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Cluster analysis of volumes is now available in MetaTrader 5!

The YuСlusters  is a professional tool for analyzing the trading volumes. The cluster graph is plotted based on tick data. For the exchange financial instruments these are the volume, type and price of a deal. For the Forex instruments - the real or tick volume (depending on the broker) and Bid price.

There are 7 criteria of cluster generation:

  • Time interval, the criterion is set in seconds.
  • Price range, the criterion is set in points. The current cluster is closed when the deal price goes beyond the specified price range. In that case, the current deal is included in the current cluster, while the next one opens a new cluster. The range is calculated as the difference between the High and Low price in the cluster.
  • The difference (delta) between buy and sell volumes. The current cluster is closed when the delta with the next deal exceeds the specified volume. The next deal opens the next cluster.
  • Total volume of deals. The current cluster is closed when the total volume of purchases and sales in the cluster exceeds the specified volume after one of the deals.
  • Number of ticks. The cluster is formed by the specified number of ticks.
  • Deal type. A cluster is formed by deals of the same type.
  • Reversal price.  The cluster is formed when the price passes given number of points in the opposite direction.

There are 8 types of cluster representation:

  • "Delta" - display the delta.
  • "Delta %" - display the delta as a percentage of the corresponding ASK or BID volume.
  • "BID + ASK" - display the sum of BID+ASK volumes.
  • "ASK & BID" - display the ASK and BID volumes separately, the ASK volume is drawn in the upper half of the cluster cell, the BID volume is drawn in the lower half.
  • "BID x ASK" - display the ASK and BID volumes separately, the ASK volume is drawn to the right, while the BID volume is drawn to the left of the cluster center.
  • "Delta and BID+ASK" - display the delta and the sum of BID+ASK volumes.
  • "Delta% and BID+ASK" - display the delta as a percentage and the sum of BID+ASK volumes.
  • "BID x ASK, Delta background " - display the ASK and BID volumes separately, the background of the cell is determined by the value of the delta.

YuClusters features built-in filters, profiles, indicators.

YuClusters has a powerful system of alerts, which can be set to events related to clusters, volumes, prices and built-in indicators.

When using YuClusters with IShift Lite utility, it is possible to carry out trading operations directly from the clusters chart.

YuClusters has built-in graphical and video help on the interface and hints on settings and alerts.

Attention: YuClusters does not work in the Strategy tester of the terminal. You can view the indicator operation in the free version YuClusters DEMO

Comentários 33
renepohland 2020.07.06 02:42 

To really rate this program, the highest number of stars had to be 20, and that would still be too little for the program  

totetronico 2020.05.14 21:09 

as Anthony Drager says > "If know how you'll have a job, but if you know WHY , you'll be the BOSS!" , this an excellent tool to help you know the WHY.

Yury Kulikov, Thank you ! this is a very well design tool and at very good price.

I'm so excited to see what's gonna be in the next update! Keep it up! .

Konstantin Efremov
Konstantin Efremov 2020.05.05 14:00 

Шикарный продукт, отлично работает! В отличие от конкурентов, использующих экспорт котировок из разных источников, тут никаких тормозов не замечено. Платформа Метатрейдер 5 позволяет работать с тиками на высокой скорости, автор смог "выжать" из платформы максимум. Важно понимать, что работая с тиками, требуется достаточно оперативной памяти, если используете одновременно много инструментов.

renepohland 2020.07.06 02:42 

To really rate this program, the highest number of stars had to be 20, and that would still be too little for the program  

totetronico 2020.05.14 21:09 

as Anthony Drager says > "If know how you'll have a job, but if you know WHY , you'll be the BOSS!" , this an excellent tool to help you know the WHY.

Yury Kulikov, Thank you ! this is a very well design tool and at very good price.

I'm so excited to see what's gonna be in the next update! Keep it up! .

