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Showing results 1 to 25 of 34
Search: Posts Made By: gomi
Forum: NinjaTrader November 22nd, 2010, 04:34 PM
Replies: 115
Views: 51,278
Posted By gomi
Hi, Upgraded to GomRecorder 2.0 in Elite...

Hi,

Upgraded to GomRecorder 2.0 in Elite section
https://nexusfi.com/elite-circle/6802-gomrecorder-2-0-a.html

Big improvement is the ability to record daily files instead of one big file as of...
Forum: NinjaTrader November 15th, 2010, 08:44 AM
Replies: 115
Views: 51,278
Posted By gomi
yes. that's exactly it.

yes. that's exactly it.
Forum: NinjaTrader November 15th, 2010, 05:23 AM
Replies: 115
Views: 51,278
Posted By gomi
? Maybe your template file is corrupt. Could you...

? Maybe your template file is corrupt. Could you try again on a plain new chart ?
Forum: NinjaTrader November 14th, 2010, 08:33 PM
Replies: 115
Views: 51,278
Posted By gomi
Here's a new beta version of the recorder ...

Here's a new beta version of the recorder
features:
* Added "Volume Split" setting, that will split ticks on constant volume charts. It works on historical (gom file) and real time data. Disable it...
Forum: NinjaTrader November 3rd, 2010, 05:50 PM
Replies: 115
Views: 51,278
Posted By gomi
Thanks. Not sure this is supported by ninja...

Thanks.

Not sure this is supported by ninja : I tried on the ES and I don't get Session Break bars, ans Bars.SessionBreak never gets true.

If you want all ticks you can always set "disable tick...
Forum: NinjaTrader November 3rd, 2010, 03:13 PM
Replies: 115
Views: 51,278
Posted By gomi
Do you mean a chart with 3 CL, each with its own...

Do you mean a chart with 3 CL, each with its own session time settings ?
Depending on which session the recorder is running, it won't send ticks outside of the associated session. For instance if...
Forum: NinjaTrader October 27th, 2010, 06:39 PM
Replies: 115
Views: 51,278
Posted By gomi
Hi guys, A good news : I've been working to...

Hi guys,

A good news : I've been working to try to improve the tick engine of the recorder, for now I've been able to get 100% perfect match of Vol[0] as compared to gomi volume, for second...
Forum: NinjaTrader October 25th, 2010, 04:42 PM
Replies: 115
Views: 51,278
Posted By gomi
I'm pretty sure I/O use is very low : most...

I'm pretty sure I/O use is very low : most systems have writing cache enabled in windows, so most I/O is done in the cache, which flushed much more rarely.

This is also why you could lose tick...
Forum: NinjaTrader October 25th, 2010, 07:04 AM
Replies: 115
Views: 51,278
Posted By gomi
Here's a new version of the recorder that...

Here's a new version of the recorder that corrects the time filtering problem some people had on GomMP.

Now ticks should be correcty filtered based on your session settings. You can still have...
Forum: NinjaTrader October 25th, 2010, 05:23 AM
Replies: 115
Views: 51,278
Posted By gomi
No format is unknown( at least to me, I know...

No format is unknown( at least to me, I know fin-alg reads it but I don't know how they did it...)
Forum: NinjaTrader October 25th, 2010, 05:22 AM
Replies: 115
Views: 51,278
Posted By gomi
To access the correct precision you need to use ...

To access the correct precision you need to use the GomOnMarketDataWithTime method which will provide the millisec timestamp.
Forum: NinjaTrader July 9th, 2010, 04:24 AM
Replies: 115
Views: 51,278
Posted By gomi
Hi, I don't know why this happens because...

Hi,

I don't know why this happens because the recorder doesn't buffer data : it flushes after every tick
bw.Flush();
Forum: NinjaTrader June 16th, 2010, 04:24 AM
Replies: 115
Views: 51,278
Posted By gomi
So it should work then.... Dunno if anybody else...

