GOMI all NT7/8 & SC; MP & Orderflow @ Gomicators.com from original GOMI - futures io
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GOMI all NT7/8 & SC; MP & Orderflow @ Gomicators.com from original GOMI


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GOMI all NT7/8 & SC; MP & Orderflow @ Gomicators.com from original GOMI

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  #201 (permalink)
 jefforey 
edison new jersey
 
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gomi View Post
Hi everyone,

Here's a new version, 2.1

Added features

* added a "BarsAgo" data series for all levels in GomOrderFlowProLevels, so in a strategy you can use "Fade a Naked POC if it's more than 5 bars old"
* added "IsSupportZoneOnHigh" and "IsResistanceZoneOnLow" levels
* changed the bars to use the "virtual" Open and Close as defined by some bar types (eg PnF)

Bug correction

* corrected a problem on the recorder that would prevent recording when reloading historical data
* corrected an issue on GomMP where on 64bits plateforms the mouse would sometimes not create a custom profile.


Strategies

I'm including 2 strategies working on NT7 and NT8.

*GomOFDeltaSampleStrat that goes long or short if delta > value or delta < -value
*GomOFNakedPOCSampleStrat that fades naked POCs older than 5 bars old on the long side (can't do long and short limit orders in the same strat)

The strategies are for advanced users only and must be downloaded sepratly and installed in NT's Strategy folder.

NB : On NT7 the strategy is set to use UpDownTick as delta mode.

Hope you enjoy :-) , available on https://www.gomicators.com/download/

Hi Gomi, Can you share some backtest results for the strategy with us. What is the success rate (winning trades) for DAX and ES with your strategy GomOFDeltaSampleStrat and GomOFNakedPOCSampleStrat.

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  #202 (permalink)
 gomi 
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No I didn't run any backtest. They are for demo purposes only, to show how to use the orderflow in a strategy if you need it in your own strat.
I'm not expecting a 1 line of code strat to have awesome results, though...

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  #203 (permalink)
 sudhirc 
detroit,mi
 
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@gomi, @Silvester17

I’m trying to write a script where I can gets alerts when couple of things happen, for instance
a) Long signal alert when we have a negative low COT at Support
b) Short signal alert when we have a positive high COT at Resistance

Looking at your GomiOrderFlowProLevels indicator, it looks like we have 5 levels stored (could no wrong). Based on this I had written a script as below and does not seem to work. Is this even feasible?

Basically I had

(LowCOT[0] < 0 &&
( bar Low[0] <= IsSupportZoneOnHigh[0] ||
bar Low[0] <= IsSupportZoneOnHigh[1] ||
bar Low[0] <= IsSupportZoneOnHigh[2] ||
bar Low[0] <= IsSupportZoneOnHigh[3] ||
bar Low[0] <= IsSupportZoneOnHigh[4] ||
)
)

{
generate alert signal
}

actual script as follows
if (GomOrderFlowProValues(true, Gom.DeltaLib.DeltaCalcType.BidAsk, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, false, Gom.OrderFlow.ImbalanceTypeType.Diagonal, -1, 3, 1, 0, Gom.OrderFlow.ReversalPocPositionType.Anywhere, false, Gom.OrderFlow.SRZoneEndConditionType.FullCandleCross, 1, 0, 3, 1).LowCOT[0] < 0
&&
( Low[0] <= GomOrderFlowProValues(true, Gom.DeltaLib.DeltaCalcType.BidAsk, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, false, Gom.OrderFlow.ImbalanceTypeType.Diagonal, -1, 3, 1, 0, Gom.OrderFlow.ReversalPocPositionType.Anywhere, false, Gom.OrderFlow.SRZoneEndConditionType.FullCandleCross, 1, 0, 3, 1).IsSupportZoneOnHigh[0]
|| Low[0] <= GomOrderFlowProValues(true, Gom.DeltaLib.DeltaCalcType.BidAsk, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, false, Gom.OrderFlow.ImbalanceTypeType.Diagonal, -1, 3, 1, 0, Gom.OrderFlow.ReversalPocPositionType.Anywhere, false, Gom.OrderFlow.SRZoneEndConditionType.FullCandleCross, 1, 0, 3, 1).IsSupportZoneOnHigh[2]
|| Low[0] <= GomOrderFlowProValues(true, Gom.DeltaLib.DeltaCalcType.BidAsk, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, false, Gom.OrderFlow.ImbalanceTypeType.Diagonal, -1, 3, 1, 0, Gom.OrderFlow.ReversalPocPositionType.Anywhere, false, Gom.OrderFlow.SRZoneEndConditionType.FullCandleCross, 1, 0, 3, 1).IsSupportZoneOnHigh[3]
|| Low[0] <= GomOrderFlowProValues(true, Gom.DeltaLib.DeltaCalcType.BidAsk, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, false, Gom.OrderFlow.ImbalanceTypeType.Diagonal, -1, 3, 1, 0, Gom.OrderFlow.ReversalPocPositionType.Anywhere, false, Gom.OrderFlow.SRZoneEndConditionType.FullCandleCross, 1, 0, 3, 1).IsSupportZoneOnHigh[4]
|| Low[0] <= GomOrderFlowProValues(true, Gom.DeltaLib.DeltaCalcType.BidAsk, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, Gom.OrderFlow.ImbalanceComparisonType.Ratio, 0, 3, false, Gom.OrderFlow.ImbalanceTypeType.Diagonal, -1, 3, 1, 0, Gom.OrderFlow.ReversalPocPositionType.Anywhere, false, Gom.OrderFlow.SRZoneEndConditionType.FullCandleCross, 1, 0, 3, 1).IsSupportZoneOnHigh[5]
)
)
{

DrawDiamond("lowcotsignal"+CurrentBar,false,0,Low[0],Color.White);

}


Thanks in advance

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  #204 (permalink)
 gomi 
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Hi,
IsSupportZoneOnHigh is not a price, it's a 0/1 indicator that tells whether there was a support zone created on the bar high or not.

The indicator containing the levels is OrderFlowProLevels, the zones are in the ResistanceInner/Outer1 to 5 pairs (1 is the closest of current price) and the SupportInner/Outer1 to 5 pairs

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  #205 (permalink)
 Silvester17 
Market Wizard
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there're many different support/resistance levels traders use. my favorite ones are the vwap and it's sd bands and of course imbalance levels.

here's a good example from today:

vwap

long entry around the second lower sd band, and exit at the first lower sd band



imbalance levels

the lighter colors are today's imbalance levels (shorter term). the darker colors, in this case the blue support levels, are from daily charts (longer term).
a short trade from today's imbalance would have been a good scalp as well. but I took the long trade from the long term support imbalance.


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  #206 (permalink)
 Silvester17 
Market Wizard
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one more example from today. very similar to yesterday, only this time on the short side. first we had a short term imbalance to the upside (which I didn't take), then a short imbalance from the daily chart to the downside. the vwap was also in a reasonable position (upper 2nd sd band).

don't want to turn this into a personal journal. also want to make clear that not every imbalance will guaranty a winning trade. it's just another tool that can be used as a confirmation.


