VolumeDeltaWaves
49 USD
Demo downloaded:
293
Published:
1 September 2020
Current version:
1.13
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Version 1.13
2021.02.20
New parameter UsePriceChangeInDelta is added. It enables a special mode of volume delta calculation, when the price distance between consecutive ticks is taken into account for the volume estimation. It should be applied only for non-exchange instruments, where upward and downward price changes are translated by your broker with a bias (a skew to one side). For example, some cryptocurrencies or indices may have this issue. This is a specificity of the tick flow from some brokers or liquidity providers.
Version 1.12
2021.02.04
New option of volume delta calculation based on changes of the original symbol chart building price (bid or last) is added.
New option of volume delta calculation based on tick flags (buy/sell), applicable for exchanges only.
New option of volume delta calculation based on tick flags (buy/sell), applicable for exchanges only.
Version 1.11
2020.10.18
New parameter DecimalPlaces is added to customize precision (decimal places after the point) of values in the marks and buffers. Default is 0.
Version 1.10
2020.09.25
- Embedded indicator AutomaticZigZag is updated to version 1.7;
- Parameter RetracementPercent can now be used for adjustement of Gann Swing waves - the integer number specified there is treated as a number of additional confirmation bars, required for change of wave direction; 0 means previous algorithm of Gann Swing, 1 means that 1 additional bar with higher high or lower low will trigger the change to upward or downward direction, correspondingly, 2 means 2 bars that conform to the same condition, etc.
- Parameter RetracementPercent can now be used for adjustement of Gann Swing waves - the integer number specified there is treated as a number of additional confirmation bars, required for change of wave direction; 0 means previous algorithm of Gann Swing, 1 means that 1 additional bar with higher high or lower low will trigger the change to upward or downward direction, correspondingly, 2 means 2 bars that conform to the same condition, etc.
Version 1.9
2020.09.23
Tick history is now checked more thoroughly to eliminate gaps (in some cases MT5 may not return ticks for existing bars).
Version 1.8
2020.09.18
Bugfixes:
- Incorrect running total calculation for absolute waves fixed for online mode;
- Possible situation with temporary unavailable history ticks on terminal startup is now handled better.
- Incorrect running total calculation for absolute waves fixed for online mode;
- Possible situation with temporary unavailable history ticks on terminal startup is now handled better.
Version 1.7
2020.09.15
New option to choose specific metric to show in the marks on chart is implemented with PrimaryContentInMarks parameter. Can be total volume in waves, average volume in waves, or efficiency (also known as speed index). All metrics are shown in a tooltip popped up if mouse cursor hovers over mark.
Version 1.6
2020.09.10
- Embedded zigzag indicator is updated.
- New parameter FoldedHistogram is added.
- New parameter FoldedHistogram is added.
Version 1.5
2020.09.07
Minor bugfixes.
Version 1.4
2020.09.07
Parameter RetracementPercent is in effect now for Close vs Close (Weis wave) mode.
Version 1.2
2020.09.06
New mode of wave calculation is added, based on retracement size, specified in percent or by auto-adaptive self-adjusting algorithm.
Version 1.1
2020.09.04
New parameters:
- CumulativeVolumeDivisor - an optional factor to scale down cumulative volume values if they become too large; 0 by default - show as is;
- ShowAverageVolumeInMarks - a flag to display average cumulative volume of waves instead of total; false by default;
Inconsistent cumulative volume marks, where resulting volume sign contradicts to wave direction (for example, negative sum on upward wave, or positive sum on downward wave), are now highlighted in contrasting color (magenta).
- CumulativeVolumeDivisor - an optional factor to scale down cumulative volume values if they become too large; 0 by default - show as is;
- ShowAverageVolumeInMarks - a flag to display average cumulative volume of waves instead of total; false by default;
Inconsistent cumulative volume marks, where resulting volume sign contradicts to wave direction (for example, negative sum on upward wave, or positive sum on downward wave), are now highlighted in contrasting color (magenta).
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