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  • Bewertungen (5)
  • Diskussion (95)
  • Neue Funktionen

FORTS Trading Data

3.67

The indicator has been designed for use on FORTS, but it can also work on other markets, at brokers broadcasting the required data.

A peculiarity of these data is that they cannot be requested from the broker's server as a section of history, but can only be obtained for the current moment.

The indicator periodically requests the broker, collects to a file and displays the following history from the stored file:

  • The weighted average price.
  • The volume of buy pending orders.
  • The volume of sell pending orders.
  • The volume (quantity) of open positions.

The data is requested once per minute, when a new candle opens on the M1 timeframe. The accumulated data can be viewed on any period, including when scrolling the chart into history.

The indicator does not flicker, its calculation and plotting are performed fairly quickly.

Selection of displayed data is toggled by the Data input variable:

  • BuyAndSellValues - the volume of buy and sell pending orders.
  • OpenPositionsValues - the volume (quantity) of open positions.

The line of the weighted average price is always present on the chart, but if it is necessary to hide this line, set its color to "None".

The mode of additional calculations can be toggled using the Calculation input variable:

  • None - data are displayed as is, without processing.
  • Delta - data are displayed in the form of difference between the values of increments (from candle to candle) of the buy and sell volumes.
  • DeltaOI - data are displayed in the form of difference between the values of increments (from candle to candle) of the buy and sell volumes, with consideration of the correlation with the increment of the volume of the open positions.
  • Difference - data are displayed in the form of the actual difference between the values of the buy and sell volumes.

Other input variables:

  • RowsCount - the number of rows of the profile grid, if 0 the profile is not displayed.
  • DisplayCurrentData - enable/disable the text display of the data requested for the current moment.
  • BuyLineColor - color of the buy volumes line (only for the profile).
  • SellLineColor - color of the sell volumes line (only for the profile).
  • OpenPositionsLineColor - color of the open position volume line (only for the profile).
  • AveragePriceLineColor - color of the weighted average price line.
  • LinesWidth - width of the lines (for the profile and the weighted average price).

The color and thickness of the indicator lines below the chart can be configured as usual in the "Colors" tab of the indicator properties.

The indicator requires a stable Internet connection. When disconnected from the broker's server, "gaps" appear in the indicator values. The accumulated data are stored as binary files in the terminal folder ...MQL5/Files/FTD.

Note!!! Due to the mentioned peculiarities of the used data, the indicator does not plot in the testing mode, and only displays the information requested for the current moment as text.

Bewertungen 5
Zé Roberto
657
Zé Roberto 2021.05.22 23:59 
 

Bom indicador de volumes

kezar
221
kezar 2018.12.20 15:30 
 

Спасибо! Очень интересный индикатор. Дальше надо бы развивать.

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Auswahl:
ronei1986
16
ronei1986 2022.05.29 05:44 
 

ele nao esta carregando

Evgeny Shevtsov
66636
Antwort vom Entwickler Evgeny Shevtsov 2022.05.29 09:59
Hello.
Please write in more detail what you wanted to say.
If this is a question, then it is better to write it on the "Comments" tab, because the "Reviews" tab is not intended for dialogue.
If possible, preferably in English.
I just know a little English, and if my translator translates incorrectly, then I can notice it.
Zé Roberto
657
Zé Roberto 2021.05.22 23:59 
 

Bom indicador de volumes

Thomas Fairhurst
1187
Thomas Fairhurst 2019.06.17 10:59 
 

Not to be trusted! Nice concepts. Badly executed.

[Gelöscht] 2019.01.07 19:06 
 

Der Benutzer hat keinen Kommentar hinterlassen

kezar
221
kezar 2018.12.20 15:30 
 

Спасибо! Очень интересный индикатор. Дальше надо бы развивать.

Antwort auf eine Rezension
Version 2.6 2023.12.07
Fixed bug (limitation):
Now the indicator is operational on such trading symbols for which only the open interest value is broadcast, but the volume of pending orders is not broadcast.
Accordingly, the indicator only works in the Data = OpenInterestValues mode.
Version 2.5 2023.11.03
The indicator is recompiled in MT5 build 4053.
Version 2.4 2023.10.04
The indicator is recompiled in MT5 build 4000.
Version 2.3 2023.05.21
The indicator is recompiled in MT5 build 3742.
Version 2.2 2022.11.29
The indicator is recompiled in MT5 build 3521.
Version 2.1 2022.05.04
The indicator is recompiled in MT5 build 3280.
Version 2.0 2021.12.13
The conflict of names of graphic objects has been eliminated when drawing from several instances of the indicator installed in the same chart window.

Using the input variable Tape, you need to configure the type of indicator for writing/reading the accumulated history :
ReadOnly – read only.
ReadAndWrite – read and write.

When installing more than one instance of the indicator in the same chart window, it is desirable that only one of them is configured as ReadAndWrite, and the rest as ReadOnly.

Note: By default, the value of the input variable Tape is configured as ReadOnly.

The indicator is compiled in MT5 build 3091.
Version 1.9 2021.10.19
The indicator is recompiled in MT5 build 3082.
Version 1.8 2021.09.16
The indicator is recompiled in MT5 build 3035.
Version 1.7 2021.06.07
The indicator is recompiled in MT5 build 2946.
Version 1.6 2021.03.31
The indicator is recompiled in MT5 build 2860.
Version 1.5 2020.12.01
The indicator is recompiled in MT5 build 2715.
Version 1.4 2020.10.16
The indicator is recompiled in MT5 build 2650.
Version 1.3 2020.07.14
The indicator is recompiled in MT5 build 2530.
Version 1.2 2017.04.13
Improved the algorithm of open position volume splitting in the DeltaOI mode.
Version 1.1 2017.03.28
In version 1.1, in the Delta and DeltaOI modes, the vertical line is shifted left by one candle.
Thus, each histogram column now points directly to the candle, the range of which is related to the calculated delta, and not to the Open of the next candle, as it was in version 1.0.