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It seems you really want a break down of how others see the charts.
To me the nt7 is showing multiple different indicators.
First thing there is no context...no prior history.
Second thing I note is the time of day.
I don't take ES trades at 1200 lunch. Money is not reliably flowing. It's a bad time to trade ES.
-1592 delta of the current bar. That could mean a variety of things. The image simply shows the bar. No context.
With the highest volume traded in the middle. The negative delta and cot in the middle is Sellers Initiating.
I can't tell where current price is, if the bar closed.
The asked slowed down, 36, 1110, 1949
If I was long from earlier, the 429 would have gotten me out as well as the time of day.
The 895 on the bottom is possibly TRAPPED SELLERS.
Buyers and Sellers are declining. Again it's 1200. Why trade or read here? It doesn't make sense unless you're trying to play catch up on ticks, it's a good way to lose money.
Banks open by the clock, so do institutions, traders eat, sleep and wake to a clock. Algos will have an edge here and will fake retail traders out here.
You mentioned 15.
I do not know what 15 you are referring to. Unless you're rounding up the 13 on the ASK. Either way taking a trade based solely on the footprint is a scalp as you are not using context.
reply to your comment on deltas on top
Deltas on top allow one to scan across multiple candles and see the trend of the delta. They are important to some traders.
when using daily charts with NinjaTrader 8 and your data feed provider is cqg/continuum or rithmic, then those daily charts will show eth data. (used to be rth data with nt 7)
also the "close" of those bars will show the settlement price as opposed to the last traded price of the eth session with a 1440 minute chart. (imo the correct close is the settlement price, so that's a good thing )
with the exception when you use tick replay mode. then you'll get the last traded price of the eth session and not the settlement price.
a more detailed explanation can be found in this thread:
Yes this is expected since you are building the Daily Bar from tick data, much like a 1440 bar. Daily bars retrieved from our servers use the close price until we receive a settlement price at which time the close is amended.
here we have on the right side a profile from the beginning of the month including a developing poc and value area. on the left side we have separate profiles for each day.
and here we have the same thing but except the developing poc and va we have a vwap.
I'm using Ninjatrader 8 with the GomiOrderFlow indicator.
1) Is there a way to export historical data into excel (ideally all the fields provided by the indicator - buys, sells, delta, min delta, max delta. etc)
2) Is there a way to set alerts based on different variables in the indicator? E.g. If delta > X, play noise. Normally in NT8 I would click the indicator, right click -> Alerts. However I can't seem to "click" anything to bring this up for the GomiOrderFlow indicator.
3) For others currently using the indicator, how do you find the stability? I've noticed everything is fine when markets are quiet, but once we have high volume events (e.g. US cash market open), NT8 becomes unstable - e.g. DOM may freeze, or I have to be careful adding/moving charts as they may freeze, small delays in data loading, etc.
I keep my workspace fairly lean (1x5M chart, 1x30M chart with Gomi, 1xD chart with Gomi)
I was using Gomi's great tools in Sierra/Ninja and it helped me learn and realise a few things.
However, I think I got to where you are now and found that I wanted to customise alerts etc based on what I was seeing from the tools and that was one of the main reasons I decided to code my own alerts.
The data that you need to base your alerts is provided in any datafeed and you don't need to use Gomi's tools to create those alerts.
Re exporting to Excel and testing etc I found that time was my biggest issue and that was one of the main reasons I switched fully to Investor RT so I could code signals, alerts and also have very easy export to Excel to analyse specific stuff.
Good luck. Sounds like you are on a shared journey
I'm a new user to Gomi and I'm actually really impressed with the package - it's also I think something to be valued when the developer / creator of the package is directly engaged with their user-base.
I'm just trying to get a feel for what it can do currently and what it can't.
As you highlighted which I completely agree with, many users will naturally see data and want to test their own hypothesis based on it.
Hopefully with new versions then there will be the ability to export / save the data.