Отлично!

I am planning to make such indicator from the Depth of Market data.

Hi Yuri,

Thanks for your answer.

OK, TakeProfit and StopLoss are MT5 market orders that join the BuyMarket and SellMarket orders that enter the market directly in each cluster. Let's say that the set of all these orders are considered "to market" orders of purchases and sales.

Please see the attached image of a certain DOM configuration. The columns “Aggressive Buyers Filled Size” and “Aggeressive Sellers Filled Size” are the “market” buy and sell orders that enter each price level.

It is estimated that the trading volume of institutional traders can easily exceed 80% of total transactions depending on the symbol traded, the time and other factors. That is why it is considered important to keep track of the "market" orders that are entering the different price levels, because most of these orders are due to large institutional operators, which greatly influence the price evolution.

It is intended to follow up the “market” orders through the corresponding options in V7 Yu Clusters, in the different candle clusters, and through Filtres, StrongLevels and Alerts, for example.

Is this possible in V7?

If “limit” orders can be registered in BookMap, can “market” orders be registered to follow their evolution? How could this be done?

I think it would be of great help in any type of operation to be able to follow the evolution of orders "to market" in V7 Yu Clusters. As a Yu Clusters author and subject matter expert, what is your opinion on this?

Thanks for your attention.

Best regards.

In MT5, Depth of Market and Time and Sales are available.

Clusters are built on the basis of Time and Sales.

Show how to make your offer based on this data.

Check out this article.

Hi Yuri,

Thanks for your answer. It is true that T&S and DOM are available in MT5, but with notable limitations that I don't know how to overcome them, at least I don't know how to do it.

T&S on MT5 does not allow you to filter transactions by volume, time or as parts of a large order that has been divided into small parts that have the same origin. It is very difficult to obtain operational conclusions due to the speed of the belt and I believe that the human eye is not trained for it.

DOM in MT5 does not show market orders, at least I do not know how to configure it so that these orders appear in the DOM, much less that they appear on the chart to keep track of their volume and the corresponding price reaction to these orders to market. I enclose another example of DOM in which if the market orders appear in the different price levels.

Market orders appear immediately when they are launched and do not disappear until they are closed, while limit orders are constantly removed and placed at different price levels, especially at possible turning points, thereby causing a strong distortion for decision making. Any trader who uses BookMap knows about this serious drawback, although all information about the market is interesting.

In summary, it is considered very important to know the volume of market orders and when and where they appear, because they are the "engines" that move the price, and even more important is that they appear on the chart as clearly as possible to observe its impact on price evolution. This will significantly increase the probability of successful operations.

The joint analysis and monitoring of Market Orders and Open Interest provide high value information.

If this is possible in MT5 and can be included in V7 I think it will be an interesting improvement for Yu Clusters.

Thanks for your attention.

Regards.

I repeat once again, clusters are built on the basis of T&S (impersonal trades flow), the DoM displays limit orders that are awaiting execution (deals), market orders cannot appear in it.

A deal is the result of the execution of a market order on one side and limit orders on the other. The initiator of the deal is a market order. A market order can be executed only if there is a limit order for it, if there is none, then it will already be a limit order that will wait for its  market order. A market order is a trader's agreement with the current ASK/BID.

The DoM displays only limit orders, any other columns in it are post-processing of T&S for a certain period, i.e. are volume profiles.

In version 7, it will be possible to create any number of profiles(volumes,delta,deals) and with different binding to chart, DoM, price column.

Thanks, Yuri.

I wish you the best professional success with V7 Yu Clusters, which we hope as early as possible.

Best regards.

Hey Yuri, what about the posibility to have "UNFINISHED BUSINESS" indicator? Is so simple and complicated to show a dot line when that case appear can be very usefull for all user to see quickle those levels. Again a big applause for that work that you have done on MT5 and make of that plateform a choice!

And you can tell in more detail and show in the pictures.

I do not know of such indicator.

See Picutre attached we have 2 unfinished business in DJI future (YM) now, market will hunt them, the indicator will be to detect those tops and lows with bid and ask on both side and draw a line there nothing more. Do I have explain myself?

Such the indicator can be written, I will think about it.

Hi, the indicators stopped working here, is it for everyone or my problem? version 5.0 build 2755

It is already there.

Hi, I'm having problems too (same version), specifically, I have to continually load the indicator manually.

After loading the indicator manually:

Regards,

This problem is observed, most likely the problem is in this build (2755): the terminal does not provide the tick history in the specified range, and does not report errors. After 16 attempts, YuClusters is unloaded from the chart.

Restarting it solves the problem.

If it helps, in my case, it only happens with the SP500 and the NASDAQ. I've no problems with currency, gold or crude.

regards,

If restarting the indicator does not help, then you can first run the script from this post.

In build #2766 (beta) the problem is not observed.