Delta Buy/Sell Volume

[Eternum]

Here's a new indicator : GomDeltaVolume.

It's got 2 parameters :
* Show Total Volume
* Delta Mode

They should be self-explicit ..

Would that be possible to add moving average of delta volume (not total volume) to this indicator? Thanks.

[aviat72]

Here's the NT7B5 compatible version.

First of all thanks for making the recorder function. It is awesome and a great way to workaround the limitation of indicators resetting on reload.

Question: How do I get the latest version of the files for this indicator for NT6.5? It does not seem to be available in the Download Indicator section.

A request: Could you add a header line to your source files which specify which version it is or when was it modified.

Confirmed that the issue below is fixed. Also noticed that you have NT7 directives so the latest code should work with NT6.5 also right?

A note: I found an issue when the indicator would fail to load because it was unable to find an existing data file, in the case the recording feature was not enabled. The problem was that there was no exception handling when trying to open datafileread in opendatafile function(if the file did not exist). I am not sure whether the issue has been fixed already but thought I would let you know.

[Ricam]

Thanks once again to Gomi

Thank you, Gomi for the quick fix to GomCDRecorderIndicator for Beta 5.

[gomifromparis]

Here's the NT7B5 compatible version.

[Ricam]

Problem solved, GomCD not plotting on tick based charts

The problem mentioned in my previous post about GomCD not displaying on tick based charts is no longer happening. However I don't know what I did that caused it in the first place, or cured it.

[Ricam]

GomCD affected by changes to NT7 Beta 5

Just downloaded NT7 Beta 5. There are some changes that affect the GomCD programs.

The GomRecorderIndicator will not compile because SessionsOfDay does not contains definitions for BeginTime, EndTime, and BeginDay.

GomCD does not display anything on tick interval charts. On time (such as second or minute) interval charts the values displayed look OK.

I tried commenting out the code in the Recorder that was giving the error messages. Recording works, but the data for the first bar of the new session was way off.

Gomi, thanks in advance for taking a look at this.

[Sergio66]

Why do i get black Cumulative Delta bars.

Thanks,
Vinnie

It's under settings > Paint Type > Strong Up down You have to choice the other options you see there (UpDown or None)

[tradervinnie]

Black Candles

Why do i get black Cumulative Delta bars.

Thanks,
Vinnie

[Sergio66]

Is it possible to set a line on close instead of Candles and OHLC bar chart? I think It would be nice to display also a moving average What do you think?

[turbotrader]

If what you want is to get rid of the flat line.... heartbeat.... flat line..... effect of the Delta indicator on the ES try a volume or tick chart.

.

Yes, that could do it! Thanks

[deanz]

The reason why I ask is this. Lets take the ES. You have a lot of volume in the first an last hour. In between not so much. So you dont have much of change of the indicator when the volume is low.

Tom I think that not much change when volume is low may be a good thing.

If what you want is to get rid of the flat line.... heartbeat.... flat line..... effect of the Delta indicator on the ES try a volume or tick chart.

.

[T2020]

Problem still there .

I wish this indicator worked on other instruments besides ES and NQ ,but it
doesn't seem to . Here's some screen shots of 6C . GomCD > bottom and a
couple Detrended indicators . The GomCD starts at zero on every new bar
and the Detrends spike to infinity with start of each new bar . This indicator
would be very valuable to me if I didn't have to Refresh it every few seconds.
I believe I have the latest version or just the one previous .

[turbotrader]

Hi gomi,

first of all. Thanks for the great indicator.

Currently your indicator hast the comulative and noncomulative mode. Is it possible to implement an "oscillator" mode?

The reason why I ask is this. Lets take the ES. You have a lot of volume in the first an last hour. In between not so much. So you dont have much of change of the indicator when the volume is low.

If we could use "bid/ask delta / total volume" you would have a much more objective view, imo.

For example.
a) The total volume is 100.000. The bid/ask delta is 10.000. The indicator value would be 0.1.

b) Later in the day when the total volume is only 30.000 and the delta is again 10.000 the indicator value would bei 0.3.

In the "old" calculation it would be the same value +10.000 but at a) the delta is only 10% of the total volume. At b) it is 30%, so much more buing than in a).

Regards,

Tom

[gomifromparis]

Beginning last night (Sunday November 22), GomCD would display and record on a chart that has minute intervals. However it would not produce any output at all on charts having tick, or seconds based intervals. For example, it would work on a one minute chart, but not on a sixty second chart.

You can correct the problem with 5.6 version by setting "Disable Tick Filter" to true.

[gpzany]

Thanks gomi,

still using an older version as it was working well... will try your suggestions.

Cheers.

Edit: Latest edition did the trick! fantastic work gomi!

Are you using latest version ? There are some plotting corrections in them.
If you want to edit the file it's maybe simpler to convert it to flat first using the converter in Recorder thread. Remember data/times will be in UTC time zone.