Cumulative Delta

[dvercher]

Hello,

I have the following cumualtive delta indicator (attached) but the problem is that my computer has to be on for the data to be properly plotted.

Is there any other indicator similar to this one (chart with bars) out there that I can switch on the computer and see the historical?

I don´t mind if I have to pay for it.

Thanks

Sincerely

[NinjaTrader_Brandon]

Hello dvercher,

Indicators like this one require live data for their calculations, since historical bid/ask data is not available on historical bars, nor are tick-by-tick updates. The good news is that NinjaTrader 8 Beta includes a feature called Tick Replay which solves this problem, and allows you to plot this kind of indicator on historical data right away, without the need to leave your PC running.

Take a look at the link below for more information:

http://ninjatrader.com/support/helpGuides/nt8/en-us/tick_replay.htm

[omrangassan]

Hello,

I have the following cumualtive delta indicator (attached) but the problem is that my computer has to be on for the data to be properly plotted.

Is there any other indicator similar to this one (chart with bars) out there that I can switch on the computer and see the historical?

I don´t mind if I have to pay for it.

Thanks

Sincerely

is this CD for NT8 ? Where can i get it ?

[NinjaTrader_PatrickH]

Hello omrangassan,

Thank you for your post.

You can check our file sharing section, but at this time it does not appear that a Cumulative Delta is available.

File Sharing Section: http://ninjatrader.com/support/forum...splay.php?f=37

[pjsmith]

Hi,

In case it's of any use to you, I needed the same and so wrote an indicator that does this and works in historical mode with NT7, i.e. it will still plot even it your computer was off as long as your provider gives you tick data (which Ninjatraders data provider, IB etc. does).

You can check it out here http://pjsmith.me.uk/index.php/2016/...ninjatrader-7/ . It's completely free.

[pjsmith]

Just to add, I updated this for NT8 also, so it works with both versions of Ninjatrader now.

[Sim22]

Hi pjsmith,

you might find a tick replay version of use to you as well. I am, and others I am sure, are very grateful you offer your indicator for free .... or at least for the price of a beer LOL .This one is based on all Gomi formulae but uses historical tick replay to calculate updowntick, bidask etc. It is one of my earlier NT8 indicators so I'm sure a little expert look-over from yourself would be great

It's in the download section here under 'Delta Package V2':

http://www.ninjatrader.com/support/forum/local_links.php?action=jump&catid=7&id=754

regards,

Simon.

[pjsmith]

Wow! That's really good! I like your custom bars.

I am far from expert developing Ninja indicators. Only started to look at NT8 last week. As it happens, I noticed they had similar code for tick replay in their basic volume profile indicator. Again, this is real-time or tick replay only, so I've begun re-writing it to work on historical data using uptick/downtick, add value areas etc too. Going well so far. I thought I would port the tick-replay code to the CumDelta indicator if it seems worth it, but you've beat me to it I tend to stick with uptick/downtick for most of my work.

At least there are options for NT8 now. Seemed on NT7, there was little freely available.

[Sim22]

Thank you for sharing.

It helps when you don't have to do it all yourself We can accomplish more by sharing code. Sure, some people will abuse that, but most will gain from it.

I borrowed Zondor/Ricam's basic Updown tick NT8 indicator with tick replay (at least the general coding concepts) and ported Gom code to it as I wanted the bid/ask etc as well. If I was to do it again, I think the delta calculation could be put in an AddOn as a utility class perhaps. I still think it needs something like a tick data request because sometimes the delta bars don't plot correctly beginning at index 0. So keep that in mind. The user basically has to manually reload historical data for it to plot perfect.

You know what might be worth your while? Find a way to access tick replay data from NT8 and feed into NT7. I have too many projects at the moment but it's on my list of ideas. So if you've got the time and the interest.....

I'd be interested in your future developments.........

Simon.