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  #207 (permalink)
 gomi 
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Hi guys,

I wanted to mention I was publishing 2 new indicator/studies :

GomRenko for Sierra

This is a study I wrote using Sierra's latest custom bar sdk. The main reason I built it is because I needed a variable tick size to help my trading on Bitmex.
On the crytpo exchanges, there is a taker/maker fee , so you can't really use a fixed target in points, you need a target set in % of the current price.
This is easily achieved in Sierra, but if you use UniRenko bars, you also need the ability to set the tick size of the renko bars as a % of the current price as well. For instance I use 0.05%, so 5 points when Bitcoin is at 10000.

So I wrote my own Renko bars using the original monpere algorithm that the Sierra guys hate :-), and I added a couple cool (?) features
  • Variable tick size as % of the current price. Very useful on Bitmex/cryptocurrency charts
  • Ability to show price gaps (this info is lost with 'normal' Renko bars)
  • Different choices of altering Open and Close prices
  • Display prices at which the next Renko bar will start
  • Allow to enter stop orders on the chart with one click, including auto-trailing.




GomBang for Sierra and Ninja


GomBang is intented for Breakout trader, it is a MultiTop/MultiTimeFrame indicator. It will
  • Show double/multitop levels along with the number of touches
  • Show on a chart the multitop levels from other charts, allowing correlation and confluence from other time frames.



A free 14 day trial is available on both.

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  #208 (permalink)
 gomi 
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Hi Guys,

Added a new 2.2 version today of Orderflow.

Custom user defined indicators

Coolest(?) feature is the addition on NinjaTrader of an expression evaluator called Flee, that allows users to build their own indicator values or trading signals with no coding

Any plot exposed by GomOrderFlowValues can be used, so you can use any of Open, High, Low, Delta, Buys, Sells, TotalVolume, MinDelta,MaxDelta, HighCOT, LowCOT, Finish, POCPrice, IsHighUA, IsLowUA, NbBuyImbalances, VolBuyImabalances, NbSellImbalances, VolSellImbalances, NbResistZones, NbSupportZones, IsBuyingReversal, IsSellingReversal, IsSupportZoneOnHigh, IsResistanceZoneOnLow, IsSellImbalanceOnLow, IsBuyImbalanceOnLow, IsSellImbalanceOnHigh, IsBuyImbalanceOnHigh, RatioHigh,RatioLow and combine them in a formula, the expression evaluator will build a class at startup and compile it , so you get the exact same performance as if it had been coded in a custom indicator.

2 indicators are provided :
*CustomValue indicator, that creates custom values indicator, the default setting is the delta % so its Delta[0]/Volume[0]*100.
*CustomUpdownSignals indicator, that will show arrows using 2 formulas you provide. Default is Delta divergence so up formula is Close[0] > Open[0] and Delta[0]<0

Added features
* Changed the Imbalance settings, making them more flexible. Imbalances are now defined by up to 2 criterions, each criterion being a Direction(Horizontal/Diagonal), a Comparison(Ratio,Difference) and a Threshold.
* Also added Winning Side Minimum Size and Losing Side Maximum Size to filter volume on the Imbalances
* Added a couple new calculated values like candle RatioHigh/RatioLow

Sierra Chart
* Studies have 64 build versions and now use Visual Studio 2017 runtime instead of 2010.

There are a little more details on the blog post : https://www.gomicators.com/new-orderflow-2-2-available/

As usual, you can get a free 7 day trial version to explore the new features


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  #209 (permalink)
 Silvester17 
Market Wizard
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gomi View Post
Hi Guys,

Added a new 2.2 version today of Orderflow.

Custom user defined indicators

Coolest(?) feature is the addition on NinjaTrader of an expression evaluator called Flee, that allows users to build their own indicator values or trading signals with no coding

Any plot exposed by GomOrderFlowValues can be used, so you can use any of Open, High, Low, Delta, Buys, Sells, TotalVolume, MinDelta,MaxDelta, HighCOT, LowCOT, Finish, POCPrice, IsHighUA, IsLowUA, NbBuyImbalances, VolBuyImabalances, NbSellImbalances, VolSellImbalances, NbResistZones, NbSupportZones, IsBuyingReversal, IsSellingReversal, IsSupportZoneOnHigh, IsResistanceZoneOnLow, IsSellImbalanceOnLow, IsBuyImbalanceOnLow, IsSellImbalanceOnHigh, IsBuyImbalanceOnHigh, RatioHigh,RatioLow and combine them in a formula, the expression evaluator will build a class at startup and compile it , so you get the exact same performance as if it had been coded in a custom indicator.

2 indicators are provided :
*CustomValue indicator, that creates custom values indicator, the default setting is the delta % so its Delta[0]/Volume[0]*100.
*CustomUpdownSignals indicator, that will show arrows using 2 formulas you provide. Default is Delta divergence so up formula is Close[0] > Open[0] and Delta[0]<0

Added features
* Changed the Imbalance settings, making them more flexible. Imbalances are now defined by up to 2 criterions, each criterion being a Direction(Horizontal/Diagonal), a Comparison(Ratio,Difference) and a Threshold.
* Also added Winning Side Minimum Size and Losing Side Maximum Size to filter volume on the Imbalances
* Added a couple new calculated values like candle RatioHigh/RatioLow

Sierra Chart
* Studies have 64 build versions and now use Visual Studio 2017 runtime instead of 2010.

There are a little more details on the blog post : https://www.gomicators.com/new-orderflow-2-2-available/

As usual, you can get a free 7 day trial version to explore the new features

that "flee" is absolutely amazing

and if you make a mistake, a popup window will even tell you what's wrong. now you can create your special secret signals without any coding

here're 2 simple examples:

- delta, min delta, max delta, unfinished auction
- imbalance, s/r zones, reversal




great idea and thanks @gomi

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  #210 (permalink)
 itrader46 
Manchester, UK
 
Experience: Beginner
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Trading: Emini, Currency Futures
 
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I have just downloaded the V2.1 - how do I update to V2.2? Do I have to remove V2.1, or I just install V2.2 on top of it?

Thanks


gomi View Post
Hi Guys,

Added a new 2.2 version today of Orderflow.

Custom user defined indicators

Coolest(?) feature is the addition on NinjaTrader of an expression evaluator called Flee, that allows users to build their own indicator values or trading signals with no coding

Any plot exposed by GomOrderFlowValues can be used, so you can use any of Open, High, Low, Delta, Buys, Sells, TotalVolume, MinDelta,MaxDelta, HighCOT, LowCOT, Finish, POCPrice, IsHighUA, IsLowUA, NbBuyImbalances, VolBuyImabalances, NbSellImbalances, VolSellImbalances, NbResistZones, NbSupportZones, IsBuyingReversal, IsSellingReversal, IsSupportZoneOnHigh, IsResistanceZoneOnLow, IsSellImbalanceOnLow, IsBuyImbalanceOnLow, IsSellImbalanceOnHigh, IsBuyImbalanceOnHigh, RatioHigh,RatioLow and combine them in a formula, the expression evaluator will build a class at startup and compile it , so you get the exact same performance as if it had been coded in a custom indicator.

