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Amihud Lambdas Estimator

Demo downloaded: 15

Published: 16 April 2019

Current version: 1.0

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Amihud Lambdas Estimator

Indicators
Roberto Spadim
Version: 1.0
Activations: 5

Amihud studies the positive relationship between absolute returns and illiquidity. In particular, he computes the daily price response associated with one dollar of trading volume, and argues its value is a proxy of price impact.

Despite its apparent simplicity, Hasbrouck [2009] found that daily Amihud’s lambda estimates exhibit a high rank correlation to intraday estimates of effective spread.

This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 288.

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This code can run slow when using big timeframes, it use copytick to get dollar volume, in a next version I will implement a temporary indicator to cumulative sum this values as a buffer

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The Market Structures Pro indicator finds and displays 5 (five) patterns of the Smart Money Concepts (SMC) system on the chart, namely: Break Of Structures (BoS) Change of character (CHoCH) Equal Highs & Lows Premium, Equilibrium and Discount zones with Fibo grid High-high, Low-low, High-low and Low-high extremes Patterns are displayed for two modes - Swing and Internal and are easily distinguished by color on the chart. Internal mode features higher contrast colors, finer lines, and sm

It is a utility that posts customized messages on Telegram based on account trading activity. Once the utility is on the chart, with each new position opened from the same chart symbol the utility is added, a customized message will be sent to the Telegram group defined in the input parameters. The utility will post to the Telegram group if a new position is opened and if it is the same symbol as the chart the utility is running on. If you are using an Expert Advisor for Buy and Sell and want to

Intraday Volume Profile analyze short-term information about price and volume, help you visualize the movement of price and volume. In short-term trading on Forex, usually use 5-, 15-, 30-, 60-minute and etc. intraday charts when trading on a market day. It is possible to use as an additional tool for intraday scalping . The volume profile provides an excellent visual image of supply / demand for each price for the selected timeframe. Representing the Point of Control ( POC ), which indicate

CandleVolume is an indicator that colors bars according to increasing or decreasing volume. You can use it to identify strategic regions of the chart and complete an analysis. White means low volume, yellow means medium volume and red means climax volume. It is a recommended indicator if you like to interpret market contexts and understand how market cycles work.

Binance is a world-renowned cryptocurrency exchange! In order to facilitate more accurate analysis of the encrypted digital currency market, the program can automatically import Binance's K-line data to MT5 for analysis. The main functions are: 1. Support the automatic creation of spot trading pairs in the currency security department, and you can also set the profit currency and base currency separately. For example, if ProfitCurrency is empty, it means all trading areas. Optional: USDT, BTC

The Beta index, also known as the Beta indicator, is one of the key reference indicators for hedging institutions. It allows you to measure the relative risk of individual assets, such as currencies and commodities, in comparison to market portfolios, cross-currency pairs, the U.S. dollar index, and stock indices. By understanding how your assets perform in relation to market benchmarks, you will have a clearer understanding of your investment risk. Key Features: Accurate Risk Assessment: The Be

An ICT fair value gap is a trading concept that identifies market imbalances based on a three-candle sequence. The middle candle has a large body while the adjacent candles have upper and lower wicks that do not overlap with the middle candle. This formation suggests that there is an imbalance where buying and selling powers are not equal. Settings Minimum size of FVG (pips) -> FVGs less than the indicated pips will be not be drawn Show touched FVGs Normal FVG color -> color of FVG that hasn't

FREE

Display your Local Time on your charts Now available for MT5 with new features! Display your local time instead of (or along with) MT5 server time. Display crosshair to highlight current candle time. Automatically adjusts based on chart zoom (zooming in or out). Displays on every timeframe (M1 - Month, including all MT5 timeframes), and auto-adjusts as chart timeframe is changed. Handles special ½ hour time zones , such as India. Renders fast (no lag) as you scroll charts.

