1. Added new SPLIT session mode, that will show AH and RTH profiles together in one chart. Works with other types as well.
2. Added Display profile levels such as Trading Session High, Trading Session Low, Mid, VPOC, Value Area High and Value Area Low
3. Added IB minutes parameter to allow you to set initial balance of your preference. IB parameter is turned off for AH session. IB won’t show if you have bar set to more than IB minutes.
4. Enhanced Developing VPOC function. Displays now straight progressing line for clear visibility.
5. Added Naked Vpoc levels with an option to display closed naked vpocs
6. Added Naked Close (GAP) levels with an option to display closed GAPS
7. Added option to display the naked level date and price level to the right panel
8. Added Summary section below the Profile that displays total profile volume with an option to format kilo, million and no formatting.
9. Added Summary section below the Profile that also display Initial Balance range and Daily range.
10. Added option to compute profiles for all bars on the chart vs on screen bars. This is important for naked levels in the past computation and display on screen without a need to squeeze the chart to naked level day.
Updated 05/21 :
Fixed IB settings for 24/7 & RTH Template;
[IB] summary level display adjustment dynamically to the top of the range.
Updated 05/22 :
Upgraded to GOMi's 4.6 version- Thanks to TimeTrade@BMT
Added a separate Pen style for dVPOC.
Updated 05/23 :
Fixed issue with the price display for currency and Bond markets
Updated 05/25 :
Added option to turn the status message off <8.13>
For this to work, additionally download and compile Hot Key Manager file from here GomHotKeyManager
Updated 05/26 :
Fixed Serialization problem for Fonts
Updated 05/27 :
Added toolbar buttons to set profile attributes.
Added option to show IB for overnight session
Added option to set color for summary text
Added option to set color for naked level text
Added option to show Continuous VA/VPOC/VWAP
Updated 05/28 :
Fixed the screen flicker issue
Updated 08/21 :
Attempt to fix performance problem reported during the RTH session start
Description:
Plots the developing range (high-low) for a given time interval on any chart and allows this range to be plotted on any other chart.
Usage:
The ELD contains 2 indicators that rely on ADE and EL Collections to do their job.
AnyRangeAnywhere(S): This indicator can be plotted on any chart and it will plot the developing range based on the start and end times input specified by the user. At the same time, it will copy the range values in memory using ADE and EL Collections. (S) stands for "sender".
AnyRangeAnywhere(R): This indicator reads the range plotted by the indicator above and plots it on any other chart. (R) stands for "receiver".
The indicators allow the range to be named so that multiple ranges can be plotted differentiated by their unique names specified by the user.
Works on the following chart types:
AnyRangeAnywhere(R):
Time Only. It might work on the other chart types but it might be inaccurate.
AnyRangeAnywhere(S):
Any chart - time, tick, volume, range etc.
Input Parameters:
For session start times, use the bar time of the first bar in the session. This would vary depending upon the interval of the time chart. For instance, for CL, in a 1 min chart, the first RTH session start bar would be 801 whereas in a 5 minute chart, the first bar would be 805.
AnyRangeAnywhere(S):
ORStartTime- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the range start
OREndTime- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying the range end
PlotEndTime- Time in HH24MM format (eg: 0800 for 8 AM and 1600 for 4 PM) specifying how long to plot the ranges in an intraday chart
ADEClassName- A unique name that identifies this range. When this indicator is plotted more than once, this input value must be unique to each plot
AnyRangeAnywhere(R):
ADEClassName- A unique name that identifies the range to plot. This should match (case-sensitive) to the value of this same input specified in the sender.
ADEInterval- Specify the data interval for the sender chart. If the sender chart is a 5 minute chart, specify 5.
ADESymbol- Specify the symbol of the sender chart or use the default if the symbols are the same. This option is there to allow calculating the range on a continuous contract symbol, for instance, and then plotting it on a specific contract month symbol.
February 15th, 2014
Size: 62.88 KB
Downloaded: 545 times
1519
LogicalTrader
This is an Average True Range Extension study with two inputs, one for a short length and another for a longer length based on the daily ATR values. It plots the extensions from the midpoint of they day price and can be overlapped on the day or only plotted on the right extension area of the chart.
*Rev 1: Fixed the ATR[#] label so it changes with the parameter change for the length.
October 3rd, 2015
Size: 2.75 KB
Downloaded: 325 times
1658
rmejia
This strategy automatically creates a stop based on the ATR (Average True Range) indicator. The input in the strategy allows you to select the ATR period and the (numatrs) number of ATRs the stop is placed from the open price.
