Is there a hole in OI and buyers/sellers or not? - Trading stocks, futures, options and other exchange instruments

Prival-2 2015.04.02 16:17 #131

Edic:

Not yet.

I am also interested in this question. I'm waiting for the broker to connect the quote stream for the stock section. Because it would be difficult to do without all the depth of the stock for full-fledged futures trading.

And access to the market data on absolutely all instruments of the Moscow Exchange should be made from a single terminal. If you want to view the futures - open a terminal with an Forts account, and if you want to view the foreign exchange section - open a terminal with foreign exchange (for now - so). /And then you have to think how to pull one chart from another terminal and attach it to the first one for joint analysis. This is no way to do it.

But, this year metaquotes are promised to connect all sections and the quotes of all sections will be accessible from any terminal of the broker, regardless of the account section.

When that happens I will be fully satisfied )

Is there a hole in OI and buyers/sellers or not ?

In Quickswitch if you turn it off, a hole is formed for that time + the depth of history is only the current day, unless you make special settings on the broker's server.

MT5 becomes available at [SERVICE DESK] Error in Errors, bugs, questions

[Deleted] 2015.04.02 16:26 #132

Prival-2:

is there a hole in OI and buyers/sellers or not ?

In Quickswitch if you turn it off, a hole is formed for that time + the depth of history is only current day, unless you make special settings on broker's server.

I don't use OI in trading yet. I'm not working with Quicksilver that long, and MT5 even less so. I think this data is collected by MT5 broker's server in real-time mode, but I don't know the details.

So we are waiting for an answer from more experienced MT5 users)

Export data to excell Machine learning in trading: Is it possible shifting

Mikhail Filimonov 2015.04.02 16:43 #133

Prival-2:

is there a hole in OI and buyers/sellers or not ?

In Quickk if you turn it off, a hole is formed for that time + the depth of history is only current day, unless you make special settings on the broker's server.

Good day !

And what do YOU understand by OI ?

If this:

Открытый интерес - это суммарное число открытых позиций в производных финансовых инструментах, измеренное в контрактах.
Если покупатель и продавец открывают сделку в условном производном инструменте на 1 контракт, то принято говорить,
что открытый интерес вырос на 2 контракта (1 контракт со стороны покупателя и 1 - продавца).

Then MT5 doesn't have it.

Vladimir Karputov 2015.04.02 16:52 #134

Mikalas:

In MT5 this is not the case.

What about SYMBOL_SESSION_BUY_ORDERS and SYMBOL_SESSION_SELL_ORDERS?

Mikhail Filimonov 2015.04.02 17:03 #135

barabashkakvn:
Как насчёт SYMBOL_SESSION_BUY_ORDERS и SYMBOL_SESSION_SELL_ORDERS?

Открытый интерес - это суммарное число открытых позиций в производных финансовых инструментах

Vladimir Karputov 2015.04.02 17:05 #136

Mikalas:

buy + sell = total number of open orders.

//+------------------------------------------------------------------+
//|                                                      Volumes.mq5 |
//|                        Copyright 2009, MetaQuotes Software Corp. |
//|                                              http://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "2009, MetaQuotes Software Corp."
#property link      "http://www.mql5.com"
//---- indicator settings
#property indicator_separate_window
#property indicator_buffers 2
#property indicator_plots   1
#property  indicator_type1   DRAW_COLOR_HISTOGRAM
#property  indicator_color1  Green,Red
#property  indicator_style1  0
#property  indicator_width1  1
#property indicator_minimum 0.0
//--- input data
input ENUM_APPLIED_VOLUME InpVolumeType=VOLUME_TICK; // Volumes
//---- indicator buffers
double                    ExtVolumesBuffer[];
double                    ExtColorsBuffer[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function                         |
//+------------------------------------------------------------------+
void OnInit()
  {
//---- buffers   
   SetIndexBuffer(0,ExtVolumesBuffer,INDICATOR_DATA);
   SetIndexBuffer(1,ExtColorsBuffer,INDICATOR_COLOR_INDEX);
//---- name for DataWindow and indicator subwindow label
   IndicatorSetString(INDICATOR_SHORTNAME,"Volumes");
//---- indicator digits
   IndicatorSetInteger(INDICATOR_DIGITS,0);
//----
  }
//+------------------------------------------------------------------+
//|  Volumes                                                         |
//+------------------------------------------------------------------+
int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   long buy_orders=SymbolInfoInteger(_Symbol,SYMBOL_SESSION_BUY_ORDERS);
   long sell_orders=SymbolInfoInteger(_Symbol,SYMBOL_SESSION_SELL_ORDERS);
   Comment("buy ",buy_orders,"; sell ",sell_orders);
//--- OnCalculate done. Return new prev_calculated.
   return(rates_total);
  }
//+------------------------------------------------------------------+

Mikhail Filimonov 2015.04.02 17:09 #137

barabashkakvn:

buy + sell = total number of open orders

Volodya!

Orders, for your information, are NOT open positions!!!!

You refer everyone to the handbook, now it's your turn to read it.

Vladimir Karputov 2015.04.02 17:11 #138

Mikalas:

Volodya!

Orders, for your information, are NOT OPEN POSITION!!!!

You refer everyone to the handbook, now it's your turn to read it.

Maybe you will attach the indicator to the chart after all :) ?

And, also - I do not know to whom you have addressed now. There is a function on the forum - quoting, and there is no need for familiarity.

Result of WindowBarsPerChart() for Add custom indicator to Why have subscriptions been

Vladimir Karputov 2015.04.02 17:16 #139

Changed the OnCalculate() code slightly for clarity

int OnCalculate(const int rates_total,
                const int prev_calculated,
                const datetime &time[],
                const double &open[],
                const double &high[],
                const double &low[],
                const double &close[],
                const long &tick_volume[],
                const long &volume[],
                const int &spread[])
  {
   long buy_orders=SymbolInfoInteger(_Symbol,SYMBOL_SESSION_BUY_ORDERS);
   long sell_orders=SymbolInfoInteger(_Symbol,SYMBOL_SESSION_SELL_ORDERS);
   long total=buy_orders+sell_orders;
   Comment("buy ",buy_orders,"; sell ",sell_orders,"; total ",total);
//--- OnCalculate done. Return new prev_calculated.
   return(rates_total);
  }

Mikhail Filimonov 2015.04.02 17:19 #140

barabashkakvn:

Changed the code of OnCalculate() for clarity

PositionsTotal

Returns amount of open positions.

intPositionsTotal();

Returned value

Value of int type.

Note

For each symbol, only one position can be opened at any given time, which is the result of one or more trades.

Positions should not be confused with pending orders, which are also displayed in the "Trade" tab of the "Toolbox" panel.

The total number of positions on the trading account cannot exceed the total number offinancial instruments.

FORTS Please help - page 14