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NumbersBars (Delta in subchart)
Posted: 28 Apr 2012
by SP
The indicator shows the upticks / downticks / delta ... for the bars and for the day.
The inputs are:
PlotOnlyToday - if true it plots the values only for the last trading day to reduce the text plottings
Show.AddText - show the explanatory text for the columns on the right of the chart ( blue box )
Show.UpTminusDnT - difference between the upticks and downticks for bar ( Delta )
Show.UpTminusDnTBarDiff - Delta for bar compared to the Delta for prior bar
Show.UpT - total upticks for bar
Show.DnT - total downticks for bar
Show.UpTPerc - percentage of the upticks of the total volume for bar
Show.DnTPerc - percentage of the downticks of the total volume for bar
Show.UpTminusDnTPerc - percentage of Delta of total volume for bar
Show.DayCumulative - cumulative Delta since sessionstart
Show.AvgVolperPrice - average volume for each price of the bar
Show.UpTplusDnT - total volume per bar (upticks+downticks)
Show.VolBarDiff - total volume per bar compared to the total volume for prior bar
Show.TotalDeltaPercTV - percentage of cumulative Delta of total volume since sessionstart
Show.MaxDelta - cumulative Delta high since sessionstart
Show.MinDelta - cumulative Delta low since sessionstart
Show.TotVol - total volume since sessionstart
Re: NumbersBars (Delta in subchart)
Posted: 28 Apr 2012
by SP
Re: NumbersBars (Delta in subchart)
Posted: 26 May 2012
by piranhaxp
Nice work Stefan ... The only 1 point I'm thinking about is the usage of different colors.
Mike
Re: NumbersBars (Delta in subchart)
Posted: 09 Jan 2013
by SP
Hi Mike,
added a color option and made it working with Cumulative Delta charts and Breakdown by Ask Traded vs Bid Traded for Version 8.5 Beta 2.
Code: Select all
// V2 beta by SP for RTH Session Charts
// Numbers Bars for Volume Breakdown Ask vs Bid
// Open a Volume Delta or Regular Chart as data 1
// Open a Cumulative Delta as data2, same Resolution as data 1, Breakdown by Ask Traded vs Bid Traded, Break on Session checked
// Needs one date change (d<>d[1]) to reset, so data range 4 days back should work -- double check christmas and new years holidays
// Properties: Base the study on data 2 - Cumulative Delta, Update on every tick checked, Skip identical ticks unchecked
Inputs:
PlotOnlyToday ( true ), // Plot only today to reduce text drawing
SessStart ( sess1starttime ),
SessEndtime ( sess1endtime ),
UseDelay ( true ), // Avoid to draw the text every tick in fast markets, only draw every Seconds.Delay seconds
Seconds.Delay ( 1 ),
DataNum ( 2 ), // data 2 - Cumulative Delta
TextSize ( 8 ),
TextSpace ( 7 ),
TextFont ( " Consolas"),
Row1.Text ( " Delta "),
Row2.Text ( " Ask "),
Row3.Text ( " Bid "),
Row4.Text ( " Delta % "),
Row5.Text ( " Tot Del "),
Row6.Text ( " Bar Vol "),
Row7.Text ( " Tot Vol "),
UpColor ( RGB(0,64,0)),
WeakUpColor ( RGB(128,255,128)),
DnColor ( RGB(128,0,0)),
