NT 7 - Cumulative Delta Indicator?

[aviat72]

Hello aviat72,

Thank you for taking the time to write in.

I will forward your comments along to my development team for further consideration on this issue.

This is tick by tick update of indicators is one of the key features which makes NT harder to use for me intra-day. Since indicators reload even if you make a small change in the indicator settings, I am forced to keep multiple copies of the same chart. One chart which plots indicators based on tick by tic data, and copies of that which I use to adjust indicator settings as things develop during the trading day. I can not make any adjustments in the main chart since I will lose all the collected statistics. If for some reason I have to restart NT or reboot my computer all that information is lost!

Volume Profile, VWAP, bid-ask volume are very important for futures traders and currently NT can not handle it. I am waiting for the day where NT can drive tick by tick data, allowing me to start developing strategies based on them.

[Tarkus11]

This is tick by tick update of indicators is one of the key features which makes NT harder to use for me intra-day. Since indicators reload even if you make a small change in the indicator settings, I am forced to keep multiple copies of the same chart. One chart which plots indicators based on tick by tic data, and copies of that which I use to adjust indicator settings as things develop during the trading day. I can not make any adjustments in the main chart since I will lose all the collected statistics. If for some reason I have to restart NT or reboot my computer all that information is lost!

Volume Profile, VWAP, bid-ask volume are very important for futures traders and currently NT can not handle it. I am waiting for the day where NT can drive tick by tick data, allowing me to start developing strategies based on them.

I agree these features are very important. It is strange that the indicators do not have a dirty bit associated with them that would allow a refresh of only the changed indicator rather than a full reload which is much more time consuming for intensive calcs. Also, as stated, all transient data is lost. Of course, the best solution would be to also not lose that data.

[markuse]

aviat72,
have you used the gom indicators, yet? They allow you to save bid and ask tick data in a gom file.

http://www.ninjatrader-support2.com/vb/showthread.php?p=154063

But I agree with you: NT should make it possible within NT7.

[aviat72]

markuse:
As I noted earlier the additional Tick database which GOM maintains is not as robust as a natively supported capability. I would often get Recording KO messages and it was too much of a distraction.

Hence I try not to use it. Instead I try to adapt my usage of NT to not ever change the chart with the GOM indicators.

[superarrow]

How long will it take?

Hi NT team,
Would you please provide an update with this request, been months. It would be nice to know as when development expects the cumulative delta feature incorporated into NT7. Also, if development team is overwhelmed, would you be able to suggest alternative options other than Gomi products (great but has huge practical limitations).

A question: If I had DTN feed for data, will I be able to load up the historical bid/ask data, that ironically exits with the current Zenfire but is not availed by design?

Cheers.

[NinjaTrader_Kyle]

superarrow,

1.) Development's focus is currently limited to NinjaTrader 7's main development. As such, there's no update to provide beyond what information is available already.

2.)Unfortunately, I have no recommendations whatsoever on gomi products.

3.) DTN.IQ does not support historical bid or ask data.

[aviat72]

superarrow,

1.) Development's focus is currently limited to NinjaTrader 7's main development. As such, there's no update to provide beyond what information is available already.

Kyle, now that NT7 is in production, do you have any roadmaps on what will be done next.

3.) DTN.IQ does not support historical bid or ask data.

DTN.IQ supports 120 days of historical backfill bid-ask tick data.

[echoeversky]

Derp..

A few pennies here..

http://www.ninjatrader.com/support/forum/showthread.php?p=215783#post215783

Kyle, now that NT7 is in production, do you have any roadmaps on what will be done next.

DTN.IQ supports 120 days of historical backfill bid-ask tick data.

[schnellmann]

A New CD

I know this thread is cold now but have you guys seen this? Looks like something new

http://www.ranchodinero.com/blog/indicators-for-ninjatrader-7/vbb/