GomCD : Cumulative Delta for NT8

GomCD is a free delta/cumulative delta indicator available for NinjaTrader 8



Parameters

Delta Calculation

BidAsk :

  • standard Delta calculations, trades occuring at Bid are Sells, those occuring at Ask are buys

UpDownTick  :

  • if the price of the current trade is higher than previous trade, current trade is a buy, and all trades happenings at the same price will be buys
  • if the price of the current trade is lower than previous trade, current trade is a sell, and all trades happenings at the same price will be sells

 

Size filtering:Max Tick Size

Maximum tick size used to calculate the delta. This allows to show only the small size trades

Value of -1 (default) means no filtering.

Size filtering:Min Tick Size

Minimum tick size used to calculate the delta. This allows to show only the large size trades.

Delta Chart Type

  • Cumulative : delta is not reset after each bar, the chart shows the delta, accumulated bar after bar
  • Non Cumulative : delta is reset after each bar

Reinit On Session Break

If true, the cumulative delta is reset on the start of a new session


Candlestick settings

Plot Candlesticks

If true, candlesticks are show (default)

If false, a standard Plot series is shown and can be modified

Paint Type

This setting defines the paint color mode of the candlesticks.

  • UpDown : standard mode, if Open>Close => UpColor  ; if Open<Close =>DownColor
  • StrongUpDown : if Close>PreviousHigh => Upcolor ; if Close < PreviousLow => DownColor ; else => NeutralColor
  • None : All the bars have NeutralColor

Show Outline

If true, an outline is shown around the candlesticks

Enhance wicks

When true, wicks have  double-size width to enhance visibility.