This indicator allows you to enjoy the two most popular products for analyzing request volumes and market deals at a favorable price: Actual Depth of Market Chart Actual Tick Footprint Volume Chart This product combines the power of both indicators and is provided as a single file. The functionality of Actual COMBO Depth of Market AND Tick Volume Chart is fully identical to the original indicators. You will enjoy the power of these two products combined into the single super-indicator! Below is

A Heatmap with a Volume Profile is like a thermal imager or x-ray machine. It will help you to estimate the relative distribution of volume during the price movement and to understand the relationship between volume and price. Indicator Volume Profile "Volumos Maxima" is a powerful tool for analyzing this relationship. After simple experimentation with heatmap, you can find that each trading instrument has its own “ characteristic ” way of distributing volume. And this will help you to make a b

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

Cryptocurrency Live Tick Data Bid and Ask and Book Depth for EA Available Exchange : 1. Binance Spot (Supports Order Book Depth on active chart window) realtime Tick Data and Futures (Supports multiple Order Book Depth ) realtime Tick Data 2. Kucoin Spot and Futures, Supports Order Book depth on active chart window 3. Bybit Futures and Inverse Futures Tick Data Bid Ask Last Upcoming Exchange : OKX, MEXC and more.. Features : 1. Live Tick Data with Bid and Ask info 2. Best Bid ask and quantit

Market Profile helps the trader to identify the behavior if major market players and define zones of their interest. The key feature is the clear graphical display of the range of price action, in which 70% of the trades were performed. Understanding of the location of volume accumulation areas can help traders increase the probability of success. The tool can be used as an independent system as well as in combination with other indicators and trading systems. this indicator is designed to suit

The uniqueness of this indicator lies in the volume accounting algorithm: accumulation occurs directly for the selected period without reference to the beginning of the day. The last bars can be excluded from the calculation, then the current data will have less influence on the significant levels (volumes) formed earlier. For a more accurate calculation, data from the M1 graph is used by default. The step of distribution of price volumes is regulated. By default, the right border of the display

Was: $249 Now: $99 Market Profile defines a number of day types that can help the trader to determine market behaviour. A key feature is the Value Area, representing the range of price action where 70% of trading took place. Understanding the Value Area can give traders valuable insight into market direction and establish the higher odds trade. It is an excellent addition to any system you may be using. Inspired by Jim Dalton’s book “Mind Over Markets”, this indicator is designed to suit the

KT Volume Profile shows the volume accumulation data as a histogram on the y-axis providing an ability to find out the trading activity over specified time periods and price levels. Point of Control (POC) in a Volume Profile POC represents a price level that coincides with the highest traded volume within the whole volume profile histogram. POC is mostly used as a support/resistance or as an essential price level where market retest before going in a specific direction. Features Very easy

Discover the power of volume analysis with our volume profile indicator for Metatrader! / MT4 Version Basic Volume Profile is an indicator specifically designed for manual traders looking to optimize their trading. The Volume Profile Indicator is an essential tool for any serious trader looking to better understand market behavior. With our innovative solution you can clearly and concisely visualize how trading volume is distributed across prices. This allows you to identify key areas of

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This utility copies Market orders, Limit orders, and Stop orders with a focus on high speed and easy setup. The utility works by setting up a Master and one or more Slaves. The setup is quite simple: you just need to define which account is the Master and which account is the Slave, and then set up the same Copy Trade Id for both. For the Slave to recognize the Master's orders, the Copy Trade Id parameter must be the same. Do not use numbers or special characters when setting the Copy Trade I

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You can see Binance Spot data instantly in Metatrader 5 and it allows you to use all the features that Metatrader has provided to you. You can access the data of all symbols listed on Binance Futures. Don't forget to set the timezone. Binance it's 00:00 UTC. You need to fix it according to your own country You need to install the free Binance Spot Symbol List plugin. https://www.mql5.com/tr/market/product/83507 After loading, it automatically downloads the data of the cryptos in the market obser

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Save your time . Select area and the trend line will draw automatically . Draw a support and resistance line for the selected range with two mouse clicks . If you need to, you can also draw a line for support and resistance based on separate areas. The resistance trend line is drawn based on the first and last highs inside the selected area; The support trend line is drawn based on first and last lows inside the selected area;

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CCFpExt is an extended version of the classic cluster indicator - CCFp. Main Features Arbitrary groups of tickers or currencies are supported: can be Forex, CFDs, futures, spot, indices; Time alignment of bars for different symbols with proper handling of possibly missing bars, including cases when tickers have different trading schedule; Using up to 30 instruments for market calculation (only first 8 are displayed). Parameters Instruments - comma separated list of instruments with a common cu

