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OrderBook Recorder

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask.

MetaTrader 5 provides the means for receiving market book from your broker in real time. The expert OrderBook Recorder records market book changes and stores them in local files for further usage in indicators and expert adviser, including testing in the tester.

The expert stores market book of the work symbol of the chart, where it's attached.

The files are created in the folder MQL5/Files/Books, where "Books" - is an adjustable name, given through a special input parameter (see below). Inside the folder another folder is created for every specific work symbol, which contains every day records in dedicated file YYYYMMDD.hob, where YYYY, MM, DD - year, month, day correspondingly. The extension "hob" stands for History of Order Book. For example, the ticker GAZP will produce the files MQL5/Files/Books/GAZP/*.hob.

The data from the files should be read by the library OrderBook History Library. In particular, this library is used for reading market books in the indicator OrderBook Cumulative Indicator and demo expert adviser OrderBook History Playback. The library is intended to embedding into your MQL programs (source codes of the programs are required).

The expert adviser shows a comment like that:

YYYY.MM.DD HH:SS N [X]

YYYY.MM.DD HH:SS - date and time of the latest processed event;

N - total number of events written by the expert into current file since its start;

X - the size of the market book in the latest event;


Parameters

  • FileFolder - a string with the root folder name, where to place all files with market books for all symbols (in a separate subfolder for every symbol), by default - "Books";

Attention! Current server time is stored in the files "as is", preserving offset to GMT. Reading file archives for the same account or other accounts on the same server requires no further processing. However, if the archive is transferred to a terminal, connected to a server with different time zone (offset to GMT), one should properly adjust the parameter OrderBook_TimeZoneCorrection in the library OrderBook History Library. Please note, that the tester does always emulate a server with the timezone GMT+0, regardless of actual timezone of the quotes!

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The product will copy all  Discord  signal   to MT5   ( which you are member  ) , also it can work as remote copier.  Easy to set up. Work with almost signal formats, support to translate other language to English Work with multi channel, multi MT5. Work with Image signal. Copy order instant, auto detect symbol. Work as remote copier: with signal have ticket number, it will copy exactly via ticket number. How to setup and guide: Let read all details about setup and download Discord To MetaTrade
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T Manager Plus, the ultimate trade management solution designed by traders for traders. If you are searching for a simple and efficient trade panel, trade manager, or trade assistant, you are at the right place. T Manager Plus includes advanced charting utilities with a single goal to help traders analyze, plan, execute, and manage their trades on a single platform. The market contains a diverse number of those tools, but   this one is designed by traders for traders . I designed this tool, an
Auto Trade Copier for MT5
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Auto Trade Copier está diseñado para copiar los oficios entre múltiples cuentas MT5 / terminales con una precisión absoluta. Con esta herramienta, puede actuar como proveedor (fuente ) o receptor (destino ) . Cada acciones comerciales podrán ser clonados del proveedor al receptor sin demora. Las siguientes son las funciones destacadas :     Cambie entre proveedores o función del receptor en una sola herramienta.     Un proveedor puede copiar los oficios a las cuentas de múltiples receptor
Adam FTMO MT5
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5 (1)
ADAM EA Special Version for FTMO Please use ShowInfo= false for backtesting ! Our 1st EA created using ChatGPT technology Trade only GOOD and checked PROP FIRMS  Default parameters for Challenge $100,000 Tested on EURUSD and GBPUSD only  Use 15MIN Time Frame Close all deals and Auto-trading  before Weekend at 12:00 GMT+3  Friday For Prop Firms MUST use special Protector  https://www.mql5.com/en/market/product/94362 Signal using ADAM  https://www.mql5.com/en/signals/2190554 --------------------
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Seconds Chart — timeframes in seconds for MetaTrader 5. The utility allows you to create charts in the MetaTrader 5 terminal with a timeframe in seconds. The timeframe on such a chart is set in seconds, not in minutes or hours. Thus, you can create charts with a timeframe less than M1. For example, S15 is a timeframe with a period of 15 seconds. You can apply indicators, Expert Advisors and scripts to the resulting chart. You get a fully functional chart on which you can work just as well as on
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Versión 1.2 2020.05.09
New hob-file format 1.2 is added. In this format, 3 values of current session volumes are saved along with every book: SYMBOL_SESSION_INTEREST, SYMBOL_SESSION_BUY_ORDERS_VOLUME, SYMBOL_SESSION_SELL_ORDERS_VOLUME.

To enable new format set SaveSessionInfo input parameter to true. By default, SaveSessionInfo is false, and hob-files are saved in previous format 1.1. If a hob-file of version 1.1 does already exist for current day, it will not be switched to format 1.2 automatically. If required, you may export the hob-file to CSV format by means of OrderBook Utilities and then import the CSV back to a hob with SaveSessionInfo=true.

To upgrade to 1.2 it's recommended to switch SaveSessionInfo on between the days, when a hob-file for new day is not yet created.

It's not necessary to convert all historical hob-files to format 1.2, both formats are supported in parallel.
Versión 1.1 2019.04.20
Starting from build 1930 MetaQuotes broke MQL5 back compatibility with MqlBookInfo structure by adding new field volume_real into it.

This version of the product supports new structure format, but it will not work on older builds.