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Sort of Market Profile indicator


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Sort of Market Profile indicator

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  #1 (permalink)
 gomi 
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Here's a sort of Market profile indicator that is based on GomRecorder that can be used to plot volume profiles.

It replaces the ABCD of market profile with a rotating color based on color hues. At the beginning of the RTH the color is at Start Hue, and it ends after RTH length at End Hue.


This "Fancy Color" can be disabled ; the AH volume is shown in black.

Most settings should be auto documented, but there are some hotkeys so I think you will have a global view of what can be done if you play with Space Bar( toggle AH on/off), / (toggle daily/single bar), * (toggle all data/only last Bar or Day), and + and - to change bars length.

The granularity of the color settings is set to 15 min, meaning the color changes every 15 min, but you can set it to 1 if you want more colors or to 60 if you would like 1 color every hour.

It should work OK with 6.5 and 7, but you need GomPackage installed.

Edit : I forgot to mention that as you go back and forth in time, the profiles are updated so that they always only contain the volume that is older than the last bar plotted. That way you can see how the volume distribution evolved during the day by going bar by bar.

Edit : new version1.1 on post 6

Edit : new version 1.2 on post 26

Edit : new version 1.3 with POC on post 40

Edit : version 2.1 avail on elite section

Edit : new version with VWAP and multidays/multibars on post 47

Edit : new version 1.5 with smoothed volume on post 58

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Register to download File Type: zip GomMP1.5.zip (7.5 KB, 1388 views)
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  #3 (permalink)
 Prtester 
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gomi View Post
Here's a sort of Market profile indicator that is based on GomRecorder that can be used to plot volume profiles.

It replaces the ABCD of market profile with a rotating color based on color hues. At the beginning of the RTH the color is at Start Hue, and it ends after RTH length at End Hue.


This "Fancy Color" can be disabled ; the AH volume is shown in black.

Most settings should be auto documented, but there are some hotkeys so I think you will have a global view of what can be done if you play with Space Bar( toggle AH on/off), / (toggle daily/single bar), * (toggle all data/only last Bar or Day), and + and - to change bars length.

The granularity of the color settings is set to 15 min, meaning the color changes every 15 min, but you can set it to 1 if you want more colors or to 60 if you would like 1 color every hour.

It should work OK with 6.5 and 7, but you need GomPackage installed.

Edit : I forgot to mention that as you go back and forth in time, the profiles are updated so that they always only contain the volume that is older than the last bar plotted. That way you can see how the volume distribution evolved during the day by going bar by bar.

C'mon this year is the stop code year!, , terrific as always

 
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  #4 (permalink)
 zikonc 
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hi gomi.......I am sure I will not be the only one thanking you for this excellent contribution........perhaps in my last post I forgot to explain my reasoning when I requested more control over what bars to include within the market profile.......in short, i find that it is not possible to consistently use a fixed time period to describe market structure......for example, on april/12 (attached image, distribution 1) market profile worked out great, 100% textbook example ......however, market profile derived for april/13 helped with april/14 run (attached image, distribution 2A) but as you can see we also had a distribution 2B which would be at play the same day....I have no idea what is april/14 distribution doing right now so I'll leave it alone.........the way I go about MP right now is I try to mark my charts with S/R lines (blue dash lines) and then draw distributions as I see them develop.....I also have finalg's TPO indicator and I split/merge profiles but I find that indicator less intuitive than volume histogram on the bar chart......I'll try to learn how to work with the settings within your MP indicator but if you or someone else finds an edge by using the MP over the range of bars and is willing to add this as an option to your indicator I'll greatly appreciate it.......

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  #5 (permalink)
 gomi 
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Prtester View Post
C'mon this year is the stop code year!, , terrific as always

Thanks ! And I managed to resist till April, which is not that bad... Will try to do better next year ;-)

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  #6 (permalink)
 gomi 
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Here's version 1.1.
I added a delta mode, and the ability to plot the volume profile on the right.
You can toggle color mode (no color, delta, time color) using . key.

So basically you can see almost all graphical settings using / * - + . and space bar.
Included are some possible charts.