2 indicators are provided :
*CustomValue indicator, that creates custom values indicator, the default setting is the delta % so its Delta[0]/Volume[0]*100.
*CustomUpdownSignals indicator, that will show arrows using 2 formulas you provide. Default is Delta divergence so up formula is Close[0] > Open[0] and Delta[0]<0

Added features
* Changed the Imbalance settings, making them more flexible. Imbalances are now defined by up to 2 criterions, each criterion being a Direction(Horizontal/Diagonal), a Comparison(Ratio,Difference) and a Threshold.
* Also added Winning Side Minimum Size and Losing Side Maximum Size to filter volume on the Imbalances
* Added a couple new calculated values like candle RatioHigh/RatioLow

Sierra Chart
* Studies have 64 build versions and now use Visual Studio 2017 runtime instead of 2010.

There are a little more details on the blog post : https://www.gomicators.com/new-orderflow-2-2-available/

As usual, you can get a free 7 day trial version to explore the new features



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  #211 (permalink)
 gomi 
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you an install V2.2 over V2.1

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  #212 (permalink)
yawaniga
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If any issue, How to resolve?

You need to do this:

Now you need to

1. close NinjaTrader,

2. remove the 2 Gom strategies in Ninja's bin/custom/Strategies Folder

3. open the config.xml and remove the following line :

<string>C:\Users\gom\Documents\NinjaTrader 8\bin\Custom\GomProPackNT8.dll</string>

4. save the config.xml and start ninja. You should be able to import the new package.

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  #213 (permalink)
 gmorgens 
Oslo, Norway
 
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Thank you for 2.2 update Gomi!

The ability to make custom indicators is a nice bonus for a non-coder like me.
Should provide an extra heads-up plus less manual chart markup...
Here are a few trials with delta divergences given certain bar conditions -

WHITE TRIANGLES: Delta divergence + reversal (POC & opposing imbalance in declining half of bar).
Formulas:
UP - Close[0] > Open[0] and Delta[0]<0 and IsBuyingReversal[0]=1
DOWN - Close[0] < Open[0] and Delta[0]>0 and IsSellingReversal[0]=1

GOLD TRIANGLES: Delta divergence + MinDelta 3 x larger than Delta & MaxDelta (buy signal, vice-versa for sell).
Formulas:
UP - Close[0] > Open[0] and Delta[0]<0 and MinDelta[0]*-1 > Delta[0]*3 and MinDelta[0]*-1 > MaxDelta[0]*3
DOWN - Close[0] < Open[0] and Delta[0]>0 and MaxDelta[0] > Delta[0]*3 and MaxDelta[0] > MinDelta[0]*-3


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  #214 (permalink)
 KhalidY 
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Hi,
Could you please tell me what kind of indicator are you using in the bottom chart with the candles forming below and above a zero line?
thanks

khalid


jcherra View Post
Hi Gomi,

thanks for your great indicators. Just two things.
The Delta Candle is missing at the top or the bottom of the chart, as you can see in the rectangule (auto scale this icon??)


Will it be possible to obtain a separate indicator for Volume Delta and VPOC per bar as you can see in this image? Or anyone knows if they are already available in futures-io?


Regards,
JC


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  #215 (permalink)
 jcherra 
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KhalidY View Post
Hi,
Could you please tell me what kind of indicator are you using in the bottom chart with the candles forming below and above a zero line?
thanks

khalid

Hi Khalid,

the indicator in the image, I think is from ACMEVolumeBreakDown, if I remember well.
I don't use Ninjatrader or indicators anymore.

Regards,
JC

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  #216 (permalink)
 gomi 
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Ninja have their own cumulative delta if you have a lifetime license.

You can also use the Delta Package from Sim22 from here :

Not sure about the VPOC ? You already have the VPOC in the orderflow ?

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  #217 (permalink)
 Silvester17 
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some more examples what can be done with the new additional indicators from the last update.

now you have so many different ways to display the information you want. if a conventional footprint chart is too much information (numbers), you could just use a normal chart and add the things you need in a more visual way.

my example shows delta divergence, buy & sell imbalance and reversals on the main chart. in the second panel I have delta, min & max delta, which will give a better understanding how the divergence looks like.

really like this concept.



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  #218 (permalink)
 paps 
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guys basic question....as mostly i use Gomicators with FP charts. I really have not gotten into TPO/MP stuff much...though i have the bundle. I normally deal with pure volume....but since so many use TPOs i want to get them on the screen.

i was wondering if anyone can send across a 30min TPO profile template....which will plot the OVN(overnight session) and the Pit(Regular Trading Hours) sessions so it is easy to distinguish between the TPO charts.

Or when we install the gomi package.....are there any templates created and located in some folder. Any help on this is appreciated. Am still looking for Ninja7...not the 8..
thanks

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  #219 (permalink)
 trader7e7 
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hi all,

Thanks to Gomi for the indicators for NT8.
Slowly getting myself into orderflow and tweeking it to see what i wanted.
So many options available in displaying data.
Was going tru the thread , Silvester17 thanks for the charts and others as well...
Looking forward to learn and share...

cheers
t7e7

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  #220 (permalink)
 gomi 
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Hi guys,

Just a quick post to mention a couple updates I added on the latest NT8 version(V8c)

* The Values, Levels, CustomValue and CustomUpDown indicators have been improved can now be used
- in Market Analyzer
- in Bloodhound (to test strats)
- in Ninja Alert manager (to send emails or play sounds)

Please note that for now,the Market Analyser will allways be 1 tick late, but it might change if Ninja updates their design
*I added the possibility to add any NinjaTrader indicator in the custom expressions, so, for instance if you want to plot the crossover of 2 MAs signals, here is the formula you can use :



*I added the possibilty to reference the custom indicator's own values in the formula(CustomValue, or CustomUpSignal and CustomDownSignal), so you can build stuff like @ninjus (thanks for the chart !!! )



*I added a new text setting : Delta only, it shows only the delta on the bars.



Hope you find it helpful!

