Tool to save data tick tick - page 4

 
mladen:
Same case with metatrader 4 (build 646) downloaded from Pepperstone - it does not recognize DOM functions. Sorry guys

Pity - I was hoping that it will solve the problems

 
mladen:
Same case with metatrader 4 (build 646) downloaded from Pepperstone - it does not recognize DOM functions. Sorry guys

Thanks for making the mladen test.

So the only way we have right now is using MT5.

A big hug.

Ire reporting progress.

Hermo.

 

I don't think they will enable DOM in metatrader 4. Then they would really have to cancel metatrader 5

 
checkin:
I don't think they will enable DOM in metatrader 4. Then they would really have to cancel metatrader 5

We shall see, If they enable it, we can make all sorts of tools that will show us the volumes for the broker that those tools would be used on. It would be much better than the more or less useless tick volume we are having now

 
mladen:
We shall see, If they enable it, we can make all sorts of tools that will show us the volumes for the broker that those tools would be used on. It would be much better than the more or less useless tick volume we are having now

That would really be good

 
sebastianK:
That would really be good

Will monitor new builds for changes in this direction

 
mladen:
Will monitor new builds for changes in this direction

Now all we have to do is wait and see. Having broker volumes would change the trading completely

 
mladen:
Here is a version with cumulative per tick bid and ask volumes (tested it on Alpari metatrader 5) : _save_ticks_amp_bid_ask_volumes.mq5

Good morning everyone.

Mladen, thank you very much again for your indicator's latest version. I've been testing it and I have some questions about its operation.

As you commented, it records the cumulative Bid Volume and Ask Volume by tick, however I have added all the positions on Bid Volume and Ask Volume respectively and does not match the value stored in the csv. What is the difference? Perhaps are there more additional positions in both the Bid and the Ask the indicator includes but instead they do not appear in the DOM?

On the other hand, it always stores 0 value both the Bid Volume and Ask Volume for the first row, it's possible to fix it?

Finally, referring to Pepperstone's MT4, I read that the way they implement the DOM is through a plugin over MT4.

Thank you very much in advance.

Kind regards

Files:
 
Hermo:
Good morning everyone.

Mladen, thank you very much again for your indicator's latest version. I've been testing it and I have some questions about its operation.

As you commented, it records the cumulative Bid Volume and Ask Volume by tick, however I have added all the positions on Bid Volume and Ask Volume respectively and does not match the value stored in the csv. What is the difference? Perhaps are there more additional positions in both the Bid and the Ask the indicator includes but instead they do not appear in the DOM?

On the other hand, it always stores 0 value both the Bid Volume and Ask Volume for the first row, it's possible to fix it?

Finally, referring to Pepperstone's MT4, I read that the way they implement the DOM is through a plugin over MT4.

Thank you very much in advance.

Kind regards

Here is a version that will show you (as a comment) exactly what orders and volumes are returned by the MarketBookGet() in an array of current orders buy type and volume (the function that returns the DOM data for the current tick). Volumes are summed according to types returned by that function. If there is a difference, please ask the brokers why is it so, because the indicator is simply collecting the data sent to it by metatrader.

_save_ticks_with_details.mq5
 

Ok Mladen, that's just what I wanted to know. The difference was in the DOM window appeared only a maximum of 9 positions but really the total order book is higher as there are more positions.

Now I have exactly the information I wanted to thank you and your great indicator.

Many many thanks for all very sincerely. Your indicator has been very helpful as always, everything is perfect.

I hope you have a happy afternoon.

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