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First of all Its worth emphasizing here that this Trading System is Non-Repainting , Non-Redrawing and Non-Lagging Indicator , Which makes it ideal from both manual and robot trading . The Smart Trend Trading System MT5 is a comprehensive trading solution tailored for new and experienced traders . It combines over 10 premium indicators and features more than 7 robust trading strategies , making it a versatile choice for diverse market conditions . Trend Following Strategy : Provides precise ent

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Gold Stuff mt5 is a trend indicator designed specifically for gold and can also be used on any financial instrument. The indicator does not redraw and does not lag. Recommended time frame H1. Contact me immediately after the purchase to get personal bonus! Settings and manual here SETTINGS Draw Arrow - on off. drawing arrows on the chart. Alerts - on off audible alerts. E-mail notification - on off. email notifications. Puch-notification - on off. Push notifications. Next, adjust the co

Visit our all-new Stein Investments Welcome Page to get the latest information, updates and trading strategies. FX Volume is the FIRST and ONLY volume indicator that provides a REAL insight into the market sentiment from a broker's point of view. It provides awesome insights into how institutional market participants, like brokers, are positioned in the Forex market, much faster than COT reports. Seeing this information directly on your chart is the real game-changer and breakthrough solut

Unlock the Power of Trends trading with Trend Screener Indicator: Your Ultimate Trend Trading Solution powered by fuzzy logic and Multi-currencies System ! Elevate your trend trading with Trend Screener, the revolutionary trend indicator powered by fuzzy logic. It is a powerful trend-following indicator that combines over 13 premium tools and features and 3 trading strategies , making it a versatile choice to make your Metatrader a Trend Analyzer. LIMITED TIME OFFER : Trend Screener Indi

Best Solution for any Newbie or Expert Trader! This indicator is a unique, high quality and affordable trading tool because we have incorporated a number of proprietary features and a new formula. With this update, you will be able to show double timeframe zones. You will not only be able to show a higher TF but to show both, the chart TF, PLUS the higher TF: SHOWING NESTED ZONES. All Supply Demand traders will love it. :) Important Information Revealed Maximize the potential of Advanced Suppl

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TPSpro TRENDPRO - is a trend indicator that automatically analyzes the market and provides information about the trend and each of its changes, as well as giving signals for entering trades without redrawing! The indicator uses each candle, analyzing them separately. referring to different impulses - up or down impulse. Exact entry points into transactions for currencies, crypto, metals, stocks, indices! - Version MT4 DETAILED DESCRIPTION / TRADING SETUPS

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Top indicator for MT5 providing accurate signals to enter a trade without repainting! It can be applied to any financial assets: forex, cryptocurrencies, metals, stocks, indices . Watch the video (6:22) with an example of processing only one signal that paid off the indicator! MT4 version is here It will provide pretty accurate trading signals and tell you when it's best to open a trade and close it. Most traders improve their trading results during the first trading week with the help of

Introducing the Quantum Heiken Ashi PRO charts with integrated alerts Designed to provide clear insights into market trends, the Heiken Ashi candles are renowned for their ability to filter out noise and eliminate false signals. Say goodbye to confusing price fluctuations and hello to a smoother, more reliable chart representation. What makes the Quantum Heiken Ashi PRO truly unique is its innovative formula, which transforms traditional candlestick data into easy-to-read colored bars. Red and g

Gartley Hunter Multi - An indicator for searching for harmonic patterns simultaneously on dozens of trading instruments and on all classic timeframes: (m1, m5, m15, m30, H1, H4, D1, Wk, Mn). Manual (Be sure to read before purchasing) | Version for MT4 Advantages 1. Patterns: Gartley, Butterfly, Shark, Crab. Bat, Alternate Bat, Deep Crab, Cypher 2. Simultaneous search for patterns on dozens of trading instruments and on all classic timeframes 3. Search for patterns of all possible sizes. Fr

Noize Absorption Index - is the manual trading system that measures the difference of pressure between bears forces and bulls forces. Green line - is a noize free index that showing curent situation. Zero value of index shows totally choppy/flat market.Values above zero level shows how powerfull bullish wave is and values below zero measures bearish forces.Up arrow appears on bearish market when it's ready to reverse, dn arrow appears on weak bullish market, as a result of reverse expectation.

