Discussing the article: "Price Action Analysis Toolkit Development (Part 38): Tick Buffer VWAP and Short-Window Imbalance Engine"
sir,
why is there no panel?
Hello, the panel should appear once you have compiled the code and attached it to the chart. Where exactly are you missing it? Alternatively, you may be attaching it to a currency pair with a closed market over the weekend.
Reduce the panel dashboard size and make it more professional by adding strength cloums then this flow indicator lines meter
Israr Hussain Shah #:
Reduce the panel dashboard size and make it more professional by adding strength cloums then this flow indicator lines meter
Thank you
Reduce the panel dashboard size and make it more professional by adding strength cloums then this flow indicator lines meter
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Check out the new article: Price Action Analysis Toolkit Development (Part 38): Tick Buffer VWAP and Short-Window Imbalance Engine.
In Part 38, we build a production-grade MT5 monitoring panel that converts raw ticks into actionable signals. The EA buffers tick data to compute tick-level VWAP, a short-window imbalance (flow) metric, and ATR-based position sizing. It then visualizes spread, ATR, and flow with low-flicker bars. The system calculates a suggested lot size and a 1R stop, and issues configurable alerts for tight spreads, strong flow, and edge conditions. Auto-trading is intentionally disabled; the focus remains on robust signal generation and a clean user experience.
The Slippage Tool was built to address this gap. While it doesn’t attempt to replicate a full order book or raw tape, it reconstructs the most actionable insights traders usually extract from market depth—using only tick data that every broker provides. It calculates a price-weighted VWAP (Volume Weighted Average Price) to highlight where activity is clustering, measures short-term order imbalances to capture directional pressure, and aggregates tick volumes to paint a clearer view of recent participation. These metrics are then paired with spread and ATR context to help traders recognize when conditions favor their directional bias.
Displayed directly on the chart with alerts and trade markers, the tool gives retail traders a practical proxy for order flow—making it possible to observe liquidity shifts, identify imbalances, and time entries more effectively, even without access to a professional market book.
The diagram below illustrates this in action. Notice the bearish move from point E to F. The decline is not a straight drop; the market swings, creating temporary highs and lows while sweeping liquidity. A trader entering a sell at point C may be right about direction, but with poor risk management or an oversized lot, the retracement toward D could stop them out. The Slippage Tool reframes this by suggesting a countermove: entering a buy at C and closing at D, turning a potential loss into a managed opportunity. In the same way, when the price rises from A, the tool highlights B as a favorable sell zone, helping traders trade with the swings rather than being shaken out by them.
Author: Christian Benjamin