GomMPPro Market/Volume Profile


GomMPPro is a high performance tick-based volume profile indicator, available for NinjaTrader 7 and 8 as well as Sierra Chart.

It offers many visualizations, data smoothing, HVN/LVN, POC, VWAP, VA, and it features customizable hotkeys allowing fast toggle between favorite settings.



The new GomMPPro builds upon  the open source GomMP hosted on futures.io, and includes multiple new features, like :

  • Much faster Drawing
  • New color modes : DeltaOnly and VolumeAndDelta
  • Hotkeyed horizontal positioning
  • Customizable HotKeys
  • Availability of last daily profiles  on the left side of the chart giving instant contextual view
  • Automatic missing data file detection
  • Runs now on NinjaTrader 7, NinjaTrader 8 and Sierra Chart, including the custom profile drawing feature

Default Hotkeys

NinjaTrader 7 and Sierra NinjaTrader 8        
HotKey Description                                       
Ctrl Space Bar idem Change focused indicators
Ctrl Left and Right Arrow idem  Move profile left and right
Divide key on numerical pad Ctrl Divide Toggle Plot Mode
Multiply key on numerical keypad Ctrl Multiply Toggle RightToLeft/LeftToRight
Dot key on numerical pad Ctrl Dot Toggle HVN/LVN plot
Ctrl Alt Add and Subtract idem Increase/Decrease HVN/LVN min level
Add and Subtract on num. pad Ctrl Add and Subtract Increase/Decrease profile size
Ctrl Add and Subtract Ctrl Shift Add and Subtract

Increase/Decrease profile smoothing

Alt Insert idem

Add custom profile with the mouse

Alt Delete idem

Delete custom profile


Important notices

NinjaTrader 7 users:

When the data source is file, the file used is determined by the DeltaCalculation setting.

 

If it is BidAsk, the indicator will record bid/ask "Gom" data files in "My Documents\GomProFiles" . If the computer or indicators are not running, there will be missing history data.

If it is UpDownTick, the indicator will use the NinjaTrader tick files. To ensure their availability, there must be a chart based on tick data series running for the instrument. A tick-chart is any chart that is not minute or day based. In this mode the NinjaTrader setting "Tools/Options/Data   Save chart data as historical" must be set to true.

 

If the data source is "MinuteData", the minute data must be present, so if using a daily chart, please load a minute chart containing your full bar history to allow the download of the minute data.

 

In any case, if there is missing data in the data source, a yellow alert message box will be shown and the missing bars painted in yellow.

 

NinjaTrader 8 users:

When the data source is file, the indicator will use the NinjaTrader integrated files, no more recording is necessary. However, the data series must be in "Tick Replay" mode.

This mode must be globally enabled in NinjaTrader options, "Tools/Options/Market Data/Historical" : set "Show Tick replay to true"

Then on the chart data series, it must be checked.

 

If the data source is "MinuteData", the minute data must be present, so if using a daily chart, please load a minute chart containing your full bar history to allow the download of the minute data.

 

In any case, if there is missing data in the data source, a yellow alert message box will be shown and the missing bars painted in yellow.

 

Sierra users:

The Sierra version had a specific "Ticks per Volume Bar" that can be used on data series where there are gaps between price levels, to avoid a comb effect, like historical charts, that has only one tick every 5 which is actually populated, or on CFD charts like LMAX, where 1 tick on 5 is populated.

 

Changelog

5.3 : Corrected a bug where historical sierra data wouldn't show up

         Corrected a bug on the outline on tick charts showing delta info

5.2 : Corrected a bug in the size of plotting size of VWAP/POC bars

5.1 :  Corrected a bug of developing POC not showing up
        Added a RightToLeft/LeftToRight HotKey
        Added a  HVN/LVN Toggle HotKey
        Added a  HVN/LVN minimum size change HotKey
        Corrected a bug on ToggleList working only once every 2 times
        Corrected property naming on NT8
        Corrected misdrawings when BarSpacing was used

5.0 : First multi platform GomMPPro Release

4.8 : Standard GomMP available for NinjaTrader 7 in the elite section of futures.io