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  #7 (permalink)
 DavidHP 
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 Michael.H 
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absolutely amazing..... your very fast. I haven't seen charting companies with a full staff be able to respond so fast. one last question, would it be possible to show the VAL high/low and POC on the histogram, since these are great inflection points in the market. Also, if you can choose the the color of the lines? If its possible, i'm dumping my old charting package. Your absolutely amazing with this stuff. I posted the link in another thread, you directed me here... here's the pic showing the value area high and low in dark grey, and POC in orange.

 
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  #9 (permalink)
 zt379 
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gomi many thx.

Few questions please.
1. Using the GomMP on per bar with settings
Daily Mode set to "False"
Show All Bars "True
Neutral Color set to Black,
Color BAr Mode "Delta"
I get Black for total volume per bar and red but no green.

2. Loading the GomMP indicator twice on one chart,
one for Daily Bar Mode "False"(for per bar MP's)
and one "True" (for Daily MP's) doesn't give me the two different Profiles.

When changing the settings for one instance of the indicator
it changes the settings for the other when two are loaded on same chart,
and for any GomMP that are loaded on any other charts.

Hope that makes sense.
Many thx.

 
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  #10 (permalink)
 gomi 
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1. Does your GomCD show a correct delta per bar ? Like some green and red bars, and not only red ones ?

2. Now I know I shouldn't have set that class static.... Thanks for pointing out the bug.

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 zt379 
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gomi View Post
1. Does your GomCD show a correct delta per bar ? Like some green and red bars, and not only red ones ?

I had (prior to importing latest version of GomMP post#6)
GomDeltaVol_UpDown running all correct.
PC has crashed (never had that before) since importing latest version as per post#6
Since restarting everything (and removing GomMP from charts) I cannot get ANY Gom to show any data (real time or past) even after refresh via F5.

Quoting 
2. Now I know I shouldn't have set that class static.... Thanks for pointing out the bug.

I'm running NT 6.5 I presume it runs on this?


continued thx...

EDIT

If this helps:
Original charts had GomDeltaVol_UpDown indicator running ok.
(this was the only Gom indicator I was using)
GomDeltaVol_UpDown indicator not updating on original charts as per importing GomMP version from post#6. (even though GomMP was updating but with no green delta as per above)
When I create a new chart GomDeltaVol_UpDown updates correctly only on new chart.
But when I add GomCD to new chart it shows no data and GomDeltaVol_UpDown indicator now doesn't update.
(and no past data vai F5 refresh)

HTH's

EDIT#2
GomDeltaVol_UpDown now not working on any new charts.
Sorry for additional edits , only hoping it may help..will await further info..thx..

 
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  #12 (permalink)
 gomi 
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Please check Ninja Log tab

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  #13 (permalink)
 zt379 
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gomi View Post
Please check Ninja Log tab

I have no idea what I'm looking for.
But opened the NT Log text file for today.
I get multiple instances of following errors:-
"Error on calling the 'Dispose' method for indicator 'GomDeltaVol_UpDown': Cannot access a closed file."
and
"Error on calling the 'OnBarUpdate' method for indicator 'GomDeltaVol_UpDown' on bar 1047: The DateTime represented by the string is not supported in calendar System.Globalization.GregorianCalendar."

??

Thx

 
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  #14 (permalink)
 gomi 
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zt379 View Post
"Error on calling the 'OnBarUpdate' method for indicator 'GomDeltaVol_UpDown' on bar 1047: The DateTime represented by the string is not supported in calendar System.Globalization.GregorianCalendar."

This shows your problem. Your file either contains bad data, or you are using an old GomRecorder which had a bug. Are you using latest GomPackage 1.3b?

If not, please install it NinjaTrader Support Forum - View Single Post - All GomRecorder Indicators . It could correct the problem.

cf NinjaTrader Support Forum - View Single Post - All GomRecorder Indicators
specially "I also corrected a nasty bug on the Recorder, which sometimes couldn't identify the last time recorded, so the writing indicator crashed. File appeared "corrupt" even it it wasn't."

If it doesn't correct the problem, it means your data file is corrupt and I'm afraid you will either have to delete it or restore a backuped working one.

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 zt379 
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gomi View Post
This shows your problem. Your file either contains bad data, or you are using an old GomRecorder which had a bug. Are you using latest GomPackage 1.3b?