Hello Traders, there are certain time slots during the day where the volatility increases. This could be due to news releases at certain times or institutional adjustments after the 'morning meetings'. This indicator is a modification of the ATR indicator that makes the average of the ATR 1 (range of one candle) and allows you to set how many candles back to evaluate. For simplicity the candles in the pic are set to 60minutes and the 4 instances of ATRback are set to look back 23, 46, 69, and 92 candles ( 1,2,3,4 trade days back) so you can spot the time slots where the range of the 1 hour candles tend to increase. Another application might be to set the lookback in intervals of a week, so you would be looking at that day of the week 1,2,3,4,weeks back.
This indicator has worked on several instances of NT 8 and several bar types. It was exported using NT8 v14.2
June 21st, 2010
Size: 3.35 KB
Downloaded: 828 times
504
cory
Modified on Dec 23, 2009...fixed a few bugs...
I use range and volume bars. Many times it takes an inordinate amount of time to build a bar but it isn't obvious unless you do some basic math to find out. So, I created this indicator that works on any chart that is not time based. Really if you think about it you don't need this indicator on a time based chart.
It has two parameters. One is used to declare the number of bars you want to use to calculate the average time per bar and is called "Period". The second parameter is called "MaxLevel" which is used to set the level that you consider to be the acceptable level. For example, I base everything on 5 minutes so my "MaxLevel" is set to 5. So, if the average time per bar plot is below the "MaxLevel" line, I consider the market to be moving in an acceptable manner. Anything over the "MaxLevel" line is considered too slow for trading.
That about covers it. Pretty simple stuff.
Good luck and I hope you find it useful. In fact, I'm curious if anyone actually finds it to be useful. Please let me know.
BaBAR is a standalone application that creates live and historical tick data files for the GOMI toolset. Tab delimited output is also supported. ...
Please note: BaBAR will only work with an IQFeed connection as it is based on their proprietary data formats. (The IQFeed API)
I originally wrote this application to avoid the issue with GOMI toolset indicators and their derivations which required me to keep charts up all the time. NinjaTrader does not allow recording of historical Bid/Ask data, so disruptions for any reason would cause blank spots in my charts.
However once I got a ways into development, I realized it could be used for much more than that. This application is capable of grabbing Bid/Ask data from a wide range of instruments over a long time frame. Currently IQFeed provides 180 days of data, but as I store more data my sample size will continue to grow.
More recently, I extended the ability to write tab delimited files which include new fields provided by the latest IQFeed Client. These include millisecond resolution, market center and trade condition codes for each tick.
I now have Bid/Ask tick data in both GOMI binary and tab delimited format (with extended fields) for all futures contracts, the 100 most active ETFs and all of the equities that comprise the DOW, NASDAQ, and S&P 500 indices.
Besides having Gomi’s indicators ready to go on just about any chart I can think of, I can now use the GOMI family of indicators in strategy development for any of these instruments, as well as datamine using external applications.
I believe the tab delimited format can also be used for other purposes, including better tick aggregation, but I haven't fully explored that yet.
A NinjaTrader Export file format is also available, which is produces files for direct import into NinjaTrader.
If you like using BaBAR, please consider subscribing to the Official GomRecorder and QCollector Tick Data Sharing Thread, so that when other BMTers need data, you can help them out. Also in that regard, there is a folder in the BaBAR distribution called "Create Monthly Files for BMT Data Sharing Thread" which provides an automated way to create monthly data for the data sharing thread.
Current Version 1.4.5a
(Uploaded August 4, 2014)
The application remains the same, but the sample Gomfolder & related spreadsheets were updated, including a fix of a typo in the gold (GC) contract.
Support thread:
If you have any questions or comments, or run into any problems, please see the support thread.
Subscribing to this thread is suggested as it is where I will make announcements, etc.
Requirements:
This application requires an IQFeed data connection. A regular subscription will do however; it does not require a special developer or other license, and this app will run concurrently with your NinjaTrader or other trading platform. Note: Because data vendors have different APIs (internal data architectures) there is no way to adapt the application to other sources such as CQG, etc.
Gomi released an update of his toolset to version 2.6, which among other things has a change to help ensure that the indicators will be compatible with this application. If you use this application, be sure to update your GOMI toolset installation to the latest version, always available here: https://nexusfi.com/elite-circle/6802-gomrecorder-2-a.html
After installing version 2.6 of the Gomi Toolset, >>be sure to apply the patch<< included with the download.
If you currently have charts that use the GOMI toolset, the only other change required to use this application is to remove the GomRecorderIndicator from your charts as it is no longer needed, and to be sure that all other GOMI indicators on your charts have their “Write Data” property set to false.
Please Note:
Be sure to read the “READ ME FIRST” pdf file included in the package before installing or using the application. (And before asking for support please.)
