Delta Buy/Sell Volume

[scottymoll]

Last update of the day : minor bug corrections, code comments, and file format set to UTC, so now people can use other people's files if necessary.

I sent a file containing march 24th, just unzip and copy it in My documents, then put up the indicator on an ES 06 chart, and the 24th CD should appear.

Enjoy

This is AWESOME Gomi!!! Thanks so much! Any chance you can post the file for the past week also, instead of just the 24th?

[LuboLabo]

Why not?

Sorry may this is a stupid question, but i never understand why is not possible use tick and bid ask history for indicators if a broker provide them.
Is it a lack of NT programm structures?

Thanks.

Lubo.

[gomifromparis]

I guess bid/ask is not stored in the db.
I read it would available in NT 7 though

[LuboLabo]

thanks

Thanks for reply Gom.
Your indicator is great!!!

Lubo.

[LuboLabo]

market analyzer

Gom,
I tried it with market analyzer, with market repaly on, but when I open a chart it doesn't show past delta candles.
Should it work only with charts opened?

Thanks.

Lubo

[gomifromparis]

Yes, it's the indicator that writes the data file, so you have to have a chart opened with the indicator in it while replay is running.

[T2020]

Every consider adding a moving average to the indicator ?

[gomifromparis]

Hi guys,

This is final version. I added a parameter to choose if the volume is reinitialized on session break, an indicator value so you can monitor it with databox(thanks vasuadiga), and a text to show id recording is OK or not. As only one indicator instance is allowed to write, you can have only one "recording OK".

Let's do a quick recap

• CD calculation based on comparison with bid/ask.
• Draws candlesticks, OHLC bars and HiLo bars
• 3 painting schemes : none, UpDown(comparison of close/open), and StrongUpDown(paint if close<previous low or close > previous high)
• The 3 colors are derived from the following colors in the chart properties : Candle outline/Color, Color for down bars, Color for up bars.
• Indicator parameter can be set to reinitialize CD on session break
• Calculated CDs are stored in a file named like the instrument, in My Documents folder, providing history ability. Caution 1: time is stored in UTC. Caution 2 : the indicator can only write timestamps after the last timestamp in the file. If you need to write before, delete some lines in the file. Recording status is shown in indicator window.

That's about it guys, now you're on your own

Happy trading to all!

[scottymoll]

How do you get the same color scheme (green,red, and white) on the candles above? I can only change to green(up) and red(down) bars. I'd like to have the white also to match the GomCD indicator.

[gomifromparis]

Color comes from the "Candle outline" color property. You have to set it to White (and of course choose StrongUpDown as Paint Type in the indicator's property screen)..

[randyjb]

Color comes from the "Candle outline" color property. You have to set it to White (and of course choose StrongUpDown as Paint Type in the indicator's property screen)..

Hi Gomi.. and thanks for the nifty indicator.. really good work..

As to Scotty's question below.. I think he was looking for what indicator you used to paint the PRICE BARS for the ES so that they include white bars, not just the red and green. Switching the outline color in Properties will only change the outline color of Price Panel candlesticks and also inside bars that appear in your Gomi CD indicator.

It looks like you have an indicator called "palight" in your Price Panel that perhaps paints the price bars in the Price Panel so that they will match up with the three colors showing in your GOMI CD indicator example.

Are you perhaps willing to share the paint bar indicator for the Price Panel as well?

Happy Trading,
Randy

P.S. Pardon the perhaps silly question, but seeing as how I have never used a cumulative delta bid ask indicator before, is it the case that it will always lag price action by one bar because it has to wait to receive the info from the closed price bar in order to paint the cumulative delta bar or is the price action in the latest bar already incorporated into the cumulative bar that appears one bar back?

[gomifromparis]

It looks like you have an indicator called "palight" in your Price Panel that perhaps paints the price bars in the Price Panel so that they will match up with the three colors showing in your GOMI CD indicator example.

It's really a simple indicator that shows strong up/down bars. It is not synchronized with the cumulative delta. It is really simple, so I won't share it. If you need it, time to do some homework guys and study some C#

P.S. Pardon the perhaps silly question, but seeing as how I have never used a cumulative delta bid ask indicator before, is it the case that it will always lag price action by one bar because it has to wait to receive the info from the closed price bar in order to paint the cumulative delta bar or is the price action in the latest bar already incorporated into the cumulative bar that appears one bar back?

The CD is calculated tick by tick, there is no lag.

[superarrow]

Gomi,
Brilliant piece of work! Thanks a bunch.

Cheers,
SA

[gomifromparis]

Hi,

A small update to add non cumulative chart possibility.

Enjoy

[scottymoll]

Broken Data

Hey Gomi, I'm using the newest version of the CD indicator, but for some reason I'm getting broken data on the chart. Please see the attached image. Some bars aren't even showing. Do you know what is causing this? On my other charts I'm using your older version that doesn't record data and it works outstanding!!!