If not, please install it NinjaTrader Support Forum - View Single Post - All GomRecorder Indicators . It could correct the problem.

cf NinjaTrader Support Forum - View Single Post - All GomRecorder Indicators
specially "I also corrected a nasty bug on the Recorder, which sometimes couldn't identify the last time recorded, so the writing indicator crashed. File appeared "corrupt" even it it wasn't."

If it doesn't correct the problem, it means your data file is corrupt and I'm afraid you will either have to delete it or restore a backuped working one.

Yes using GomPackage 1.3b.

Assuming there for that my data file is corrupt, do you have instructions, or link, for deleting this?

Or has this been caused by last import of GomMP1.1 from post#6?
If so will deleting the data file correct the use of my existing GomMp1.1 or should I delete all Gom indicators and zips and re-download just GomPackage 1.3b and wait for corrected GomMP ?

Thx very much for your help gomi.

 
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  #16 (permalink)
 gomi 
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The GomMP only uses the Framework, so it can't per se corrupt a file.
Praobably Ninja crashed when it was writing the file, leaving it in a corrupt state.

To delete files : shut down Ninja, go to your My Document folder, find the files (named ES 06-10.Binary.dat for example) and delete them.
The restart Ninja and you're ready to go

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 anniebee321 
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hi gomi,
tried to use the gomiladder today in the new nt7 that has been released ladder seemed to work ok in 3minute time interval but when set to 1439 minutes it did not wrk? but both works fine in nt6.5?? any ideas?

 
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  #18 (permalink)
 gomi 
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Sorry, not looking at the stuff until final version!

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 zt379 
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gomi View Post
The GomMP only uses the Framework, so it can't per se corrupt a file.
Praobably Ninja crashed when it was writing the file, leaving it in a corrupt state.

To delete files : shut down Ninja, go to your My Document folder, find the files (named ES 06-10.Binary.dat for example) and delete them.
The restart Ninja and you're ready to go

many thx all working.

One last question.
Any way to change the MP colours for the bid/ask (presently green/red).?
(The default green is too pale).

Many thx

PS:
Just this to wait for:
"2. Now I know I shouldn't have set that class static.... Thanks for pointing out the bug."

Merci

 
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  #20 (permalink)
 gomi 
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It uses up/down colors of your chart. You can change saturation by modifying the alpha parameter in the settings.

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 zt379 
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gomi View Post
It uses up/down colors of your chart. You can change saturation by modifying the alpha parameter in the settings.

Sorry gomi I don't follow.
Your last chart on post#6 has the per bar volume profiles.
The volume at each price is sometimes green/black and sometimes red/black,
over the course of one bar.
I thought the red/green colour was if there were more bid or ask within the total (black) volume at each price?

Oddly, I do have this per bar profile plotting red/black and green/black at each price over the coarse of a bar, on one ES chart but it is only plotting red/black at all prices on all bars on another identical ES chart and only red/black at all prices on all bars on all currency charts.
?
Thx

 
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  #22 (permalink)
 anniebee321 
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i am getting all sorts of err msgs in my log file - failed to set property starthue, minutestep, endhue, rthlength and failed to call method initialise for indicator GomMP?

 
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  #23 (permalink)
 gomi 
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zt379 View Post
Sorry gomi I don't follow.
Your last chart on post#6 has the per bar volume profiles.
The volume at each price is sometimes green/black and sometimes red/black,
over the course of one bar.
I thought the red/green colour was if there were more bid or ask within the total (black) volume at each price?

The colored part is the delta. Colored part + black part = total volume.
Up/Down colors used (for the delta) are the colors defined up/down for the bars on your chart.


zt379 View Post
Oddly, I do have this per bar profile plotting red/black and green/black at each price over the coarse of a bar, on one ES chart but it is only plotting red/black at all prices on all bars on another identical ES chart and only red/black at all prices on all bars on all currency charts.

Could you post pictures containing price +GomMP+GomCD ?

Thanks

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  #24 (permalink)
 gomi 
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anniebee321 View Post
i am getting all sorts of err msgs in my log file - failed to set property starthue, minutestep, endhue, rthlength and failed to call method initialise for indicator GomMP?

Mm strange. May be a problem with the global parameter setting I used. I'm changing it, please check with new version when it's available.

