Delta Buy/Sell Volume

[gomifromparis]

I see there are some acute readers...

Here's a way to have constant delta bars. Just import indicator and select "GomDelta" in the bar type.

Beware that this is based on a UpDownWithContinuation model, because bid/ask data is not available during the building of the historical chart. I believe it's a good proxy nevertheless.

[spyro]

Here's an example of custom GomCD indicator : Heikin Ashi bars.

You must adapt to your custom settings in the following line in Initialize method:

gcd=GomCD(GomCDCalculationModeType.BidAsk,GomCDChartType.CumulativeChart,GomFileFormat.Binary,GomFilterModeType.None,0,false);

hey gom

tell me please where can we find the delta bars and how do they can be usefull for us? its like volume bars?

thanks alot

[gomifromparis]

Mmm, if question is "could we have for free some cool stuff from fin-alg", I'm sorry but that's not going to happen .

[LuboLabo]

Volume at price

hi Gomi,
hi all,
What do you think about made a volume at price with tick data and maybe with your algo, gomi, add the choise to plot the ask-bid volume at price like this in picture? maybe with only histogram.

thanks.

Lubo.

[gomifromparis]

Here's an example of custom GomCD indicator : Heikin Ashi bars.

You must adapt to your custom settings in the following line in Initialize method:

gcd=GomCD(GomCDCalculationModeType.BidAsk,GomCDChartType.CumulativeChart,GomFileFormat.Binary,GomFilterModeType.None,0,false);

[Tight Face]

I was looking at the OnMarketData() method and I don't see any if-else statement for recording white prints (between the bid and ask). So if I'm using the CVOTL_OutputType.BidAskVolume method of calculation, does that mean it only records the value if the last print is >= the ask or <= the bid?

E.g.,
bid == 30.05
ask == 30.10

and I get 10 consecutive ticks at 30.06 (likely a hidden buyer)

[dosh1965]

Price and Delta action has been excellent (the more rotations of price the more times I get to cycle positions and get paid)....so I don't get what you are talking about. Lately I have been exceptionally busy moving a programming project up to high priority...I have spent most evenings the past week and a half and all of last weekend with my programmer working on a project. This is all in addition to answering numerous emails and other meetings I have had with some trading groups this week. My blog videos can wait until tomorrow for now....too many other important tasks that I want to get set up asap!

The cyclical action has been mostly rewarding for the longs lately and that's where the easy money is now being made. I'm looking forward to see more videos, I find the *struggle* to make money on the short side fascinating, to say the least...

[T2020]

GomCD suggestion

Would like to see O,H,L,C in the data box where ever you place the cursor .
thx

[FulcrumTrader]

What???

Haven't seen any videos lately, I hope it's not the less than accommodating delta/price action lately...

Price and Delta action has been excellent (the more rotations of price the more times I get to cycle positions and get paid)....so I don't get what you are talking about. Lately I have been exceptionally busy moving a programming project up to high priority...I have spent most evenings the past week and a half and all of last weekend with my programmer working on a project. This is all in addition to answering numerous emails and other meetings I have had with some trading groups this week. My blog videos can wait until tomorrow for now....too many other important tasks that I want to get set up asap!

[rally]

In Fact it's not saving the data for the FTSE contract now now

Any help greatly appreciated, i've spent weeks trying to collect this data.

Just like to add, it is ony semi-saving the timeframe that is open at the time, so if 5 minutes is open, no other time frame is being reocrded or saved.

[rally]

Ok, it's done the same today for the FTSE contract, at first I thought it might be 09-09 expiration now it's done it on 12-09. I switched from 5 minute timeframe to 1 minute and when I switched back to 5 minutes, it lost all the data

Anybody else have this problem with the FTSE contract?

[dosh1965]

Did FulcrumTrader.com shut down?

Haven't seen any videos lately, I hope it's not the less than accommodating delta/price action lately...

[DavidHP]

Overlay

I have seen indicators to overlay the Stochastics and RSI.

Does anyone have the script to overlay the Delta indicator over the Price in panel 1?

Thanks

[PrTester]

GOm Swing Indicator

I do a Swing Indicator for the GOM Indicator, in historical work great but not working on RT, it get stuck, any one with the same problem?

[rally]

It's been fine upto today, no problems, in fact it started working after 2 hours into the trading session, very odd.