Konstantin Efremov
Konstantin Efremov 2020.05.05 14:00 

Шикарный продукт, отлично работает! В отличие от конкурентов, использующих экспорт котировок из разных источников, тут никаких тормозов не замечено. Платформа Метатрейдер 5 позволяет работать с тиками на высокой скорости, автор смог "выжать" из платформы максимум. Важно понимать, что работая с тиками, требуется достаточно оперативной памяти, если используете одновременно много инструментов.

edwardfern11 2020.04.16 23:10 

Hola Yury, saludos, excelente indicador, pero tengo un problema, no me aparecen los valores de la carpeta del DOM, en la opcion settings habilito la opcion de Depth of Market "Show" pero igual no me aparecen valores, cualquier ayuda lo agradeceria mucho, mil gracias

JTORRES2020 2020.04.14 03:05 

Excelente producto Yury, cumple con las expectativas las herramientas son muy buenas para el análisis de order flow, muy contento y espero con ansias actualizaciones de estrategias de gestión de varios contratos.

PD: la aplicación toma mucho recurso de la RAM en altas volatilidades de los mercados como lo son en el 2020.

altuba 2020.04.04 13:29 

The Best indicator for MT5 for sure

philforexrcm 2020.04.01 14:12   

Great Stuff !!! very useful for scalpers... Great Job Sir !!! I was wondering if a detailed user manual exists in English ?

Tbird 2020.02.04 04:12 

Astounding-an entire optimized front end. Thank you!

Sergey Lebedev
Sergey Lebedev 2019.12.27 14:34 

Excellent EA - full scale cluster analysis and alerts tool!

Recommended as 'must-have' for every active trader.

Евгений Медведев
Евгений Медведев 2019.12.11 19:00   

Usuário não fez qualquer comentário quanto a classificação

1600005347 2019.12.06 02:03 

best price powrful tool

Vladimir Pavlov
Vladimir Pavlov 2019.12.04 21:15   

Спасибо Юрий, огромная работа с масштабированием сделана просто на отлично!! В версии 6 интерфейс стал намного дружелюбнее. А качество картинки, рынок как на рентгене!!

Александр Тимченко
Александр Тимченко 2019.11.15 20:55 

Спасибо тебе о великий человек!!!)))) Так ясно я еще не видел рынок)))

Hamza Tlemçani
Hamza Tlemçani 2019.11.04 21:44 

simply the best indicator

shawkang1 2019.08.25 20:34   

fiz uma compra mais nao comsigo estalar

Jelocama 2019.08.10 12:35 

Best indicator i buy

poojaadip 2019.07.12 05:56 

Best indicator I ever purchased till date. Seller/designer of this indicator is very supportive. He always provided information that we need. I struggled to understand the parameters but finally I am satisfied customer and just want to say, leave all indicators behind this is all you need. Are you a VSA trader, do you use volume in your trading? This indicator replaces all expensive market delta or ninja trader footprint charts. 5 star service and 5 star for this indicator. I will send this recommendation to all of my trading friends. Personally I won 30/30 trades just in 2 days.! Thank you this is best indicator:)

Dirtmitch 2019.07.11 20:03 

This template is at same level as those 1000-dollars-trading-softwares out there. Great, absolutely great work!!

Mayank Jain
Mayank Jain 2019.05.31 04:57 

This is an excellent indicator - which acts like a brand new graph system to show the footprint chart. It's a very high quality indicator with many features. I consider this as a very good replacement of Market Delta software. Kudos to Yury (the developer)!

mayckon.soares 2019.05.01 21:18 

Excellent programmer in what he does. Very caprice, details, various functions. A complex indicator to build and intelligent. Congratulations is wonderful, great work.

Отличный программист в том, что он делает. Очень каприз, детали, различные функции. Комплексный индикатор для построения и умный. Поздравляю, это замечательно, отличная работа.

okskreen61 2018.10.30 16:43 

Добрый день Юрий!

Вы создали очень сильный инструмент. Тут есть практически все, что нужно в данный момент мне для работы и даже гораздо больше, чем я мог бы себе представить.

Фактически это целая платформа для торговли, которую надо еще дополнительно изучать и изучать.

Теперь я практически вижу рынок, я стал психологически спокойно работать. И это также очень важно для меня.

Огромное спасибо Вам за огромную работу.