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  #25 (permalink)
 zt379 
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gomi View Post
The colored part is the delta. Colored part + black part = total volume.
Up/Down colors used (for the delta) are the colors defined up/down for the bars on your chart.


Could you post pictures containing price +GomMP+GomCD ?

Thanks

My mistake gomi, I now understand the bar colour/delta colour combination.
My apologies for taking your time unnecessarily and gratitude for your indicators and help.

(I hadn't realized the up bar colour was set to Black on the chart not showing any
green/black profile at price ).

Thx..

 
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  #26 (permalink)
 gomi 
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New version 1.2.
Each indicator now correctly has its own settings.

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  #27 (permalink)
 Michael.H 
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any possibility to show the value areas and POC per profile?

 
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  #28 (permalink)
 gomi 
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playafh69 View Post
any possibility to show the value areas and POC per profile?

Dunno on these ones... the POC should be easily spotted by eye, and I'm not a firm believer of VAH and VAL for now (will change if proven the opposite) since I believe the market is not Gaussian so that 2*sigma 68% stuff is nonsense.

Anyway both stuff would require some serious evolutions in the code because it wasn't really implemented to allow that, so I'll pass for now, but who nows :-)

Thanks for your suggestions.

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  #29 (permalink)
 Michael.H 
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value areas usually provide great support and resistance when the market is balanced, it doesn't occur that often( maybe about 18%), but it does occur. Also, when trending, markets tend to visit upper or lower value from previous day before continuation or range expansion. It doesn't always come down to touch the POC.
Finally, while the POC might be easy to see when your looking at the day's profile, but when your looking at a multi-day chart, its much easier to spot and try to figure out instead of eye-balling it. Check it out, you'll notice that it does happen. For example, today the YM stopped right at yesterdays value area near the highs, those are great targets.

 
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  #30 (permalink)
 gomi 
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Guess will be in version 2.0 then :-)

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  #31 (permalink)
 Michael.H 
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Thanks, i actually took that trade in the skype trading room this afternoon, you should stop by... btw, i forgot to mention that in regular TPO charts, the value area's are based on the 2*sigma. On volume TPO charts, thats not usually the case. On the ES, the POC today is 91, higher value is 94(3 points above), and lower value is 85(6 points below POC)

 
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 Big Mike 
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gomi, your popularity is now even spreading into the EasyLanguage MultiCharts realm

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 Michael.H 
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He deserves every credit.... He really is the best. I don't know how he does it.

 
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  #34 (permalink)
 Michael.H 
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Any updates as to being able to display the value area and POC.... im trying to use another indicator, but it seems to eat up resources... Gom indicators seem to be very reliable so far

 
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  #35 (permalink)
 zt379 
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Gomi.
A request if I may.
Could the volume profiles (especially for when Daily Bar Mode is set to FALSE) have the price with the highest volume highlighted?
Perhaps as a different outline colour?
A high volume node in effect.
Many thx

 
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  #36 (permalink)
 Michael.H 
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zt379.. your referring to the POC which i already mentioned.... I believe its in the works, but i remember reading that Gomi might be on vacation this week on another post.

 
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  #37 (permalink)
 Zsolt 
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Well, to me it is not plotting anything on NT7. GOMPackege is installed, and working. Tried, on 4ticks wickedrenko, 60min, and 5min periods.

The sample pictures are from nt6.5?

 
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  #38 (permalink)
 zt379 
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Michael.H View Post
zt379.. your referring to the POC which i already mentioned.... I believe its in the works, but i remember reading that Gomi might be on vacation this week on another post.

Micheal..Hi..
Yes I was asking for a POC but more specifically on the "per bar" profiles.
I'm hopeless with script writing so wasn't sure if it was less involved (easier for Gomi)
than the larger VA's and POC.

Many thx..

 
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  #39 (permalink)
 Michael.H 
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zsolt, you gotta make sure you have bid ask data for it to work. Make sure its recording. If not, it won't work.
zt379, i think if he does POC for daily, it should be pretty simple as per bar(i guess, i know nothing about programming). If you want per bar POC only, you might as well use the gomladder, since that does show the per bar POC...
Hope that helps, and in the end, its all up to GOmi, since he's putting his time into these, and he's not asking anything for return(mighty noble imo)....
However i do think that MP is a very reliable tool and a great addition to trading. I've even talked to other traders, and even though they don't use MP(other methods are used such as cum delta or volatility analysis) it turns out that we are all looking at the same thing(in terms of value areas or areas of interest)... i always thought that was interesting.

