All GomRecorder Indicators

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what's wrong with this gom delta indicator,nothing plots
GomDeltaIndicator : GomRecorderIndicator
{
#region Variables
private GomCDCalculationModeType calcMode = GomCDCalculationModeType.BidAsk;
private bool backupMode = true;
private GomFilterModeType filterMode = GomFilterModeType.None;
private int filterSize = 1;
private int filterSizeHigher = 1;
private int filterSizeLower = 1;

private double lastprice = 0;
private int lastdirection = 0;
private bool startlookingforreversal = false;

private int bypassDelta = 0;

[Browsable(false)]
public int ByPassDelta { get {return bypassDelta;}}
#endregion

protected int CalcDelta(Gom.MarketDataType e)
{
return CalcDelta(e.TickType,e.Price,e.Volume,calcMode,bac kupMode,filterSize,filterMode);

}

protected int CalcDelta(TickTypeEnum tickType, double price, int volume)
{
return CalcDelta(tickType, price, volume, calcMode, backupMode, filterSize, filterMode);
}

private int CalcDelta(TickTypeEnum tickType, double price, int volume, GomCDCalculationModeType calcmode, bool backupmode, int filtersize, GomFilterModeType filtermode)
{
int delta = 0;
int direction = lastdirection;
bypassDelta = 0;


if ((calcmode == GomCDCalculationModeType.BidAsk) && (tickType != TickTypeEnum.Unknown) && (tickType != TickTypeEnum.BetweenBidAsk))
{
if ((tickType == TickTypeEnum.BelowBid) || (tickType == TickTypeEnum.AtBid))
delta = -volume;
else if ((tickType == TickTypeEnum.AboveAsk) || (tickType == TickTypeEnum.AtAsk))
delta = volume;
}
else if (calcmode == GomCDCalculationModeType.UpDownTick)
{
if (lastprice != 0)
{
if (price > lastprice) delta = volume;
if (price < lastprice) delta = -volume;
}
}
else if ((calcmode == GomCDCalculationModeType.UpDownTickWithContinuatio n) ||(calcmode == GomCDCalculationModeType.UpDownOneTickWithContinua tion)|| ((calcmode == GomCDCalculationModeType.BidAsk) && (backupmode == true)))
{
if (price > lastprice) //normal uptick/dn tick
direction = 1;
else if (price < lastprice)
direction = -1;

if (calcmode == GomCDCalculationModeType.UpDownOneTickWithContinua tion)
delta=direction;
else
delta = direction * volume;
}

// added

else if ((calcmode == GomCDCalculationModeType.Hybrid))
{

if (price > lastprice) //normal uptick/dn tick
{
direction = 1;
//price changed, we reinit the startlookingforreversal bool.
startlookingforreversal = false;
}
else if (price < lastprice)
{
direction = -1;
startlookingforreversal = false;
}


if (!startlookingforreversal)
if (direction == 1)
//if going up, we want to be hitting bid to be able to start to spot reversals (hitting the ask)
startlookingforreversal = (tickType == TickTypeEnum.AtBid) || (tickType == TickTypeEnum.BelowBid);
else
startlookingforreversal = (tickType == TickTypeEnum.AtAsk) || (tickType == TickTypeEnum.AboveAsk);

//what happens when price is same
if (price == lastprice)
{
//if going up, and we have already hit the bid (startlookingforreversal is true) at a price level,
// and start hitting the ask, let's reverse

if ((direction == 1) && startlookingforreversal && ((tickType == TickTypeEnum.AtAsk) || (tickType == TickTypeEnum.BetweenBidAsk)))
direction = -1;

else if ((direction == -1) && startlookingforreversal && ((tickType == TickTypeEnum.AtBid) || (tickType == TickTypeEnum.BetweenBidAsk)))
direction = 1; //buyers take control of ask
}


delta = direction * volume;

}

lastprice = price;
lastdirection = direction;

if ((filtermode == GomFilterModeType.OnlyLargerThan) && (volume <= filtersize))
{
bypassDelta = delta;
delta = 0;
}


if ((filtermode == GomFilterModeType.OnlySmallerThan) && (volume >= filtersize))
{
bypassDelta = delta;
delta = 0;
}

if ((filtermode == GomFilterModeType.InBetween) && ((volume >= filterSizeHigher) || (volume <= filterSizeLower)))
{
bypassDelta = delta;
delta = 0;
}

return delta;

}[/HTML]

[aligator]

You need to have recorded Bid/Ask data for NT7. Run the GomRecorderIndicator, then run Gomi delta indicator.

Cheers!

[HNA1978]

GomDeltaVolume help

Hello fellow Traders,

Need your help with the GomDeltaVolume indicator.

I am using the indicator with UpDownTickWithContinuation.
However, when using the indicator in the Condition Builder of a Strategy, the indicator defaults to using the BidAsk for its calculations.
Moreover, under the Condition Builder, the parameter to change the method of calculation from BidAsk to UpDownTickWithContinuation is not displayed.

Your help is greatly appreciated.

Many thanks.

[NinjaTrader_MichaelM]

Hello HNA1978,

Thank you for writing in. I would need to see the exact GomDeltaVolume indicator which you are using to provide you with a complete answer. Some parameters are not exposed by 3rd party indicators for use in the Strategy Wizard. In this case, you will have to unlock your code and manually edit it using NinjaScript.

If you would like further assistance, please email the GomDeltaVolume indicator you are using to platformsupport[AT]ninjatrader[DOT]com with the subject line: "ATTN: Michael M http://www.ninjatrader.com/support/forum/showthread.php?t=23283".

Thank you in advance.

[HNA1978]

Thank you Michael.

I will be sending out an email including the indicator in question shortly.

[Ricam]

Major Flaw in logic of Gom Cumulative Delta Indicator?