Svechinskaya 2018.09.08 17:49 

Usuário não fez qualquer comentário quanto a classificação

carlosmsilva 2018.06.02 04:39 

Graças ao indicador minha performance melhor muito.

severrr777 2018.05.31 07:44 

Спасибо. С первого взгляда сделано очень качественно. НАшел в нем даже больше, чем ожидал.

nikoin 2018.02.27 14:43 

Отличный продукт! Все что нужно для кластерного анализа есть, действительно, достойная альтернатива атасу и вулфиксу!!!

Dmitriy Burlachenko
Dmitriy Burlachenko 2017.12.07 16:21 

Отличный продукт. Лучший для кластерного анализа на МТ5. Спасибо БОЛЬШОЕ, Юрий!

Tarun Chaudhry
Tarun Chaudhry 2017.09.29 03:21 

This is an excellent indicator. Saved my life many times over. Highly recommended.

Would love to see an api for this.

tenboom 2017.06.23 20:02   

Hi, I bought your indicator, i the beginning working fine, now I get a message "out of memory". Do you have a sollution?

Sergey Kuznetsov
Sergey Kuznetsov 2017.04.18 05:19 

Отличный продукт, хочется увидеть долгожданное обновление. Так же хотелось бы чтобы автор исправил зависание данных, иногда приходится менять Таймфрейм для перерасчета данных, так как подвисают. Спасибо.

Rafael Aparecido Silva Teles
Rafael Aparecido Silva Teles 2016.11.17 20:57 

awesome tool. the best purchase i did in decades for sure. the best depth of market analysis tool on the market. congratulations for the developer !

NIKILMEN 2016.11.08 21:05 

Уважаемые коллеги, хочу с уверенностью Вам сказать что индикатор YuClusters выполнен очень качественно и точно!

Я в течении двух недель тестировал индикатор и проверял его на достоверность выдаваемой информации, я проверял своего брокера на качество котировок, я сравнивал данные YuClusters с данными всем известной платформы VolFix.Net. В результате тестов выяснилось что YuClusters очень качественный продукт, цена продукта радует, и плюсом является тот факт что продукт постоянно находится в процессе модернизации и улучшения! Скажу Вам по секрету, скоро будет крупное обновление программы, ориентировочно март-апрель 2017. И так для общего развития, минимальная аренда VolFix.Net 100$ в месяц.

Grigoriy Chaunin
Grigoriy Chaunin 2016.10.22 04:34 

Индикатор отличный. Но не хватает фильтров и алертов. Т.е. при определенном объеме он закрашивается выбранным цветом и звучит сигнал (по выбору).

Kowa1ski 2015.06.01 16:06 

Великолепное дополнение к терминалу Metatrader 5! Уровень качества исполнения данного индикатора прекрасен. На мой взгляд, индикатор начисто лишен каких-либо недостатков, хотя имеются некоторые особенности, о которых стоит упомянуть. Впрочем, прежде всего его плюсы, а это, во-первых, объём! Я очень хотел реализовать все необходимые инструменты для торговли в одном терминале и, благодаря YuClusters, мне это удалось. Да, конечно, этот индикатор не является полноценным volfix или orderflow, но лично мне оценить объём торгов по некому уровню цены за определенный период времени YuClusters позволяет. Равно как и позволяет следить за этим показателем внутри дня, помогая принимать решения о торговых операциях. За 55 долларов лучше и быть не может! Во-вторых, реализация данного индикатора на высочайшем уровне! С версии 3.0 всё стало ещё проще, понятнее и удобнее + появились дополнительные настройки, которых так не хватало раньше (Price Scale, например). В-третьих, поддержка от Юрия помогла решить многие вопросы. В доказательство тому вкладка "Обсуждение". Спасибо, Юрий.

Недостатков я не вижу, но есть особенности. Прежде всего "множитель" параметра "Масштаб цены". Я не знаю, почему сделано именно так, я ожидал возможности руками вводить нужные цифры, а не выбирать из предложенных. Предложенных мне, пока что, достаточно, но хотелось бы "ручного режима".

