Discussion of article "MQL5 Cookbook: Implementing Your Own Depth of Market" - page 3

[Vasiliy Sokolov]

Due to the appearance of the Graphic.mqh graphic library, there is a technical possibility to significantly expand the functionality of the Price Stack. Taking into account the interest of readers to the article, we decided to publish a new article describing the scalper price stack.

The price stack has been significantly revised by now. The following changes have been made:

The graphical part of the indicator has been transferred to the CPanel graphical engine;

The appearance of the glass has been improved. Instead of a small triangle, there is a big square button that opens and closes the glass;

It is now possible to customise the position of the beaker by setting its display in the X and Y axis settings;

Fixed some bugs in MarketBook class leading to array out of range error;

Fixed incorrect work of the indicator with not completely filled glasses (missing Ask, missing Bid, empty glass, etc.);

Now the price glass automatically and correctly updates the number of Ask, Bid levels (earlier there was no update);

Fixed the error of division by zero, when changing the symbol;

Fixed the error of freezing at frequent opening/closing of the glass.

In addition, we are currently working on providing the price feed with a tick chart and additional tools for scalper analysis. The functionality being developed will exceed the capabilities of the system price feed in the future.

[Vladimir Pavlov]

Good afternoon Vasily,

Have you tried to take as a basis popular scalper drives Bondar or QScalp and create a new one in MQL for MT5

I think it will add to the popularity of MT5 among stock traders

[Vasiliy Sokolov]

logoped_vl:

Good afternoon Vasily,

Have you tried to take as a basis popular scalper drives Bondar or QScalp and create a new one in MQL for MT5

I think it will add to the popularity of MT5 among stock traders

I can say ahead of time that there will not be any analogue of Bondar or QScalp drives. Nor will there be an analogue to the MT5 standard drive. I have certain ideas about how information should be displayed on a tick chart. This view is partially outlined in the article Fundamentals of Exchange Pricing. The primary objective is to display the actual behaviour of price at the micro level, exactly as interpreted in the Fundamentals. The glass will represent the most basic functionality at the beginning, so do not expect the trading functionality that is available in other drives. This is a complex project that requires long development and reflection.

[Aleksey Vyazmikin]

Thank you for the interesting and useful article!

Vasiliy Sokolov:

Due to the appearance of the Graphic.mqh graphic library, there is a technical possibility to significantly expand the functionality of the price stack. Taking into account the interest of readers to the article, we decided to publish a new article describing the scalper price stack.

The price stack has been significantly revised by now. The following changes have been made:

The graphical part of the indicator has been transferred to the CPanel graphical engine;

The appearance of the glass has been improved. Instead of a small triangle, there is a big square button that opens and closes the glass;

It is now possible to customise the position of the beaker by setting its display in the X and Y axis settings;

Fixed some bugs in MarketBook class leading to array out of range error;

Fixed incorrect work of the indicator with not completely filled glasses (missing Ask, missing Bid, empty glass, etc.);

Now the price glass automatically and correctly updates the number of Ask, Bid levels (earlier there was no update);

Fixed the error of division by zero, when changing the symbol;

Fixed the error of freezing at frequent opening/closing of the glass.

In addition, we are currently working on providing the price feed with a tick chart and additional tools for scalper analysis. The functionality being developed will exceed the capabilities of the system price feed in the future.

All this is very good, but where to get a new class with fixes and new functions (it is not necessary)?

[Francis Fornari Passos]

The current files indicate

INDEX OF BEST PRICE = 15

INDEX OF BEST ASK PRICE = 16

NUMBER OF PRICE LEVELS FOR SELL = 16

NUMBER OF PRICE LEVELS FOR BUY = 16

How can I increase these numbers? I would like to add 20, 30, 50... etc.

Thank you.

[quargil34]

Pedro Miranda:

Hello,

Thanks so much for the contribution.

It is exactly what I was searching for.

Depth of Market can be a great indication for scalpers.

But the problem is I never really see depth of market volume information in my terminals.

How to get access to the volume information provided by the broker? 

Yep, what said Pedro is obvious.

No broker using metaQuotes platforms send volumes data.

So, I dunno why you are saying the opposite regarding the values provided by MqlBookInfo

[Arthur Albano]

Hi!

I was wondering how can I accomplish the following, looking at the following DOM:

Let's say I want to market buy 21 volume. I will pay the average price of 56842. But if I buy 22 volume, the average price will be (21 * 56842 + 1* 56843) / (21 + 1) = 56842.05. If I buy 30 volume, the average price will be (21 * 56842 + 1 * 56843 + 8 * 56844) / (21 + 1 + 8) = 56842.57. If I want to buy market buy 100 volume, average price will be 56845.56.

I was trying to figure out an algorithm for it, but I am completely clueless. I thought about about doing two recursive loops to fill an array and then calculating it's average, as also trying to calculate and weighted average.

Anyone?

[maswwa m]

How can I use the volume of the best selling price for the code

WHAT IS THE CODE??

[davidkmaia]

Hi guys, does anyone have the full zip? I'm a beginner here.

[Igor Marcio Nunes Da Silva]

Marcos Issler:
The .ZIP file has an error in the marketbook.mqh file, which you can download the correct one from this link. https://www. mql5.com/en/articles/1683

the class in this article doesn't compile