GomOrderFlowPro Order Flow Analyzer


Video : Watch our futures.io orderflow webinar here

GomOrderflowPro displays candle data internals : sells, buys, delta and associated calculations ; it computes buy/sell imbalances and builds associated S/R zones.

Plots are available for building strategies or populating Market Analyzer with the calculated data.



Documentation

Download
Settings of latest 2.2 version
DocGomOrderFlowProV2.2.pdf
Adobe Acrobat Document 1.8 MB
Download
Documentation of Additional Indicators, GomOrderFlowPro Levels,Values, CustomValue,CustomUpDownSignal
DocGomOrderFlowProAdditionalIndicatorsV2
Adobe Acrobat Document 1.2 MB

Default Hotkeys

NinjaTrader 7 and Sierra NinjaTrader 8      
HotKey Description                                       
Ctrl Space Bar idem Change focused indicators
Divide key on numerical pad Ctrl Divide Toggle Text Mode
Multiply key on num. pad Ctrl Multiply Toggle Maximum calculation Mode
Decimal key on num. pad Ctrl Add Toggle Color Mode

Important notices

NinjaTrader 7 users:

The file used to read ticks 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.

 

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:

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.

 

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.


Changelog

2.0 Added Values time series exposing orderflow data to alerts & strategies
    Added Levels time series expsing POC,UA and S/R zones to alerts & strategies
    Color the last tick to ease reading of current action
    S/R levels now appear real tim on the current bar
    Top/bottom of candles are user customizables with 3 different zones
    Added top/bottom headroom for better sizing
    Delta bars ahve their own scale when shown with volume
    In the imbalance calcualations,Horizontal and Diagonal delta have independant settings
    Added a new S/R zone canceling option : when crossed by n ticks
    Added recorder status on NT7

1.4 Added Size Filter on NinjaTrader
    Added tick aggregation for low liquidity instruments with a small tick size like Nifty.
    Added potential reversal detection based on declining interest
    Ability to completely disable candle drawing
    Set up a volume divisor so you can change from a 270000 to 270

1.3 Added COT
    Added option to show delta/volume of the bar as candles
    Corrected a bug where naked UA would sometimes not show
    Corrected a bug where imbalances wouldn't obey the "show" setting.

1.2  Corrected a bug in the plotting of historical S/R zones.      
     Added bar spacing setting      
     Removed surrounding rectangles      
     Removed Auto Aggreg levels from default settings

1.1 Added naked POC/naked UA
    Changed delta calculations on NT8 to conform Sierra specs
    Added S/R zones based on consecutive levels of imbalance
    Added possibility to change font color

1.0 First Release