that the force bar size does not seem to affect the bar size when using Hi/Lo Open/Close bars.

Is there a line of code I can change?

Thanks,

[Elmi]

Is it possible to edit the .dat file created by GomCD.
Today CL is not recording and is not reading as well .
Is it possible that CL 04-10.Binary.dat has errors so is unreadable?
Any Ideas

[Ricam]

Close Ninjatrader for a few minutes and rename or remove that file so that the GomRecorder will start a new one.

That is the fastest way. There are some utilities that will convert the binary files to flat files, which are editable text. Then after you fix the problems you can convert the file back to binary. The info on those should be in one of the threads about the Gom indicators. I myself have not done any of that yet.

[Elmi]

I have done what you said but no working.
It happents few days ago too and came back .
Thanks anyway
Elias

[Ricam]

Is the Write Data parameter for the GomRecorder set to True?

What is the text message in the lower left hand corner of the GomRecorder's indicator window? Does it say "Recording binary OK"? Did you try refreshing that chart by clicking anywhere on the chart, then hitting the F5 key to reload Ninjascript for that chart?

[Elmi]

Yes to all

[Ricam]

In the settings of your GomRecorder change the recording file format from binary to flat. That should get it working. The downside is that flat files are a lot larger than binary files. The upside is that the flat files are text that you can read. Recording in flat mode seems to be more fault tolerant.

[Elmi]

I have donre thu=is as well but not working Ricam is working for all other Instrumentrs FDAX, YM. TF but not for CL
Elias

[Elmi]

I removed the Indicator and put it back again and now is working as binary as well
Thanks for effort
Elias

[PatientTrader]

Thanks GoM for the indicators, appreciate it.

Just a few questions:

With the GoMDeltaBarsV1 (which I think is for NT 6.5 only), when it is like loaded on a 1000 Delta ES chart, and then the GoMCD indicator with noncumulative mode added, which calculation-method in the bottompane GoMCD should be selected, so that bottompane also shows constant 1000 delta?

GoMDeltaBars plot a bar when a delta of 1000 using the proxy UpDownTickWithContinuation? Is there anyway to plot delta bars, using bidask method (I know bidask only works for realtime data)

Thank you
Patienttrader

[nachig]

Good afternoon from Spain,

Before all, thanks GoM for the indicators and sorry by my poor english.

I must say that i am begining with market delta indicators. I am very interested in them, but i have any debts. Maybe they are very simple for us, so i am going to ask us.

1- I have Zen Fire like provider and Zen Fire doesn´t provide back fill ticks, not?. So, i have been looking for forum and internet and i have seen that DNT IQ provides back fill for 8 days. What is the problem?, DNT is more expensive than Zen Fire.

2- I don´t know if the option recorder in GoM´s indicator is for recording data. If it is so, i don´t know how i can set it. Could you help me?.

3- Do you know any web with information about trading with delta?.

Thanks for your help.

Regards

Nachig

[KBJ]

Have you realized that this is the MOST POPULAR TOPIC on the NinjaTrader support forums?

More info here:

http://www.ninjatrader-support2.com/vb/showpost.php?p=158108&postcount=8

[timmyb]

That but unfortunately Ninja still feels being able to easily store bid/ask data is not required. I am shure they would get more than a few. I know 20 traders that would pay the 1k if this occured. thats 20k right there. I really have no clue why ninja wont jump on this. IF they did they would be putting some of the "other" platforms to shame


Have you realized that this is the MOST POPULAR TOPIC on the NinjaTrader support forums?

More info here:

http://www.ninjatrader-support2.com/vb/showpost.php?p=158108&postcount=8

[randyjb]

Agreed.. but it is getting pretty hard to get very excited about Ninja any more when we are more than two years down the road and still without anything more than a public beta relase of Version 7... and we are advised to not even attempt to run 3rd party indicators on it.

How long have they kept us waiting for a real fix on the Y axis scaling? I cannot even remember how long it has been. I am a member of another very popular trading forum that was nearly dedicated solely to Ninja at the outset but that is far from the case any more as more and more traders bail from what should have been the premier platform in the trading arena.

Let's hope that Version 7 eventually proves to have been at least partially worth the interminable wait. However, if you must have true bid/ask stored tick data.. then even Version 7 won't help.

