Smart Depth Of Market

4.33

The indicator displays the orders book, as well as increases its depth, remembering the location of orders that have gone beyond the current "window" view.


Indicator capability

  • Display the levels of open positions.
  • Simulation of placing/cancelling/editing pending orders directly in the displayed orders book.


Indicator features

The orders book display works only on those trading symbols for which it is broadcast by the broker.

To reset the information about the rows that were recorded in the Smart mode, switch the indicator to the Fixation mode and double-click on the orders book title.

For currency pairs, as a rule, the deals tape is not broadcast, so the input variable ProfileCalculation must be switched to the Interpretation state. In addition, it is desirable to use the input variable RowsUnite, which groups the rows by a specified number of points (for example, ten).


Input variables

A description of the input variables is attached on the "Comments" tab in post 55 of 26.11.2021.


Reviews 27
ANTONIO
34
ANTONIO 2025.12.08 00:47 
 

As author already mentioned first, the volume appears and is accumulated, and only then the price moves. It is all said.

Irusel
704
Irusel 2025.05.07 06:26 
 

РАБОТАЕТ ОТЛИЧНО

Thomas Bradley Butler
32213
Thomas Bradley Butler 2024.08.13 16:13 
 

Good for Futures

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The market is unfair if only because 10% of participants manage 90% of funds. An ordinary trader has slim changes to stand against these "vultures". This problem can be solved. You just need to be among these 10%, learn to predict their intentions and move with them. Volume is the only preemptive factor that faultlessly works on any timeframe and symbol. First, the volume appears and is accumulated, and only then the price moves. The price moves from one volume to another. Areas of volume accumu
Clusters Chart MT5
Evgeny Shevtsov
5 (6)
The indicator displays volume clusters or volume profiles to choose from. For trading symbols which contain the tape of deals, the indicator can perform calculations based on the tape of deals. Input variables StepPoint  - cluster step in points, if the value is zero, the step is assigned automatically. HistoryTicks  - size of tick history (for VolumeType in the mode TimeAndSales). AssociatedTimeframe  - binding the indicator to the specified timeframe of the chart, if the value is equal to Cu
The indicator colors the candles relative to their volume delta. The calculation of the candles delta is based on the tick history or on the deals tape history (see below for a description of the input variable "Volumes"). Coloring is performed by two parameters : by delta sign, as candle color, by delta value, as candle color contrast against chart window background color. In addition to coloring the candles, the indicator also displays the delta profile on the interval specified by the user
Cumulative Delta MT4
Evgeny Shevtsov
4.86 (29)
The indicator analyzes the volume scale and splits it into two components - seller volumes and buyer volumes, and also calculates the delta and cumulative delta. The indicator does not flicker or redraw, its calculation and plotting are performed fairly quickly, while using the data from the smaller (relative to the current) periods. The indicator operation modes can be switched using the Mode input variable: Buy - display only the buyer volumes. Sell - display only the seller volumes. BuySell -
FREE
BoxProfile MT5
Evgeny Shevtsov
4.6 (10)
The indicator displays volume profiles based on the nesting principle. Profiles periods are pre-set so that each subsequent profile has a length twice as long as the length of the previous profile. In addition to profiles, the indicator displays volume clusters sorted by color, depending on the volume they contain. Indicator operation features The indicator works on typical timeframes from M5 to MN, but for calculations uses historical data from smaller timeframes: M1 - for timeframes from M5
FREE
AnyProfile MT5
Evgeny Shevtsov
5 (17)
The indicator displays market profiles of any duration in any place on the chart. Simply create a rectangle on the chart and this rectangle will be automatically filled by the profile. Change the size of the rectangle or move it - the profile will automatically follow the changes. Operation features The indicator is controlled directly from the chart window using the panel of buttons and fields for entering parameters. In the lower right corner of the chart window there is a pop-up "AP" button
BoxInside MT5
Evgeny Shevtsov
5 (4)
This indicator calculates the volume profile and places labels that correspond to the VAH, VAL and POC levels, for each candle individually. Indicator operation features The indicator works on the timeframes from M3 to MN, but it uses the history data of smaller periods: M1 - for periods from M3 to H1, M5 - for periods from H2 to H12, M30 - for the D1 period, H4 - for the W1 period, D1 - for the MN period. The color and location of the VAL, VAH and POC labels on the current candle are considere
FREE
BoxProfile MT4
Evgeny Shevtsov
4.92 (12)
The indicator displays volume profiles based on the nesting principle. Profiles periods are pre-set so that each subsequent profile has a length twice as long as the length of the previous profile. In addition to profiles, the indicator displays volume clusters sorted by color, depending on the volume they contain. Indicator operation features The indicator works on typical timeframes from M5 to MN, but for calculations uses historical data from smaller timeframes: M1 - for timeframes from M5
FREE
The balance of supply and demand is a simple and effective market analysis method. The supply and demand diagram can show you in advance, even before the trend reversal, where the supply ends and the demand is already emerging, where the demand ends and the supply is emerging, while substantially increasing the probability of making a deal in the right direction and with a high profit factor. Indicator signals The indicator uses the price/volume values to generate signals: ED – excess demand. E
FORTS Trading Data
Evgeny Shevtsov
5 (2)
The indicator has been designed for use on FORTS, but it can also work on other markets, at brokers broadcasting the required data. A peculiarity of these data is that they cannot be requested from the broker's server as a section of history, but can only be obtained for the current moment. The indicator periodically requests the broker, collects to a file and displays the following history from the stored file: The weighted average price. The volume of buy pending orders. The volume of sell pen
FREE
BoxInside MT4
Evgeny Shevtsov
4.83 (6)
This indicator calculates the volume profile and places labels that correspond to the VAH, VAL and POC levels, for each candle individually. Indicator operation features The indicator works on the timeframes from M5 to MN, but it uses the history data of smaller periods: M1 - for periods from M5 to H1, M5 - for the H4 period, M30 - for the D1 period, H4 - for the W1 period, D1 - for the MN period. The color and location of the VAL, VAH and POC labels on the current candle are considered to be c