PS : you can find it here : https://www.gomicators.com/download/

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  #221 (permalink)
 trader7e7 
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gomi View Post
Hi guys,

Just a quick post to mention a couple updates I added on the latest NT8 version(V8c)

* The Values, Levels, CustomValue and CustomUpDown indicators have been improved can now be used
- in Market Analyzer
- in Bloodhound (to test strats)
- in Ninja Alert manager (to send emails or play sounds)

Please note that for now,the Market Analyser will allways be 1 tick late, but it might change if Ninja updates their design
*I added the possibility to add any NinjaTrader indicator in the custom expressions, so, for instance if you want to plot the crossover of 2 MAs signals, here is the formula you can use :



*I added the possibilty to reference the custom indicator's own values in the formula(CustomValue, or CustomUpSignal and CustomDownSignal), so you can build stuff like @ninjus (thanks for the chart !!! )



*I added a new text setting : Delta only, it shows only the delta on the bars.



Hope you find it helpful!

PS : you can find it here : https://www.gomicators.com/download/


Thanks Gomi for the enhancements

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 gomi 
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Hi,

A short message to mention that after I had quite some requests for the GomCD on NT8, I have published a free one.

Nothing fancy, only Candlesticks and a Delta dataseries if you wish to do delta calculations

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



Hope you enjoy !

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 gomi 
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Hi,
I added on NT8 the possibility to do your very own Orderflow analysis with custom indicators ; you can now access all the buy/sell info from the GomOrderFlow-Values indicator, and iterate through all price levels.

Here's an example that finds maximum buys and sells on each bar

Code:
 
Code
                            
        void OnUpdate(int i)

        {
            
//i contains the bar offset. On historical data it will usually be 1, 
            //because we wait for the bar to be complete, and on the first tick of the next bar, 
            //we update the completed bar which now has an offset of 1. On realtime data it will be 0.
        
            //gof.BarData containes the buys/sells values from all the bars. 
            //it's indexed like a NinjaTrader dataseries so gof.BarData[0] is the last one.
            //iterate the bar fom MinTick to Maxtick
            
int maxbuy=0;
            
int maxsell=0;
            
//let's compute the max sell and min sell of last bar
            // we iterate through all the prices from mintick to maxtick ( real price is xTickSize)
            
for (int j=gof.BarData[i].MinTickj<=gof.BarData[i].MaxTick;j++)  
            {
                if (
gof.BarData[i].Sells[j]>maxsell)
                    
maxsellgof.BarData[i].Sells[j];  // compute maxsells
                    
                    
if (gof.BarData[i].Buys[j]>maxbuy)
                    
maxbuygof.BarData[i].Buys[j]    ;// compute maxbuys
            
}
            
//update max buys plot at the i offset ( i is 1 or 0)
            
Values[0][i]=maxbuy;
            
//update max sells plot  at the i offset ( i is 1 or 0)
            
Values[1][i]=maxsell;        
        } 
Here's the result


Hope you find it useful!

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 trader7e7 
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anyone has tested market analyser - incorporating Gomi indicators.

Im trying to get it working, any help,,,,thanks


I have 10 odd Futures stocks which i am monitoring and i wud like to pick up stocks which has recovered 90 percent of the delta range on a 30 min timeframe.


on the custom signals for buy and sell. i use below code.

UP Delta[0]>MinDelta[0]+0.9*(MaxDelta[0]-MinDelta[0])
DOWN Delta[0]<MaxDelta[0]+0.9*(MinDelta[0]-MaxDelta[0])


how to get it working in the market analyser....?

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 gomi 
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It should work as is, just show the CustomUpSignal and CustomDownSignal in Market analyzer

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 grose 
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Hi,

I've looked through a number of threads, including the ones below, to try to understand how to take the values that GOMI's *incredible* indicators calculate and make them available to other indicators and strategies (this is NT7). And thank you *very much* for your outstanding work, GOMI.

I'm specifically interested in the per-bar Delta, and, it is easy enough to find where it is calculated in the volume ladder indicator and added to the collection of values that the helper object holds. Can anyone comment on a general strategy for making those values publicly available in Ninjascript? I've tried a number of things, adding public fields, adding a Add(Plot) method to the GOMI initialize method, etc. Thanks!







Regards, Gordon

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 gomi 
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you don't need the ladder, the Delta should be available in the GomCD indicator as a DeltaValue Plot.

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 jmont1 
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gomi View Post
you don't need the ladder, the Delta should be available in the GomCD indicator as a DeltaValue Plot.

@gomi, May I request a way to get the numbers to print rather than just the candlestick in the indicator panel. Right now you cannot tell the bar total, Up/Down, or cumulative total by looking at the chart without using the Data Box and that only provides a single value which needs to be on the screen all the time.

Thanks for any adjustments in the future.

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 gomi 
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Hi everyone,

Wish you all best of trading for 2019 !

A quick post to mention a new version of Orderflow and MarketProfile is available.

Lots of new features , you can get a complete list with more examples and pics here

Here's a quick list

NT7 Only:

* All previous stuff mentioned for NT8 now available to NT7 as well (individual access to ladder bars for custom indicators see this post , enhanced custom expressions see this post )

On the Orderflow

* New AutoScale that will always make the cells the same size, to ensure maximum readability. It might truncate some bars on the beginning of the chart, but the last bars will have perfectly readable cells

On:


Off:


* New DeltaOnly TextMode and ColorMode

* New Outline FillType that allows to see colors behind the POC cell or the UA cell

* Added BuySells in the Top/Bottom values


On the MP

* Biggest improvement is a new custom session management, allowing the split the main session in multiple subsessions and be able to show RTH only or ETH


* The session manager is time zoned so this will take care of the 1 hour special offset Europe has with the US during 1 week on DST change.


* Also added a ValueArea ColorMode, and ability to set the VAPercent value (default 70%)


* Added an "EveryNBar" Plot Mode, it will reset the profile every N bars.



Hope you like it, and as usual, you can get a free 7 day trial version to explore the new features.

Gomi

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yawaniga
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trader7e7 View Post
anyone has tested market analyser - incorporating Gomi indicators.

Im trying to get it working, any help,,,,thanks


I have 10 odd Futures stocks which i am monitoring and i wud like to pick up stocks which has recovered 90 percent of the delta range on a 30 min timeframe.


on the custom signals for buy and sell. i use below code.

UP Delta[0]>MinDelta[0]+0.9*(MaxDelta[0]-MinDelta[0])
DOWN Delta[0]<MaxDelta[0]+0.9*(MinDelta[0]-MaxDelta[0])


how to get it working in the market analyser....?

Hi trader7e7,

Hope the above code works @market Analyser.,If time permits pls elaborate

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 gomi 
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yes the custom indicators will work in Market Analyzer

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 trader7e7 
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yawaniga View Post
Hi trader7e7,

Hope the above code works @market Analyser.,If time permits pls elaborate



hi,

it works...but for indian markets - e signal is best if you have 50 odd stocks to screen. without any lag.

regarding setup,

columns > insert the GOM custom updown signal indicator > under signal setting - enter the desired formula > under indicator - plot - select either custom up or down signal , > next desired data series > cell condition ( 1 or 0 - true or false for the condition to satisfy )

try this template which im using with MA and alert log - im on a learning curve, not an expert...

