Tick recording Indicator Framework

[meyer99]

How to set up?

Can someone post a picture of the Indicator parameter in order to get just a current histogram of transactions at the bid vs at ask for each bar. I do not need historical data or cumulative information. I am using constant volume charts.
I only applied the GomCD, do I need to use also the Gomrecorder?
Thank you guys.

[gomifromparis]

Here's a new version of the framework that has an option to not compress ticks on a 1 second basis.
Compression is enabled by default.

Advantage of compression is that files are about 2.5 times smaller.
Drawback of compression is that volume analysis is not correct.

So if you need correct volume analysis (ie ticks with vol>100 for instance), you must disable compression.

I include a new version of the file converter that has the option of compressing ticks or not.

[gomifromparis]

Here's a new version of the framework that has an option to not compress ticks on a 1 second basis.
Compression is enabled by default.

Advantage of compression is that files are about 2.5 times smaller.
Drawback of compression is that volume analysis is not correct.

So if you need correct volume analysis (ie ticks with vol>100 for instance), you must disable compression.

I include a new version of the file converter that has the option of compressing ticks or not.

BUG ALERT

Values recorded using the detailed mode are false. Please use new version, and new file converter.

Sorry, please be assured quality control guys have been fired !

[deanz]

Gom

Can you help me, I am trying to achieve this:

Get current Candle Body Range in Pips then
Divide by Delta.

I tried changing the GomCD indicator but spent many hours going nowhere.

By using GomCDDemoIndicator I changed line 39 to SMA and NonCumulativeChart:

indic=SMA(GomCD(GomCDCalculationModeType.BidAsk,Go mCDChartType.NonCumulativeChart,GomFileFormat.Bina ry,GomFilterModeType.None,0,false).DeltaClose,1);

Then in OnBarUpdate I changed line 67 to:
Values[j][0]= (Convert.ToInt32(Range()[0] * 10000))

Compiled and Refreshed the Chart, Range is working OK, although I did really want Candle Body Range... so then I tried to divide by Delta:
Values[j][0]= (Convert.ToInt32(Range()[0] * 10000)) / indic.Values[j][0];

and that displays nothing..... any help would be much appreciated.

.

[gomifromparis]

That seems overcomplicated

try this :

        protected override void Initialize()
        {
            Add(new Plot(Color.FromKnownColor(KnownColor.Orange), PlotStyle.Line, "Plot0"));
            CalculateOnBarClose    = true;
            Overlay                = false;
            PriceTypeSupported    = false;
        }

        /// <summary>
        /// Called on each bar update event (incoming tick)
        /// </summary>
        protected override void OnBarUpdate()
        {
            // Use this method for calculating your indicator values. Assign a value to each
            // plot below by replacing 'Close[0]' with your own formula.
            
            double value= GomCD(GomCDCalculationModeType.BidAsk,GomCDChartType.NonCumulativeChart,GomFileFormat.Binary,GomFilterModeType.None,0,false).DeltaClose[0];
            
            if (Math.Abs(value)>0)
                Plot0.Set((Close[0]-Open[0])/value);
        }

[deanz]

Thank you,

Overcomplicated is by people who don't know what they are doing :-)

Simple is written by smart people.

.

[moneybags]

Gom thanks for this indicator / utility.

Would it be possible to have GomOnMarketdataWithTime report tickTime accurate to the millisecond, or better? I'd like to use your recorder but need at least millisecond resolution. At the moment Ninja bar time is only accurate to the second. Can this be easily achieved? In real time, I can keep track of time using DateTime.Now and differencing incoming ticks usng TimeSpan. However i lose this resolution using recorded historical data. If you could store DateTime as is, that would be ideal.


thanks for an awesome tool

[honvl]

Why does my indicator derived from the Gom recorder not plot anything unless I call base.OnBarUpdate();?

[gomifromparis]

It's because the code doing the actual parsing of the file is in the OnBarUpdate() of the base Class, GomRecordingIndicator. If you don't call base.OnBarUpdate(), you're overriding the base class function, it is never called and the file is not read.

[honvl]

I see. Thank you for explaining

[honvl]

Hi Gomi,

I noticed that the GomRecorderIndicator builds bars based on Time[0]. This leads to some strange behavior when there are multiple bars with the same timestamp on faster charts. I want to edit GomRecorderIndicator so that it also checks Volume[0], and when the cumulative volume from ticks in the same bar becomes greater than Volume[0], then remaining ticks are read into the next bar. Do you think this is possible?

[gomifromparis]

Hi,

Thas would be tricky indeed. Please consider that even Ninjatrader developers used the time synchronization to synchronize multi charts in NT7. And in tha t case you can only have 1 second granularity. The best I can say is that for fast charts it might be better to use only time charts, so you don't have those "split volume" bars.

[gomifromparis]

Here's a new version.

What's new ?

• more intelligent tick sending on volume and tick charts : now it's not only based on time, but if you're on a 1000V charts, ticks will stop being sent after 1000V is sent, waiting for next bar to populate. This makes quick charts a lot smoother. Caution : unlike NT, ticks aren't split to make exactly 1000V. That would mess around anything that relies on tick count.
• Data is not sent after SessionEnd and before SessionBegin : this avoids strange big bars on beginning of session
• NT7 compliant

[bkool]

Record Volume Data

Great work - Gom.

Could you make it to record volume data as well, for example, using the BAVolCounterGtr.zip volume indicator discussed in the following thresd --

http://www.ninjatrader-support2.com/vb/showthread.php?t=14583&highlight=BAVolCounterGtr

Tnx.

[gomifromparis]

Try a search on GomCD....