FREE
Market Marker MT5
Evgeny Shevtsov
3.8 (5)
The indicator displays peak levels of activity formed by the maximum volume, tracks the correlation of the candles on all timeframes (from the highest to the lowest one). Each volume level is a kind of key trading activity. The most important cluster is inside a month, week, day, hour, etc. Indicator operation features A volume level receives Demand status if the nearest volume level located to the left and above has been broken upwards. A volume level receives Supply status if the nearest volu
Market Marker MT4
Evgeny Shevtsov
5 (8)
The indicator displays peak levels of activity formed by the maximum volume, tracks the correlation of the candles on all timeframes (from the highest to the lowest one). Each volume level is a kind of key trading activity. The most important cluster is inside a month, week, day, hour, etc. Indicator operation features A volume level receives Demand status if the nearest volume level located to the left and above has been broken upwards. A volume level receives Supply status if the nearest volu
The balance of supply and demand is a simple and effective market analysis method. The supply and demand diagram can show you in advance, even before the trend reversal, where the supply ends and the demand is already emerging, where the demand ends and the supply is emerging, while substantially increasing the probability of making a deal in the right direction and with a high profit factor. Indicator Signals The indicator uses the price/volume values to generate signals: ED – excess demand. E
The utility refers to probabilistic analysis tools, in particular the Monte Carlo method. The Monte Carlo method is defined as the simulation of processes in purpose to evaluate their probabilistic characteristics and apply them to the solvable task. Operation features The simulation uses a tick model with the subsequent transformation to the candles form, as a model as close as possible to the real market process. The utility generates a stream of a random tick sequence until a result with the
BoxChart MT4
Evgeny Shevtsov
4.4 (5)
The market is unfair if only because 10% of participants manage 90% of funds. An ordinary trader has slim changes to stand against these "vultures". This problem can be solved. You just need to be among these 10%, learn to predict their intentions and move with them. Volume is the only preemptive factor that faultlessly works on any timeframe and symbol. First, the volume appears and is accumulated, and only then the price moves. The price moves from one volume to another. Areas of volume accumu
Time And Sales Delta
Evgeny Shevtsov
5 (2)
The indicator displays the delta and the cumulative delta based on the "Time & Sales" deals list data. In addition to the standard timeframes, the indicator displays data regarding the seconds timeframes (S5, S10, S15, S20, S30) to choose from. Using the rectangle, user can select an arbitrary area in the indicator subwindow to view the ratio of the volumes of deals of buyers and sellers within this area. Indicator features: The indicator works correctly only on those trading symbols for which
AnyProfile MT4
Evgeny Shevtsov
5 (25)
The indicator displays market profiles of any duration in any place on the chart. Simply create a rectangle on the chart and this rectangle will be automatically filled by the profile. Change the size of the rectangle or move it - the profile will automatically follow the changes. Operation features The indicator is controlled directly from the chart window using the panel of buttons and fields for entering parameters. In the lower right corner of the chart window there is a pop-up "AP" button
The indicator calculates volume profiles dynamically and displays the result as VAL, VAH and POC curves. Indicator features The indicator uses the historical data of the lower (relative to the current) timeframes for calculations: M1 - for timeframes up to H1, M5 - for timeframe H1, M15 - for timeframe H4, H1 - for timeframe D1, H4 - for timeframe W1, D1 - for timeframe MN. The color of the DPOC curve sections is determined by comparing the volume of the POC levels of all profiles that make up
Neural Predictor MT4
Evgeny Shevtsov
2 (1)
The indicator refers to the means of probabilistic analysis. Prediction is performed by the Monte Carlo method together with a mathematical model of a neuron. But, the modeling of samples for this method is made not artificially, but comes from the original "nature", that is, from history. The number of samples and the detail of their modeling is achieved using the lower (relative current) timeframe. Indicator algorithm : In general terms, the algorithm boils down to the fact that the indica
The utility refers to probabilistic analysis tools, in particular the Monte Carlo method. The Monte Carlo method is defined as the simulation of processes in purpose to evaluate their probabilistic characteristics and apply them to the solvable task. Operation features The simulation uses a tick model with the subsequent transformation to the candles form, as a model as close as possible to the real market process. The utility generates a stream of a random tick sequence until a result with th
The utility displays the order book, as well as increases its depth, remembering the location of applications that have gone beyond the current "window" view. With the utility user can perform quick trading actions in one click - placing/cancelling/editing of explicit and hidden orders, and also opening/editing positions. Utility features The orders book display works only on those trading symbols for which it is broadcast by the broker. To reset the information about the rows that were recorde
Dynamic POC MT5
Evgeny Shevtsov
5 (1)
The indicator calculates volume profiles dynamically and displays the result as VAL, VAH and POC curves. Indicator features The indicator uses the historical data of the lower (relative to the current) timeframes for calculations: M1 - for timeframes up to H1, M5 - for timeframe H1, M15 - for timeframe H4, H1 - for timeframe D1, H4 - for timeframe W1, D1 - for timeframe MN. The color of the DPOC curve sections is determined by comparing the volume of the POC levels of all profiles that make up
The indicator refers to the means of probabilistic analysis. Prediction is performed by the Monte Carlo method together with a mathematical model of a neuron. But, the modeling of samples for this method is made not artificially, but comes from the original "nature", that is, from history. The number of samples and the detail of their modeling is achieved using the lower (relative current) timeframe. Indicator algorithm : In general terms, the algorithm boils down to the fact that the indica
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ANTONIO
34
ANTONIO 2025.12.08 00:47 
 

