All GomRecorder Indicators

[RJay]

Well basically the code you propose is the same as my if (bid < ask) part.
If bid==ask all your volume will be counted on the bid side.
If ask<bid and price between bid and ask all the volume will be counted on the bid side,even if it's actually between the bid and the ask.

Sorry, all problems don't have simple solutions :-)

PS : please point out where the ticks might "escape" or "slip through" ?

Opps!! Nice catch.


I withdraw my prior statement about your code.

I thought I saw gaps after refresh on the chart where the recorder is first starts recording.

I'm only a programmer wanna be.

[gomifromparis]

It's fixed but it is not "accurate" :-)

If ask<bid and price between bid and ask, you have price < bid and price > ask, yet you choose to say its BelowBid ((price<bid)&& (bid != 0)), but it's also AboveAsk. So your TickType will be biased to the bid side...

[Ricam]

I am a little uneasy about modifying the Recorder to fix the FirstTickOfBar bug in Ninjatrader7. It was pretty easy to fix Zondor's buy sell volume indicator to constantly keep track of the volume of the most recent previous tick, taking that volume as the inital volume to be put in instead of zero upon the start of a new bar. On tick interval charts, this gives perfect agreement between buyvolume+sellvolume and Volume[0].

I already asked Zondor if I am interested in trying to fix the buy sell volume indicator so that it works correctly on volume interval charts. Also would like to see that fixed on the GomDeltaIndicator, since that feeds the ladder. I told me that I am interested in doing those projects.

[RJay]

It's fixed but it is not "accurate" :-)

If ask<bid and price between bid and ask, you have price < bid and price > ask, yet you choose to say its BelowBid ((price<bid)&& (bid != 0)), but it's also AboveAsk. So your TickType will be biased to the bid side...

I looked at both codes and tested them. I don't really see any advantage to mine so I put your version back in.

[monpere]

Is the GomRecorderIndicator suppose to work from within Market Analyzer? I have the GomRecorderIndicator in the Indicator column in the market Analyzer with 'Write Data = True'. When I bring up a chart and also add a Gom recording indicator to that chart, that indicator says 'Recording Binary KO' which means that the indicator in the market Analyzer is the one writing data. But, the problem is, there is no data being written. When I reload the chart the data disappears. Has anyone seen this?

[Ricam]

Why would you want to put the GomRecorder in a Market Analyzer?

My suggestion is to have a separate workspace that is always the first one that you load, and the last one that you unload. In that workspace have a chart for each instrument that you follow. Put a GomRecorder on each one.

Every time you start Ninjatrader make sure that the recorder workspace is loaded and that all are Recording OK.

Do not set any other GomRecorders to Write Data = true.

That's what Zondor ® does.

[monpere]

That is the only reason I use the Market Analiyzer, to have every instrument on a particular instrument list being recorded by the Gom recorder. I would rather not have to open a workspace with 15 active charts open all the time, for NT to manage. My Market analyzer has 2 columns, the instrument name, and the indicator column, that's all, and it is in a workspace by itself which is always open. So basically, I would have to replace 1 market analyzer with only text data, with 15 graphical charts. Doesn't seem very efficient to me. If for some reason GomRecorderIndicator does not work with Market Analyzer then I will have to see how opening all those charts affects my system. I just want to know if there is a bug with the indicator, a limitation which prevents that setup, or am I just plain doing something wrong.

[paulg]

Gomcd: stored delta data to be cleaned after 5 Mb?

Hello everyone,
I'm using the package1.3b with NT7 beta 22.

Rarely happens that after the live connection the Gomcd does not to update regolarly: no delta calculation, simply the panel remains blank.

Pressing F5 on the chart does not help. Also I've tried to re-import the package 1.3b, even creating a new chart and adding the gomcd from scratch but without success.
Quitting and restarting NT7 does not help, too.

All the other standard indicators are working.

Even using the package 1.3b on the same PC with 6.5 does not work. Clearly on another PC, works perfectly.

- BUT.. the issue is only on one instrument I'm using everyday: 6B. switching the chart to another instrument, gomcd works. Changing workspace simply does not help.
- Is there any sort of 'buffer' to be cleaned, a limit of the data gomcd collects everyday? the 6B 12-10.Binary in My Documents is 5.07 Mb. The Recording Binary OK appears only swithing to an instrument different than 6B.

Any idea, please?

Edit: The only solution I found is removing that binary and let Gomc created a new delta file.
Paul

[RJay]

Hello everyone,
I'm using the package1.3b with NT7 beta 22.

Rarely happens that after the live connection the Gomcd does not to update regolarly: no delta calculation, simply the panel remains blank.

Pressing F5 on the chart does not help. Also I've tried to re-import the package 1.3b, even creating a new chart and adding the gomcd from scratch but without success.
Quitting and restarting NT7 does not help, too.

All the other standard indicators are working.

Even using the package 1.3b on the same PC with 6.5 does not work. Clearly on another PC, works perfectly.

