Very well tunes indicator. Evgeny's designs are exceptional.
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Time And Sales Delta
The indicator displays the delta and the cumulative delta based on the "Time & Sales" deals list data.
In addition to the standard timeframes, the indicator displays data regarding the seconds timeframes (S5, S10, S15, S20, S30) to choose from.
Using the rectangle, user can select an arbitrary area in the indicator subwindow to view the ratio of the volumes of deals of buyers and sellers within this area.
Input variables:
- Ticks - size of history.
- Mode - indicator modes:
- Chart - price chart.
- Deals - volumes of buy and sell deals.
- Delta - difference between the volumes of buy and sell deals.
- CumDelta - cumulative difference between the volumes of buy and sell deals.
- ViewPoint - view point:
- Limit - in terms of limit orders.
- Market - in terms of market orders.
- Calculation - calculation mode:
- Events - in units of deals events (in ticks).
- Contracts - in units of volumes of deals (in contracts).
- Interpretation - interpretation by ticks (see section "Indicator features").
- Timeframe - reference timeframe:
- Current - as current.
- S5 - 5 seconds.
- S10 - 10 seconds.
- S15 - 15 seconds.
- S20 - 20 seconds.
- S30 - 30 seconds.
- CumulativeStartTime - starting date/time for cumulative delta.
- CumulativePeriod - period for cumulative display of Mode list modes.
- ExceedanceContracts - from the list of deals will be taken deals with the volume not lower than the specified value.
- Timing - recalculation frequency in seconds, if the value is zero it is assigned automatically.
- RectangleColor - rectangle color forced.
- RectangleFontColor - font color forced.
- RectanglePositiveColor - rectangle color and font color for positive delta.
- RectangleNegativeColor - rectangle color and font color for negative delta.
- RectangleNeutralColor - rectangle color and font color for neutral delta.
- RectanglePrefix - when you create the rectangle you must replace the word "Rectangle" with this prefix in its name.
- RectangleAutoPrice - automatic positioning of the rectangle at the top and bottom price.
- RectangleFontSize - font size.
Indicator features:
The indicator works correctly only on those trading symbols for which the list of deals "Time and Sales" is broadcast.
For trading symbols that have the tick history without the content of the list of deals, an interpretation algorithm is exist:
- Each positive Ask tick is interpreted as the unit of volume to buy.
- Each negative Bid tick is interpreted as the unit of volume to sell.
This algorithm works in the mode Calculation=Interpretation and is relevant mainly for currency pairs.




















































































The indicator is compiled in MT5 build 2860.
- DeltaUpOnly - the delta columns are directed only up, regardless of the delta sign.
- DeltaUpAndDown - the delta columns are directed up and down, depending of the delta sign.
The indicator is compiled in MT5 build 2715.
The color for levels grid is assigned using the input variable LevelsColor.
When the color value is set to None, the levels grid takes the grid color of the chart window.
In addition to the seconds timeframes, the calculated timeframe can be selected from the entire set of timeframes available in the terminal.
To the list of modes of the input variable Mode has been added new mode Chart, which displays a price chart in the form of candles.
Cumulative delta with no period is now displayed as candles, but cumulative delta with a preset period CumulativePeriod is displayed only as curve.
The selection rectangle should now be applied directly to the indicator subwindow, and its function is active only in the modes Mode=Chart or Mode=CumDelta.
Note: For second timeframes it is recommended to set the input variable RecalculationTiming to a value smaller than displayed timeframe.
Each positive Ask tick is interpreted as the unit of volume to buy.
Each negative Bid tick is interpreted as the unit of volume to sell.
This algorithm works in the mode Calculation=Interpretation and is relevant mainly for currency pairs.
Very well tunes indicator. Evgeny's designs are exceptional.