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    Cot calculation

    Hi GOMI!And thanks for your great work!!!
    I'd like to understand how your COT is calculated to better use that...I have been an OFA user and now I'm back to ninja.....

    Comment


      I don't think so, because Ninja first builds the bars, then starts the backtest. So you don't run into the recorder code during the backtest.


      Originally posted by fliesch View Post
      Is it possible with the GOM-tools to simulate more realistic fills in backtesting?

      I mean e.g.: On barupdate buying at the market in a backtest will be at the then current ask price? Not just on OHLC-data which is unreliable.

      Comment


        Hi,

        Why don't you ask the question on the official ladder thread ?

        Originally posted by astrading View Post
        Hi GOMI!And thanks for your great work!!!
        I'd like to understand how your COT is calculated to better use that...I have been an OFA user and now I'm back to ninja.....

        Comment


          Data file location

          How can I change where the data file ie short is stored?

          Comment


            You can use the GOMFOLDER environment variable

            Comment


              How do I do that?

              Comment


                Gomi

                How to see arrows of entries in the chart like post#304.

                I have installed GOM stuff but dont see it. it is customised to display those arrows

                Comment


                  Hello Gomi

                  I've been reading many posts of this thread and your work is really impressive.
                  Could you be so kind and answer two questions I have left:

                  1. Is it correct that the only way to get the GOM Framework is by becoming an elite member at BigMike (and thus spend 50 USD) ?

                  2. I understand that the GOM Framework offers many features and has multiple uses. All I need is historical Bid/Ask data for the previous and current sessions. Is this included in the package and is there a simpler way for me to get this feature or do I have to purchase and run the whole GOM package? I have no problem spending the 50 USD, but from what I've read it seems like the GOM framework is quite resource-intensive. Is it efficient to run it if I just need one of its features (ie, historical Bid/Ask data running back 24-36 hours)?

                  Thanks a lot for your reply.

                  Comment


                    Hi kumaresh11

                    The arrows are custom, If you want to know how to do arrows look at my thread below. I only learnt how to do this myself a short time ago.

                    http://www.ninjatrader.com/support/f...t=arrows+chart

                    Good luck
                    DJ

                    Comment


                      You can get version 1.3b on the first post of this thread.

                      Last version 2.3 is on BigMike, it's main add-ons are the automatic future rollover of the files with rollover offset, and the possibilty to use daily files instead of one big file.
                      But apart from that the 1.3b is full featured, and files are compatible.

                      The recorder is not resource intensive at all, but some indicators based on it can be because it allows to build tick indicators on historical data.

                      To get the file data, you can either
                      1. Put the recorder in record mode, and from then you will have your data.
                      2. Download other people's files (there are some on BigMike)
                      3. Use a complete independant Gom recorder (there is one that uses ZenFire API on, BigMike, implemented as Windows Service)
                      4. You can convert historical IRT or QCollector files to Gom Files.

                      Hope it helps.

                      Originally posted by laocoon View Post
                      Hello Gomi

                      I've been reading many posts of this thread and your work is really impressive.
                      Could you be so kind and answer two questions I have left:

                      1. Is it correct that the only way to get the GOM Framework is by becoming an elite member at BigMike (and thus spend 50 USD) ?

                      2. I understand that the GOM Framework offers many features and has multiple uses. All I need is historical Bid/Ask data for the previous and current sessions. Is this included in the package and is there a simpler way for me to get this feature or do I have to purchase and run the whole GOM package? I have no problem spending the 50 USD, but from what I've read it seems like the GOM framework is quite resource-intensive. Is it efficient to run it if I just need one of its features (ie, historical Bid/Ask data running back 24-36 hours)?

                      Thanks a lot for your reply.

                      Comment


                        Thanks a lot for your reply Gomi. This answers all my questions.

                        One last thing:
                        What I want to code in my indicator is something like: if BidVolume[0] > BidVolume[1] then etc...
                        This hasn't been possible so far because Ninja obviously wouldn't store the BidVolume (or AskVolume) from the previous bar. Will I be able to write a custom indicator where I can integrate BidVolume[0], BidVolume[1] etc. if I use your framework?
                        Last edited by laocoon; 01-18-2011, 01:38 AM.

                        Comment


                          Yes you will, because each tick is stored with its bid/ask situation , there are five : BelowBid, AtBit, BetweenBidAsk,AtAsk,AboveAsk. This allows to calculate bidvolume and askvolume.
                          GomDeltaVolume is an indicator that will provide you with UpVolume and DownVolume dataseries.
                          Attached Files

                          Comment


                            Gomi,

                            I installed GomDeltaVolume and it works like a charm. I'm currently in the process of writing a custom strategy where I want to integrate the UpVolume and DownVolume dataseries from the GomDeltaVolume indicator.

                            Could you be so kind and answer these two questions for me:

                            1. In my strategy, do I need to add the "Gom" prefix to "Initialize" and "OnBarUpdate", or somewhere else?

                            2. What's the correct syntax to call the UpVolume and DownVolume variables? Will something like "if upvolume[0] > downvolume[0] then ..." work?

                            Thanks a lot for your reply.

                            PS: sorry if those questions seem a bit silly to you but I never had to integrate a new framework into my strategy before.

                            PPS: it would be ideal if there were an example of a strategy/indicator that uses some GomDeltaVolume input variables. I looked over at BigMikeTrading as well but couldn't find anything.
                            Last edited by laocoon; 01-18-2011, 07:50 AM.

                            Comment


                              try this :
                              Code:
                                      #region Variables
                                      GomDeltaVolume gdv;
                                      #endregion
                              
                                      /// <summary>
                                      /// This method is used to configure the strategy and is called once before any strategy method is called.
                                      /// </summary>
                                      protected override void Initialize()
                                      {
                                          CalculateOnBarClose = true;
                                      }
                                      
                                      protected override void OnStartUp()
                                      {
                                          gdv=GomDeltaVolume();
                                      }        
                              
                                      protected override void OnBarUpdate()
                                      {        
                                          if (gdv.UpVolume[0]>gdv.DownVolume[0])
                                          {
                                          //do stuff
                                              Print("Up");
                                          }
                                              
                                      }
                              You will need to have a recording indicator somewhere that populates the file in real-time if you want to use Historical data.

                              Comment


                                works like a charm, thanks a lot for your help Gomi.

                                Comment

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