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  #40 (permalink)
 gomi 
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Here's a new version that adds POC and VAs.
It should correct a bug on some time zones as well

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  #41 (permalink)
 Michael.H 
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Damn your good... this is the only market profile indicator i know that gives accurate data, and is stable... all other market profile indicators cause problems with nt7.... thank you thank you thank you

 
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  #42 (permalink)
 cbratton 
Cebu, Philippines
 
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I'm having trouble making this version work in NT 7.0.0.15. Version GomMP 1.2 works fine, but for some reason GomMP1.3 does not plot anything on the charts for me. Is anyone else having this issue?

 
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  #43 (permalink)
 zt379 
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Gomi.
Is the "Right To Left" positioning of the Profile working correctly ?
Please se attached chart
Many thx.

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  #44 (permalink)
 gomi 
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I agree it would make more sense.
It should look OK though if you set "Show All Bars" to false.

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  #45 (permalink)
 zt379 
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gomi View Post
I agree it would make more sense.
It should look OK though if you set "Show All Bars" to false.

Thx, yes that works.

I need to load 2 instances of the indicator, one set as above and the other set to Left to Right (so I can see previous days MP's), which is ok but creates a problem when I want to alter the length of the volume bars.
Using the + and - keys alters the length for both instances of the indicator at the same time.

This is more noticable when I have the indicator loaded twice (once for a Daily and once for a Per Bar MP).

Continued thx..

 
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  #46 (permalink)
 gomi 
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In case of multiple instances you will have to alter the settings manually using the indicator properties.

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  #47 (permalink)
 gomi 
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Last modifications

  • corrected the left to right setting
  • added VWAP (green)
  • made POC, VA and VWAP user selectable
  • made POC, VA and VWAP colors customizable
  • added the possibility to accumulate multiple days/bars in the profile. this can be increases/decreased using + and -, so now to increase/decrease size you must use ctrl + and ctrl -
  • tested on nt 7.0.15 and it seems to work OK

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  #48 (permalink)
 euroventure 
LONDON UNITED KINGDOM
 
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gomi,

thank you for a excellent volume ladder, prtester altered a few lines of code and you now have a blue or red diamond showing you possible entry and exits positions,

I would like to overlay a MA of the COT bid or ask volume from the ladder, I am struggling, do you have any suggestions !,

anyhow, thanks again for the ladder,

 
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  #49 (permalink)
 zikonc 
san ramon
 
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excellent as always.......and huge thanks........I hope you get an occasional thanks from NT as well since without your work their software would be almost obsolete ....

 
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  #50 (permalink)
 Michael.H 
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One quick question.. i want to make the Value area's the same length as the POC... i think i found the line in the code that needs changing..
helper.FillRectangle(vols.Keys[lastCommittedUpPrice],Color.Black, x0,0,vols.Values[lastCommittedUpPrice],scale);
helper.FillRectangle(vols.Keys[lastCommittedDownPrice],Color.Black, x0,0,vols.Values[lastCommittedDownPrice],scale);



Also, im trying to find the code to make the POC and value area lines one step thicker... can't seem to figure out where that would be and i don't know what i should change these to.. any help?
the reason for doing this is because when MP applied to YM or NQ, its hard to see the POC, also some value areas can't be seen since its the same length as the volume bar, which can be really small. Making it the same size as the POC but different color makes it stick out better. so does increasing it width
Thanks

 
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  #51 (permalink)
 RJay 
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Gomi,

This is one amazing indicator!!!

You da Man!!!

Thanks for sharing,

RJay


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  #52 (permalink)
 mpe66 
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Great work as always Gomi. One thing I have noticed is that my indicator settings are not saved in my templates. Color bar mode and Daily bar mode always change back to Timecolor and true when I open my GomMP template. Also, POC, VA and VWAP change back to true for some reason. I have tried setting default etc. Not a big problem just wondering why that might be.

