• 概要
  • レビュー
  • コメント (14)
  • 最新情報

Demand And Supply Diagram MT5

The balance of supply and demand is a simple and effective market analysis method.

The supply and demand diagram can show you in advance, even before the trend reversal, where the supply ends and the demand is already emerging, where the demand ends and the supply is emerging, while substantially increasing the probability of making a deal in the right direction and with a high profit factor.


Indicator Signals

  • ND – no demand.
  • NS – no supply.
  • ED – excess demand.
  • ES – excess supply.

The indicator also remembers and analyzes the sequence of these signals, determines areas that are most suitable for entering the market and shows a preliminary message "Buy area" or "Sell area", as well as the final message "Buy point" or "Sell point".


Input Variables

  • Alerts – enables/disables additional showing of signals in the alert window, as well as additional push messages.
  • Advise - enables/disables trading tips.
  • Labels – enables/disables the display of signal labels on the chart.
  • Viewing – enables/disables the full display of the diagram (Alerts and Advise retain their functionality, if they are enabled).
  • Position – location of the diagram along the time scale.
  • Average - calculation mode of the diagram's midpoint, moving average or weighted average based on volume.
  • Deviation - calculation mode of the diagram's amplitude, the maximum or standard deviation.
  • Signal - data set (supply and demand and/or total volume) to be used for generation of the trade signal.
  • Reverse - enable/disable the diagram calculation mode in terms of limit orders.
  • FillingValidate - checking the accumulation of volume in the same direction, this option works as a filter.
  • ExcessValidate - the mode of tracking subsequent chains of signals, this option works as a filter.
  • Profile - calculation mode of volume profile: normal profile, difference profile and profile of open interest, mathematically obtained by successively zeroing the mutually exclusive volumes.
  • Timing - diagram recalculation frequency.
  • Volumes – type of volumes, tick or real if provided by the broker.
  • TfShift – shift of the applied period.
  • Correlation - enable/disable the mode of checking the correlation between the trade signals of the current and the higher timeframes.
  • LowLevelValue – below this value the volume is considered as low, in percent.
  • LowestLevelValue – below this value the volume is considered as very low, in percent.
  • HighLevelValue - above this value the volume is considered as high, in percent.
  • HighestLevelValue - above this value the volume is considered as very high, in percent.
  • PeriodForM1 – an arbitrary period for the M1 timeframe.
  • PeriodForM5 – an arbitrary period for the M5 timeframe.
  • PeriodForM15 – an arbitrary period for the M15 timeframe.
  • PeriodForM30 – an arbitrary period for the M30 timeframe.
  • PeriodForH1 – an arbitrary period for the H1 timeframe.
  • PeriodForH4 – an arbitrary period for the H4 timeframe.
  • PeriodForD1 – an arbitrary period for the D1 timeframe.
  • PeriodForW1 – an arbitrary period for the W1 timeframe.
  • PeriodForMN – an arbitrary period for the MN timeframe.
  • DurationParts – the number of the diagram sectors along the time scale.
  • ProfileMaxLengthPix - limit on the profile length in pixels.
  • LeftShiftPix – shift of the diagram to the left, in pixels.
  • WidthPix – width of the diagram, in pixels.
  • FontSize – font size.

The remaining inputs refer to line color and width settings, and their purpose is clear from their names.


Indicator operation features

The full recalculation of the diagram is performed according to the Timing variable, a signal is checked on every tick.

A line with a width of zero is not displayed and is not considered in the formation of signals.

You can scroll the chart and view its historic diagram and signals.

Alerts and trading tips are given for the periods ranging from current and higher.

レビューなし
バージョン 1.9 - 2017.12.12
The ExcessValidate and Direction functions have been combined into one ExcessValidate function.
Fixed error in calculating the length of the daily diagram for trading symbols having an additional short trading day.
バージョン 1.8 - 2017.11.03
Added the algorithm for checking the synchronization of the history data.
バージョン 1.7 - 2017.10.26
Fixed the diagram truncation error in the TfShift mode.
Added clarifying signals "Buy point" and "Sell point" to the «Buy area» and "Sell area" signals, which are formed when the price reaches the Lowest or Highest levels, respectively.
バージョン 1.6 - 2017.10.18
Improved the algorithm for adjusting the diagram by elasticity of supply and demand.
バージョン 1.5 - 2017.10.13
Improved the algorithm for tracking the ED->ND and ES->NS signal chains.
Fixed an error in calculation of the volume profile in the Difference mode.
バージョン 1.4 - 2017.10.04
Following the results of the multiple trading strategy tests, supply and demand volumes are represented from the perspective of limit orders.
バージョン 1.3 - 2017.09.20
Added display of supply and demand volumes profile.
バージョン 1.2 - 2017.09.06
Optimized the source code and significantly increased the indicator's operation speed (including in the strategy tester) without losing the accuracy of the calculated values.
バージョン 1.1 - 2017.08.29
In version 1.1, the indicator calculates data and tracks signals for all chart timeframes simultaneously, i.e. it is multitimeframe.
Alerts and trading tips are given for the periods ranging from current and higher.
In addition, the indicator displayed the weighted average price line, and also places the signal labels directly on the chart.
The signal labels and trading tips can be generated only when there is a permanent connection to the broker's server. To restore the chains of signals lost due to disconnection from the broker's server, scroll the chart into the history.