VolumeDeltaMT5
25 USD
Versione demo scaricata:
432
Pubblicato:
4 giugno 2015
Versione attuale:
1.5
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Здравствуйте Станислав!
1) Этот индикатор будет работать на рынке Фортс на ММВБ?
У меня открыт счет в Открытие на МТ5. Торгую Фьючерсы.
2) Что показывает тонкая гистограмма? Относительно нулевой линии
тонкая гистограмма несимметрична-почему и что это означает?
С уважением.
Артур.
У меня открыт счет в Открытие на МТ5. Торгую Фьючерсы.
2) Что показывает тонкая гистограмма? Относительно нулевой линии
тонкая гистограмма несимметрична-почему и что это означает?
1) Я не пробовал, но индикатор должен работать на любых инструментах, где есть тиковые объемы и таймфрейм M1. В случае МТ5 брокер может транслировать реальные объемы, тогда имеет смысл смотреть на них, а не на этот индикатор.
2) Тонкая гистограмма (согласно описанию) и есть объемы покупок (вверх) и продаж (вниз). Её симметричность маловероятна в силу хаотичности рынка.
1) Я не пробовал, но индикатор должен работать на любых инструментах, где есть тиковые объемы и таймфрейм M1. В случае МТ5 брокер может транслировать реальные объемы, тогда имеет смысл смотреть на них, а не на этот индикатор.
2) Тонкая гистограмма (согласно описанию) и есть объемы покупок (вверх) и продаж (вниз). Её симметричность маловероятна в силу хаотичности рынка.
Would you publish the new VolumeDeltaM1 on MT5 soon?
Regards
Would you publish the new VolumeDeltaM1 on MT5 soon?
Since MT5 now supports Futures, does VolumeDeltaMT5 use the real bid/ask volumes for futures contracts?
Regards, Greg
Since MT5 now supports Futures, does VolumeDeltaMT5 use the real bid/ask volumes for futures contracts?
No. Real volumes are not supported. I'm not sure they are needed since you have the marketbook (depth of market) built-in.
I need more user feedback on the matter.
No. Real volumes are not supported. I'm not sure they are needed since you have the marketbook (depth of market) built-in.
I need more user feedback on the matter.
Thanks, Delta based on actual volume traded at the bid or ask is actually more useful than the depth of market. Most of the orders you see in the DOM are never executed. They are added and removed by algos to try to influence the trading of those who use the DOM. With delta based on true bid/ask volumes, you can get a true picture how the market is being manipulated. It is possible to discern withdrawals of liquidity and the use of limit orders to press the market up or down.
Regards, Greg
Thanks, Delta based on actual volume traded at the bid or ask is actually more useful than the depth of market. Most of the orders you see in the DOM are never executed. They are added and removed by algos to try to influence the trading of those who use the DOM. With delta based on true bid/ask volumes, you can get a true picture how the market is being manipulated. It is possible to discern withdrawals of liquidity and the use of limit orders to press the market up or down.
Well, then, if you do not mean using the market book please provide more info how you suggest to calculate ask and bid volumes? All I can imagine is to use real volume for M1 bars instead of tick volumes for M1 bars (as it is now). Ask/Bid "behaviour" is currently estimated on every M1 bar configuration. Do you think this is a sufficient approximation of the "true bid/ask volumes"?
I believe tick volume is assigned to the bid or the ask based on whether the tick price occurred at the bid or at the ask. For example, if the current bid is 1.06115 and the current ask is 1.06120 and a tick had 5 contracts trade at 1.06120, then the 5 contracts would be assigned to the ask. If the tick price is between the bid and ask, then the half the tick volume is assigned to the bid and half assigned to the ask. If the tick price is above the current ask then the tick volume is assigned to the ask, if it is below the current bid it is assigned to the bid. Hope that helps.
First, I must say that since we're speaking about ticks all the discussion is applicable to VolumeDeltaM1, not to this indicator VolumeDelta (it works bar-wise).
Second, I'm not sure I understand how to get the "tick price", which should be compared to ask and bid. All we have is the MqlTick struct. Here we have volume for the last price, but there is no any direction which kind of the price the last was - ask or bid. Of course, I can save ticks history and deduce which kind of price the last was, but it seems unreliable as well.
Hi, Can you do a video about your last version 1.4 for mt5? o at lest other picture in Timeframe of 30M, 4H, 1D.
Hi, Can you do a video about your last version 1.4 for mt5? o at lest other picture in Timeframe of 30M, 4H, 1D.
Here is the screenshots: