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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

Velocity OrderFlow 1.0 for Multicharts

Here is the Velocity OrderFlow for Multicharts. It's meant to be used with Footprint charts.
It provides the bid volume, ask volume, delta, and duration of the bar in seconds.
If the duration of the bar is beneath a certain threshold it will plot an arrow over or under the bar
depending on if the signal is bearish or bullish. This is the Velocity arrow. I use Volume charts or contract charts. But it could be used with tick charts as well. I included an indicator called TaiChi it's a good indicator. It's a modified supertrend with no extremes just the middle line.

Test it out, I just coded it in a day so it could have some bugs.

Come discuss the Velocity OrderFlow Tools with me at my trading journal.
https://nexusfi.com/trading-journals/46850-elitecamper-s-micro-trading-journal.html

Category MultiCharts

Details: Velocity OrderFlow 1.0 for Multicharts
Category: MultiCharts

March 22nd, 2022
Size: 32.29 KB
Downloaded: 137 times

Keywords: footprint multicharts orderflow velocity

Volume Ladder for NT

Here's an indicator based on GomRecorder framework (see NT forums).
It's a volume ladder that includes cumulative delta stuff, I'll document it below.

Details here.

01/05/2010: v3.3 added

COMPATIBILITY:
NinjaTrader 6.5: YES
NinjaTrader 7.0: YES

Category The Elite Circle

Details: Volume Ladder for NT
Category: The Elite Circle

December 15th, 2009
Size: 23.33 KB
Downloaded: 3037 times

Keywords: volume ladder ninjatrader

VolumeLadderMetroEditionV2

Imp: Extract VolumeLadderMetroEditionV2.cs file from Zip file Indicator.zip and place in
C:\Users\<userName>\Documents\NinjaTrader 7\bin\Custom\Indicator. Then Open any indicator for editing in NT7 and compile the indicator. This Process make , VolumeLadderMetroEditionV2 , to appear in indicator list on applying to chart. Without this process indicator will not be visible for apply.

prerequisite: Install latest or GomBase and Delta Package 2.6 before above step, if you are using first time Gom based indicator. For More detail on GomBase and Delta Package foloow the post

https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html

and

https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html

Date 12-Aug-2013:
------------------------
This is a basic startup cum test version of V2 ,build over V1Extn1.

Code has optimized for size and includes new features described in post

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-82.html

Further new features will be added soon.

Update: 13 Aug-2013
----------------------------

VolumeOnly Center Ladder Type is replaced and converted to DeltaColoredVolume Type.

Update 20 Aug-2013
--------------------------

A major update of all time.
Many improvement, Custom Center Ladder Type etc introduced.

for detail follow to post,

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-87.html

Update 22-Aug-2013
---------------------------

Two feature included.

1) Provision to show minus sign for delta data in CustomLadder if base is chosen as volume.
2) Prior High Volume Tick Price is can also be highlighted by rectangle around cell.

Update 11-Sep-2013
----------------------------

1) Mainly updated side ladders with numerous customization methods.
2) Removed Filtered Volume Tick bug on Bottom Graphics and corrected the side ladders filling volume.

For more detail

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-addition-99.html

Update 15-Jan-2016
-----------------------------

Corrected the error in calculation of Diagonal Delta.
Some small modification made in Diagonal Delta Representation.

For More detail

https://nexusfi.com/elite-circle/2100-volume-ladder-highlight-metro-addition-181.html

Category The Elite Circle

Details: VolumeLadderMetroEditionV2
Category: The Elite Circle

September 11th, 2013
Size: 26.50 KB
Downloaded: 7766 times

XavDeltaOscillator

XavDeltaOscillator

This indicator is a Market Delta Oscillator. It plots Delta (Dark Gray and Silver), a fast HMA of Delta (Green and Red), a slow HMA of Delta (Cyan and Fuchsia), and the difference between the fast and slow HMA's.

The Moving Averages are colored based on whether they are rising or not. The difference is colored based on whether it is increasing or not. Market Delta is also colored based on whether it is increasing or not. You can turn off the Market Delta plot.

