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Cumulative Delta


ruten

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I've not downloaded what you've posted there, but if they are indicators from the GOM family, with most/all of them having that "write" indicator setting (a true/false setting), the principle is that for each unique instrument that you have (it can be on multiple charts), you set that value to 'true' within only one of the indicators. That will then produce you a file that has the name of the instrument and date, with a DAT extension. This file contains all the bid/ask information that is coming in via your L2 data, which saves it, so that when you view any chart of that instrument, it reads the information within the DAT file and, and any GOM indicator will pull from that file and thus show you historical data/chart plots with whatever that indicator is supposed to display. By default, those *.DAT files go into your \MyDocuments folder.

 

This implies you have to leave your PC on and connected to your datafeed, which allows the GOM indicators to collect the data and write it to the file.

 

So in brief, set the write value to 'true', leave it for a few minutes, and you will be able to view that same instrument on either the same chart or another chart, and, for example use GomVolumeLadder to show buys and sells on a 1min, 3min, 5min, or whatever timeframe chart you would like. BTW, that same indicator has different display modes, ie., the other main one being hitting the space bar (to toggle), and, you will see delta values: (a blue bar on the left of your price bar, and the right will show by how many cars the buyers or sellers 'won' that level.)

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There is a full and proper way to install the GOM infrastructure - I think there are some other indicators that are necessary, which need to be compiled and in the background to create the base (and variables, etc.) check your log tab - if they are not there, there may be errors in the log file.

 

Here is everything you should need [email protected]/file/f2hppu - extract those contents to a separate directory. Then, import GomBaseAndDeltaPackage2.3.zip and all the others. You might need to restart NT but things should work after that.

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@t678d is right. NT's historical data is a minimum of 1 second and so it's not possible to deduce if the last trade was at the bid or ask price; selling and buying volume is estimated in this mode, since there is no granularity recorded in the native NT7 historical files, and this becomes a problem and most inaccurate when the market is moving quickly, and which by implications means there are lots of ticks and trades going off in a sliver of time. In brief, ninjatick mode is only up/down ticks, not bid and ask ticks. Hence, because of NT7's limitation in how the history files are recorded, the GOM *.DAT file in a very very efficient and complete manner captures all this relevant information, hence that's why it's ideal to leave your PC on and connected to the data source.

 

The same type of 'innacuracy' I believe afflicts the Ranch0-Diner0 volume impression indicators; for an explanation of what's going on, go to the CALCULATING VOLUME DELTAS WITH UP/DOWNTICK VS. BID/ASK part on this page: http://www.ranchodinero.c0m/acme-studies/acme-volume-balance-and-breakdown/ (http://www.ranchodinero.com/acme-studies/acme-volume-balance-and-breakdown/)

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Thanks mdc for your answer, I always set up Bid-Ask mode, but this data are available only in real time. When I open ninjatrader with gomCD indicator set up as "ninjatickfile" REC format (instead of "binary" REC format), however it can display delta history. So those are my questions:

1- The historical CD loaded when ninjatrader is launched is based on uptick-downtick?

2- After that, CD is calculated in the right way (ask-bid mode)?

 

I hope you can understand me,

thanks to all,

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