К сожалению, в силу неизвестных мне причин, во время активных рыночных движений (или высокой тиковой активности в конкретном диапазоне) индикатор начинает зависать и не откликается на команды, хотя и продолжает свою работу, наполняя объёмом кластеры. В этот же момент формирование свечи в самом терминале начинает запаздывать за линией цены. Я не знаю, на что грешить, но это так. Денежных потерь это не вызывает, а вот дискомфорт...

Иногда приходится обновлять показания индикатора "кнопкой" или просто сдвигать его в сторону, потому что данные в кластерах не обновляются. Не знаю, почему это происходит (при том не всегда), моей торговле не мешает.

Подводя итог, я хочу сказать, что могу поставить YuClusters 5 звёзд с маленьким минусом, с учетом "особенностей". Если вы сомневаетесь в покупке, хотя она полностью оправдана его возможностями и текущей ценой, то возьмите индикатор в аренду и испытайте со своей стратегией или системой, поддержите автора, потому что продукт заслуживает вашего внимания!

Если Юрий решит обрадовать нас новыми обновлениям, то очень бы хотелось дополнить индикатор возможностью изменять расцветку интерфейса на тёмную + решить озвученные "особенности" или пояснить, чем они могут быть вызваны.

Спасибо =)

Versão 6.20 2020.07.02
Fixed display of the upper border of the Value Area indicator when selecting 100%.
Versão 6.19 2020.06.29
- bug in the trading panel: editing volume for step 0.1;
- bug in Big Trades indicator;
- minor interface inaccuracies.
Versão 6.18 2020.06.23
- the position of the Open-Close line when displaying a cluster with delta background;
- calculation of custom profile with price scale greater than 1.
Versão 6.17 2020.06.17
- display of indicators outside the chart.
Versão 6.16 2020.06.16
- adding file type to the file name while saving the settings;
- download tick history.
Versão 6.15 2020.06.14
- reset indicators.
Versão 6.14 2020.06.13
- selection of the type and criterion of the cluster;
- color scheme for clusters with delta-dependent background;
- display the right profile in closed market.
Versão 6.13 2020.06.12
- restore configurations from the chart and files version 6.8;
- display of volumes filters.
Versão 6.12 2020.06.11
Fixed display of parameter for trades chains in the settings window.
Versão 6.11 2020.06.11
Fixed color selection in filters of DoM.
Versão 6.10 2020.06.11
- implemented full scalability of the chart;
- scaling of the chart occurs around the selected cluster when the auto-scrolling of the chart to the beginning is disabled;
- indicators below the chart are located in the sequence of their opening;
- second filter for DoM;
- separate volume parameters for large trades and trades chains in the "Big Trades" indicator;
- control of the price scale - you can set an arbitrary grid step and price step (scale), as well as block the change in the price scale from the chart;
- the price scale can be shown in the chart title;
- the "Delete all profiles" command has been added to the quick menu, which removes all custom profiles from the chart.
- in the tooltip to the custom profile, the display of the delta is added.

