Cluster analysis is now available in MetaTrader 5!
YuСlusters indicator builds a cluster graph based on tick data. For exchange instruments it is the volume and the last deal price, for Forex instruments it is the real or tick volume (depends on broker) and selectable type of the current price: Bid, Ask or (Bid+Ask)/2.There are 5 criteria of cluster generation:
- Time interval, the criterion is set in seconds.
- Price range, the criterion is set in points. The current cluster is closed when the deal price goes beyond the specified price range. In that case, the current deal is included in the current cluster, while the next one opens a new cluster. The range is calculated as the difference between the High and Low price in the cluster.
- The difference (delta) between buy and sell volumes. The current cluster is closed when the delta with the next deal exceeds the specified volume. The next deal opens the next cluster.
- Total deal volume. The current cluster is closed when the total volume of purchases and sales in the cluster exceeds the specified volume after one of the deals.
- Number of ticks. The cluster is formed by the specified number of ticks.
- Expanded tick history: applied data types are now displayed in the info window.
- Fixed setting a random color for horizontal levels.
- Fixed cumulative delta calculation.
- Fixed occasional un-synchronization of cluster and profile display.
- Added the tick volumes filter. It is possible to set a range of tick volumes, that will participate in the construction of clusters. A zero value of the parameter disables filtering on this parameter.
- Added new cluster type - Delta Percent;
- Added the ability to highlight the Volume Imbalance;
- Added the Cumulative Delta;
- Added the ability to save settings to a file.
- Added sum and volume delta of each cluster.
- Added the current price line.
- Increased maximum font size in the table.
- Changed the function of the button for aligning the table by price. Now, it enables/disables auto aligning the table by price.
- Fixed an error when forming a cluster profile.
- Added dark color scheme.
- Adjustable "depth" of clusters.
- Price scale can be changed.
- Adjustable appearance of clusters and a profile.
- Selected cluster "highlights" time of the cluster opening on the main chart using a vertical dashed line.
- Corresponding cluster is selected by double click on a "candle" of the main chart.
- Ticks and clusters are exported to a CSV file.
- Tick history is stored during 90 days.
- We have changed screenshots and added video in the description.
- Up to four price levels can be selected in the table. Use a single or a double click for selection.
- Faster GUI operation.
- For Forex instruments you can select actual current price.
- Fixed the synchronization of tick history.
- Added chart zoom: zoom in/out the chart.
- Added screenshot explaining new features.