As author already mentioned first, the volume appears and is accumulated, and only then the price moves. It is all said.

surovar
14
surovar 2025.11.26 10:58 
 

User didn't leave any comment to the rating

Irusel
704
Irusel 2025.05.07 06:26 
 

РАБОТАЕТ ОТЛИЧНО

Thomas Bradley Butler
32213
Thomas Bradley Butler 2024.08.13 16:13 
 

Good for Futures

Kreangkrai Wathong
110
Kreangkrai Wathong 2023.09.02 16:44 
 

good tool

PINHEIRO23
14
PINHEIRO23 2023.06.16 17:14 
 

Opa ta funcionando aqui, gostei, porem só tem um problema, ele deixa a plataforma com delei muito grande nas visualização das velas isso atrapalha nas entradas e nas realizações parciais. por isso precisa melhorar urgente mais as informações são boas.

verenafreire
175
verenafreire 2023.05.11 06:02 
 

User didn't leave any comment to the rating

Evgeny Shevtsov
86153
Reply from developer Evgeny Shevtsov 2023.05.11 07:49
Hello.
Perhaps the trading symbol you are using does not have a book of pending orders (the book of pending orders is empty).
For example, this happens on currency pairs.
In addition, the book of pending orders is always empty on non-trading days (and non-trading hours) even on those trading symbols that have it.
In such cases, you will see only the volume profile and nothing else.
The "Reviews" tab is not intended for conducting dialogues, and if you want to ask a question, it's better to do it on the "Comments" tab.
demilson1
16
demilson1 2023.04.23 01:33 
 

GOSTARIA QUE TIVESSE PARA MT4 FOREX

Evgeny Shevtsov
86153
Reply from developer Evgeny Shevtsov 2023.04.23 10:46
Não é possível criar um produto para o MT4.
Porque na MT4 não existe um livro de ordens pendentes ("DOM").
Em geral, a janela "DOM" na MT4 existe, mas não é funcional (vazia).
mitro
39
mitro 2023.04.08 18:38 
 

If work some day.. no more..

ragnarlord
54
ragnarlord 2022.08.24 14:54 
 

PARECI BOM MAS NAO FUCINA AKI COM MIGO

traderspeed
428
traderspeed 2022.03.29 14:09 
 

Excelente trabalho, e muito obrigado por disponibilizar gratuitamente

Reynaldo surf
73
Reynaldo surf 2022.03.19 00:44 
 

muito bom, muito obrigado

josuemercadomt5
14
josuemercadomt5 2022.01.23 10:30 
 

No meu fica lento eu desinstalei

Matheus Joia
16
Matheus Joia 2022.01.11 12:09 
 

Excelente. Obrigado.

Evgeny Shevtsov
86153
Reply from developer Evgeny Shevtsov 2022.01.11 15:37
Obrigado.
Para ver a imagem como a captura de Tela número sete, você precisa configurar a variável de entrada Fixation=false.
Elvis01
14
Elvis01 2021.09.05 17:55 
 

No metatrader ele atende perfeitamente

Максим 007
21
Максим 007 2021.09.02 12:09 
 

prft что означает?

Matheus Mirim
43
Matheus Mirim 2021.08.13 13:45 
 

User didn't leave any comment to the rating

sHerj45
74
sHerj45 2021.05.19 18:13 
 

Good to use

Delandelon Saraiva Pereira
18
Delandelon Saraiva Pereira 2021.03.25 01:16 
 

fino

el185
110
el185 2020.12.11 13:54 
 

Самое полезное и нужное из всего маркета что есть. Полноценный стакан из сторонних платформ, типа атаса или волфикса

12
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