Just think how elementary yet still exciting it would be if Zenfire actually provided a meaningful amount of historical data to feed true daily, weekly and monthly charts... ahhh but it's time to stop daydreaming about what could have been and just deal with what is right in front of us, just like in trading.

[NickA]

That but unfortunately Ninja still feels being able to easily store bid/ask data is not required. I am shure they would get more than a few. I know 20 traders that would pay the 1k if this occured. thats 20k right there. I really have no clue why ninja wont jump on this. IF they did they would be putting some of the "other" platforms to shame

To be fair some of the other platforms suffer similarly. However the developers of a couple of the most popular are well aware of the issues and will rectify them.

[bogey20]

I'm new to this set of indicators, has anybody tried writing some set of rules for entry/exit using this indicators? Or maybe there is a video of someone trading this in real time?

thanks

[O66-nl]

hi,

Is it possible to change the file location where the indicator is looking for stored data?
im installing ninja on my server (running 24/7) for collecting the data and like to use that data on my trading pc.

tx.

[gomifromparis]

You can use GOMFOLDER environment variable

[dkelly]

Would this work for streaming data or just historical?

[dkelly]

How do you set GOMFOLDER environment variable?

[O66-nl]

Thanks, its working perfectly!

set environment variable in Windows 7:
right click my computer
properties
advanced system settings
environment variables

[dkelly]

OK. I'll try it. Thanks.

[dkelly]

066-nl,

How do you access the data from a different computer from the
one where the data is being stored? I'm trying to understand.
Do I need to set up the GOMFOLDER environment variable on my
laptop as well, for example?

[O66-nl]

set environment variable on pc where you want to read the data from different location (defaul is my documents).

server - gomcd is collecting data in my documents (default, no need for change here)
PC - set variable to documents folder on server and reboot.

Ninja will use use data from server

[dkelly]

appreciate the help. Thanks.

[timmyb]

anyone know if the converter works on Iq feed?? Can i export a text file from R/T then convert it to ninja??

[dkelly]

066-nl,

One last question: In Ninja on the PC, how does it see the data?
What do I do for File>Connect? Do I need to make a new connection?

[timmyb]

NT7 will manage historical bid/ask data. Beta by the end of this year.

anyone remeber this post??

[gomifromparis]

anyone know if the converter works on Iq feed?? Can i export a text file from R/T then convert it to ninja??

That should work using IRT mode

[DORAIRAJ_S@HOTMAIL.COM]

Hi Gom:
Please can I know in which post I can find the latest Gom Package for Ninja7.0.

Also, when I downloaded your indicators from one of this forum, my system gave error message saying''indicator is not serialized''. Appreciate your advise to solve the problem as I am not a computer savy.

Regards,

Raj

[syxforex]

Please don't laugh at me if you are a programmer, but is it a user or system variable?

Thanks, its working perfectly!

set environment variable in Windows 7:
right click my computer
properties
advanced system settings
environment variables

[Ricam]

You add a new USER variable.

Please do not do anything to the System variables.

If you don't create an environment variable called GOMFOLDER, the recorder will place the files in My Documents. However My Documents is not an actual folder in recent Microsoft operating systems.. it is a "Junction Point".

[syxforex]

Thanks Ricam,

Is the value of the folder just the %user followed by the folder's path?

You add a new USER variable.

Please do not do anything to the System variables.

If you don't create an environment variable called GOMFOLDER, the recorder will place the files in My Documents. However My Documents is not an actual folder in recent Microsoft operating systems.. it is a "Junction Point".

[DORAIRAJ_S@HOTMAIL.COM]

That should work using IRT mode
Hi Gom:

Your Gom Delta Volume indicator is superb with volume filter option.
If I select a particular volume filter size, say 10 for Dow mini contarcts(YM), it plots bars only when delta volume exceeds +/_10 contracts .
It is a very useful information, especially when anticipating a trend change at some support or resistance levels.
In this context, I have a request to you to tweak this indicator one step further by modifying the code in such a way that it prints Red dots above the candles high on the price chart( if volume filter size option is selected) if -ve delta exceeds selected number and prints Green dot below the low of the candle on the price chart, if +ve delta volume exceeds selected number.
Also, you may add different alert sound when red or red dots are printed on the price chart.

This would enhance the application of this subject indicator manifolds.

Looking forward to your help.

Regards,

Raj

[omarmalik]

Hi, could someone please post the most up to date version of the Gom cumulative delta indicator.

Thanks