FORTS Open Interest

This is an open interest indicator for the Russian FORTS futures market. Now, you can receive data on the open interest in real time in МТ5 terminal. This allows you to develop brand new trading strategies or considerably improve the existing ones.

The data on the open interest is received from the database (text CSV or binary one at user's discretion). Thus, upon completion of a trading session and disabling the terminal (or PC), the data is saved and uploaded to the chart when the terminal is re-launched.

You can use FORTS All Saver or any other utility that saves data in the same format to receive the open interest database.

Open interest value is displayed as candles, where Open is the value at the beginning of the current timeframe's bar, High/Low - high/low value and Close - the value at the moment the bar is closed (and a new one is opened). The minimum allowable timeframe is М1 (one minute). Thus, you can see the changes of the open interest inside the bar and examine its dynamics in comparison with the neighboring bars.

Parameters

  • Use CSV-file: Yes - the history is taken from a CSV file; No - the history is taken from a binary file. Naturally, the file must be available in the terminal directory.

  • Use Common Directory: Yes - use common directory to store history database (for all terminals); No - each МТ5 terminal installed in the system saves data in its own directory: "MQL5/Files/OpenInterest".

  • File Name Prefix - prefix for forming the file name. The file name is formed from the prefix, symbol name and extension (CSV or BIN). For example: "OpenInterest-GAZR-6.14.CSV". If an empty line is set as a prefix, the default 'OpenInterest' prefix is used.

  • History Show Period - history period displayed on the chart. It can be set from one day (trading day) to one year and does not depend on the chart's timeframe. Of course, the history should be physically present in the user PC's appropriate directory.

  • Chart Color Schema - indicator's color scheme. It can be selected from the list - dark colors, light colors, white on black and black on white.

  • Show Values on Chart - show/hide the current Open/High/Low/Close values as digits in the indicator window.

Proposal for interested users:

If you have ideas for improvement of this or any of my other products, please write me. You will get a big discount for any of my products if the idea is realized.

Please write all your suggestions on the Comments tab of this page, so we can have a documentary proof of the ideas and see who the first author is.

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Dmitriy Skub
5 (1)
Introducing a compact and handy panel for watching the market and estimating multicurrency price movements. It shows main parameters for a user defined group of symbols in the form of a table. Its functionality is checked on Forex and FORTS. The following information is displayed: Financial instrument name . Last price value - can be turned off for off-exchange markets. Ask price value . Bid price value . Spread size in pips. Stop level in pips - can be turned off for off-exchange markets. Chang
The alternative representation of a price chart (a time series) on the screen. Strictly speaking, this is not an indicator but an alternative way of visual interpretation of prices along with conventional ones - bars, candlesticks and lines. Currently, I use only this representation of prices on charts in my analysis and trading activity. In this visual mode, we can clearly see the weighted average price value (time interval's "gravity center") and up/down dispersion range. A point stands for (O
This indicator is intended for visual multicurrency analysis. It allows synchronous scrolling and analysis of a few charts simultaneously and can also be used for pairs trading. The indicator works both on Forex and on Russian FORTS market. The product has a very important property - if there are skipped bars at the symbols, the synchronism of charts on the time axis is fully preserved. Each chart point is strictly synchronous with the others on the time axis at any time frame. This is especiall
The indicator is designed for visual multicurrency analysis. It allows synchronous scrolling and analysis of a few charts simultaneously. The product can also be used for pairs trading. The indicator works both on Forex and Russian FORTS market. The product has a very important property - if there are skipped bars at the symbols, the synchronism of charts on the time axis is fully preserved . Each chart point is strictly synchronous with the others on the time axis at any time frame. This is esp
The indicator draws lines that can serve as support/resistance levels. They work both on Forex and FORTS. The main and additional levels are displayed as lines, with the color and style defined by the user. Additional levels are only displayed for currency pairs without JPY. Please see the AUDUSD chart below. Yellow ovals indicate some characteristic points where price reaches one of the levels. The second screenshot shows a FORTS instrument chart with the characteristic points. Simply watch the
This indicator shows the ratio of the number of buyers'/sellers' orders for the Russian FORTS futures market. Now, you can receive this information in real time in your МetaТrader 5 terminal. This allows you to develop brand new trading strategies or improve the existing ones. The data on the ratio of the orders number is received from the database (text CSV or binary one at user's discretion). Thus, upon completion of a trading session and disabling the terminal (or PC), the data is saved and u
This indicator shows the ratio of the volume of buyers'/sellers' orders for the Russian FORTS futures market. Now, you can receive this information in real time in your МetaТrader 5 terminal. This allows you to develop brand new trading strategies or improve the existing ones. The data on the ratio of the volumes of orders is received from the database (text CSV or binary one at user's discretion). Thus, upon completion of a trading session and disabling the terminal (or PC), the data is saved a
Trade Panel with Loss Breaking for MT5 Multi-instrumental trading panel with the function of transferring the stop loss of positions to loss breaking. Has the following distinctive properties: All trading parameters and panel operation are set in the settings. The traded position volume (lot size) is quickly changed. The required margin and the percentage of the required margin of the current deposit for the specified lot size are displayed. Shows profit when take profit is triggered and losses
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