Mpe

 
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  #53 (permalink)
 Michael.H 
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ok i tried replacing scale to .max but it didn't work... i also couldn't figure out how to change the thickness of the lines.. anyone can help please?

 
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  #54 (permalink)
 Michael.H 
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mpe66..if you edit the script you can change the default settings.. that was pretty easy.i was able to do it. just find the line and replace true with false

 
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  #55 (permalink)
 mpe66 
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Michael.H View Post
mpe66..if you edit the script you can change the default settings.. that was pretty easy.i was able to do it. just find the line and replace true with false

Thanks, I'll try that.

Mpe

 
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  #56 (permalink)
 mysthars 
budapest
 
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first, thanks for this great indicator Gomi.

I have one question: is there any way to save and reload the volume profile? if i restart the NT the profiles are gone, and it plots just in real time, so is there a way to see the profiles from days back?
hope is clear enough,
thanks for any help

 
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  #57 (permalink)
 gomi 
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you must enable write data =true

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  #58 (permalink)
 gomi 
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new version

changelog :

1. corrected the problem with the parameters not being saved on templates

2. added an option to make all VA, VWAP bars same length as POC bar

3. added and option to set the minimum height in pixels of POC/VA etc bars

4. added an option to smooth the volumes using a triangular moving average. Pedantic DSPers would call it "convolution by a Bartlett window". This is useful on irregular volume levels like on the DAX ( see chart). Caution, implementation is not optimized so rendering time is multiplied by the size of the smoothing window, so keep the smoothing to a small size. You can change smoothing size using ctrl + and ctrl -

5. + and - keys have been reassigned to changing the scale

6. Alt + and Alt - have been assigned to increasing/decreasing number of aggregated bars/days.

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  #59 (permalink)
 ct1942 
Kansas City,MO
 
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When I try to import, I get an error message that says there are errors in the ninja scripts that I'm trying to import.

Any ideas on what could be wrong?

 
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  #60 (permalink)
 Michael.H 
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Gomi... Thank You for all your hard work.. it's all truly appreciated.. everything works beautifully...

 
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  #61 (permalink)
 gomi 
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ct1942 View Post
When I try to import, I get an error message that says there are errors in the ninja scripts that I'm trying to import.

Any ideas on what could be wrong?

Did you install GomPackage ?

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  #62 (permalink)
 Mftkn 
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Hi Gomi,

just installed my first NT7 (latest Beta) only to try your GomMP indicator.
Its a fresh install and I have not important any of the NT6.5 files/workspaces into the new NT7 install.

When I try to import the GomMP1.5 file (or any lower version) I get the following error:

(see attached screenshot)


Any ideas? As I said, fresh NT7 install and GomMP is the 1st thing I try to import.

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  #63 (permalink)
 gomi 
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You need gompackage NinjaTrader Support Forum - View Single Post - All GomRecorder Indicators

The indicator works on NT 6.5 by the way

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  #64 (permalink)
 GoldStandard 
arizona
 
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New feature provided by Investor R/T | Gentle Trader Lines to mark HVNs and LVNs would be a super useful feature. I hate asking someone who has already given so much for yet more free work, so if you felt like adding this feature please PM me your paypal address and I'll send you some cash.

Thanks again for everything.

 
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  #65 (permalink)
 zt379 
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More thx to Gomi.

I may not be understanding correctly.
On your chart, (attached) how did you get the POC (red) and VA's (blue),
from the 5/5 to extend into the 5/6 without the Daily Volume Profile bars (of the 5/5)
also extending across that period (or further into it)?

Similarly, having extended the POC and VA's of 5/5, how did you stop those for the
5/6 also extending further into the 5/6 as
I cannot chose to extend any profiles (whether Daily or Per Bar) individually?
ie: when loading multiple instances of the indicator, each with different settings,
I cannot extend any one of them individually.

The ability to do so would be great unless it's already available and I've not understood how to do it?

Continued thx..

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  #66 (permalink)
 gomi 
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They look like they're extended but it's a coincidence, in fact they are only long because of a very large volume bar. If you look at the smoothed chart there is no extension because the volumes are less spiky.

zt379 View Post
More thx to Gomi.