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How many times have you bought a trading indicator with great back-tests, live account performance proof with fantastic numbers and stats all over the place but after using it, you end up blowing your account? You shouldn't trust a signal by itself, you need to know why it appeared in the first place, and that's what RelicusRoad Pro does best! NOW $147 (increasing to $499 after a few updates) - UNLIMITED ACCOUNTS (PCs or MACs) ** User Manual + Strategies + Training Videos + Private Group with

ICT, SMC, SMART MONEY CONCEPTS, SMART MONEY, Smart Money Concept, Support and Resistance, Trend Analysis, Price Action, Market Structure, Order Blocks, BOS/CHoCH, Breaker Blocks , Momentum Shift, Supply&Demand Zone/Order Blocks , Strong Imbalance, HH/LL/HL/LH, Fair Value Gap, FVG, Inversion FVG, IFVG, Premium & Discount Zones, Fibonacci Retracement, OTE, Buy Side Liquidity, Sell Side Liquidity, BSL/SSL Taken, Equal Highs & Lows, MTF Dashboard, Multiple Time Frame, BigBar, HTF OB

Best Solution for any Newbie or Expert Trader! This indicator is a unique, high quality and affordable trading tool because we have incorporated a number of proprietary features and a secret formula. With only ONE chart it gives Alerts for all 28 currency pairs. Imagine how your trading will improve because you are able to pinpoint the exact trigger point of a new trend or scalping opportunity! Built on new underlying algorithms it makes it even easier to identify and confirm potential trades.

Professional Scalping Tool on Deriv Attention! The indicator will be sold in limited quantities!!! The previous 5 copies were sold for $250 The next 5 copies will be sold for $350 The next price is $500 Description: This trading indicator is designed for professional traders focused on scalping. Designed with the market in mind, it provides highly accurate spike trading signals. It works on the M1 timeframe and supports the following symbols: Boom 300 Index, Boom 500 Index, Boom 1000 Index,

The trend detection indicator will compliment any strategy and can also be used as an independent tool. IMPORTANT! Contact me immediately after the purchase to get instructions and a bonus! Benefits Easy to use; does not overload the graphic wih unnecessary information. The ability to use as filter for any strategy. Contains bult -in dynamic levels of cupport and resistange, which can be used both, for profit taking, and for settings up stop-losses. The indicator does not change color after t

The Volume by Price Indicator for MetaTrader 5 features Volume Profile and Market Profile TPO (Time Price Opportunity). Get valuable insights out of currencies, equities and commodities data. Gain an edge trading financial markets. Volume and TPO histogram bar and line charts. Volume Footprint charts. TPO letter and block marker charts including split structures. Versatile segmentation and compositing methods. Static, dynamic and flexible ranges with relative and/or absolute visualizations. Lay

Was: $299 Now: $99 Supply Demand uses previous price action to identify potential imbalances between buyers and sellers. The key is to identify the better odds zones, not just the untouched ones. Blahtech Supply Demand indicator delivers functionality previously unavailable on any trading platform. This 4-in-1 indicator not only highlights the higher probability zones using a multi-criteria strength engine, but also combines it with multi-timeframe trend analysis, previously confirmed swings

BUY INDICATOR AND GET EA FOR FREE AS A BONUS + SOME OTHER GIFTS! ITALO VOLUME INDICATOR is the best volume indicator ever created, and why is that? The Indicator works on all time-frames and assets, indicator built after 7 years of experience on forex and many other markets. You know many volume indicators around the internet are not complete, does not help, and it's difficult to trade, but the Italo Volume Indicator is different , the Italo Volume Indicator shows the wave volume, when market

Introducing Quantum Breakout PRO , the groundbreaking MQL5 Indicator that's transforming the way you trade Breakout Zones! Developed by a team of experienced traders with trading experience of over 13 years, Quantum Breakout PRO is designed to propel your trading journey to new heights with its innovative and dynamic breakout zone strategy. Quantum Breakout Indicator will give you signal arrows on breakout zones with 5 profit target zones and stop loss suggestion based on the breako