On the plot of a price series, the opening value of each bar is generally the price of the first trade of the current bar, NOT the closing price of the previous bar.

For Cumulative Delta I assert that the opening value should likewise be the delta from the close of the previous bar, plus the delta of the first trade of the current bar.

and for NonCumulative Delta, that the opening value should be the delta of the first trade of the current bar, not zero.

Note that this will make the Cumulative Delta plot look a lot different, by eliminating what I believe is an error that increases with the number of bars in the chart.

Any other opinions on this?

See the attached image.

[Harry]

Hello fellow Traders,

Need your help with the GomDeltaVolume indicator.

I am using the indicator with UpDownTickWithContinuation.
However, when using the indicator in the Condition Builder of a Strategy, the indicator defaults to using the BidAsk for its calculations.
Moreover, under the Condition Builder, the parameter to change the method of calculation from BidAsk to UpDownTickWithContinuation is not displayed.

Your help is greatly appreciated.

Many thanks.

Edit the GomDeltaVolume indicator and scroll down to the property section. Replace "Category" with "GridCategory" for the main parameters and compile the modified indicator. You should now be able to access the method of calculations via the condition builder.

[NinjaTrader_MichaelM]

Hello Harry,

Thank you for your insight. The GomDeltaVolume indicator can expose the following parameters to edit with the method you provided: Show Total Volume, Delta Mode, and Reverse Negative Volume.

I am not certain whether any of these or combination of the properties would provide the same calculation as the CalculationMode property in the GomDeltaIndicator.

This thread will remain open for any one who may have further information.

Thank you in advance.

[kronie]

downloading Gomi indicators

where can download the Gomi indicators?

what is happening with NT8 and changes to needing to hold your own files for Gomi? Can someone explain this?

Volume ladders in Gomi. Does anyone have experience with this?

[HNA1978]

Edit the GomDeltaVolume indicator and scroll down to the property section. Replace "Category" with "GridCategory" for the main parameters and compile the modified indicator. You should now be able to access the method of calculations via the condition builder.

Appreciate your response Harry,

I tried your suggestion but ran into a roadblock - getting a message that 'the following NinjaScript files contain errors that need to be resolved before compiling'. - the list of NinjaScript files are some of my strategies that utilize the indicator. I assume I need to either remove the indicator from the strategies or delete the strategies to resolve the issue? - screenshot attached.

I will give it another shot and post an update if the results are favorable. If not, I will consider Michael M.'s feedback that it cannot be achieved using the method suggested.

Unfortunately coding is not my strong suite, and am yet to find closure to the issue with this indicator.

Regardless of the outcome, many thanks to you.

[rcsingleton]

Bid/Ask Data from Market Replay Downloader?

Hello.

When you set environment variable, GOMFolder, the indicator GomCD puts bid/ask data into files in that directory. Does anyone know if the NinjaTrader Market Replay Downloader downloads bid/ask data?

If it does, I can download price and bid/ask data using it. Then is there a way to convert that data and populate the directory pointed to by the GOMFOLDER variable?

Just wondering if this can be done, and if so, how?

Regards,
R. C.

[GeorgeW]

Hello,
I have tried to modify the GomDeltaVolume indicator downloaded from here, so that I can see blocks above 30 contracts on my chart. Currently I am getting the cumulative blocks, rather than just the blocks for each bar. I have tried using the FirstTickOfBar property in the GomOnBarUpdate() section of the code, but that is not helping. How do I achieve this? Below is the relevant part of the code.

        protected override void GomOnBarUpdate()
{

			if (FirstTickOfBar)//WH addition
			{
			if (blockcountsell > 0) blockcountsell++;
			if (blockcountbuy > 0) blockcountbuy++;
			}
			blockSell.Set(blockcountsell); //WH addition
			blockBuy.Set (blockcountbuy); //WH
}

		protected override void GomOnMarketData(TickTypeEnum tickType,double price,int volume,bool firstTickOfBar)	
{
		//Increment blockcount each time a trade of 30 contracts or greater comes in - WH additions
			if (((tickType==TickTypeEnum.AboveAsk)||(tickType==TickTypeEnum.AtAsk)) && volume >=30) 
			{
			blockcountbuy++ ;
			DrawText (Tagblockcountbuy1 + CurrentBar, blockcountbuy.ToString(), 0, High[0] + TickSize, Color.Black);
			} 
			
			else if (((tickType==TickTypeEnum.BelowBid)||(tickType==TickTypeEnum.AtBid)) && volume >=30)				
			{
			blockcountsell++ ; //Need one of the blockcounts to be for sales other buys
			DrawText (Tagblockcountsell1 + CurrentBar, blockcountsell.ToString(), 0, Low[0] + TickSize, Color.Red);
			}

}

Also, I would like the DrawText results to appear in the separate GomDeltaVolume panel above and below the volume bars. When I use DrawOnPricePanel = false; in the GomInitalize() section of the code, it does move the DrawText to the correct panel, but in the middle of the volume bars. How do I reposition it above or below the volume bars?

Thank you.

[TOTOSCALPER]

Difference between Binary and NinjaTickFile

Hello,
Can you tell me which of the binary or ninjatickfile date is more specific?
I refer to gomcd and gomdeltavolume.
Between the two data types there is much difference.
I don't know which is better.

Thanks

[Iceman2016]

Can someone recommend an order flow indicator from Big Mikes website? Also, is it tricky to get it imported to ninjatrader or is it a simple download and import process?

[Insearch]

Hi!

I was running GOM CD on my previous computer, but my computer crashed and I had to get a new one and reinstall everything. I was able to download GOM CD again and have it running. But, every time I restart NT the historical cummulative volume data disappears. I'm almost certain it was some setting that I had to toggle but forget. Can someone help please?