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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]
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gommp not recording data
hi, i have a problem with gom MP, hope i found the right thread here...
it does not record/restore data... as soon as i reload the chart or change indicators the data is gone (profile disapears) and the profile starts all over again, showing only new data from there, which is pretty useless then... i have the recorder on every chart, setting "write data" = true...
what am i doing wrong?
also i'd like to know, what's the best way to create a composite profile with gomMP (if it records and restores data correctly)? so far it only produces a profile day by day but i'd like to accumulate a few days into a single composite profile. is that possible?
thanks for help!
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hi,
i have downloaded gomvolume ladder indicator and i trade FDAX. the problem is that the ladders of the indi are so small thath i cant read them. what am i doing wrong?
thanks in advanceLast edited by tradeo jones; 01-05-2015, 07:12 AM.
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Originally posted by Kayaker View Posthow do i convert the GomVolumeLadder Metro edition from xml file to .cs file so i can compile and use this???
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downloading GomVolume Ladder Metro edition
how do i convert the GomVolumeLadder Metro edition from xml file to .cs file so i can compile and use this???
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Originally posted by Steveg100 View PostIs there a free source for Gomi's indicators? I am aware of Big Mike's Trading.
Thank you.
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Free source for Gomi indicators?
Is there a free source for Gomi's indicators? I am aware of Big Mike's Trading.
Thank you.
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This website has VBA code to download historical "real time" data from Yahoo in any time frame, so there must be some way to get tick data the same way. I think this data can somehow be converted to GOM.
Hi friends: Can someone help me on this one to get the continuous & realtime update output in excel? The below link gives the realtime backfill data which most of the softwares are probably using it as a source for realtime datafeed http://www.google.com/finance/getprices?q=RELIANCE&x=NSE&i=60&p=5d&f=d,c,o,h,l&df=cpct&auto=1&ts=1266701290218 where
How to get the realtime intraday backfill data. Many of us know that google provides 15 day intraday 1min backfill. But where is the source how the softwares like Manshi RT and volume digger gettin…
6-ways-to-download-free-intraday-and-tick-data-for-the-us-stock-market
Few months ago, I have made a post about where to find historical end-of-day data for the US mark...
World Market Exchanges
Intraday Data for US Stocks
Last edited by StockJock; 12-06-2013, 10:44 AM.
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loading and saving historical and real-time data
Is there an input/coding logic for modifying an existing BidAsk & UpDownTick indicator so that below is possible? I have the Gomi recorder indicator but does not appear to be enough for saving bid/ask real-time.
It would be great if:
1)Up/DownTicks loads all historical data.
2)Bid/Ask loads and saves all real-time data, so when restarting NinjaTrader this data will still appear and continue to build from real-time.
Would each require a separate input such as LoadHistory for Up/DownTicks and SaveRealTime for Bid/Ask?
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Data for GOM
Is there a way to use the Market Replay data or the downloaded Historical Price data in GOM. Unless I'm missing something, it appears that GOM is designed to accept data from only one data feed, IQFeed, which is pretty limited. Market Replay and Historical Price downloads must be stored somewhere on the harddrive and it would be very helpful to be able to use it. How can this be done?
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Gomi volume
are there any zip downloads here showing bid/ask delta (as a number) and up/downticks such as Gomi ladder, or only available on big mikes? I am not sure if the Gomi ladder even includes up/down ticks so hesitant to pay the $100?
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Originally posted by RickW00716 View PostOr is that not a free indicator?
Thank you
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