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UN Gom Delta

No recorder needed, but chart data series must be in tick replay to show historical data. Tick replay makes it SIMPLE to code indicators like this.

Two indicators based on bid/ask delta:

bar histogram of non-cumulative delta
or
candlestick plot of cumulative delta.

These here versions only shows the information for the instrument on the chart. However, this can be done for instruments that are not on the chart. For example could show the delta for the SPY or the NQ contract on the chart of AMZN, synchronized to the bars of AMZN so that bar spacing would remain equidistant.

The screenshot only shows the cumulative version.

The installer will put these indicators into a new FOLDER called unGom Delta. un Gom.... get it?

For both versions, the opening value includes the delta of the first trade. That's why the bars on the histogram do NOT start from the zero line, which would be WRONG. The opening bar should include the data from the first trade. The data from the first trade should NOT be thrown away as in those "other" versions of these indicators.

Category NinjaTrader 8 Indicators and More

Details: UN Gom Delta
Category: NinjaTrader 8 Indicators and More

October 28th, 2015
Size: 6.10 KB
Downloaded: 1748 times

Comments/ratings

zohar October 29th, 2015 06:59 PM

thanks zondor

Sim22 October 30th, 2015 11:41 PM

Great job Zondor. Thank you

tradingon October 31st, 2015 04:26 AM

nice one Zondor

atata November 4th, 2015 11:16 PM

Why? just kidding... Thanks! Great job.

Jonson November 12th, 2015 06:25 AM

hey bro, thank per work!

trendwaves November 14th, 2015 12:34 AM

Outstanding Zondor !

ejtrader November 16th, 2015 12:13 AM

No Comment

photog53 November 30th, 2015 11:38 AM

As always...great coding!!!

K O T December 1st, 2015 01:42 AM

thanks a lot!

Silvester17 January 2nd, 2016 09:02 AM

excellent, thank you!!

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