Market Statistics (Volume Histogram, VWAP with SD bands) - page 28

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schmurex
10
schmurex  

Yes, that's its purpose, that's why I have included it in the original code.

I might have misunderstood you but I thought that your previous post was implying that it was not the correct way to do it because it leaves a vertical line on the chart when you remove the indicator.

If there is no other way around, then fine.

Thanks anyway

neo269
102
neo269  

Is it possible to put a specific date from which I want indicator to run?

Like fro VWAP, I want it for current trading day only.

In version 2 there was option to add dates but its missing in 6.0+ version. Am I missing something?

neo269
102
neo269  

Is it possible to get Market Statistics Indicator to show Vwap for each day separately like shown below? Thanks!

Files:
000576.png 70 kb
xenoson
4
xenoson  

The Market_Statistics_v3.mq4 indicator is great but has some minor bugs and a huge performance issue.

It allocates a huge array that covers the range up to the current bar, even if the EndDate is in the past. This array gets resized with every new bar. This is a waste of memory and CPU.

More importantly it uses Point function to set the histogram bins. This is wrong on index future cfds that tick in higher increments. The correct way to find the tick size is MarketInfo with MODE_TICKSIZE. If this indicator is used on such offline chart files the usage of 'Point' locks up the Metatrader because files are per default opened with 5 decimal places and terminal dies painting hundreds of thousands of rectangles. The only way to change an offline chart is to edit the digits parameter in the .chr file. For offline data with higher ticksize than digits I added an indicator parameter in this version to set this. So make sure to set ticksize to 0.25 for ES or NQ and 0.5 for DAX offline data.

I did not look into the other variants.

Tam
197
Tam  
xenoson:
The Market_Statistics_v3.mq4 indicator is great but has some minor bugs and a huge performance issue.

It allocates a huge array that covers the range up to the current bar, even if the EndDate is in the past. This array gets resized with every new bar. This is a waste of memory and CPU.

More importantly it uses Point function to set the histogram bins. This is wrong on index future cfds that tick in higher increments. The correct way to find the tick size is MarketInfo with MODE_TICKSIZE. If this indicator is used on such offline chart files the usage of 'Point' locks up the Metatrader because files are per default opened with 5 decimal places and terminal dies painting hundreds of thousands of rectangles. The only way to change an offline chart is to edit the digits parameter in the .chr file. For offline data with higher ticksize than digits I added an indicator parameter in this version to set this. So make sure to set ticksize to 0.25 for ES or NQ and 0.5 for DAX offline data.

I did not look into the other variants.

How do you find point from tick size?

xenoson
4
xenoson  
TamFX:
How do you find point from tick size?

Not sure I understand your question correctly, but I would say it is not necessary to derive Point, as it always returns a value. To my findings MarketInfo(NULL ,MODE_TICKSIZE) returns the same as Point on instruments that show no special 'Tick size' value in their specifications. The Value is 10^-Digits. Point even returns on offline charts but MarketInfo(NULL ,MODE_TICKSIZE) is undefined and returns 0 and is not settable in the .chr file.

Tam
197
Tam  
xenoson:
Not sure I understand your question correctly, but I would say it is not necessary to derive Point, as it always returns a value. To my findings MarketInfo(NULL ,MODE_TICKSIZE) returns the same as Point on instruments that show no special 'Tick size' value in their specifications. The Value is 10^-Digits. Point even returns on offline charts but MarketInfo(NULL ,MODE_TICKSIZE) is undefined and returns 0 and is not settable in the .chr file.

I see

Thanks

Carlos Carreño
9
Carlos Carreño  
Does anyone created the market statistics indicator in mql5? Thanks in advance!!
Sergey Golubev
Moderator
107275
Sergey Golubev  
Carlos Carreño:
Does anyone created the market statistics indicator in mql5? Thanks in advance!!

MarketProfile - indicator for MetaTrader 5

Trade Statistics Panel - indicator for MetaTrader 5
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