Announcement
Collapse
No announcement yet.
Partner 728x90
Collapse
NinjaTrader
Delta Buy/Sell Volume
Collapse
X
-
I downloaded the latest version, but im unsure as to what i have to do to make it so that the data isn't lost when i change the chart, like add a moving average or something.
-
Originally posted by subterfuge View PostI downloaded the latest version, but im unsure as to what i have to do to make it so that the data isn't lost when i change the chart, like add a moving average or something.
Comment
-
Sorry, made a regression in 2.5, the indic couldn't create a file from scratch. This one correct the problemAttached Files
Comment
-
Originally posted by gomifromparis View PostSorry, made a regression in 2.5, the indic couldn't create a file from scratch. This one correct the problem
Thanks.
Lubo.
Comment
-
Originally posted by LuboLabo View PostHi Gomi, thanks for the improvements, i ask u if is possible add a choise for up down ticks instead bid ask, to use it with forex data.
Thanks.
Lubo.
EDIT : IMHO in Forex there is no centralized exchange so no useful volume information. And if you're trading forex futures, you've got bid/ask I suppose ?Last edited by gomifromparis; 04-08-2009, 03:08 AM.
Comment
-
Here's the 3.0 indicator, compliant with GomRecorder framework (see http://www.ninjatrader-support2.com/...ad.php?t=16006 )
You'll see small differences with previous versions due to changes in how bid>=ask situations are managed. In fact now they are managed.
Here's a picture of 2.5 version with new version using Flat file format and new version using Short file format.
Enjoy !
Comment
-
Originally posted by gomifromparis View PostWhat's the exact rule for calculation with up/down ticks ?
EDIT : IMHO in Forex there is no centralized exchange so no useful volume information. And if you're trading forex futures, you've got bid/ask I suppose ?
Thanks.
Lubo.
Comment
-
Hi,
A simple approach to uptick/downtick might be;
if(Close[0] > lastPrice) up = true;
if(Close[0] < lastPrice) up = false;
lastPrice = Close[0];
although I have seen;
if(ask > lastAsk) up = true;
if(bid < lastBid) up = false;
lastAsk = Ask;
lastBid = Bid;
using either OnMarketDataEventArgs or OnBarUpdate GetCurrentAsk method to populate Ask and Bid.
Personally I prefer the first approach as it is a more accurrate reflection of buyer/seller momentum (the ability of either to keep prices moving in their direction regardless of counter pressure exerted as reflected by Bid/Ask transactions.
Comment
-
Comment
-
-
Latest Posts
Collapse
Topics | Statistics | Last Post | ||
---|---|---|---|---|
Started by lorem, 04-25-2024, 09:18 AM
|
19 responses
80 views
0 likes
|
Last Post Today, 02:56 PM | ||
Started by joselube001, 05-10-2024, 12:17 PM
|
6 responses
29 views
0 likes
|
Last Post
by joselube001
Today, 02:34 PM
|
||
Started by bigc0220, 09-18-2018, 09:16 AM
|
6 responses
2,579 views
0 likes
|
Last Post Today, 02:05 PM | ||
Started by DawnTreader, 05-08-2024, 05:58 PM
|
21 responses
81 views
0 likes
|
Last Post Today, 01:29 PM | ||
Started by doihaveto13, Today, 12:46 PM
|
2 responses
7 views
0 likes
|
Last Post
by doihaveto13
Today, 01:17 PM
|
Comment