VolumeAnalysis
- 라이브러리
-
Musa Khunarikov
2014년부터 전문 트레이더 (10년 이상 경력). 시장: Forex, 주식, MOEX, 금속.
MQL5 개발자. 전문 분야: 거래량 분석, 클러스터 분석, 풋프린트, 델타, 거래량 프로필.
경험과 접근 방식:
2014년부터 ATAS를 사용하여 주문 흐름, 풋프린트, 델타, 거래량 프로필을 분석해 왔습니다. 대형 플레이어의 논리를 이해하고 거래량 기반 전략을 MQL5에서 작동하는 EA 및 지표로 변환합니다. 트레이더의 언어를 구사하므로 "흡수" 또는 "델타 다이버전스"가 무엇인지 설명할 필요가 없습니다. - 버전: 1.1
- 업데이트됨: 24 9월 2026
VolumeAnalysis is a professional library designed to integrate advanced volume analysis into your MQL5 Expert Advisors and indicators.
The library was created by an active trader and developer with 10 years of experience in financial markets and 51 MQL5 certifications. It encapsulates complex volume calculations into simple, intuitive functions, allowing you to focus on building trading logic rather than routine data gathering.
Key library features:
Average volume analysis. Rapid calculation of average tick volume over a specified number of bars to gauge current market activity.
Anomaly detector. A built-in function that automatically identifies volume spikes, which often precede significant market movements or level breakouts.
Volume delta calculation. Determination of the difference between aggressive buying and selling based on tick flag analysis (TICK_FLAG_BUY / TICK_FLAG_SELL).
Code optimization. All functions are protected against data copying errors and optimized for high performance in the Strategy Tester and on live accounts.
Ease of integration. The library employs an object-oriented approach. Simply create a class instance, pass the symbol and timeframe, and all analysis tools become available in just a few lines of code.
Who this library is for:
Developers of algorithmic trading systems that use volume as a filter or a primary signal.
Traders looking to automate strategies based on delta and anomalous activity spikes.
Programmers requiring reliable, clean, and well-documented code for handling tick data.
Using this free library will help you improve the quality of your Expert Advisors, incorporate professional liquidity analysis, and make your trading logic more resilient to market noise.
The author is open to collaboration and the development of complex, custom algorithms. I would appreciate your reviews and ratings on the Market—they help make the products better.
