Good afternoon! I rented your indicator and it incorrectly displays the data.

Screenshots three trading days attached (12.01.2016,13.01.2016,16.01.2016).

For comparison, selected the same intrument SBRF-3.17 (3 screenshots - MT5 and 3 screenshots - XTick).

Exchange - MOEX, Broker - Открытие

Hello Renat,

thank you for your feedback and your ticks file!

I send you more information in pm.

Fell free to contact me at anytime!

Best regards,

Romeu. 

Hello, scott83113

You can use it on D1 as well. You just need to change timeframe to D1 and increase Bars value.

Fell free to contact me at anytime!

Best regards,

Romeu.

Hello, I just bought this product, how can i configure is to use real volume ? By borker is providing real volume data.

Hello fiestafalcon,

This indicator uses CopyTicks function to access Time & Sales, i.e, real volume.

Some brokers don't offer it, have you checked with your broker the data availability?

You can check it by yourself by opening DOM - Alt + B then click in "Show Time and Sales".

If you see something like in the image (red highlighted) your broker supports Time & Sales.

In green highlighted you can see that OFB uses real volume.

Fell free to contact me at anytime!

Best regards,

Romeu.

How about being able to old data, currently i can see data only after i loaded chart, how come MT5 volume is able show it, can you do same ?

Is this indicator could be used for EA development ?  If yes could you share some sample iCustom calls.

Hello fiestafalcon,

volume shows just a volume number, not details about all the transactions that generated this number.

Time & sales show volume in details (each transaction), i.e., more data. OFB can show as much your broker provides it.

If you want to get old data, just increase bars number as I did in the image below (image 1), for Strategy Tester you need to use "Every tick based on real ticks" (image 2), but again, this is possible only if your broker allows it.

Feel free to contact me at any time!

Best regards,

Romeu.

Hello fiestafalcon,

This is how iCustom works with OFB:

Params:

bars: int[1,*] - recommended is 1. 

typeIndicator: int[0,3] - 4 types:

Daily Balance: 0

Volume Delta: 1 

Volume++: 2 

Volume Delta 2: 3 

It has 4 buffers maximum, always beginning from 0:

Daily Balance: 1 buffer

Volume Delta: 1 buffer

Volume++: 4 buffers

Volume Delta 2: 2 buffers

Feel free to contact me for more details.

Best regards,

Romeu.

Good night. I don't understant very well the parameter bars. I just tested the indicador with 1 bars and 400 bars and the result seems the same.

Hello Otitamario,

the result will be the same, but with a larger bars parameter, it´s possible to calculate other days from the past.

We have an example below:

Image from the left we have Bars parameter equal to 1. Image from the right we have Bars parameter equal to 400.

Feel free to contact me at any time!

Best regards,

Romeu.

Hello Romeu, 

This indicator works onyl with every tick based on real ticks in stratgey tester, as it is extermly time consuming it's not possible to optimize EAs using this indicator.

Could you advice a faster way of running this indicator another mode ? or any other possible way that would help to do faster testing ?

Hello fiestafalcon.

Sorry to take so much time to answer you.

Unfortunately, OFB's calculation relies on a large amount of data, i.e. you need all the trading data to get Delta/Delta Cumulative and it's variations. You should optimize it using MQL5 Cloud Networking.

Best regards,

Romeu Bertho.  

Hola me podrías explicar como hacer que funcione. quiero aplicarlo al USDSEK gracias.

Hello,

I sent you a PM for better assistance.

Best regards,

Romeu Bertho. 

Some useful information for traders who want to call OFB inside an EA,script or some custom indicator:

int h_ofb=iCustom(Symbol(),_Period,"Market\\Order Flow Balance",bars,typeIndicator); 

enum typeIndicator
  {
   typeCumulativeDelta,// Cumulative Delta (0)
   typeDeltaCandles,// Delta Candles (1)
   typeDelta,// Delta (2)
   typeDelta2,// Delta 2 (3)
   typeVolume// Volume++ (4)
  };

Dear SIr, 

I was unable to find a brokerage which provides Time and Sales on the MT5 platform. Could you give me some recommandation? Thanks.

Sincerely,

Yu-hang

Hello, can you check if you broker has Time & Sales available?

The image below shows a broker that has T&S data available:

If your broker does not provide it, you might need to change to another one that offers it.

Stock Exchange brokers has this market data available, most FOREX brokers does not provide that.

I PM you with a broker that you might want to test it.

Best regards.