Auto Order Block with break of structure based on ICT and Smart Money Concepts Futures Break of Structure ( BoS ) Order block ( OB ) Higher time frame Order block / Point of Interest ( POI ) shown on current chart Fair value Gap ( FVG ) / Imbalance , MTF ( Multi Time Frame ) Volume Imbalance , MTF vIMB Gap’s Equal High / Low’s , MTF EQH / EQL Liquidity Current Day High / Low HOD /

IX Power finally brings the unbeatable precision of FX Power to non-Forex symbols. It accurately determines the intensity of short, medium and long-term trends in your favourite indices, stocks, commodities, ETFs, and even cryptocurrencies. You can analyse everything your terminal has to offer. Try it out and experience how your timing improves significantly when trading. Read about our latest strategic development - Easy scalping with IX Power Visit our all-new Stein Investments

MT4 version | FAQ The Owl Smart Levels Indicator is a complete trading system within the one indicator that includes such popular market analysis tools as Bill Williams' advanced fractals , Valable ZigZag which builds the correct wave structure of the market, and Fibonacci levels which mark the exact levels of entry into the market and places to take profits. Detailed description of the strategy Instructions for working with the indicator Advisor-assistant in trading Owl Helper Private User

Good day! I present to you a trading technical indicator for Deriv broker synthetic indices. This indicator ONLY works with the following indices: Boom 300 Index Boom 500 Index Boom 1000 Index Crash 300 Index Crash 500 Index Crash 1000 Index The indicator was created to give signals to open medium-term trades in the direction of Spikes. But you can open trades in the opposite direction to Spikes, at your own risk. Trade only on M1. Other TFs do not guarantee the correct operation of the indic

This indicator get all events/countries/values from metatrader terminal calendar and print veritical lines at chart, you can configure anything with inputs (string to filter names/url/code/countries/currencies), select period to filter, nws interval before and after current time (every information about time is seconds based), you can filter importance, type, sector, unit, multiplier, impact, timemode, frequency, forecast/previous % increase/decrease interval, actual/previous % increase/decrease

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Export Deals to CSV - Excell File location: HistoryDeals/<SERVER>/<LOGIN>.<DATETIME>.csv Works as an Script, reading all DEALS in history and exporting it as a plain text CSV file There's no option to change. There's no WebRequest. There's no DLL use. I need to write 300 characters to allow this product being exposed at MQL5 market place. It's simple to use, plug it in graph and wait completion.

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This Indicator creates a heatmap based on depth of market of the current symbol or another symbol. Other symbol is useful when you trade futures market and a contract has 'mini' and 'full' split. For example, in Brazil (B3 - BMF&Bovespa), WDO and DOL are future Forex contract of BRL/USD (where 1 DOL = 5 WDO) and big banks work mostly with DOL (where liquidity is important). Please use with M1 timeframe , objects are too small to be displayed at higher timeframes (MT5 limit). The number of level

This indicator sends a message (notification), an email, and plays a custom sound when a Limit (Buy/Sell) or Limit Stop (Buy/Sell) or Take Profit, Stop Loss, Stop Out is executed. A user can change the sound file name, and select if they receive notifications/emails. It runs as an indicator, and only one indicator is locked (used) by a user account/login. Parameters soundFile - sound file Save your file at the terminal folder, for example: " C:\Program Files\MetaTrader 5\Sounds\Order Execute

Teclado trader, é uma BIBLIOTECA que você pode chamar no OnChartEvent para abrir posição de compra/venda/zerar, os botões padrões são: V = venda C = compra Z = zerar posições a mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possível mostrar os estados do ExpertAdvisor usando o MagicId, com informação de: lucro mensal, semanal, diario, e posição aberta, para isto use o OnTick, ou qualquer outro evento (OnTimer / OnTrade / OnBookEv

From https://en.wikipedia.org/wiki/Fractional_calculus: Fractional calculus is a branch of mathematical analysis that studies the several different possibilities of defining real number powers or complex number powers of the differentiation operator D This indicator execute fracional differentiation on data, you can select the differentiation D value and execute some tweaks like execute Log(value) before difefrentiation or execute a window normalization on last [diffNormalizeWindo

It's a simple indicator that execute GARCH(1,1) function, it can be used with basis stocks and options, when garch is bellow implied volatility probably implied volatility tend to goes down, and when garch is higher than implied volatility probably implied volatility goes up. Can be used with options trading when buying / selling volatility, for example, buy ATM put and call when garch is higher than implied volatility and sell when it's lower.

