GomCD : Cumulative Delta for NT8

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

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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

Force Intrabar Updates On Historical Data

By default, on Historical data , the bars are computed only once per bar , and it updates the previous closed bar.

This can create issues if you are GomCD as data source for other indicators, like calculating the EMA of a GomCD, using "On Each Tick".

In this case , enable this setting, but it will slow down a little the loading times

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.