Price speed indicator

Price speed indicator

15 May 2026, 14:55
Tomasz Wyrzykiewicz
0
1

Input parameters
For quite some time, I had been searching for an MT5 indicator capable of measuring price velocity with single-tick and millisecond-level precision. Surprisingly, I couldn’t find any existing solution offering this functionality — even within the MQL5 Market ecosystem.

As a result, I decided to develop my own indicator focused on real-time market microstructure analysis and high-precision price movement monitoring.

The indicator measures the speed of price changes based on incoming tick data, allowing traders to observe short-term momentum fluctuations and market acceleration in real time. It was designed primarily for scalping, high-frequency execution analysis, and advanced market behavior research where standard candle-based indicators often lack sufficient granularity.

Key focus areas include:

  • tick-by-tick price velocity analysis,
  • millisecond-level timing precision,
  • real-time monitoring of market acceleration/deceleration,
  • identification of impulsive price movements,
  • enhanced visibility of short-term liquidity and volatility changes.

Indicator

A free version is available here: https://www.mql5.com/en/market/product/176760

I would highly appreciate any downloads, testing, performance observations, or technical feedback. Suggestions for additional analytical features and optimization ideas are always welcome and will help further improve the project.