So it should work then.... Dunno if anybody else has the problem...
Forum: NinjaTrader June 16th, 2010, 04:08 AM
Replies: 115
Views: 51,278
Posted By gomi
Does it look like -SYMBOL DATE PRICE ...

Does it look like
-SYMBOL DATE PRICE TICKVOL BID ASK
@ES# 04/20/2009 16:30:00 831.50000 50 831.50000 831.50000
@ES# 04/20/2009 16:30:00 831.50000 32 ...
Forum: NinjaTrader June 16th, 2010, 04:05 AM
Replies: 115
Views: 51,278
Posted By gomi
I think you should keep CalculateOnBarClose to...

I think you should keep CalculateOnBarClose to false... If you override Plot() method then new version is of no importance, but fo r best performance(on historiocla data) if you use OnBarUpdate-like...
Forum: NinjaTrader June 13th, 2010, 03:18 PM
Replies: 115
Views: 51,278
Posted By gomi
No. It's only useful if you design millisecond...

No. It's only useful if you design millisecond indicators.


Yes


no, it records millisecond timestamps, but it is only useful if you have a more or less constant network delay (so low...
Forum: NinjaTrader June 11th, 2010, 09:38 AM
Replies: 115
Views: 51,278
Posted By gomi
Here's a new Converter that handles Millisec...

Here's a new Converter that handles Millisec format.

You also have a command line mode using
GomFileConverter.exe inputfile inputformat outputformat ticksize

I also included the VS2010 project
Forum: NinjaTrader June 11th, 2010, 08:45 AM
Replies: 115
Views: 51,278
Posted By gomi
2. no. Millisecond data has to be written real...

2. no. Millisecond data has to be written real time. It may actually work though if you use an input file (IRT, QCollector etc ) and your input file has milliseconds timestamps.
3. YOu will have a...
Forum: NinjaTrader June 11th, 2010, 04:28 AM
Replies: 115
Views: 51,278
Posted By gomi
No nothing needs to be rewritten. All current...

No nothing needs to be rewritten. All current indicators can benefit from this one.
Forum: NinjaTrader June 10th, 2010, 05:13 PM
Replies: 115
Views: 51,278
Posted By gomi
no, but did you launch a recompilation using F5...

no, but did you launch a recompilation using F5 on any indicator ?
Forum: NinjaTrader June 10th, 2010, 12:15 PM
Replies: 115
Views: 51,278
Posted By gomi
no the ladder uses it own plot methods. It's more...

no the ladder uses it own plot methods. It's more for indicators that use standard plotting methods and Ninja dataseries.

The problem is that if you put your plotting code in GomOnMarketData you...
Forum: NinjaTrader June 9th, 2010, 04:05 PM
Replies: 115
Views: 51,278
Posted By gomi
Here's a new version of the Recorder. Added ...

Here's a new version of the Recorder.

Added

File Formats

* Ability to read directy QCollector , QCollectorIQ and IRT files
* Millisec format, which will try to use the current clock to...
Forum: NinjaTrader March 24th, 2010, 11:24 AM
Replies: 115
Views: 51,278
Posted By gomi
Hi guys, Just wanted to mention I updated...

Hi guys,

Just wanted to mention I updated the package to 1.3 on ninja web site.
Some bug correction, a few upgrades and added a delta momentum indicator

Cheers
Forum: NinjaTrader February 15th, 2010, 02:50 PM
Replies: 115
Views: 51,278
Posted By gomi
After some thinking I don't think this will work,...

After some thinking I don't think this will work, because I don't think you can get intrabar fills on historical backtest. It would be logical you are always filled on next bar, so I don't think you...
Forum: NinjaTrader February 15th, 2010, 08:40 AM
Replies: 115
Views: 51,278
Posted By gomi
Backfill with market replay works but the...

Backfill with market replay works but the recorder won't write data previous to the last date/time written in the file. So it can't fill gaps.

But for that you can


convert the file to a...
Showing results 1 to 25 of 34
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