So many small identical ticks happening the same second could create a "false" block.
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NinjaTrader
Delta Buy/Sell Volume
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Here is a volume filtering version. You might get very slightly different results in real-time and reading the file, because to save space, ticks that happen during same second, same price, and same "ticktype"=AtBid, AtAsk etc, are aggregated in the file.
So many small identical ticks happening the same second could create a "false" block.
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Hi Gomi,
thanks for your work on this great indicator. I've test-runned it for 2 days now (with version 2.5) and it worked pretty good but there is something that makes me wonder. In the last 2 days the Indicator always showed only negative (- minus) numbers in the NQ charts. Since the market traded higher today I expected some positive numbers but still only negative today.
I dont have this prob in ES / YM charts. Both markets traded higher in the last 2 days and the indicator showed mostly positive numbers (YM got back to zero and climbed up again).
Any ideas on this notice? Thank you and have a nice weekend!
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Originally posted by Mel Funktion View PostHi Gomi,
thanks for your work on this great indicator. I've test-runned it for 2 days now (with version 2.5) and it worked pretty good but there is something that makes me wonder. In the last 2 days the Indicator always showed only negative (- minus) numbers in the NQ charts. Since the market traded higher today I expected some positive numbers but still only negative today.
I dont have this prob in ES / YM charts. Both markets traded higher in the last 2 days and the indicator showed mostly positive numbers (YM got back to zero and climbed up again).
Any ideas on this notice? Thank you and have a nice weekend!
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Originally posted by rt-trader View PostHi,
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.
D.
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Originally posted by rt-trader View PostD,
WITH - see post #204 for way Gomi has implemented.
However, what you use is a personal decision. Work up some simple examples of Bid/Ask transactions using each method and see which approach communicates to YOU the most useful results..
Thanks!
D.
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Originally posted by farshadro View PostCan you make an option to delete the indicator label from the charts? The label I am talking about is "GomCD(UpDownTickWithContinuation, comulativechart,1000,false) that gets printed on the top left hand corner.
If you highlight the indicator in the list of those placed on your chart and then click the "Label" name under "General" heading, you can blank out the Label name so it doesn't show on your chart.
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Slight problem
I have been accumulating data for some time . A couple of times now I open
the charts with this indicator on it and the last hour or 2 is missing . I have
changed from "short" to " flat " file for saving data . Hoping that will cure the
problem . Any idea what's going on ? tia .
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Originally posted by T2020 View PostI have been accumulating data for some time . A couple of times now I open
the charts with this indicator on it and the last hour or 2 is missing . I have
changed from "short" to " flat " file for saving data . Hoping that will cure the
problem . Any idea what's going on ? tia .
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Here's a cosmetical update.
On NonCumulative charts, there sometimes appeared tiny bars strangely hanging in space. This was due to the fact that on non cumulative charts, CD level is reset on the close of each bar, so if on the open of the next bar there was a big move, the next bars appeared hanging in space. Now the open of each bar is set to 0, so each bar "touches" the zero line.
There is also an option to force HiLo plotting style in the case of NonCumulative charts.
Enjoy :-)Attached FilesLast edited by gomifromparis; 04-21-2009, 11:06 AM.
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Originally posted by T2020 View PostI have been accumulating data for some time . A couple of times now I open
the charts with this indicator on it and the last hour or 2 is missing . I have
changed from "short" to " flat " file for saving data . Hoping that will cure the
problem . Any idea what's going on ? tia .
was missing . Something isn't saving right .
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