Hola Catherine

The use of ir + gerund is found in contexts where not only there is an action in progress but this action implies "accumulation" in the sense that it's seen as something done step by step until you get to finish the action. For example, in the following sentence you get the sense of an action that starts and progressively continues bit by bit (accumulating):

You have two "accumulative" actions here, and you can perceive how those two actions are in progress and they are done bit by bit (you can visualize the guys handing out the brochures one by one as they keep entering the room). 

The use of venir + gerund is a bit different; here it's implied that  the person has started the process at some point; if you say for example: "Vengo pensando que quizás no me vaya de vacaciones a la playa este verano.", it´s pretty much saying "I've been thinking that maybe this summer I won't go to the beach for my holidays.". 

So the action of thinking had a starting point prior to when this is said. You won't probably find venir + gerund in the future tense because those won't have a prior starting point. With ir+ gerund you can use any tense and this one does not imply a prior starting point. 

I hope this helped.

Saludos

Inma