Delta Buy/Sell Volume

[toulouse-lautrec]

i compared the GomCD with the screens on fulcrum website and they dont match at all

Anyone done the comparison.

I am using GomCD with IB intraday data. both bid/ask and tick methods dont match with fulcrum screens. So we dont really know if the indicator is good although it is a great effort from gomi to post it.

But I realized fulcrum is using another software completely so maybe you guys are not even discussing the same thing ( the same chart or data or indicator)

anyone using this with IB data can confirm ?

The IB datafeed cannot be used for this type of analysis, as they aggregate ticks.
People here use the zenfire feed, probably iqfeed should be suitable as well.

[qewcool]

thanks for the reply

yes I see what you mean. Is the data being sampled (ie every 10 sec you get a snapshot of the volume traded at that moment) or aggregate (everything traded within that last 10 sec) ?

If aggregate, you should still get about the same thing ? or Am I mistaken.

I guess I'll look for a demo account to test out zenfire since it seems to be mostly free. can a mirus account hold other currency than US dollard ?

[FulcrumTrader]

This error happens when the indicator doesn't find the data file. You have to set "write" property to True to have one indicator generating the file. Apart from that I don't see why you should observe any difference between same symbol and different symbols. Could you clarify the problems ?

Correct....that is all you have to do, just "cycle" the WRITE DATA property to [True] once and you are all set.....that initializes the awesome GomCD functions to life!

***NOTE - to anyone that is trying to use IB "snapshot" data for Cumulative Delta plotting that is a FAIL attempt! IB "snapshot" data is not at all usable for proper Cumulative Delta realtime plotting......sad but true!

ROCK SOLID feeds for plotting the Cumulative Delta bid/ask data at this time are ZenFire / DTN.IQ / CQG / TT feed (regular feed.....NOT the "Fix Adapter" feed). MOST other bid/ask feeds at this time I am suspect due to recent evidence of problems.....Esignal / Transact / OEC / Tradestation.

Hope this info helps!

[monti1a]

Great thread. Thanks Gomi, and don't forget SBGtrading. THX

[qewcool]

mirus demo account with zenfire seem to crap out right now. monday 7:44pm eastern time.

on ES : monday afterhours price on zenfire is not updating at all (still stuck at 7:09 pm).

and I dont get anything on the bid/ask volume indicator from zenfire right now.

and the connection status in the control center is going from green to red to green ... dont know what that means.

checked on IB and the data is fine there.

[NinjaTrader_Bertrand]

qewcool, this looks to be temporary connection issue you unfortuantely experienced - also consider Monday was a pretty slow holiday - trading - day. I would suggest rechecking things today.

[pfx111]

Thanks Gomi.
It works.

Another little (aesthetic) problem in GomCD4 (not present in previous versions).
Anyone have seen some black candles between red and green candles?

Thanks again.
Paolo

This error happens when the indicator doesn't find the data file. You have to set "write" property to True to have one indicator generating the file. Apart from that I don't see why you should observe any difference between same symbol and different symbols. Could you clarify the problems ?

[paulg]

TT Fix w/ Ninjatrader: volume delta reliable?

[...] TT feed (regular feed.....NOT the "Fix Adapter" feed). [...]

Do you mean that Ninja w/ TT Fix is not a reliable solution to create volume delta / GOMCD lines?

Apparently it shows the same T&S & Bid/Ask vs. Zenfire.

[enochbenjamin]

Question: Do the BLACK candles represent anything?

Could the black represent a shift in buying/selling?

Thanks in advance.
e.b.

[JackWittaker]

Saving collected data for GomCD

Question for board:

I have installed this indicator, and have about a days data on it. Question: How is the data saved? I noticed on NT reconnect-to-datafeed this AM that all prior data for GomCD was lost.

Is data retention possible, even through quits and re-connects, so program can be exited / restarted with all prior data intact?

Thanks,
JW

[NinjaTrader_Bertrand]

Might be best to check out this thread directly and post the question there if needed.... http://www.ninjatrader-support2.com/...ad.php?t=16006

[qewcool]

are the temporary outages frequent with zenfire ?

it came back and worked for 2 days now it is down again after market close.
Cant not login at all now. 6:35 pm eastern.

[NinjaTrader_Bertrand]

qewcool, I'm not aware of any other reports on those login issues, have you contacted your ISP as well to check for any pending network issues?

[qewcool]

thanks for the reply

I dont think its my ISP since everything else is working.
I run IB data feed and it was fine yesterday.

Today is the same thing. cannot log into zenfire and using the IB data feed.

there is an error message that looks like from memory: "log in unavailable (1004)"

[NinjaTrader_JoshP]

Please contact whoever you have a Zen-Fire feed from and see if they can provide you with information as to why you can't login.