Delta Buy/Sell Volume

[FulcrumTrader]

If anyone needs recorded data i am trying to leave pc on all week. I can upload eow. if anyone has all of last week let me know or any other time further back. I would not mind swapping

BTW, I have all bid/ask traded data needed all the way back to the very first two GEICO cavemen who started all this trading fun! Just send a PM if interested!


JK.......LOL!

[tiger123]

Thanks Gomi, and ES and 6E charts

Again, thank you, Gomi.
Your indicator is amazing.
Two charts from the past 3 days.

[meyer99]

Delta

Tiger,
Thank you for the jpg. Can you post a pic of the indicator parameters?
Also how do you use this, just looking for divergences?

[gomifromparis]

Here is version 4.0 ! New feature explaining major release number upgrade is the ability to create indicators using the GomCD values.

First of all, be warned that there is a major modification : by default the indicator does not record the data, and shows "Recording Off".
So you must decide which chart does the recording by setting "Write Data" to True. You will then have the "Recording OK " or "Recording KO".

The indicator now exposes time series DeltaOpen, DeltaClose, DeltaHigh and DeltaLow to other indicators, so you can use GomCD values in other indicators.

The package contains "GomCDDemoIndicator" that shows how to build your own indicators. By default the GomCDDemoIndicator implements a Bollinger band using DeltaClose , and by commenting/uncommenting lines you can get Swing or RSI. If you want more you're on your own :-)

Caution : this only works with indicators using standard Plots. It won't work if the indicators override the Plot method.

[rally]

Hi Tiger,

Thanks for the screenshots.

What timeframe are they?

[toulouse-lautrec]

Gomi, you´re the man!



Thanks for providing this !

[tiger123]

Hi Tiger,

Thanks for the screenshots.

What timeframe are they?

Hi, Rally:

The timeframe is on the screeshots. 6E is 10 Range, ES is 5 Range.
GomCD works on all timeframe.

Tiger

[rally]

Hi Tiger,

Do you mean 10 and 5 minutes or ticks?

Also as Meyer has asked already, what are the exact parameters your using, my chart looks nothing like yours.

[tiger123]

Tiger,
Thank you for the jpg. Can you post a pic of the indicator parameters?
Also how do you use this, just looking for divergences?

Hi,
The parameters are in the pictures already. See the GomCD label.
Yes, just looking for significant divergence.

Tiger

[tiger123]

Hi Tiger,

Do you mean 10 and 5 minutes or ticks?

Also as Meyer has asked already, what are the exact parameters your using, my chart looks nothing like yours.

5 and 10 "Range" bar, not mins or ticks. I use the standard parameters, nothing special.
If it looks different, my guess it is the datafeed.
I think you can't use a datafeed without real tick data, such as InteractiveBroker.
My datafeed is ZenFire.

[rally]

Hi Tiger,

My data feed is zenfire too.

Does this mean you can't use gomCd with minute bars/candles etc?

[tiger123]

Hi Tiger,

My data feed is zenfire too.

Does this mean you can't use gomCd with minute bars/candles etc?

No, what I said GomCD need tick data.
Now I am not so sure about min bars.
Can you post what your GomCD look like using ES 5 range for the past 3 days with the same setting as mine? How different is it?

I attach my GomCD parameters screenshot.

[rally]

I cannot even post even last 3 minutes because i have only started usiing gomCd after seeing your pics. Does NT need to be left running to collect the data for gomcd and alos does it lose the data when you shut NT down?

[tiger123]

I cannot even post even last 3 minutes because i have only started usiing gomCd after seeing your pics. Does NT need to be left running to collect the data for gomcd and alos does it lose the data when you shut NT down?

Yes, definitely. Please read the messages in this thread. You need to have your computer on 24 hours. I just start doing that two days ago. It is wonderful.

[tiger123]

Yes, definitely. Please read the messages in this thread. You need to have your computer on 24 hours. I just start doing that two days ago. It is wonderful.

Also, you need to manage your NT. I have to exit NT once in a while when market is slow to make sure GomCD data is flushed and save to disk properly. Also when my NT becomes frozen, and I need to kill it, and restart it immediately to continue collect data.

Looking forward to NT7 to cure all these pain.