Discussing the article: "Analyzing Price Time Gaps in MQL5 (Part I): Building a Basic Indicator"
Good day! There are warnings during compilation, I have attached a screenshot.
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THX for sharing your ideas / codes,
caused lock of mt5 terminal and data transfer; maybe my PC is so old for new type of applications
caused lock of mt5 terminal and data transfer; maybe my PC is so old for new type of applications
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Check out the new article: Analyzing Price Time Gaps in MQL5 (Part I): Building a Basic Indicator.
When a large institutional player decides to enter a position, it faces a fundamental liquidity problem. To achieve the required volume without significantly impacting the price, algorithmic execution is used, with large orders distributed over time. Hidden liquidity is also used through iceberg orders and dark pools, and the actions of multiple funds are often coordinated to synchronize entries.
The result of such activity is a situation where the price very quickly passes through a certain zone, completely "exhausting" all available liquidity. After that, the zone remains practically "empty" for a long time, since the institutional algorithms have already completed their task and switched to other price levels.
Author: Yevgeniy Koshtenko