I was looking for a tick volume indicator that displays the difference between upticks and downticks for a given candle as a histogram.
In short it would be a tick volume delta histogram.
If the delta value for the bar is positive - it will show green
if the delta value for the bar is negative - it will show red
In short the user will be able to specify what colour +ve or -ve delta values will show.
If anyone can code such an indicator of one is freely available , please do let me me know. Thanks in advance
Индикатор "TickChart" (Тиковый график) - YouTube
Can someone share or code a very simple tick indicator. Once I upload the indicator,it should start counting and adding Ask and Bid ticks with their spread values separately. For example:
Ask ticks spread values: 1.233 ; 1.233 ; 1.233 ; 1.233 and etc.
 +  +  = 9
add the difference of the last two digits, only when current spread value is higher than the previous one, as in the example above. I just need the indicator to show the total number 9.
Same calculation for Bid ticks spread values: add the difference of the last two digits only when current spread value is higher than the previous one, as in the example above.
One more thing: Ask ticks spread values: 1.233 ; 1.233 ; 1.233 ; 1.233 and etc.
 +  +  = 9
 +  + = 2 ticks
I also need to see the total number for Ask ticks(2ticks), only for the ticks where the current spread value is higher than the previous one, as in the example above.Same calculation for Bid ticks total number.
Hi Mladen, there might be another way around that would spare the use of the average of bid, I tried to implement it in the code of your "tick_on_chart 2"
It would be to compare ticks to ticks and if the difference is>0 it goes to ticksUp buffer (histogram), if<0 to ticksDn buffer and if=0 it takes the same value than the previous one.
I had only 5minutes to test it before the market closes this friday, but it looks like it's working...
I'm just a beginner coder and I didn't put a ‘for loop’ (I don't really understand it) so it draws only the current bar.
Could you please make it work please, so we can compare it to the previous "tick_on_chart histo"
Could you also add an extern bool: ShowVolPerBar, if true, it would add separately all the ticksUp and all the ticksDn received during the time span of each bar of the chart, starting with the last one and populating the window as time goes...
I tried to do it myself but my only result was to freeze the terminal
Thanks in advance
How can anybody find a trend using ticks?
And if we can not afford HFT (neither machines nor connections nor code) how can we, without having an insight to level 2 data use tick data?
since the market reopened I could try different things to get the code working.
I think it works now:
It gives similar result than 'tick_on_chart histo' with the difference that there is no smoothing...
I'm still trying to get the option 'ShowTickVolPerBar' working' but it's a bit beyond my coding skills.
So if you have time Mladen or any coder, I would be very grateful if you could implement it (adding separately all ticksUp and all ticksDn coming during the time span of the current Bar) and represented the same way ( except each histogram bar would have at the same time Up value and Dn value)
Forum on trading, automated trading systems and testing trading strategies
How to Start with Metatrader 5
Sergey Golubev, 2017.02.15 06:04
TESTING TRADING STRATEGIES ON REAL TICKS
The article provides the results of testing a simple trading strategy in three modes: "1 minute OHLC" using only Open, High, Low and Close prices of minute bars; detailed modeling in "Every tick" mode, as well as the most accurate "Every tick based on real ticks" mode applying actual historical data.
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