WeakDnColor ( RGB(255,128,128)),
NeutralColor ( white ),
ColorLength ( 30 );
Variables:
TotalDelta (0),
TotalVol (0),
intrabarpersist Delay (0),
HighestHi (0),
LowestLo (0),
DELTA (0),
MyAskTraded (0),
MyBidTraded (0),
DELTAText (""),
DELTA_Text (0),
DeltaColor (0),
RTDELTAText (""),
RTDELTA_Text (0),
RTDeltaColor (0),
BarsSinceLastReset ( 0 );
Once
begin
RTDELTA_Text = text_new_self_S (DATE, Time_S, 0, "") ;
text_SetColor (RTDELTA_Text, black ) ;
text_setsize (RTDELTA_Text, TextSize);
text_setborder (RTDELTA_Text, true);
Text_Setbgcolor (RTDELTA_Text, DeltaColor );
text_SetStyle (RTDELTA_Text, 2, 2) ;
text_setfontname (RTDELTA_Text, TextFont );
Text_SetAttribute (RTDELTA_Text,1,True);
end;
if (DATE > DATE[1]) OR TIME[1] = SessEndtime then
begin
TotalDelta = 0 ;
TotalVol = 0 ;
HighestHi = 0;
LowestLo = 0;
BarsSinceLastReset = 0;
end ;
if time >= SessStart and time <= SessEndtime then
begin
If BarsSinceLastReset = 0 then
DELTA = Close
else
DELTA = Close - Close[1];
TotalDelta = Close;
TotalVol = TotalVol+TICKS ;
if High > HighestHi then highesthi = High;
if Low < LowestLo then LowestLo = Low;
BarsSinceLastReset = BarsSinceLastReset + 1;
//We need the Volume traded at bid and at Ask
// !! Dont use Upticks/Downticks (beta2), we need extra calculation as follows:
If DELTA > 0 then
begin
MyAskTraded = (Ticks-DELTA)/2 + DELTA;
MyBidTraded = (Ticks-DELTA)/2 ;
end
else If DELTA < 0 then
begin
MyAskTraded = (Ticks+DELTA)/2 ;
MyBidTraded = (Ticks+DELTA)/2 - DELTA;
end
else If DELTA = 0 then
begin
MyAskTraded = (Ticks)/2 ;
MyBidTraded = (Ticks)/2 ;
end ;
end ;
if (PlotOnlyToday = false or (PlotOnlyToday = true and date=LastCalcDate )) and barstatus (DataNum) = 2 then
begin
DELTAText = NumToStr ( DELTA, 0);
DELTA_Text = text_new_self_S (DATE, Time_S, 0, "") ;
if TIME >= SessStart then
Text_SetString (DELTA_Text,
//newline+
Spaces(TextSpace - StrLen(DELTAText))+DELTAText+spaces (1) +newline+
Spaces(TextSpace - StrLen(NumToStr ( MyAskTraded , 0)))+NumToStr ( MyAskTraded , 0) +newline+
Spaces(TextSpace - StrLen(NumToStr ( MyBidTraded , 0)))+NumToStr ( MyBidTraded , 0) +newline+
Spaces(TextSpace - StrLen(NumToStr ( ((DELTA) /TICKS ) *100, 1))-1)+NumToStr ( ((DELTA) /TICKS ) *100, 1) +"% "+newline+
Spaces(TextSpace - StrLen(NumToStr ( TotalDelta, 0)))+NumToStr ( TotalDelta, 0) +newline+
//Spaces(TextSpace - StrLen(NumToStr ( highesthi , 0)))+NumToStr ( highesthi , 0) +newline+
//Spaces(TextSpace - StrLen(NumToStr ( lowestlo, 0)))+NumToStr ( lowestlo, 0) +newline+
Spaces(TextSpace - StrLen(NumToStr ( ticks , 0)))+NumToStr ( ticks , 0) +newline+
Spaces(TextSpace - StrLen(NumToStr ( TotalVol, 0)))+NumToStr ( TotalVol, 0) );
if DELTA > 0 then
DeltaColor = gradientcolor ( DELTA , 0 , Highest (DELTA, MaxList( Barssincelastreset, ColorLength) ), WeakUpColor,UpColor) else
if DELTA < 0 then
DeltaColor = gradientcolor ( DELTA , Lowest (DELTA, MaxList( Barssincelastreset, ColorLength)) , 0 , DnColor,WeakDnColor) else