I may not be understanding correctly.
On your chart, (attached) how did you get the POC (red) and VA's (blue),
from the 5/5 to extend into the 5/6 without the Daily Volume Profile bars (of the 5/5)
also extending across that period (or further into it)?

Similarly, having extended the POC and VA's of 5/5, how did you stop those for the
5/6 also extending further into the 5/6 as
I cannot chose to extend any profiles (whether Daily or Per Bar) individually?
ie: when loading multiple instances of the indicator, each with different settings,
I cannot extend any one of them individually.

The ability to do so would be great unless it's already available and I've not understood how to do it?

Continued thx..


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  #67 (permalink)
 gomi 
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Hi, I got good news and bad news:

The good news:

Announcing GomMP 2.0 !

I've done some major rewrite of the indy to increase performance and readability (well to me at least, because a lot of classes have been added, so it will certainly be less readable to external developers. And all of that of course using our patented "Zero Comment Line"™ technology ;-) )

Bugs corrected, memory leaks corrected, features added (like plotting HVN/LVN of parametrized size), display modes added (like VP of only the bars currently plotted on screen). Most of the important settings are changeable using keyboard shortcuts, with instant redraw.

The bad news

As this had taken quite some time and efforts, much more than intended when I started the first quick and dirty draft, it will be moving to Elite section.

It should be posted sometime during the night or tomorrow.

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  #68 (permalink)
 gomi 
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New version updated in Elite section

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  #69 (permalink)
 phyzfer 
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gomi View Post
New version updated in Elite section

Thanks! Only thing is I can't find it anywhere...doh.
It's been a long week. I'll keep searching around.

Have a good weekend!

 
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  #70 (permalink)
 Big Mike 
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phyzfer View Post
Thanks! Only thing is I can't find it anywhere...doh.
It's been a long week. I'll keep searching around.

Have a good weekend!

Here is the link (Elite only):


Mike

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  #71 (permalink)
tomcav56
new jersey
 
 
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Gomi

I am new to the room. I am very fond of MP charts. When I saw your post was very impressed with your
work. Thank You for sharing.
I have a little problem. I down loaded the Gom Package and the mp 1.5 but I do not see any profile on my chart just the candles. I don't know if I get bid/ask data. I am using TD Ameritrade and am using a SPY chart.
Any help would be greatly appreciated.

tomcav

 
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  #72 (permalink)
 monpere 
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tomcav56 View Post
Gomi

I am new to the room. I am very fond of MP charts. When I saw your post was very impressed with your
work. Thank You for sharing.
I have a little problem. I down loaded the Gom Package and the mp 1.5 but I do not see any profile on my chart just the candles. I don't know if I get bid/ask data. I am using TD Ameritrade and am using a SPY chart.
Any help would be greatly appreciated.

tomcav


Same here on NT 7.0.0.21, I installed GOM Package, I also installed GomCD which is working fine. then installed gomMP1.5. but no profile shows on the chart for gomMP. I get the the following error message in the log: "Failed to set property 'EndHue' for indicator 'GomMP'. This error is repeated for many other variables 'StartHue', 'MinuteStep', 'RTHLength', etc.

 
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  #73 (permalink)
 gomi 
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Sorry guys, I tried on beta 21 and it seems OK...
You can also try to "amplify" the profile using + key.

Remember also that latest version is 2.1, available in Elite section.

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  #74 (permalink)
 Michael.H 
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Hey Gomi... good to hear from you again. Hope you enjoyed your vacation

 
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  #75 (permalink)
 gomi 
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Hey, Michael, yes vacation was cool, thanks for asking ;-) Back in front of the screen for now !

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  #76 (permalink)
 monpere 
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I can't change the color of the HVN/LVN lines in GomPM2.1. Changing the color for these in the Indicator Properties panel does not change the colors on the charts.

 
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  #77 (permalink)
 gomi 
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I know, it's a bug !. Was hoping nobody would notice though ;-)

quickfix if you know how to edit the code :

replace
helper.DrawLine(mxpos,Color.Green,x0,mx,maxx);

with
helper.DrawLine(mxpos,helper.colorHvn,x0,mx,maxx);


and
helper.DrawLine(mnpos,Color.Red,x0,mn,maxx);

with
helper.DrawLine(mnpos,helper.colorLvn,x0,mn,maxx);


Sorry !

