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Delta Buy/Sell Volume

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  • pfx111
    replied
    Hints to clone the indicator

    First of all THANKS to Gomi.
    I think your indicator (with the understanding of limit of the limits of the underling data feed) is one of the most interesting in the NT world.
    One questions.
    I want to use GomCD indicator in customized ways (ex. with different filtering size).
    **On the same symbols** everything is OK, the only need is to rename some methods.
    On different symbol is more difficult.
    I' ve tried to rename the methods of GomRecorderIndicator, but no way.
    In particular the "new" clone seem always using inidcator of this type.
    GomCDclone(<unknown>,<unknown>,<unknown>,<unknown> ,<unknown>)

    Gomi, can you suggest some hints (in particular in the overall design of the indicator) to help in customizing GomCD in order to build customized "Clones" in parallel?

    Thanks anyway

    Paolo
    Last edited by pfx111; 09-04-2009, 06:26 AM.

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  • timmyb
    replied
    Is anyone able to get numbers over 100,000 to display the 000 instead of 100k and if so how. thanks

    tim

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  • timmyb
    replied
    Originally posted by deanz View Post
    Yes I have tried to again and again on replay data, and live, both with and without Video Capture running as I was doing when I made that chart, and I can not reproduce it again either. My bad. Thanks for taking the time to try to reproduce.

    .
    I am missing Sunday-mid Monday data, from not hitting refresh, I was curious if anyone could be so kind to share that data file with me so i can rebuild my data.

    Thanks tim

    Leave a comment:


  • deanz
    replied
    Originally posted by gomifromparis View Post
    Sorry but couldn't reproduce your problem. I Tried running market replay too, and either in live or in historical mode, GomCD data is OK for me (not like your chart).
    Yes I have tried to again and again on replay data, and live, both with and without Video Capture running as I was doing when I made that chart, and I can not reproduce it again either. My bad. Thanks for taking the time to try to reproduce.

    .

    Leave a comment:


  • gomifromparis
    replied
    Originally posted by deanz View Post
    Thanks for the reply but I don't think that Indicator is working correctly either. Check out the Time and Sales window in that chart I showed, the Black Text is Between Bid and Ask, the Green Text is at the Ask and the Blue Text is at the Bid.... I have not changed the Properties/Colours of the T & S window so anyone opening up theirs as per factory settings can see how mine is setup.
    Sorry but couldn't reproduce your problem. I Tried running market replay too, and either in live or in historical mode, GomCD data is OK for me (not like your chart).

    By the way, the 1,9 and 2 vol ticks that take your GomCD from 550 to 538 are correctly used. But as they happen in the same second, the total is applied on the first tick. That's why instead of 550 549 540 538 you get 550 538 538 538.
    Attached Files

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  • gomifromparis
    replied
    Originally posted by timmyb View Post
    So just so I know i have this right. I got a file that was binary, I converted it to flat so i can understand it more easily. I took the main big file i have and also converted to flat. I found the time i was missing copy and pasted to the bigger file (my original) then hit save. So now can i just place this flat file in my documents and it will load or do i need to convert to short and place in my documents.
    You can use Flat file "as is", but it has to be renamed "ES XXXX.Flat.txt", and you must choose "Flat" of course as file format in gomCD. Or you can convert to short or binary, and use those instead. Up to you, really :-)

    Leave a comment:


  • timmyb
    replied
    Originally posted by deanz View Post
    Thanks for the reply but I don't think that Indicator is working correctly either. Check out the Time and Sales window in that chart I showed, the Black Text is Between Bid and Ask, the Green Text is at the Ask and the Blue Text is at the Bid.... I have not changed the Properties/Colours of the T & S window so anyone opening up theirs as per factory settings can see how mine is setup. {Right Click T & S window and select Properties}

    .
    I see soem discussion of whether the indicator is working properly. I have been using it for months now with no real issues even comparing time and sales. Fulcrum traders charts resemble mine almost perfectly. And he is not using the ninja platform. But once again i thank gomi for his understanding and help when people have issues.

    Leave a comment:


  • timmyb
    replied
    Originally posted by gomifromparis View Post
    You have to edit by hand your files and copy/paste the missing part.
    you will see lines that contain date/time info. Caution, time is stored in UTC format.

    for instance if you see
    0906021817 2531
    06 3 5 50
    09 1 5 15
    3 6 171
    4 7 2
    3 6 14
    2 6 83

    090602 is the date 1817 is time/min in UTC.
    then the lines that contain 4 numbers contain seconds (06 , 09 ) in the example.

    the lines that contain 3 numbers represent data arriving on the same second than the last second (09 in the example)
    So just so I know i have this right. I got a file that was binary, I converted it to flat so i can understand it more easily. I took the main big file i have and also converted to flat. I found the time i was missing copy and pasted to the bigger file (my original) then hit save. So now can i just place this flat file in my documents and it will load or do i need to convert to short and place in my documents.

    thanks

    tim

    Leave a comment:


  • deanz
    replied
    Originally posted by gomifromparis View Post
    Probably ticks that are between bid and ask..
    Thanks for the reply but I don't think that Indicator is working correctly either. Check out the Time and Sales window in that chart I showed, the Black Text is Between Bid and Ask, the Green Text is at the Ask and the Blue Text is at the Bid.... I have not changed the Properties/Colours of the T & S window so anyone opening up theirs as per factory settings can see how mine is setup. {Right Click T & S window and select Properties}

    .
    Last edited by deanz; 08-31-2009, 03:56 AM.

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  • gomifromparis
    replied
    Probably ticks that are between bid and ask.
    You can try the GomTickType indicator, it shows the ticktype (only works in slow markets with not more than 1 tick/second)

    TickType values, starting at 0, are BelowBid,AtBid,BetweenBidAsk,AtAsk,AboveAsk,Unknow n

    So a value of 2 is BetweenBidAsk and is not used for computations.
    Attached Files

    Leave a comment:

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