Delta Buy/Sell Volume

[T2020]

Originally Posted by sbgtrading

Not a problem folks...I posted a new version that updates the cumulative line on every tick. The new indicator is attached to Post #1.

Enjoy!

Ben

Thanks for the correction . Some day a Moving average of the cumulative
line would be nice .

[subterfuge]

Originally Posted by T2020

Thanks for the correction . Some day a Moving average of the cumulative
line would be nice .

And candlesticks

Good work tho. You guys are very clever to be able to do all this coding stuff

[roonius]

Originally Posted by subterfuge

And candlesticks

Good work tho. You guys are very clever to be able to do all this coding stuff

One with candlesticks you can try from here
http://tradingstudies.com/products/bidaskvolume.html

It's not free, unfortunately.

[gomifromparis]

Hi,

I coded a version of Cumulative Delta, based on bid/ask volume.

• It draws OHLC bars and candlesticks.
• It should work with CalculateOnBarClose=true or false
• It paints bars with Standard paint(comparison between open and close), Strong bars (compares close with previous high or low), or None.

It has a lot less options than sbgtrading's indicator, but it draws candlestick, so if you want best of both worlds I suppose you'll have to do some code merging.

Anyway, if it can be of any help, please feel free to use.

[vasuadiga]

Let me know if you notice any errors...

[subterfuge]

2 brilliant first posts, Gomifromparis and vasuadiga!
Nice work guys.
Good luck

[T2020]

Originally Posted by gomifromparis

Hi,

I coded a version of Cumulative Delta, based on bid/ask volume.

• It draws OHLC bars and candlesticks.
• It should work with CalculateOnBarClose=true or false
• It paints bars with Standard paint(comparison between open and close), Strong bars (compares close with previous high or low), or None.

It has a lot less options than sbgtrading's indicator, but it draws candlestick, so if you want best of both worlds I suppose you'll have to do some code merging.

Anyway, if it can be of any help, please feel free to use.

I'm liking it so far . Would you consider adding a zero line ?

[CBpasQ]

Originally Posted by subterfuge

2 brilliant first posts, Gomifromparis and vasuadiga!
Nice work guys.
Good luck

Agreed! Thanks gomi and vasua.

[gomifromparis]

Thanks guys

He're an upgrade :

• Bar style now derived from price style : you can change style from the main menu without losing the calculated CD data. OHCL, Candle and HiLo are implemented
• Up/Down/Neutral colors are derived from the global Up/Down/Candle Outline colors , so you can also change colors without losing the calculated data !

I didn't implement the zero because I don't really see the need for it, and I spent quite some time getting rid of the existing zero bar : the zero bar prevents you from beeing able to zoom between -55 k and -60 k, because it "wants" to be plotted.

Enjoy

[Stone]

Originally Posted by gomifromparis

Thanks guys

He're an upgrade :

Enjoy

Awesome, great job on this! Thank you for sharing!

[jfw215]

Originally Posted by gomifromparis

Thanks guys

He're an upgrade :

• Bar style now derived from price style : you can change style from the main menu without losing the calculated CD data. OHCL, Candle and HiLo are implemented
• Up/Down/Neutral colors are derived from the global Up/Down/Candle Outline colors , so you can also change colors without losing the calculated data !

I didn't implement the zero because I don't really see the need for it, and I spent quite some time getting rid of the existing zero bar : the zero bar prevents you from beeing able to zoom between -55 k and -60 k, because it "wants" to be plotted.

Enjoy

Thanks Gomi!

[T2020]

Originally Posted by gomifromparis

Thanks guys

I didn't implement the zero because I don't really see the need for it, and I spent quite some time getting rid of the existing zero bar : the zero bar prevents you from beeing able to zoom between -55 k and -60 k, because it "wants" to be plotted.
Enjoy

Your right , I see from watching it that it can get to + or - 60 k . Thanks
again for posting it . !

[gomifromparis]

New Beta version : ability to record tick CD data, so you can press F5 whenever you want, add other indicators, and you can open other charts that will read the data already stored.

Data is stored in a file in "My Documents" folder which you can edit.

If you have market replay files, play them one after another and it will populate the CD file.

Performance might be an issue; the file structure is not optimized because human readable, but I'll have to see waht happens when it gets bigger.

Feel free to comment, but remember it's beta quality

[T2020]

Originally Posted by gomifromparis

New Beta version : ability to record tick CD data, so you can press F5 whenever you want, add other indicators, and you can open other charts that will read the data already stored.

Feel free to comment, but remember it's beta quality

I think your solving one of the frustrating problems with real time
tick indicators . No memory . Good work !

[gomifromparis]

Last update of the day : minor bug corrections, code comments, and file format set to UTC, so now people can use other people's files if necessary.

I sent a file containing march 24th, just unzip and copy it in My documents, then put up the indicator on an ES 06 chart, and the 24th CD should appear.

Enjoy