Attached Files
Register to download File Type: rar MA_1.rar (3.7 KB, 26 views)
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yawaniga
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trader7e7 View Post
hi,

it works...but for indian markets - e signal is best if you have 50 odd stocks to screen. without any lag.

regarding setup,

columns > insert the GOM custom updown signal indicator > under signal setting - enter the desired formula > under indicator - plot - select either custom up or down signal , > next desired data series > cell condition ( 1 or 0 - true or false for the condition to satisfy )

try this template which im using with MA and alert log - im on a learning curve, not an expert...

Hi,
It doesn't matter about expert level, as a user of this tool can explore more. I 'm using Truedata RT Data,

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 trader7e7 
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yawaniga View Post
Hi,
It doesn't matter about expert level, as a user of this tool can explore more. I 'm using Truedata RT Data,


i was using TD , was happy when i was using normal candle charts but when i started orderflow charts with workspaces containing 8-12 charts and top of it MA and alert log, i felt it is not upto the mark. with 2 to 3 charts or bit more TD can handle , specially when backfilling a new stock it lags, was advised to load one by one.

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 Silvester17 
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gomi View Post
Hi everyone,

Wish you all best of trading for 2019 !

A quick post to mention a new version of Orderflow and MarketProfile is available.

Lots of new features , you can get a complete list with more examples and pics here

Gomi

really like that new version. very well done!!




also for the profile it's easy now to separate overnight and rth session, if desired




thank you @gomi

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yawaniga
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trader7e7 View Post
hi,

it works...but for indian markets - e signal is best if you have 50 odd stocks to screen. without any lag.

regarding setup,

columns > insert the GOM custom updown signal indicator > under signal setting - enter the desired formula > under indicator - plot - select either custom up or down signal , > next desired data series > cell condition ( 1 or 0 - true or false for the condition to satisfy )

try this template which im using with MA and alert log - im on a learning curve, not an expert...


Hi.
When i try to use the same code @GOM custom updown signal indicator, got some error message, Any clue to resolve. BTW I was tried @NT7, Hope above Shared template is NT7 Version.




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 gomi 
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It seems you have a space. You typed Min Delta and it should be MinDelta

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 trader7e7 
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yawaniga View Post
Hi.
When i try to use the same code @GOM custom updown signal indicator, got some error message, Any clue to resolve. BTW I was tried @NT7, Hope above Shared template is NT7 Version.




Its nt8 version...

Sent from my LG-H930 using futures io mobile app

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yawaniga
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gomi View Post
It seems you have a space. You typed Min Delta and it should be MinDelta

Yes, now working.

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yawaniga
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trader7e7 View Post
Its nt8 version...

Sent from my LG-H930 using futures io mobile app

Pls advice, how to load this template on right location. i prefer trading @MCX Crude, How this 'll useful up/down conditions as per ur suggestion.

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 trader7e7 
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yawaniga View Post
Pls advice, how to load this template on right location. i prefer trading @MCX Crude, How this 'll useful up/down conditions as per ur suggestion.

Documents\NinjaTrader 8\templates\MarketAnalyzer - unzip the file


this is a basic condition , only delta for the current candle used crossing ema of a volume chart - tweaking to be done.

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 augusta 
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Hello all traders
happy new Year for everyone all the best for you all
I am using the GOM Delta divergence indicator it works as well detecting all Delta divergence but i have just an issue .
It give as result good results for any Bearjsh divergence you can see on the chart attached the delta number and the price indicate in the windows.
But for any Bullish divergence i get the price in the window< but the Delta number is missing !
is some one can give me a meaning for this missing .
Thank you in advance
augusta

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 Silvester17 
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augusta View Post
Hello all traders
happy new Year for everyone all the best for you all
I am using the GOM Delta divergence indicator it works as well detecting all Delta divergence but i have just an issue .
It give as result good results for any Bearjsh divergence you can see on the chart attached the delta number and the price indicate in the windows.
But for any Bullish divergence i get the price in the window< but the Delta number is missing !
is some one can give me a meaning for this missing .
Thank you in advance
augusta

@augusta,

could you please post the indicator.

also please use this thread here:


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 augusta 
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@Silvester17
Thank you very much for the answer
I attache the cs Gom Delta Divergence indicator for NT7
i hope you can find the way to get it works better
be well
augusta

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 grose 
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Just curious, Sylverter17, what is the source of the large red and blue circles above/below three of the bars in the screen captures you shared?



Silvester17 View Post
really like that new version. very well done!!




also for the profile it's easy now to separate overnight and rth session, if desired




thank you @gomi


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 Silvester17 
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grose View Post
Just curious, Sylverter17, what is the source of the large red and blue circles above/below three of the bars in the screen captures you shared?

it's a divergence of delta calculations created by the GomOrderFlowPro-UpDownSignals indicator

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 grose 
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Hi Sylvester17,

Thanks for your response. Is the indicator posted in the forum? I looked through a number of recent posts looking for it. If it is not, would it be possible to add it the forum?

I have it on my list to do a trial of Gomi's pro version. Very powerful capabilities.

- Gordon


Silvester17 View Post
it's a divergence of delta calculations created by the GomOrderFlowPro-UpDownSignals indicator


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 gomi 
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Hi Gordon,

It's the default setting of the GomOrderFlowPro-Custom-UpDownSignals indicator. So it's included

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  #249 (permalink)
toughiee
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Hello @gomi

How do you trade COT or do you have any strategies to trade COT.
Thank you.

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 jmont1 
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toughiee View Post
Hello @gomi How do you trade COT or do you have any strategies to trade COT. Thank you.

@toughiee, have you looked at the "Support Files" on Gomicators.com? Strategy examples are there as well as the sounds for the Order Flow. Not sure it is what you need but good place to start.

Good Trading All !!!

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 Jesal 
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Hi @gomi, can you please add separate Color options for UAHigh and UALow If it's not too much trouble. Thank you

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 gomi 
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Hi all,

A quick note to mention I updated the GomMP indicator/study to 5.5 version !

Main enhancements :

Added GomMPPro-Levels indicator/study

*This indicator shows current and previous POC, VAH, VAL and VWAP. These plots can be used in other indicators, strategies, Bloodhound, Market Analyzer.


*Access to HVN/LVN prices is also available using custom coding (a code demo is available)


Main indicator

*EveryNBar : this mode is used to draw a profile every N bar, it is now fully time synchronized if used on a time based chart; so if you want to draw a profile every minute on a 10 sec chart, using N=6, the profile will stayed synced on drawing a profile every minute, even if some 10 sec bars are missing (because of a low volatility period).

* Added Weekly and Monthly plot modes




As usual, you can get an added 7 days free trial to explore new features if you ended your existing trial period!

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 Jaap8242 
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Hello Gomi, I recently installed your orderflow indicators. It looks great. My compliments.
If I compare your chart with the numbers bar from Sierra, all numbers in the bars are equal except for the COT.
How can you explain this?