I have started a thread called Delta Oscillator Discussion where anyone can post comments or suggestions.

Enjoy

Edit 7/20/2012: Fully functional GOM Framework version can be found here:
https://nexusfi.com/elite-circle/21773-delta-oscillator-discussion.html

Category The Elite Circle

Details: XavDeltaOscillator
Category: The Elite Circle

July 18th, 2012
Size: 7.08 KB
Downloaded: 468 times

XavICDv1

This indicator creates a convergence-divergence indicator, similar to a MACD, using any two indicator plots.
Parameters:
Fast Indicator: Enter the fast indicator name and parameters here. Ex: Stochastics(7,14,3)
Fast Indicator Plot: Enter the name of the plot you want to use as an input for the fast indicator. Ex: D
Slow Indicator: Enter the slow indicator name and parameters here.
Slow Indicator Plot: Enter the name of the plot you want to use as an input for the slow indicator.
Smooth Periods: Number of SMA periods used to smooth the ICD plot.

The three plots are Avg, Diff, and ICD which are exactly like the MACD plots.

Big thanks goes out to @gomi and @NJAMC for their indicator instantiating code.

Discussion thread: https://nexusfi.com/elite-circle/22946-xavicd-discussion.html

Enjoy

Category The Elite Circle

Details: XavICDv1
Category: The Elite Circle

September 7th, 2012
Size: 4.87 KB
Downloaded: 349 times

XavNPDDOv3 (Normalized Price and Delta Divergence Oscillator)

This indicator normalizes price-delta and delta using a moving average and standard deviations. These normalized outputs are plotted on the same indicator panel, as well as the difference between the two. Please read this post for more details:
https://nexusfi.com/elite-circle/21837-xavnpddo-discussion-normalized-price-delta-divergence-oscillator.html

Enjoy

***This indicator utilizes the GOM Framework***

Edit:
7/29/2012 - Changed logic for normalization to make it statistically accurate

Category The Elite Circle

Details: XavNPDDOv3 (Normalized Price and Delta Divergence Oscillator)
Category: The Elite Circle

July 29th, 2012
Size: 26.52 KB
Downloaded: 882 times

XavPackV3

XavPackV3

This file includes four simple TS based. "Buys" are at or above Ask price, "Sells" are at or below Bid price. XavVolumeV3 breaks total volume down into "Buys", "Sells", "Buys" above Ask, "Sells" below Bid, and Total Volume. It also lets you know if there were more buys or sells, and if volume is greater than a set value. XavVisualTapeV3 helps you see "Lot" trades, "Block" trades, and all the volume information from XavVolumeV2. "Lot" trades are continuous buys or sells that have the same time stamp. From my understanding of TS, "Lot" trades indicate big orders being filled against smaller orders, and "Block" trades indicate big orders being filled against big orders. XavFilteredTimeAndSalesV2 takes time and sales, groups trades into "Lots", and then filters them by a user defined size (Similar to how the CME used to report trades). It also alerts you when Lot trades are made, and can tell you how many price levels the trade went through. This information is plotted directly on the chart. XavDeltaVolume plots Buy/Sell Delta, and Above Ask/Below Bid Delta.

XavVolumeV3:
-A simple TS based volume indicator
-"Buy" Volume - trades at or above ask price (Plotted as positive)
- Above Ask Volume
-"Sell" Volume - trades at or below bid price (Plotted as negative)
-Below Bid Volume
- Total Volume - Buys plus Sells (Plotted as positive)
-HighVolume: Volume level that will change the color of the TotalVolume Plot if reached.

