Delta Buy/Sell Volume

[gomifromparis]

Strangely it works here... Did you try a basic 1 min chart ?
What's your time zone ?

EDIT : OK reproduced it on Canberra Melbourne Sydney TZ

[rt-trader]

TimeZone is GMT+ 10 (Australia).

No plot on 1 minute chart either..

The error on calling OnBarUpdate has reappeared again with a timestamp of 1 second before Globex reopened at 15:30 Chicago time...

The another Log error when I loaded on GomCd onto to the 1 minute chart to test.

That error was "Error on calling 'OnBarUpdate' for indicator GomCD on bar 2756: Object reference not set to an instance of an object".

Hope that means something to you....


OK - I see you reproduced... good... and thankyou..

[gomifromparis]

This one should correct empty charts.
Tell me if it corrects the other problems as well

[rt-trader]

Empty charts - Fixed!! - Thankyou.

No sign of log errors at this time - will post again if they re-occur.

Thanks again...

[melnorme]

Gomi, one question according to RecorderIndicator. NT uses ticks timestamp with 1 second accuracy, which is not enough for some purposes, but DateTime structure allows 100ns accuracy. I'm trying to measure trade intensity, and it would be great to store history, so maybe one of your existing GomFileManager classes allows to store and retrieve tick timestamps with full 100ns accuracy?

//OnMarketData code

//now
     fm.RecordTick(e.Time,tickType,e.Price,(int)e.Volume);                       

//trying to record accurate tick timestamp
//   fm.RecordTick(DateTime.Now,tickType,e.Price,(int)e.Volume);

[gomifromparis]

The millisecond info doesn't make it through the NT marketdata infrastructure

Try this code :

protected override void OnMarketData(MarketDataEventArgs e)
{
Print(e.Time.Second+"."+e.Time.Millisecond);
}

You'll get

37.0
37.0
38.0
38.0
39.0
39.0
42.0
43.0
43.0
48.0
48.0
48.0
49.0
49.0
49.0
49.0
49.0
49.0

=> no millisecond info

[melnorme]

Sure, but in my calculations I can replace e.Time with DateTime.Now when receiving a new tick and use it as a substitute of a real tick timestamp.

[gomifromparis]

OK I see

The flat file format should work, if you modify dateformat,
static public string dateformat="yyMMddHHmmss";
to something that writes milliseconds.

It could be used in a custom app,but it might not be of much use in NT as when the file is reread, it is synced on the bar chart using the time of the close of the bar, which has a 1 sec resolution.

It might be useful to set Display refresh interval to 0 too.

[melnorme]

Ok, I'll try, thanks a lot!

[PrTester]

Any One has an Idea

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

Does anyone Know how to define an Environment Variable named GOMFOLDER

Definitely I need to buy some c# books with this Gomi code , its getting more complex every time.

[gomifromparis]

Sorry, but nothing to do with c# here . It's OS stuff. Type F1 in windows and type "environment variable", it should show you how to do it..

[PrTester]

Sorry, but nothing to do with c# here . It's OS stuff. Type F1 in windows and type "environment variable", it should show you how to do it..

Well if anyone interested and after a lot of attempts due to a damn typo this work good for me.

Environment.SetEnvironmentVariable("GOMFOLDER",@"Y our Folder", EnvironmentVariableTarget.User);

[gomifromparis]

You shouln't have to write 1 line of code !
You only have to go to you Windows System Settings, Advanced Tab, choose "Environment Variables" and add GOMFOLDER with desired value !

[PrTester]

You shouln't have to write 1 line of code !
You only have to go to you Windows System Settings, Advanced Tab, choose "Environment Variables" and add GOMFOLDER with desired value !

Well every day we learn something new!, now I know that I'm not so computer literate

[eminimon]

Great indicator Gomi. Thanks for all the good work.

But I have 2 questions...

1. What are the black bars (candles) that are printing on the GomCD and how do I get them to print the same as the up (green) or down (red) colors that I have on my preferences?

2. How do I flush out the recorded data and start fresh? When I was first tinkering around with the recorder, I saved a few bars of delta (ie. -1500 contracts), and now every chart I open includes that and starts at -1500.

Thanks.

Sean