This download is a ZIP file, but it is not a NinjaTrader import file. Do NOT import it into NT. Just open it with explorer.
Older Version 1.4.5
(Uploaded June 27, 2014)
This version fixes a problem that some users outside the US experienced.
Also the futures contracts in the sample instrument lists have been updated.
Older Version 1.4.1
(Uploaded December 6, 2013)
This version has a small change to take advantage of IQFeed extending tick storage to 180 days.
Older Version 1.4
(Uploaded November 1, 2013)
This version mostly fixes bugs, but it is more robust than the previous version. Documentation is updated as well.
This version gives the user the option to include implied trades or not. See the included document "BaBAR Tab Delimited Output Reference" for details.
The included patch to the Gomi Toolset is still required to ensure millisecond compatibility. Be sure to install it using the provided instructions.
Older Version 1.3
(Uploaded August 1, 2013)
In this version I took advantage of the new features of IQFeed Client Version 5.0.
Gomi Files now have millisecond resolution. For this to work correctly the current version (v 2.6) of the Gomi toolset must be used, and patched with the file included in the download.
Tab delimited file output now has a millisecond resolution option, and also supports extended trade information for each tick. The extended trade information includes the market center where the trade occurred, and up to 4 trade condition codes.
(Both of these features are discussed in the “Read Me First” document included with the download.)
Older Version: 1.2
(Uploaded June 26, 2013)
In this version I focused on output file formats.
For the Gomi output format, I added the ability to store each instrument in a separate folder, which I am finding is quite convenient for managing the various instruments in my GOMFOLDER.
I added Tab Delimited and NinjaTrader output formats. The former should be consistent with QCollector output.
I also fixed a number of small bugs, including one where the application appears to use a lot of CPU cycles.
Older Version: 1.1
(Uploaded Nov. 18, 2012)
I released this version mainly to ensure compatibility with the new IQFeed client (v4.9) which was released yesterday. Be sure to use this version if you update your IQFeed client.
Additionally, there is now more extensive error reporting and I made a number of small UI fixes.
September 29th, 2013 10:35 AM mdl060374 very nice!
July 7th, 2011 03:53 PM gg80108 imported into 7 works good
April 25th, 2011 01:29 PM wireford Mike-
Thanks for all your hard work. Downloaded this from NT a year ago but never realized you had programmed it until I joine
d BMT.
Andy Crawford
June 7th, 2010 06:53 AM enriquec Thanks man !!! Great job .I was looking for that . I have some ideas about the aplication of this stuff .Maybe we will
February 25th, 2017 12:27 PM essiar Not sure what I am doing wrong here, I have imported .cs files previously. I am trying to install ALTOGomMP.cs. I alread
y have GomCD, GomCDSMA_UpDown, GomDeltaVol_UpDown and GomRecorderIndicator in my list of indicators. I keep getting erro
r msg CS0246 which states there is a dll file missing. So when I try to install GomMP2.1 I get an error msg stating I ha
ve custom ninjascript files on my pc that have programming errors. So I delete ALTOgom.cs from the bin. I go to import G
omMP2.1 again and I get another error msg saying Archive may contain duplicate method names that already exist or there
is a required file missing. I have been using Ninja for 10 years now and have never run into this issue. Suggestions?
October 13th, 2016 03:28 PM CoCo
August 7th, 2016 07:37 AM dalebru Outstanding, thanks to both you and gomi.
great indicator. Was wondering if you could could make a verssioin of the indicater so that a third party indicator like
markers plus can copy lines to make an semi auto entry. thank you Bill
August 5th, 2021 05:59 PM Pocketful Thank you Bob for demo in webinar. I use a fib trend indi and always liked the ADXVMA. Now I'll compare with the bands
.
September 18th, 2020 05:30 AM TexNinja THANKS!
May 5th, 2020 04:20 AM bcomas Thanks! Fantastic tool
September 12th, 2019 12:53 PM BoltTrader Thank you! Looks great
July 7th, 2023 11:35 AM barryf This works for me, except for the fact that it obscures the chart grid lines and it appears that there is no way to get
them back while this indicator is installed. For me the gridlines are more important than the timer if I have to make a
choice between the two.
August 11th, 2020 09:52 PM atop97 does not show.
November 9th, 2018 12:39 PM BoltTrader No matter what I change in the settings, the counter doesn't appear on my chart. I have tried on both volume and tick c
harts. I also agree with earlier suggestion change this to Count Down not Count Up. Hopefully, you can correct this.
June 28th, 2018 12:21 PM Harleking Nice Indicator.
Just one minor thing: Is it possible to have the bartimer count down instead of counting up?
For Instance on an one minute Chart it would go from 60sec to 0 instead of 0-60sec right now.