- alerts in DoM;
- change custom profile;
- counting visible clusters;
- restart calculation of cumulative delta.
Versão 6.8 2020.03.06
- error in the trading panel: editing volume for step 0.1;
- error in the alerts: comparison of CD1 with CD2.
Versão 6.7 2020.02.12
- the second way to create a custom profile: move mouse with pressed the left button and holding down the "Ctrl" key;
- price scale increased to x500;
- double click creates/removes a horizontal line;
- Delete key removes all lines from the chart.
- the total value in the custom profile was not updated when the profile size was changed;
- changing the size of custom profile in the up/left/right direction also increased the profile size by one price step to down .
- synchronization of horizontal lines between indicators;
- fixed margin calculation on some symbols.
Versão 6.6 2020.01.28
Fixed error displaying deals on the chart.
Versão 6.5 2020.01.15
Fixed bug in the interface.
Versão 6.4 2020.01.13
Fixed error of division by zero.
Versão 6.3 2020.01.13
Added the ability to modify custom profiles.
When using the IShift Lite trading plugin:
- Added the ability to trade on hedging accounts;
- Added display of trades on the cluster chart.
Versão 6.2 2019.12.20
Fixed inaccuracies in the interface.
Versão 6.1 2019.12.12
Fixed bug related to the disappearance of some windows.
Versão 6.0 2019.11.29
- Added trading functionality, trading functions are implemented through the IShift Lite utility.
- New type of cluster has been added - “Reversal”, the cluster will close when the price moves in the opposite direction the specified number of points.
- New criterion is added for the timeslot cluster - "Current", when this criterion is selected, the cluster timeslot will be equal to the timeframe of the chart.
- Added new view of displaying the area between the prices of the Open/Close cluster - the outline.
- Added indicator "Big deals".
- Added indicator "Strong levels".
- Added fractal indicator.
- Added additional parameter to volumes imbalance: minimum of volume.
- Added filter highlighting values ​​in the DoM.
- Added display of delta divergence in the cluster.
- Added period separators, you can highlight start of trading sessions.
- Added start selection for building sequence of clusters.
- Added start selection for calculating cumulative delta CD1.
- Added scaling of tick charts, moving the mouse left/right in the time area and subwindow.
- The tick chart shows the time of the first and last visible tick.
- The histogram of volumes is shown on the tick chart if at least one subwindow is visible.
- Changed the way to select and configure lines, removed the limit on the number of lines.
- Added quick menu that is activated by right-clicking in the cluster area.
- You can move the chart vertically with the mouse wheel in the area of ​​price, the DoM and tick chart.
- Updated help on the interface and settings.
Versão 5.31 2019.07.25
- Added new view of cluster Bid x Ask with background depending on value of delta;
- added imbalance highlighting with circle;
- when cluster graph is minimized, button-logo remains in place in upper left corner;
- added contrasting prices on selected lines;
- added buttons to hide/show and clear alarm signs on main chart.
Versão 5.30 2019.07.17
Bugs fixed:
- shift of numbers in clusters;
- allocation of empty cells.
Versão 5.29 2019.05.17
- Added indicator of cumulative volume of DOM.
- Added choice of type of tick chart.
- Added graph of ticks in cluster data window.
- Added scaling on time scale.
- Fixed bugs.
Versão 5.25 2019.02.27
- Added "magnifier", on/off - press space key.
- Fixed profile calculation for visible clusters;
- Fixed display profile in form of delta.
Versão 5.24 2019.02.25
- Added vertical scaling of chart, scaling is performed by vertical movement of mouse with right button pressed in the price area;
- Price scale setting is moved to left side of chart, price scale is changed by moving the mouse vertically with the right button pressed;
- Crosshair works in subwindows;
- Fixed calculation of Value Area;
- Fixed hiding mode;
- Updated built-in help.
Versão 5.23 2019.02.19
- Fixed user profile offset.
- Fixed error setting value of VA period more 255.
Versão 5.22 2019.02.08
Fixed bug in the interface.
Versão 5.21 2019.02.08
- Added the Value Area indicator, with POC (point of control) display;
- added the ability to build arbitrary profiles, select the profile building area while holding the right mouse button pressed;
- added crosshair mode for the cursor, right-click activation;
- added the ability to hide the indicator on the chart, click on the logo;
- added events from DoM to the alerts;
- added the ability to change the size of the interface buttons;
- added built-in interface help.
Versão 5.17 2018.11.09
YuClusters compiled under the new version of the terminal(build 1940).
Versão 5.15 2018.06.14
- Fixed an error that sometimes prevented downloading the history.
- Fixed an error that caused the indicator to crash on certain instruments with missing history.
Versão 5.12 2018.05.03
The Divisor parameter is enabled in filter settings.
Versão 5.11 2018.04.25
- tick indicator sorting trades by volume;
