Okay, I will think about it.

Hello

Good job ! 

what is the difference between the cumdelta and the demandandsupply ?

i understand how to use it but like to understand better the meaning of it.

Didier

CumDelta - it is mode of summation of the difference between the buy and sell volumes.

Demand and supply diagram - it is mode of summation separately for buy volumes and separately for sell volumes, for some period. Probably, more information of this mode, you will be able to know, if you test my other indicator - Demand And Supply Diagram.

Merci.
God bless.

Hi,

I'm seeing the following message in Experts Tab:

2018.02.10 16:28:36.129 Cumulative Delta MT4 EURUSD,M5: cannot set millisecond timer (1000)

Hello.

You call an indicator from EA, and you get that string.

But, simultaneously, does EA receive data from the indicator, or not?

Hi,

Thanks for your quick reply. I am calling the indicator from an EA and from both the buy/sell buffers (using Delta), I am getting the empty value (2147483647.0).

Is it always or sometimes?

Is this happening only in the strategy tester or in real time?

Write me here the mql4 texl line with which EA calls CumDelta indicator.

It seems to be intermittent. On the chart I have loaded, about the first half of the historic bars present the EMPTY_DATA value and the remainder have meaningful values. I haven't used the strategy tester. Here are my lines of code:

      buy=iCustom(NULL,0,"Cumulative Delta MT4",3,0,0,i);

      sell=iCustom(NULL,0,"Cumulative Delta MT4",3,0,1,i);

I think, you specify not all parameters and not right path to indicator.

The line template should look like this - value=iCustom(Symbol, Period, "Market\\Cumulative Delta MT4", Mode, Volumes, DsContrast, BarsLimit, Buffer, Shift);

Respectively:

   buy=iCustom(NULL, 0, "Market\\Cumulative Delta MT4", 3, 0, 0.0, 0, 0, i);

   sell=iCustom(NULL, 0, "Market\\Cumulative Delta MT4", 3, 0, 0.0, 0, 1, i);

In addition, if you use Mode=Delta, then if one of these values (buy or sell) is not zero, then the second value (sell or buy) is zero (empty value).

And also note that the value of the indicator buffer "sell" is negative, because the histogram columns stick down, so you have to write an additional line:

   sell=-sell;

Hi,

I moved the indicator into the indicators folder so presently, it isn't in Market. If it should be in Market for some technical reason, please let me know and I will move it.

As to the missing parameters, I (maybe incorrectly) assumed that as long as parameters with a non-default value were specified in the correct sequence, any parameters that followed but weren't specified in the iCustom call would just assume their input value "defaults", as per the indicator, in this case, Cumulate Delta MT4.

I also note that either one of the buy/sell values will be negative (in the case of sell with a non-empty value), or empty if the other value was higher. In my case, I don't reverse the sign on a negative value because as you might see from my screenshot, I actually want the negative sign to show.

I really appreciate the excellent support and response you have provided for your indicator! If you are able to respond to some of my questions (above), that would be great. I'd be very keen to understand the exact situation around having to, or not, specifying input values that should be based on the indicator's defaults.

In the meantime, I'll try your suggestions around parameters and see whether this changes the result.

Many thanks! :)

Hi there,

I've attached another image of the updated iCustom calls in the debugger. You can see that the values of "buy" and "sell" in the watch window are both showing the empty value. So, despite the changes, the result is the same. Any further thoughts?

Cheers!

I understand.

One more thing I can recommend, you can try to use BarsLimit. Instead of zero, set some value, for example 10.

Thus, when called, the indicator will not waste time on unnecessary calculations and will process only the last 10 candles.

If that doesn't help, I'll think and make changes and release a new version.

Hi Evgeny,

I've attached another image. I was already restricting the start of my bar processing to a specific time to monitor a certain bar pattern. This creates a number of "bars back" to process from. Eventually, I will respect the input variable "inpBarCount" but for now, it's "startFrom". I simply added the value of 10 to "startFrom", creating "InitialStartFrom" and used this as "BarsLimit" in your indicator.

As you can see from the image, I got a good value back from "Cumulative Delta MT4" the first time it hit :)

It seems that you had an idea that something might be going wrong with regard to BarsLimit being unspecified so hopefully, this result may help. I hope so!

Thank you again for the interest you have shown.

Cheers,

--G

The point is, that in normal use (directly on the chart) the indicator uses such a parameter as CHART_FIRST_VISIBLE_BAR, therefore, it does not perform calculations outside the left border of the chart window.

But if we call the indicator from the outside, it is the same as if we run the indicator in the strategy tester in non-visualisation mode, when the execution of the ChartGetInteger function with the parameter CHART_FIRST_VISIBLE_BAR simply fails.

And only the use of variable BarsLimit here substitute the value CHART_FIRST_VISIBLE_BAR.

Ah, I fully understand now. Therefore, this isn't any fault of the indicator, it's just a ramification of using it inside iCustom without specifying a BarsLimit.

I can see that its default behaviour in using CHART_VISIBLE_BAR is a perfectly reasonable optimization measure! :)

Thank you very much for explaining this.

Cheers,

--G

Hi,

When I set the indicator to cumulative delta mode, I see two lines. Can the data be represented in a similar way to this: https://mboxwave.com/mcumulativedelta-indicator

In the referenced indicator, it is clear to see the bid/ask volume on either side of the zero line. I'd be interested in your thoughts.

Many thanks indeed.

The second curve (yellow) it is a price curve, scaled to the indicator subwindow by closing prices of the candles.

This curve is designed to observe divergences and convergence to cumdelta curve. If this curve is not needed, you can set its color as None.

As for the drawing in the form histogrammed columns - I think it is not significant. As far as I know, for the cumulative delta it is not important to cross the zero level from the bottom to up or from the top to down, but, it is more important to track the changes of cumdelta curve relative to the price curve.

Hi,

Thanks for your response and it's interesting. I must admit, I had no idea what the yellow curve was for but now you have explained it, I can see the relevance and the relationship between cum-delta and price. Cheers! :)

Just one other point, you mentioned: "it is not important to cross the zero level from the bottom to up or from the top to down". It's worth noting that in the histogram version, when the values are below the zero line, you have more selling delta and when above more buying delta. By referencing, the matching price bar, you could look for anomalies. For example, price increasing but selling delta increasing, price is probably about to turn. I guess this is what you are already doing with the price line?

My take on your indicator would be that when the delta line is above the yellow price line, we generally have more buying. When the delta line is below the yellow price line, there is more selling going on. When they cross or are near each other, there is some kind of equilibrium. Am I interpreting that correctly?

Thanks!