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 gomi 
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Hi,
Thanks for the kind words !

I believe you don't have the same pullback settings on both charts, that's why you are getting different numbers.

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 Jaap8242 
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In Sierra you can't change the High- and Low Pullback Ask Bid Vol( Cot) figures.
So how can I change these settings in Gom.OrderFloPro?

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 gomi 
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Here's the pullback setting



You don't have the same setting on your 2 charts, that's why you are getting different values.

The Orderflow values (buys, sells, delta finish, COT etc) on Sierra are all loaded from the Sierra native arrays, so they can't (shouldn't ?) really be different from Number Bars ...

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  #257 (permalink)
 Jaap8242 
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Changed this setting on both charts to Reset and Accumulate on New or Touch High/Low.
Now both charts have identical Cot figures. Merci beaucoup.

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  #258 (permalink)
 sudhirc 
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Meklon View Post
Hi everyone,

D. From the personal experience, I find that identifying Foot Print bars with a Single Print (low volume level under 10) Buy / Sell at the top or the bottom of the bar could add a value to make the case for a potential turn in a trend and help trader to make a firmer decision. So if Gomi could add an option to highlight these areas in the bar would help tremendously. The rationale behind this is that when bar completes normally but the difference between buyers and sellers is in single digits it shows and exhaustion on the buyers or sellers side and makes case for reversal stronger.

Mek.

Hello,
Can anyone please let me know whether this option available? - Single Print

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 lesterb 
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sudhirc and Meklon

Last week Gomi provided me with an answer to your question.

In The GomOrderFlowCustomUpDownSignals you create Signal Settings similar to those in the attached file.
The result will be a symbol on your chart.

LesterB






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  #260 (permalink)
 sudhirc 
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@gomi or anyone,

Trying to put some conditions for Bullish and Bearish signals/conditions.
The Bullish signals seem to print every time, but for whatever reason, the bearish signals are getting plotted.
Can any one take a look at it and let me know what I’m dong wrong.



@Silvester17, Thank for you showing this.

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 gomi 
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you have in the conditions MinDelta=0 and MinDelta>0 , they can't both be true

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 sudhirc 
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@gomi,

For the same condition as the above post, even thought the indicator was set to Calculate: on bar close. it is plotting even when the conditions are met. When i refresh the chart it goes away....any suggestions will be appreciated.

example show below

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 sudhirc 
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gomi View Post
you have in the conditions MinDelta=0 and MinDelta>0 , they can't both be true

Bummer! thank you, now i look like an idiot.

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 sudhirc 
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@gomi

when using multiple instances of GomOrderFlowCustomUpDownSignals indicator, l would love to have an audible alert when the condition is met. Somethink like you the sound Alerts in GomORderFlowPro for Support & Resistance and for Reversal?

If this is not possible can you suggest an alternative way for me please.

Thank you,
Sudhir

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 sudhirc 
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@gomi
or any one who know how to get cell information inside the bar

If i want to access information from the edges of the bars i can get it through
SellsAtHigh: Volume of Sells at top of bar
BuysAtHigh: Volume of Buys at top of bar
SellsAtLow: Volume of Sells at bottom of bar
BuysAtLow : Volume of Buys at bottom of bar


IsSellImbalanceOnLow : 1 if there is a sell imbalance on the low of the bar
IsBuyImbalanceOnLow : : 1 if there is a buy imbalance on the low of the bar
IsSellImbalanceOnHigh : 1 if there is a sell imbalance on the high of the bar
IsBuyImbalanceOnHigh : 1 if there is a buy imbalance on the high of the bar


What if i want to get information inside the bar like show in pic

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 gomi 
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Hi sudhirc,

Concerning alerts, you can use GomOrderFlow-Custom-Value and a IF statement to generate a 1/0 signal (example formula : if(Close(0]>Open[0],1,0)

Then you can use the NinjaTrader Alert manager to trigger an alert when the value is 1.

Concerning the 211 value, you can actually calculate it using SellsAtLow[0]*RatioLow[0], and use it in a formula

Hope it helps !


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 sudhirc 
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Hello,

I want to put a 10% margin on either side of the chart. However when i refresh the chart it goes back to "0". This only happens when i have GomiOrderflow indicator on my chart, does not happen to other non Gomiorderflow charts.

Did any one experience this issue?




Thank you,
Sudhir

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 gomi 
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yes on startup it will reset the margins to increase the realestate on the chart.

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toughiee
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Hello Gomi

is it possible to get Net COT figure above or below candle (i.e. HighCOT-LowCOT)

Thanks

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 KahunaDog 
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Silvester17 View Post



Hi ALL. Footprint user here(i have a few, none with all the features i like)


Gomiindicator footprint question
Just to clarify, can one scroll the screen or chart together to create the histogram above? but equally scroll out to see footprint?

Am I correct in seeing that one can use a footprint with both a candle and histogram on the same chart?( i think i've seen it in some of the more recent posts)

Also is there a way to highlight inside bid/inside ask?

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 gomi 
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toughiee View Post
Hello Gomi

is it possible to get Net COT figure above or below candle (i.e. HighCOT-LowCOT)

Thanks

Hi , no this is not available, but you use a Custom indicator formula eo do the calculation.
I'm not sure I'm seeing a meaning in the calculation though ? High COT is delta since high, Low COT is delta since low, so what would be HighCOT - LowCOT


KahunaDog View Post
Hi ALL. Footprint user here(i have a few, none with all the features i like)


Gomiindicator footprint question
Just to clarify, can one scroll the screen or chart together to create the histogram above? but equally scroll out to see footprint?

Am I correct in seeing that one can use a footprint with both a candle and histogram on the same chart?( i think i've seen it in some of the more recent posts)

Also is there a way to highlight inside bid/inside ask?

Hi, yes if you zoom the chart the numbers will appear

unzoomed:


zoomed :


Concerning highlighting inside bid/ask, you mean ticks happening inside the bid/ask spread ?
No sorry that is not available.

Hope it helps!

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 KahunaDog 
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@All
@gomi

How is it holding up in these rapidly moving markets?
How does a 30sec or less chart hold up?

Reason I ask is several of the fp I own do not do well with the current conditions.
So I need to drop my chart speeds.

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 gomi 
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Hi KahunaDog,

Just checked it now and seems to run flawlessly on my old i5 3570. (4-10% CPU)


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 jmont1 
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gomi View Post
Hi KahunaDog,

Just checked it now and seems to run flawlessly on my old i5 3570. (4-10% CPU)

@gomi, As always - impressed by you!

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  #275 (permalink)
 gomi 
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Thanks :-)

Old programmers like me started working in a world where computing resources were scarce, no 4 core 4 GHz CPUs with 8 GB of RAM everywhere. Everything had to work with 51B MB RAM 400 MHz 1 core... So I still have a lot of those old days optimizing obsessions...