DeltaColor = NeutralColor ;
text_SetColor (DELTA_Text, black ) ;
text_setsize (DELTA_Text, TextSize);
text_setborder (DELTA_Text, true);
Text_Setbgcolor (DELTA_Text, DeltaColor );
text_SetStyle (DELTA_Text, 2, 2) ;
text_setfontname (DELTA_Text, TextFont );
Text_SetAttribute (DELTA_Text,1,True);
end; //if (PlotOnlyToday = false or (PlotOnlyToday = true and date=LastCalcDate ))
If ( (UseDelay = true and ComputerDateTime > Delay ) or UseDelay = false ) or barstatus(Datanum)=2 or barstatus(Datanum)=0 then
begin
if LastBarOnChart_s then
begin
RTDELTAText = NumToStr ( DELTA, 0);
if TIME >= SessStart then
Text_SetString (RTDELTA_Text,
//newline+
Spaces(TextSpace - StrLen(RTDELTAText))+RTDELTAText +Row1.Text+newline+
Spaces(TextSpace - StrLen(NumToStr ( MyAskTraded , 0)))+NumToStr ( MyAskTraded , 0) +Row2.Text+newline+
Spaces(TextSpace - StrLen(NumToStr ( MyBidTraded , 0)))+NumToStr ( MyBidTraded , 0) +Row3.Text+newline+
Spaces(TextSpace - StrLen(NumToStr ( ((DELTA) /TICKS ) *100, 1))-1)+NumToStr ( ((DELTA) /TICKS ) *100, 1) +"%"+Row4.Text+newline+
Spaces(TextSpace - StrLen(NumToStr ( TotalDelta, 0)))+NumToStr ( TotalDelta, 0) +Row5.Text+newline+
Spaces(TextSpace - StrLen(NumToStr ( ticks , 0)))+NumToStr ( ticks , 0) +Row6.Text+newline+
Spaces(TextSpace - StrLen(NumToStr ( TotalVol, 0)))+NumToStr ( TotalVol, 0) +Row7.Text);
if DELTA > 0 then
RTDeltaColor = gradientcolor ( DELTA , 0 , Highest (DELTA, MaxList( Barssincelastreset, ColorLength) ), WeakUpColor,UpColor) else
if DELTA < 0 then
RTDeltaColor = gradientcolor ( DELTA , Lowest (DELTA, MaxList( Barssincelastreset, ColorLength)) , 0 , DnColor,WeakDnColor) else
RTDeltaColor = NeutralColor ;
text_SetColor (RTDELTA_Text, black ) ;
text_setsize (RTDELTA_Text, TextSize);
text_setborder (RTDELTA_Text, true);
Text_Setbgcolor (RTDELTA_Text, RTDeltaColor );
text_SetStyle (RTDELTA_Text, 0, 2) ;
text_setfontname (RTDELTA_Text, TextFont );
Text_SetAttribute (RTDELTA_Text,1,True);
Text_SetLocation_s (RTDELTA_Text, d, time_s, 0);
end;
Delay = ComputerDateTime+(Seconds.Delay*0.0000115740) ;
end;
Re: NumbersBars (Delta in subchart)
Posted: 04 Feb 2013
by moneymarkets
Would you mind posting wsp for your chart.
Thanks
Re: NumbersBars (Delta in subchart)
Posted: 05 Feb 2013
by SP
This is my Workspace for the @ES# with IQfeed.
Re: NumbersBars (Delta in subchart)
Posted: 10 Mar 2013
by BMS
really nice and interesting, well done, tks.
It would be interesting if the histograms height coul be correlated with the value, I mean a greater delta a higher histogram and viceversa, and /or may be the negative delta under the zero.
good trading
BMS
Re: NumbersBars (Delta in subchart)
Posted: 11 Mar 2013
by BMS
compiled successfully but not working on my MC 8.5 build 6778 (Win7 ultimate 64bit)
Re: NumbersBars (Delta in subchart)
Posted: 05 Sep 2013
by coolmoss
I assume this indicator is coded for use with the Easy Language version of MultiCharts. Is a .Net version of this indicator available?