XavVisualTapeV3:
-A simple TS based indicator that looks for Buys above Ask, Sells below Bid, "Lot" trades, and "Block" trades
-BlockSize: Minimum size for Block trades.
-ChartDisplay: Displays above ask volume(black), lot buy volume(green), block buy volume(blue), block sell volume(blue), lot sell volume(red), below bid volume(black), Buy Volume, and Sell Volume around current bar(% of total volume in parentheses).
-HistoricalPlot: Keeps the ChartDisplay on all bars, not just current bar.
-LineWidth: Width of the PlotBlock and PlotLot lines
-LotSize: Minimum "Lot" trade size.
-PercentMode: Plots all values in indicator panel as a % of total volume
-PlotBlocks: Plots small horizontal lines where block trades occur.
-PlotLots: Plots small horizontal lines where lot trades occur.
-PlotOffset: Offset multiplier for ChartDisplay based on ATR(14).
-Sound Alerts: Plays selected sound file when a Lot trade, or Block trade occurs.
-BigLotSize: Minimum size for a bigger lot trade. Plots triangles where these trades occur

XavFilteredTimeAndSalesV2
-This indicator takes time and sales, groups similar trades("Lots"), and filters them.(Similar to how the CME used to report trades)
-Output is plotted directly on chart
-FilterSize: The minimum size "Lots" you want to display
-TradeRows: Number of rows to display
-LotSizes: Different levels for trade sizes that will make the trade bold, change the color, and play sound alert.
-FontSize: Font Size
-Precision: Decimal precision of price
-PriceLevels: If set to true, it will plot a "*" for each price level crossed by the trade.
-Colors and Sound Alerts are customizable

***New algorithm for grouping trades fixed the lag issue, and more accurately spots bigger trades. I changed the algorithm because I found out NT removes millisecond information from timestamps***

XavDeltaVolume
-Plots Buy/Sell Delta and AboveAsk/BelowBid Delta

***Some Lot and Block trades will be missed if you do not use time based charts(Range, Renko, Volume,... etc)***

***Set your right margin to around 250***

Please feel free to improve these indicators if there is anything you would like to add to them. I started a thread called XavPack Discussion were anyone can post comments or improvements.

Enjoy

Version Changes:
6/29/2012 - XavPackV1: Changed lot and block plots from dots and diamonds to horizontal lines.
6/30/2012 - Added color options. Added sound alerts. Added line levels.
7/1/2012 - XavPackV2: Added more options. Changed ChartDisplay features.
7/4/2012 - XavPackV2a: Added XavFilteredTimeAndSales to XavPack and a few minor code changes.
7/14/2012 - XavPackV3: XavVolumeV3- added HighVolume, added line levels, code cleaned up. XavVisualTapeV3 - Added PlotOffset, higher values on ChartDisplay are highlighted, cleaned up code, changed grouping algorithm. XavFilteredTimeAndSalesV2 - Changed algorithm, added sound alerts, added size levels, added price levels, cleaned up code, added font size. Added XavDeltaVolume to XavPack.

Category The Elite Circle

Details: XavPackV3
Category: The Elite Circle

July 15th, 2012
Size: 17.25 KB
Downloaded: 1519 times

ZeroLagMACD

The Indicator ZeroLag MACD is an indicator Moving Average Convergence/Divergence, MACD with zero delay. The Indicator ZeroLag MACD in contrast with standard MACD gives the signals on several bars earlier, but divergences/convergence denominated more obviously.

Category MetaTrader 4 Indicators

Details: ZeroLagMACD
Category: MetaTrader 4 Indicators

January 7th, 2011
Size: 3.17 KB
Downloaded: 662 times

ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0

I like to see where a ProAm level is broken at speed. For this I use my ZiggetyZag indicator. It checks for a rotation around PoAm bars with Velocity and a break. Cyan bar and arrow.

This installs smaProAm and VelocityBarsV2 (by Okina).

Check out: https://nexusfi.com/elite-circle/45801-keeping-eye-big-players.html

Note1: You will need MathNet.Numerics DLL and Delta Package V3 by Sim22 (thanks to him) : https://nexusfi.com/local_links.php?action=ratelink&catid=27&linkid=1773

Note2: It of course needs TickReplay

Category The Elite Circle

Details: ZiggetyZag - ProAm rotation spotter - broke in 8.0.17.0
Category: The Elite Circle

December 7th, 2018
Size: 28.41 KB
Downloaded: 782 times

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