NinjaTrader 8 Indicators and More - UN Gom Delta
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NinjaTrader 8 Indicators and More
Indicators and Files in this section are compatible with NinjaTrader 8


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UN Gom Delta 5 *
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.


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Category: NinjaTrader 8 Indicators and More 


October 28th, 2015
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