Modern coding paradigm seems to be 'don't optimize until you need it', but I don't do that, I über-optimize from the first line of code. It's often much more complicated and harder to read, but in the end it usually pays off :-)

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  #276 (permalink)
 Silvester17 
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gomi View Post
Hi all,

A quick note to mention I updated the GomMP indicator/study to 5.5 version !

Main enhancements :

Added GomMPPro-Levels indicator/study

*This indicator shows current and previous POC, VAH, VAL and VWAP. These plots can be used in other indicators, strategies, Bloodhound, Market Analyzer.


*Access to HVN/LVN prices is also available using custom coding (a code demo is available)


I like this level indicator a lot

I also use it for today's and yesterday's high and low (instead of 70%, use 100% for VA)


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  #277 (permalink)
 vaibhavkamble 
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@gomi, may I know if GomRenko bars can show order flow information on them like normal candlestick bars do with GomOrderFlowPro indicator?

Sent using the futures.io mobile app

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 gomi 
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Hi,

No, the GomRenko are only a UniRenko for Sierra, they are only the bar type.

Gomi


vaibhavkamble View Post
@gomi, may I know if GomRenko bars can show order flow information on them like normal candlestick bars do with GomOrderFlowPro indicator?

Sent using the futures.io mobile app


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  #279 (permalink)
 Silvester17 
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@planetkill

this is what I'm using to highlight the poc of every bar. there're several ways to accomplish that with the gom order flow pro / mp pro tools:



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 planetkill 
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Thanks but I was hoping for a non paid indicator.

NT8 already has footprint volume bars built in for lifetime licenses. But it only shows the poc on volumetric dataseries. There's prob an easy indicator for displaying the same info on a tick chart.
Silvester17 View Post
@planetkill

this is what I'm using to highlight the poc of every bar. there're several ways to accomplish that with the gom order flow pro / mp pro tools:



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  #281 (permalink)
 planetkill 
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From the NT8 documentation on their built in footprint chart (volumetric dataseries), the POC can be returned in ninjascript using GetMaximumVolume(bool? askVolume, out double price)

https://ninjatrader.com/support/helpGuides/nt8/?order_flow_volumetric_bars2.htm

I've never created or modified an indicator before, so this is new to me. But the documentation leads me to believe that there should be an easy way create an indicator for use on tick/time charts to display the POC.


I know there are several paid tools for order flow analysis, but it seems that Ninjatrader already includes alot of the data within their lifetime license. So I'd rather use the data already in NT8, before seeking 3rd party subscription indicators.



Silvester17 View Post
@planetkill

this is what I'm using to highlight the poc of every bar. there're several ways to accomplish that with the gom order flow pro / mp pro tools:




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 Wartrace 
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Hi,
I am trying to work with the custom up/down indicator trying to get an arrow when the buys of a bar are 1.85 times or higher than the sells of a bar. (opposite for sells)

I've managed to get an arrow when buys are greater than sells but can't figure out how to filter a percentage higher. Any ideas?

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  #283 (permalink)
 gomi 
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Hi,
What about Sells[0]>1.85*Buys[0] ?

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 Wartrace 
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I would like to ask other users what settings they find useful for the Gomi orderflow pro reversals? It is part of the Gomi orderflow package and I would like to know what other users are using for the settings.

BTW- I have tried several footprint charts and by far the Gomi one is the best. The most useful feature to me is displaying all the delta info above and below the bar.

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 gomi 
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Hi all,

Hope you are all well! Curfew here...

A quick note to mention I updated the GomOrdeflow to 2.4 and GomMP to 5.6 version !

Main enhancements :

GomOrderFlow:

* The imbalance numbers are now replaced with rectangles when they are too tiny to read. This way you still know there is an imbalance even if there is no room to plot the numbers



* Added Current Bid/Ask color rectangles which shows current market levels




MarketProfile

*Added DeltaColor coloring scheme, the profile shows the volume, but colored with the delta. It is often necessary to use some smoothing to see actual Buy/Sell zones



If you're interested, there are more details on the blog post : https://www.gomicators.com/new-orderflow-2-4-mp-5-6-available/

As usual, you can get an added 7 days free trial to explore new features if you ended your existing trial period!

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  #286 (permalink)
 webqual 
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Hi Gomi, Hi all, happy new year!

I am studying the GomOrderFlow and I kept any configuration by default. I have some doubt to submit:

________________
1. I can see different kind of arrows in the indicators:



Do the cyan/ fuchsia arrows on the left mean only the lack of interest in that level for the sellers / buyers? And do the green / red arrows on the right mean that all the 5 conditions for a reverse are met (foot of page 39 of the directions for use, vers. 2.4)? Is it right?
_________________

2. I don't understand why certain candlestick are plotted without the red/ green framework, such as this example of this morning



Is there some sort of divergence somewhere?
____________________

Thank you in advance !
Gianfranco

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 Silvester17 
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webqual View Post
Hi Gomi, Hi all, happy new year!

I am studying the GomOrderFlow and I kept any configuration by default. I have some doubt to submit:

________________
1. I can see different kind of arrows in the indicators:

Do the cyan/ fuchsia arrows on the left mean only the lack of interest in that level for the sellers / buyers? And do the green / red arrows on the right mean that all the 5 conditions for a reverse are met (foot of page 39 of the directions for use, vers. 2.4)? Is it right?
_________________

2. I don't understand why certain candlestick are plotted without the red/ green framework, such as this example of this morning

Is there some sort of divergence somewhere?
____________________

Thank you in advance !
Gianfranco

hi and happy new year to you!!

1.) I think there's only 1 kind of arrows. and that depends on the 5 settings options you can choose from (starting at page 39):

- Minimum number of declining levels:
Sets the minimum number of declining levels to validate the reversal zone, default is 3

- Allow imbalance on declining side:
We are trying to measure the failure of the decline side, this setting defines if having imbalances on the decline side is
authorized for a valid reversal. Default is false because an imbalance on the declining side would mean strength.

- Minimum size of Opposite Imbalance:
If 0, there is no condition on the presence of imbalances on the opposite side
If 1, any kind of imbalance on the opposite side will validate the setup
If larger than 1, we look for an imbalance of a minimum size, to assert strength.

- Position of the POC:
Having the POC on the declining side of the bar can help with imbalances working out because it can show there is a
big number of traders trapped on the wrong side of the market near the highs or the lows.
Possibilities are Anywhere, InDecliningZone,InDecliningSideHalfOfBar,InDeclinigSideThirdOfBar

- Force Decl. vol < Opp. vol:
When this option is set, a reversal is only validated if the total declining volume is smaller than the total opposite
volume. The opposite would mean there is strength on the declining side.

I think @gomi just changed the color of the arrows in his examples (from cyan/magenta to green/red)


2. under "candle body", there're 3 different color options:

- up color (default lime green)
- down color (default red)
- neutral color (default orange)

your example is showing a "neutral" candle (bar). meaning the opening and closing price are the same of that candle.




if I didn't explain well, I'm sure @gomi can do much better than I can

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  #288 (permalink)
 webqual 
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First of all, thanks a lot for the time you spent in helping me !! Much appreciated!