This indicator works in Brazil market, it should be used on options symbols. the indicator create 8 buffers, Delta, Gamma, Vega, Rho, Theta, Time(working days), Implied Volatility, R (interest rate), and can be used to view greeks over time. It shouldn't be used to trade, since it's cpu intensive, it's just a historic viewer, you can see what happened with greeks and teach friends :)

This indicator implements the High Low Volatility Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a robust estimator using High/Low values from past bars (configurable). It's robusto to Gaps (open/close of days to stock markets) since it's using high/low ration and not the close price. It's interesting when you need to avoid trading at a specific level of volatility

This indicator implements the Rool Model Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 283. It's a spread estimator using trade by trade (copytick) values from last trades (configurable). It works with low liquidity markets as a robust estimator considering the covariance between price diferences. It's interesting when you need to track spread changes

This indicator implements the Corwin and Schultz Estimator based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado, page 284. It's a spread estimator using high/low and a rolling window (configurable). It works with low liquidity markets as a robust estimator. It's interesting when you need to track spread changes, more information can be found at Marcos book.

In Kyle’s model, the variable captures price impact. Illiquidity increases with uncertainty about v and decreases with the amount of noise Kyle argues that the market maker must find an equilibrium between profit maximization and market efficiency. This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 288.

Hasbrouck follows up on Kyle’s and Amihud’s ideas, and applies them to estimating the price impact coefficient based on trade-and-quote (TAQ) data. Consistent with most of the literature, Hasbrouck recommends 5-minute time-bars for sampling ticks. This indicator is based on Advances in Financial Machine Learning 2018 - Marcos Lopez de Prado book, Page 289. --- This code can run slow when using big timeframes, it use copytick to get dollar volume, in a next version I will implement a temporary i

Easley et al. [2011] proposed a high-frequency estimate of PIN, which they named volume-synchronized probability of informed trading (VPIN). This procedure adopts a volume clock, which synchronizes the data sampling with market activity. For additional details and case studies of VPIN, see Easley et al. [2013]. A number of studies have found that VPIN indeed has predictive power: Abad and Yague [2012], Bethel et al. [2012], Cheung et al. [2015], Kim et al. [2014], Song et al. [2014], Van Ness et

Easley et al. study the frequency of trades per trade size, and find that trades with round sizes are abnormally frequent. For example, the frequency rates quickly decay as a function of trade size, with the exception of round trade sizes {5, 10, 20, 25, 50, 100, 200,…}. These authors attribute this phenomenon to socalled “mouse” or “GUI” traders, that is, human traders who send orders by clicking buttons on a GUI (Graphical User Interface). In the case of the E-mini S&P 500, for example, si

A useful feature may be to determine the normal frequency of round-sized trades, and monitor deviations from that expected value. The ML algorithm could, for example, determine if a larger-than-usual proportion of round-sized trades is associated with trends, as human traders tend to bet with a fundamental view, belief, or conviction. Conversely, a lower-than-usual proportion of round-sized trades may increase the likelihood that prices will move sideways, as silicon traders do not typically hol

This script use DIDI+BB indicators and display alerts, send mail, send notifications, and play sounds. Scanner can monitor market watch using ***MARKET*** as symbol name, with all timeframes Inputs: media_lenta=3 media_base=8 media_longa=20 bb_periodo=20 bb_shift=0 bb_deviation=1.96 symbols - Symbol list, separated by ; when using ***MARKET*** symbols from marketwatch will be included wait_interval_between_signals - Seconds between signals, default =60, but high frequency signals should red

This indicator represent option and basis values as a tax, using this formula: Tax = ( ( strike / ( basis - option ) ) - 1 ) * 100 It's not time based (don't use time to expire information) You can set a fixed strike value, and a fixed basis symbol if needed. Some exchanges/brokers don't provide this information at marketdata and that's the only method to use this information when not provided.

This Service, export the account Orders/History Orders/Deals/Position on each new change. It save at a common folder with path = <DATE>\\<Server Name>.<Login>.<DATE>.<filetype>.csv Each file type have an header You can use it to receive OMS changes and source SQL Servers outside metatrader with bash scripts or others tools, each time the file change you can read it and get new updates, it works using SharedRead option when opening/flock the file.

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