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  #78 (permalink)
 dvst8 
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Any ideas why it would not show on Daily charts? Im using the same settings for 10, 30, 60 mins which work fine.

 
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  #79 (permalink)
redbull4444
Toronto
 
 
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how do you guys backfill data on gom_mp? i'm using zenfire currently, where can I get historical tick data backfill?

or 1 min data ?

 
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  #80 (permalink)
 LukeGeniol 
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redbull4444 View Post
how do you guys backfill data on gom_mp? i'm using zenfire currently, where can I get historical tick data backfill?

or 1 min data ?

If you want the tick data set MP as follow:


or if you prefer to use GomRecorderIndicator:


Then go to the Historical data manager and download the tick data you want and the hit F5 on chart, every time you restart ninja you have to download more or less the tick for the last session and hit F5.

Take your Pips, go out and Live.
Luke.
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  #81 (permalink)
 Big Mike 
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redbull4444 View Post
how do you guys backfill data on gom_mp? i'm using zenfire currently, where can I get historical tick data backfill?

or 1 min data ?

Also if you use GomRecorder and want Gom historical data, check here - I am providing some backfill:



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trillian
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From where I can download GOM framework for Ninjatrader 7?

 
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 Big Mike 
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trillian View Post
From where I can download GOM framework for Ninjatrader 7?

Elite only:


Also if you click on the word Gom from your own post, you'll get more info.

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 ShadowTraderH 
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Hello, I'm interested in the Gom Market Profile.
Does the latest version identify the following?

Initial Balance (IB)
IB high
IB low
1.5xIB
2.0xIB

Thanks

 
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 Big Mike 
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Hello, I'm interested in the Gom Market Profile.
Does the latest version identify the following?

Initial Balance (IB)
IB high
IB low
1.5xIB
2.0xIB

Thanks

All the details on the newest release is here:

(elite only)

I feel pretty certain it does IB, high, low, not sure about 1.5x or 2.0x but you could modify it to do that I'm pretty sure.

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 Silvester17 
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ShadowTraderH View Post
Hello, I'm interested in the Gom Market Profile.
Does the latest version identify the following?

Initial Balance (IB)
IB high
IB low
1.5xIB
2.0xIB

Thanks

it doesn't plot the initial balance. however it has an option "color bar mode". the profile will change color according to your settings. like every 30, 60, 90 minutes. whatever time frame you want.

the example shows color change every 60 min.

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valekyan
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Hi Gomi,

I once downloaded the .zip file for the indicator shown in the 4th pic.
Will you remind me what version was it?

thnks


gomi View Post
Here's a sort of Market profile indicator that is based on GomRecorder that can be used to plot volume profiles.

It replaces the ABCD of market profile with a rotating color based on color hues. At the beginning of the RTH the color is at Start Hue, and it ends after RTH length at End Hue.


This "Fancy Color" can be disabled ; the AH volume is shown in black.

Most settings should be auto documented, but there are some hotkeys so I think you will have a global view of what can be done if you play with Space Bar( toggle AH on/off), / (toggle daily/single bar), * (toggle all data/only last Bar or Day), and + and - to change bars length.

The granularity of the color settings is set to 15 min, meaning the color changes every 15 min, but you can set it to 1 if you want more colors or to 60 if you would like 1 color every hour.

It should work OK with 6.5 and 7, but you need GomPackage installed.

Edit : I forgot to mention that as you go back and forth in time, the profiles are updated so that they always only contain the volume that is older than the last bar plotted. That way you can see how the volume distribution evolved during the day by going bar by bar.

Edit : new version1.1 on post 6

Edit : new version 1.2 on post 26

Edit : new version 1.3 with POC on post 40

Edit : version 2.1 avail on elite section

Edit : new version with VWAP and multidays/multibars on post 47

Edit : new version 1.5 with smoothed volume on post 58


 
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 Big Mike 
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Everything in this thread is very out of date, and I don't mean to speak for gomi but I imagine he is not supporting it and will just ask that you run the newer version:



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d0nn
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why is it for elite only??? :X

 
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 Big Mike 
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d0nn View Post
why is it for elite only??? :X

By the choice of the author.

Mike

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Last Updated on March 9, 2012


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