Delta Buy/Sell Volume

[melnorme]

I've met the similar issue when I've tried to add GomCD to strategy - the problem is that Instrument is null in this case(do not know if this is a bug or feature of NT), so GomCD is unable to open the log file. I have to add currentInstrument variable to GomRecorderIndicator code and to set it manually.

[gomifromparis]

I think we're starting to have some problems here, and I'm pretty sure it worked in Beta 3, because I had a GomHA working.

As stated by other posters , Instrument is null so a lot of things stop working, and you just can't move all init code to OnBarUpdate()

I'm filing a bug on NT7 thread.

[melnorme]

As to me, I'm on NT6.5, and Instrument is null only when I'm adding GomCD to strategy, indicators based on GomCDDemoIndicator are working okay.

I've found one little issue with recent GomRecorderIndicator code. I have globex session start at 2.00am local time and session end at 1.00am,
so the following time check in code is producing incorrect results.

protected virtual void GomOnMarketDataWithTime(DateTime tickTime, TickTypeEnum tickType,double price,int volume,bool firstTickOfBar)
{

//if ((tickTime>=BeginTime)&&(tickTime<=EndTime))
GomOnMarketData( tickType, price, volume, firstTickOfBar);

}

[gomifromparis]

sorry for that one :-o
quick correction before new gomrecorder release :
in RecorderIndicator, replace in OnBarUpdate

if (EndTime==BeginTime)
EndTime=BeginTime.AddDays(1);

with

if (EndTime<=BeginTime)
EndTime=EndTime.AddDays(1);

[Eternum]

This should work better :

Is this version for NT v7 only? I tried it in NT v6.5 and it does not show anything. 4.1b works just fine.

[gomifromparis]

Here's a new version for nt6.5 and nt7.

It should correct the time issues in NT6.5, explaining some empty charts.

I added a parameter in GomCD/GomRecorder : if you define an Environment Variable named GOMFOLDER, the files will be written and read there.

I also added a GomOnBarUpdate method that you should use on your derived indicator instead of OnBarUpdate. In that case you don't need to call base.OnBarUpdate()

As per NT7 new recommandations to not use Initialize() for anything useful, all init code has been moved to OnBarUpdate but this has consequences for those who embed GomCD.
I show an example (GomCDSMA indicator) of how you can manage without.
in 6.5 you can write

 
indic=SMA(GomCD(GomCDCalculationModeType.BidAsk,GomCDChartType.CumulativeChart,GomFileFormat.Binary,GomFilterModeType.None,1,false).DeltaClose,5);

in Initialize(), which you can't do in 7.0

If you do that in 7.0 in OnBarUpdate you're f**ed because DeltaClose time series doesn't exist before the first call on OnBarUpdate (remember the cool idea to move all init code in OnBarUpdate())

So you have to instantiate the GomCD, than do a fake call on DeltaValue[0], which is the base time series, this calls OnBarUpdate and finally you can work.

So with this new improved V7, the line

 
indic=SMA(GomCD(GomCDCalculationModeType.BidAsk,GomCDChartType.CumulativeChart,GomFileFormat.Binary,GomFilterModeType.None,1,false).DeltaClose,5);

becomes

[FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]if[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] (!initdone)[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]{[/FONT][/SIZE]
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]// we instantiate a gomCD[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]gcd=GomCD(GomCDCalculationModeType.BidAsk,GomCDChartType.CumulativeChart,GomFileFormat.Binary,GomFilterModeType.None,[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]1[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2],[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]false[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]);[/SIZE][/FONT]
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]//data series don't exist because they're created in onbarupdate() and for now only Initialize has been called.[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]//dummy call to call OnBarUpdate so dataseries get created[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]double[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2] dummy=gcd.DeltaValue[[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]0[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]];[/SIZE][/FONT]
 
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]//now the Dataseries exist we can work with gcd dataseries.[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT]
[SIZE=2][FONT=Courier New][SIZE=2][FONT=Courier New]indic=SMA(gcd.DeltaClose,[/FONT][/SIZE][/FONT][/SIZE][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080][FONT=Courier New][SIZE=2][COLOR=#800080]5[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]); [/SIZE][/FONT]
[/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000][FONT=Courier New][SIZE=2][COLOR=#008000]//double dummy=indic.DeltaValue[0];[/COLOR][/SIZE][/FONT]
[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2]initdone=[/SIZE][/FONT][/SIZE][/FONT][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff][FONT=Courier New][SIZE=2][COLOR=#0000ff]true[/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][/COLOR][/SIZE][/FONT][FONT=Courier New][SIZE=2][FONT=Courier New][SIZE=2];[/SIZE][/FONT]
[SIZE=2][FONT=Courier New]}[/FONT][/SIZE]
[/SIZE][/FONT]

And of course you have a nicer code with dirty init code in OnBarUpdate(). How cooler can we get

[Ninjaman]

which gomcd?

I am still using ninjatrader 6.5 which is the best gomcd to use with it?

[Eternum]

I am still using ninjatrader 6.5 which is the best gomcd to use with it?

I'm using v5.3 on NT6.5. Works just fine.

[Ninjaman]

I'm using v5.3 on NT6.5. Works just fine.

Thank you.

[rt-trader]

Gomi,

I am having a problem with GomiCD (5.3) and NT7 (b4). When I place GomiCD on ES and set to record no plot is displayed (Recording OK msg is shown). The ES file is created and it appears to grow in size at a proportional rate. There is an error in the Control center log which says "Error on calling 'Dispose' method for indicator 'GomiCD'. Cannot access a closed file".

I am in Australia and have tried several different Session Manager settings for ES without success. I have also deleted the charts/indicators and the file and setup again but no change.

Thing is - GomiCD is working fine for the local exchange instruments so i dont think this is an NT7 issue.

Any ideas?

Thanks

[gomifromparis]

You can try this one.
I also corrected a bug in NT7 : if you used 24/7 you missed data on mondays.

[Ninjaman]

You can try this one.
I also corrected a bug in NT7 : if you used 24/7 you missed data on mondays.

Gomi,

I installed 5.3, and and then 5.4 and it seems that when I change the timeframe of the chart, it retrospectively shuts the recorder off at the beginning of the session, even though it had been recording data. As an example, I run a cummulative Gomcd. if my chart properties are set to 12:00 AM to 12:00 AM and at 8:00 AM I decide to change the timeframe from, say, 5 min to 10 minute, the cumulative data from 12:00 am will disappear, and it will begin recording again from that point on, leaving what appears to be a gap in the gomcd data, even though there was data there before. Also, the recorder message changes from recording short OK to recording OFF. The issue began when I installed 5.3 and still exists with 5.4. And, it doesn't matter if write is set to true.

[gomifromparis]

sorry, couldn't reproduce that one in 6.5 or 7
please check your log tab in NT
if there are holes in the file, it means it was not really recording

[gomifromparis]

Finally reproduced it. Filing a bug !

[rt-trader]

Gomi,

Not sure if my issue is related to the one immediately below...

Anyway - I have installed GomCD 5.4. Using the custom session shown in the attachment, the Recorder works (Recording OK) but will not display any plot. If I open a second ES chart and add GomCD - again no plot unless I use either Default 24/7 or 24/5 as Session Templates. Then the plot populates from the recorder file.

The log error I mentioned in previous post no longer appears...

Thanks