But:
"I think gomi just changed the color of the arrows in his examples (from cyan/magenta to green/red)"

Unfortunately I can see bot of them in the same chart (NQ today at 12:40 EST)





and I am feeling a little confused ..
Gianfranco

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  #289 (permalink)
 gomi 
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Hi Gianfranco,

It seems you put all the indicators on the chart, but if you are starting up, you only need the Main indicator. You can explore a little later the other ones if you need them.

The Red/Green arrows come from the Custom Up/Down signal, they show Delta Divergences using those (editable) formulas :
Close[0] > Open[0] and Delta[0]<0
Close[0] < Open[0] and Delta[0]>0
Hope it helps !

Thanks @Silvester17 for your excellent contributions as usual !

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  #290 (permalink)
 webqual 
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Thank you , Gomi, everything's clear now.

Sophisticated tools needs study and exercise!

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 Ducman 
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@gomi,

I am using the GomOrderFlowProLevels and GomOrderFlowProValues in my automated strategies and have a question about the signals Support1BarsAgo and Resistance1BarsAgo. These seem to take one bar more to trigger than I would have expected. In the example below I would like to enter a position during the bar that follows directly after the bar that generated the new support. In practice this happens during the third bar while the signal is only being generated after the second bar has closed. Is this expected behavior or am overlooking something?

The logic that sends the enter signal in my strategy is under the 'OnBarUpdate' section. Maybe I should put it in 'OnMarketData' with an IsFirstTickOfBar criteria?



Another signal I can't seem to get working well is the NbSupportZones and NbResistZones, for what ever reason it does not provide me the correct number of zones created in the bar. Are there special things to take into account when using these signals?

Thanks for your help,

Ducman

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  #292 (permalink)
 gomi 
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Hi Ducman,

For that kind of logic I think you should test NbSupportZone>0, it will give you an entry on the close of the bar creating the imbalance zone (see below)

Also, it's strange you don't get the correct values on NbSupport Zones and NdResistZones, here is what I have using the Values indicator, I get 2 when 2 support values are created





Here's the strategy


Hope it helps, and best wishes to everyone,

Gomi

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  #293 (permalink)
 gomi 
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Ps : I saw you wanted to enter on next bar, so you can rather test NbSupportZone 1 bar ago

ba

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  #294 (permalink)
 Ducman 
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Thanks @gomi for the quick answer, that helps a lot.

Regards,

Ducman

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  #295 (permalink)
 webqual 
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@gomi, @Silvester17,

Hey again , even though I have been looking at the Gomi 2017 webinar for the 100th time (from the 40th minute to the 46th) , I still have a lot of doubts about the COT and about how to use it.

For example, I have understood that when you are using the range bars, one of the of the 2 ends should be 0, but I sometimes I meet situation like that:



In other words, what is the meaning of both Hi COT and Lo COT ≠ 0 ?
__________________


And the second question is




Is a double divergence of both COT and Delta a reinforced entry setup, compared to a single divergence (i.e. only a negative Lo CoT under a bullish candlestick)?
_________

Thanks in advance
Gianfranco

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  #296 (permalink)
 gomi 
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Hi,
THE High COT is delta from high, Low COT is delta from low, so as long as your bar does not close on the high or on the low, you will very likely have a Positive low COT and a Negative HighCOT, unless you have absorption going on (positive high COT will mean aggressive buyers were not able to take out the high)

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  #297 (permalink)
 Silvester17 
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webqual View Post
@gomi, @Silvester17,

Hey again , even though I have been looking at the Gomi 2017 webinar for the 100th time (from the 40th minute to the 46th) , I still have a lot of doubts about the COT and about how to use it.

For example, I have understood that when you are using the range bars, one of the of the 2 ends should be 0, but I sometimes I meet situation like that:

In other words, what is the meaning of both Hi COT and Lo COT ≠ 0 ?
__________________

And the second question is

Is a double divergence of both COT and Delta a reinforced entry setup, compared to a single divergence (i.e. only a negative Lo CoT under a bullish candlestick)?
_________

Thanks in advance
Gianfranco

question 1)

just adding what @gomi already explained. in your example the bar didn't close on the low. that's why you had a cot on both ends.

question 2)

I personally like divergences. in this case I prefer more and bigger some examples:

- delta of the bar
- delta of several bars (cd)
- vol imbalance
- excessive buying or selling at high or low
- delta finish
- cot
- etc

now you can add some filters or you can mix them. the possibilities are endless

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 augusta 
grenoble isere/france
 
Experience: Beginner
Platform: ninjatrader metatrader
Trading: futures
 
Posts: 50 since Jul 2012
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Silvester17 View Post
question 1)

just adding what @gomi already explained. in your example the bar didn't close on the low. that's why you had a cot on both ends.

question 2)

I personally like divergences. in this case I prefer more and bigger some examples:

- delta of the bar
- delta of several bars (cd)
- vol imbalance
- excessive buying or selling at high or low
- delta finish
- cot
- etc

now you can add some filters or you can mix them. the possibilities are endless

Hi SILVESTER and all other trader
is someone able to tell me how it is possible to get more space between 2 column into the volume ladder metro edition V3 ?
Is it some keyboard combination of key to press to make that space bigger?
You can see the image attached to help you understanding my demand
very good trade to all
augusta

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 Silvester17 
Market Wizard
Columbus, OH
 
Experience: None
Platform: NT 8, TOS
Trading: ES
 
Silvester17's Avatar
 
Posts: 3,587 since Aug 2009
Thanks: 5,079 given, 11,390 received


augusta View Post
Hi SILVESTER and all other trader
is someone able to tell me how it is possible to get more space between 2 column into the volume ladder metro edition V3 ?
Is it some keyboard combination of key to press to make that space bigger?
You can see the image attached to help you understanding my demand
very good trade to all
augusta

it's probably better to look for answers in this thread:



here's how to adjust the bars:


devdas View Post
Guess it is first instance of VolumeLadderMetroEditionV1Extn1 on new chart.
Just adjust Bar Space ( Ctrl + Up/Dn ) and Bar Width ( Alt + Up/Dn ) from toolbar menu of chart.


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suran
kandy/ sri lanka
 
 
Posts: 13 since Apr 2018
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gomi View Post
Hi,
THE High COT is delta from high, Low COT is delta from low, so as long as your bar does not close on the high or on the low, you will very likely have a Positive low COT and a Negative HighCOT, unless you have absorption going on (positive high COT will mean aggressive buyers were not able to take out the high)

Hi gomi. I am looking to create delta divergence dot's displayed on the charts (like the attached pic). could you explaing how to get this in the charts.

I ve downloaded the trial version but there are many indicators. which one shows this ?
.thanks
2018-05-20_1208

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