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Volume Breakdown and Bid/Ask Difference studies


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Volume Breakdown and Bid/Ask Difference studies

  #31 (permalink)
 Michael.H 
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Hi chris.. thank you for your contribution.... I am thinking moving away from ninja soon, but im am hooked to Gom volume ladder, specially the COT that displays on the top and bottom of the bar.... I don't know anything about programming, but do you think it would be possible to import that to sierra charts(the COT). Also, is there a Vwap study on sierra charts.
If i can use my indicators on sierra, ill move in a flash. I constantly have problems with it. Im just addicted to the Gom indicators.
Thanks

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  #32 (permalink)
 
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 cory 
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yes on wvap, since SC already stores b/a data all you have to do is supplying them with the COT calculation and ask them to program it in, depending on the work complexity they will ask for a fee most of time 50 bucks or less.

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  #33 (permalink)
 Michael.H 
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is the vwap indicator native to the application, or do i have to buy it. Is it possible for you to upload the file if its not?
Thanks
btw, who do i supply the COT information to?

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  #34 (permalink)
chrislb
Germany
 
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Michael

all charts and indicators here and in the other SC thread are done without extra programming, they are all included. If you invest some work, you get pretty close to MD with the volume/delta stuff. And as cory mentioned, no hassle with historical bid/ask data. You only need to purchase SC package No.5. And because you can do it on a monthly basis after the test, there is no risk. I never look back to NT.

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  #35 (permalink)
 
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 cory 
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Michael.H View Post
is the vwap indicator native to the application, or do i have to buy it. Is it possible for you to upload the file if its not?
Thanks
btw, who do i supply the COT information to?

- here is the code

- just post the COT calculation at support forum asking admin to program it and how much it costs. If it looks interesting enough somebody will do it for free.

Attached Files
Elite Membership required to download: vmap_vwsd.cpp
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  #36 (permalink)
 
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 LukeGeniol 
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Hello,
This is my first post, I use volume analisys for trading on NT with Gom indicators.
This thread pushed me to try SC cos of the pros. of backfill it provides, and the low cost.
So I compared the 2 platform, NT with Zen-Fire as data feed and SC with OEC data feed and SC historical backfill. I found differences and discrepancies in the calculation of delta bars and in the footprint chart too.
I compared GomCD with VolumeBreakdown on Market Delta, and they are the same, so I assume that GomCD calculation is correct, and I compare the Zen-Fire volume at price with that provides from CME and the are the same, so I assume that Zen-Fire provides the right volume data, and may the bid ask quote too.
Don't know if delta bars calculation on SC is correct and may the OEC data and/or SC backfill are not correct.
Now to understand if SC works good and if Zen-Fire provides the rigth data should be using both with the same datafeed like DTN iqfeed as Fulcumtrader and othors told that are the best and may the only reliable.
However, as simplicity of use and, as analysis and graphical view, NT is much higher.
Lubo.
I attach some charts of 6E of monday 26 April, my Time zone is GMT + 1 (now GTM+2 cos light saving), if FulcumTrader could provide the same chart with Investor RT and DTN we can try to compare the different chart and data feed.
Thanks.
Luke.

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  #37 (permalink)
 
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 cory 
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luke, can you upload the chart book, I want to see if I get the same result, my data feed is also OEC.

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  #38 (permalink)
 
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 LukeGeniol 
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cory View Post
luke, can you upload the chart book, I want to see if I get the same result, my data feed is also OEC.

Sure. this is.

Luke.

Attached Files
Elite Membership required to download: Cumulative_AskVolume_BidVolume_Difference_Bars-6E.cht
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  #39 (permalink)
 
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 cory 
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mine is dif from yours, so we have 3 diff charts.

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  #40 (permalink)
 
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 LukeGeniol 
Italy (IT) Italy
 
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cory View Post
mine is dif from yours, so we have 3 diff charts.

No it's the same, download my picture and u will see that the delta bars are the same, I think the difference from 0 line is caused by the different TimeZone.

Luke.

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