- select data source (real or tick volumes) if necessary;
- time scale shift, in minutes;
- data on cluster type and form on the chart;
- shifting lines from a cluster chart to other open charts.
Versão 5.8 2017.12.06
Modified the VWAP indicator, added the calculation period.
Added the cluster volume indicator and the moving average indicator.
Added "hot keys": switching the cluster view and moving the chart.
Added a second profile on the right side of the chart.
Added disabling of profiles.
Profiles can be calculated for a specific number of recent clusters.
Added customization of the price scale. The price scale can be changed using the mouse in the price area of the cluster chart.
Added the ability to move the indicator lines on the main chart.
Added the ability to display horizontal lines from the main chart on the cluster chart.
Added a divisor of the indicator values.
Added centering of the current price on the chart.
Added shifting of the main chart to the bar corresponding to the selected cluster.
Added new events to alerts.
Added scrolling of the cluster chart using the mouse wheel (works with build 1653).
Added tooltips for the indicator parameters.
Fixed bugs.
Versão 5.2 2017.06.27
Fixed an error that could occasionally appear when loading the tick history.
Versão 5.1 2017.05.15
Fixed an error that could occasionally lead to constant re-loading of the tick history.
Versão 5.0 2017.04.28
- New cluster type, where volumes are grouped by the deal type.
- 3 new types of cluster representation.
- 2 volume filters.
- The VWAP indicator.
- The second indicator of the cumulative delta with the ability to set time or period as a parameter.
- Configurable alerts.
- A window for quick navigation between clusters.
- Ability to customize the color scheme of the indicator.
- Ability to set the start time for clusters and profile.
- Interactive tooltip for the indicator settings.
- Ability to add interface languages.
Versão 4.2 2017.01.17
Fixed error that could sometimes stop the indicator and disabled trade level dragging option using a mouse.
Versão 4.1 2016.12.02
- Added a tooltip. Volume, number of buy/sell ticks (trades) and delta are displayed for a profile, total volume and cluster levels, while a date is displayed for a cluster time.
- Expanded tick history: applied data types are now displayed in the info window.
- Fixed setting a random color for horizontal levels.
- Fixed cumulative delta calculation.
- Fixed occasional un-synchronization of cluster and profile display.
Versão 4.0 2016.09.12
- Connected the tick history of the terminal.
- Added the tick volumes filter. It is possible to set a range of tick volumes, that will participate in the construction of clusters. A zero value of the parameter disables filtering on this parameter.
- Added new cluster type - Delta Percent;
- Added the ability to highlight the Volume Imbalance;
- Added the Cumulative Delta;
- Added the ability to save settings to a file.
Versão 3.6 2015.12.10
- Added delta to the volume profile.
- Added sum and volume delta of each cluster.
- Added the current price line.
- Increased maximum font size in the table.
Versão 3.5 2015.09.23
Fixed display of the the current cluster.
Versão 3.4 2015.09.22
- Fixed bug in Depth of Market display for Forex symbols.
Versão 3.3 2015.09.18
- Changed the function of the button for shifting the table to the current cluster. Now, it enables/disables automatic shift of the table to the current cluster.
- Changed the function of the button for aligning the table by price. Now, it enables/disables auto aligning the table by price.
- Fixed an error when forming a cluster profile.
Versão 3.2 2015.08.05
- Added display of the market depth.
- Added dark color scheme.
Versão 3.1 2015.06.04
Fixed the table display error occurred during a vertical shift of clusters on some symbols.
Versão 3.0 2015.04.24
- Fully modified interface: the indicator is controlled directly from the chart.
- Adjustable "depth" of clusters.
- Price scale can be changed.
- Adjustable appearance of clusters and a profile.
- Selected cluster "highlights" time of the cluster opening on the main chart using a vertical dashed line.
- Corresponding cluster is selected by double click on a "candle" of the main chart.
- Ticks and clusters are exported to a CSV file.
- Tick history is stored during 90 days.
- We have changed screenshots and added video in the description.
Versão 2.0 2014.08.22
- Added an option for history tick simulation, history depth can be selected in the parameters.
- Up to four price levels can be selected in the table. Use a single or a double click for selection.
- Faster GUI operation.
Versão 1.5 2014.05.16
A new parameter for selecting price accuracy (number of decimal places in the price) has been added.
Versão 1.3 2014.02.18
- Now the indicator works with Forex instruments. In cases real volumes are not available, it will use tick volumes for calculation.
- For Forex instruments you can select actual current price.
- Fixed the synchronization of tick history.
Versão 1.2 2014.02.13
- Added chart navigation: shift along the price and clusters.
- Added chart zoom: zoom in/out the chart.
- Added screenshot explaining new features.