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Cumulative volume delta with size & time filters


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Cumulative volume delta with size & time filters

  #1 (permalink)
 krazyanyway 
Quebec, Canada
 
Experience: Intermediate
Platform: NinjaTrader, Sterling Pro, IB's tws
Broker: IB, Kinetick, Wts
Trading: ES, Stocks, Options
Posts: 22 since Jun 2012
Thanks Given: 9
Thanks Received: 14

Greetings,

I am quite certain that this already exists in the NT indy database on the forum. But the more I searched through the various indicators, the more confused I got as to the simplest way to get what I'm looking for.

Basically, a buddy of mine uses another platform, and he has sections on his charts where he can have the cumulative volume delta filtered by size & time . For example:
  • A chart with the cum vol delta for size above 49 lots and starting at 9:30EST
  • A chart with the cum vol delta for size between 20-49 and starting at 9:30EST
  • A chart with the cum vol delta for size between 0-19 and starting at 9:30EST
  • A chart of total cum vol delta regardless of size.

I think this can be done via Gomi's work, but I am at a loss in all the different indicators.


Thank you for your help !

Notes : Using NT's latest version with Kinetick data & CQG backup.

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  #3 (permalink)
 
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 Big Mike 
Manta, Ecuador
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Check here, towards end of thread:



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  #4 (permalink)
 kv712 
Toronto, ON
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Futures
Posts: 5 since Jul 2021
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Big Mike View Post
Check here, towards end of thread:



Mike


Hi Mike,
I am looking for this relative delta indicator (Cum. delta with min. & max. size filter) for NT8 as well and unable to find it. Can you please direct me in the right direction?
Thanks.

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  #5 (permalink)
 
chipwitch's Avatar
 chipwitch 
Nashville, TN
 
Experience: Beginner
Platform: NinjaTrader
Broker: NinjaTrader, Continuum Data
Trading: MES for now... baby steps
Posts: 322 since Feb 2022
Thanks Given: 230
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You mean this?

This is from my NT8. You need to have the lifetime lease though.


krazyanyway View Post
Greetings,

I am quite certain that this already exists in the NT indy database on the forum. But the more I searched through the various indicators, the more confused I got as to the simplest way to get what I'm looking for.

Basically, a buddy of mine uses another platform, and he has sections on his charts where he can have the cumulative volume delta filtered by size & time . For example:
  • A chart with the cum vol delta for size above 49 lots and starting at 9:30EST
  • A chart with the cum vol delta for size between 20-49 and starting at 9:30EST
  • A chart with the cum vol delta for size between 0-19 and starting at 9:30EST
  • A chart of total cum vol delta regardless of size.

I think this can be done via Gomi's work, but I am at a loss in all the different indicators.


Thank you for your help !

Notes : Using NT's latest version with Kinetick data & CQG backup.



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  #6 (permalink)
 kv712 
Toronto, ON
 
Experience: Intermediate
Platform: Ninjatrader
Trading: Futures
Posts: 5 since Jul 2021
Thanks Given: 1
Thanks Received: 2

@chipwitch
Thank you for your post. The out of box indicator only has MAX filter. I need MIN and MAX filter i.e. 0-9 lots, 9-50 lots, 50+ lots etc.

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  #7 (permalink)
 
chipwitch's Avatar
 chipwitch 
Nashville, TN
 
Experience: Beginner
Platform: NinjaTrader
Broker: NinjaTrader, Continuum Data
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Posts: 322 since Feb 2022
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I see. That shouldn't be too hard to modify. You just need to add a single parameter! Sounds like a good opportunity for writing your own custom indicator!



kv712 View Post
@chipwitch
Thank you for your post. The out of box indicator only has MAX filter. I need MIN and MAX filter i.e. 0-9 lots, 9-50 lots, 50+ lots etc.


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  #8 (permalink)
Carguychae
Los Angeles
 
Posts: 2 since Mar 2022
Thanks Given: 1
Thanks Received: 1

Any luck with this? I wanted to ask about it and what you're asking I'm also looking for the same exact thing. Found this online and can't find any reviews besides a couple about this guy on the vendor forum here. The package is quite expensive and I literally just want this.

ZoneTraderPro Cumulative Delta Indicator

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  #9 (permalink)
 
Silvester17's Avatar
 Silvester17 
Columbus, OH
Market Wizard
 
Experience: None
Platform: NT 8, TOS
Trading: ES
Posts: 3,603 since Aug 2009
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krazyanyway View Post
Greetings,

I am quite certain that this already exists in the NT indy database on the forum. But the more I searched through the various indicators, the more confused I got as to the simplest way to get what I'm looking for.

Basically, a buddy of mine uses another platform, and he has sections on his charts where he can have the cumulative volume delta filtered by size & time . For example:
  • A chart with the cum vol delta for size above 49 lots and starting at 9:30EST
  • A chart with the cum vol delta for size between 20-49 and starting at 9:30EST
  • A chart with the cum vol delta for size between 0-19 and starting at 9:30EST
  • A chart of total cum vol delta regardless of size.

I think this can be done via Gomi's work, but I am at a loss in all the different indicators.


Thank you for your help !

Notes : Using NT's latest version with Kinetick data & CQG backup.


kv712 View Post
Hi Mike,
I am looking for this relative delta indicator (Cum. delta with min. & max. size filter) for NT8 as well and unable to find it. Can you please direct me in the right direction?
Thanks.


Carguychae View Post
Any luck with this? I wanted to ask about it and what you're asking I'm also looking for the same exact thing. Found this online and can't find any reviews besides a couple about this guy on the vendor forum here. The package is quite expensive and I literally just want this.

ZoneTraderPro Cumulative Delta Indicator


this can certainly be done with gomi's work. download the gom pro pack files here:

https://www.gomicators.com/download/

the cumulative delta indicator (also delta-volume and delta-momentum) are free



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  #10 (permalink)
Carguychae
Los Angeles
 
Posts: 2 since Mar 2022
Thanks Given: 1
Thanks Received: 1


Thank you! Wow! You saved me a lot of cash this weekend.

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Last Updated on March 24, 2022


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