- BUT.. the issue is only on one instrument I'm using everyday: 6B. switching the chart to another instrument, gomcd works. Changing workspace simply does not help.
- Is there any sort of 'buffer' to be cleaned, a limit of the data gomcd collects everyday? the 6B 12-10.Binary in My Documents is 5.07 Mb. The Recording Binary OK appears only swithing to an instrument different than 6B.

Any idea, please?

Edit: The only solution I found is removing that binary and let Gomc created a new delta file.
Paul

Paul,

If I were you, I would try a couple of things.

Obviously, one of your indicators on the 6E chart needs to be in record mode.

Also, since each instrument and recording type, has its own data storage file, The file may have somehow gotten corrupted. Its happened to me!!!

Shutdown NT, then remove the data file for 6E from the GomFolder.

Restart NT and try it again.

Another thing is to monitor the Gomfolder and refresh display every minute or two.

You should see the file size as well as the last update time stamp for the file changing if the recording part of the recorder is working.

RJay

[paulg]

Paul,

If I were you, I would try a couple of things.

Obviously, one of your indicators on the 6E chart needs to be in record mode.

Also, since each instrument and recording type, has its own data storage file, The file may have somehow gotten corrupted. Its happened to me!!!

Shutdown NT, then remove the data file for 6E from the GomFolder.

Restart NT and try it again.

Another thing is to monitor the Gomfolder and refresh display every minute or two.

You should see the file size as well as the last update time stamp for the file changing if the recording part of the recorder is working.

RJay

Hi RJay,
Thanks for your suggestions. As I wrote in the 'edit', effectively only removing that binary file out of the folder helped to fix the issue, so the indicator created a new file at the subsequent login.
But now I do no have the delta historical data collected until yesterday available on screen.

[paolfili]

Gompackage - suggestions

GomCD CalculateDeltaIndicator method can use BidAsk (Price >=Ask Price<=Bid), UpDownTick (TickUp=+1,TickDown=-1) UpDownTickWithContinuation...
I need to count the Ticks on Bid and and the Ticks on Ask. (No Up or Down....in the while the Bid/ask can change).
Some suggestions on this subject before I modify the GomdeltaIndicator to insert this culculation mode?

I think It will be interesting to count the number and the relative volume of TickTypeEnum.BetweenBidAsk and the numbers and the relative volume (to observe the percent of errors in the bars) and of TickTypeEnum.AboveAsk and BelowBid (as a possible indication of strength/weakness).
Some Hints on the quickest way to export these values?

Thanks

Paolo

[Brillo]

GomVolumeLadder on BMT

if you're looking for something like enclosed picture, you can lookup gomvolumeladder on bigmiketrading forum.

It will require elite membership though

Hi Gomi,
Very nice work you do. I'm looking for the gomvolumeladder on Big Mike's. I found your page there, screen shot too. But I can't find it in the downloads. I'm not an ellite member but just wanted to see if I could find the download before becoming ellite. Is it there somewhere?
Thanks,
Brillo

[gomifromparis]

Sorry, it works the other way round :-)
You become elite member and then you can access the downloads !
But don't worry, it's still there !

[williammanda]

Paul,

If I were you, I would try a couple of things.

Obviously, one of your indicators on the 6E chart needs to be in record mode.

Also, since each instrument and recording type, has its own data storage file, The file may have somehow gotten corrupted. Its happened to me!!!

Shutdown NT, then remove the data file for 6E from the GomFolder.

Restart NT and try it again.

Another thing is to monitor the Gomfolder and refresh display every minute or two.

You should see the file size as well as the last update time stamp for the file changing if the recording part of the recorder is working.

RJay

I have a similar problem which has just started after working fine for months. I have two ES charts - 5 minute and 500 tick. They both are setup with the sessions of Day - 8:30 am - 3:15 pm and globex - 3:30 pm - 8:30 am. The 5 minute chart works fine but the tick chart only records gomcd during the globex session. I have tried all the solutions suggested but the new short file and I'm going to do that but is there a way to salvage the historical data?

Last question...During the course of collecting data using the gomcd (ie 1st to the 60 th day), the regeneration of the chart gets slower and slower. Is there any way to get around this?

[gomifromparis]

I have a similar problem which has just started after working fine for months. I have two ES charts - 5 minute and 500 tick. They both are setup with the sessions of Day - 8:30 am - 3:15 pm and globex - 3:30 pm - 8:30 am. The 5 minute chart works fine but the tick chart only records gomcd during the globex session. I have tried all the solutions suggested but the new short file and I'm going to do that but is there a way to salvage the historical data?

You can run your corrupt file through the GomConverter : it will rewrite your file until it crashes due to corrupt record.

Last question...During the course of collecting data using the gomcd (ie 1st to the 60 th day), the regeneration of the chart gets slower and slower. Is there any way to get around this?

Well you can wait for the next release of GomPackage 2.0 that will allow the recording of 1 file per day, which will speed up read time and facilitate maintenance.