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OrderBook Recorder

Order Book, known also as Market Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders to buy and to sell specific financial instument at price levels near Bid and Ask.

MetaTrader 5 provides the means for receiving market book from your broker in real time. The expert OrderBook Recorder records market book changes and stores them in local files for further usage in indicators and expert adviser, including testing in the tester.

The expert stores market book of the work symbol of the chart, where it's attached.

The files are created in the folder MQL5/Files/Books, where "Books" - is an adjustable name, given through a special input parameter (see below). Inside the folder another folder is created for every specific work symbol, which contains every day records in dedicated file YYYYMMDD.hob, where YYYY, MM, DD - year, month, day correspondingly. The extension "hob" stands for History of Order Book. For example, the ticker GAZP will produce the files MQL5/Files/Books/GAZP/*.hob.

The data from the files should be read by the library OrderBook History Library. In particular, this library is used for reading market books in the indicator OrderBook Cumulative Indicator and demo expert adviser OrderBook History Playback. The library is intended to embedding into your MQL programs (source codes of the programs are required).

The expert adviser shows a comment like that:

YYYY.MM.DD HH:SS N [X]

YYYY.MM.DD HH:SS - date and time of the latest processed event;

N - total number of events written by the expert into current file since its start;

X - the size of the market book in the latest event;


Parameters

  • FileFolder - a string with the root folder name, where to place all files with market books for all symbols (in a separate subfolder for every symbol), by default - "Books";

Attention! Current server time is stored in the files "as is", preserving offset to GMT. Reading file archives for the same account or other accounts on the same server requires no further processing. However, if the archive is transferred to a terminal, connected to a server with different time zone (offset to GMT), one should properly adjust the parameter OrderBook_TimeZoneCorrection in the library OrderBook History Library. Please note, that the tester does always emulate a server with the timezone GMT+0, regardless of actual timezone of the quotes!

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O MT5 to Discord Signal Provider é uma ferramenta fácil de usar e totalmente personalizável, projetada para enviar sinais de negociação diretamente para o Discord. Esta ferramenta transforma sua conta de negociação em um provedor de sinais eficiente. Personalize os formatos de mensagens para se adequar ao seu estilo! Para facilitar o uso, selecione entre modelos pré-desenhados e escolha quais elementos da mensagem incluir ou excluir. [ Demo ] [ Manual ] [ Versão MT 4] [ Versão Telegram ] Confi
Trade Dashboard MT5
Fatemeh Ameri
5 (25)
Tired of complex order placement and manual calculations? Trade Dashboard is your solution. With its user-friendly interface, placing orders becomes effortless, by a single click, you can open trades, set stop loss and take profit levels, manage trade lot size, and calculate risk to reward ratios, allowing you to only focus on your strategy. Say goodbye to manual calculations and streamline your trading experience with Trade Dashboard. Download   demo version   right now. You can find   deta
Bots Builder Pro MT5
Andrey Barinov
4.67 (3)
This is exactly what the name says. Visual strategy builder . One of a kind. Turn your trading strategies and ideas into Expert Advisors without writing single line of code. Generate mql source code files with a few clicks and get your fully functional Expert Advisors, which are ready for live execution, strategy tester and cloud optimization. There are very few options for those who have no programming skills and can not create their trading solutions in the MQL language. Now, with Bots Build
Copie sinais de qualquer canal do qual seja membro ( sem a necessidade de um Token de Bot ou Permissões de Administrador ) diretamente para o seu MT5. Foi projetado com o usuário em mente, oferecendo muitos recursos de que você precisa Este produto é apresentado em uma interface gráfica fácil de usar e visualmente atraente. Personalize suas configurações e comece a usar o produto em minutos! Guia do Usuário + Demonstração  | Versão MT4 | Versão Telegram Se deseja experimentar uma demonstração
The top-selling EAs on the market cost a lot and one day they are suddenly gone. This is because one strategy will not work in the forex market all the time. Our product is unique from all others in the MQL Marketplace because our EA comes with 34+ built-in indicators that allow develop strategies every time.  You build your strategy and keep updating it. If one strategy does not work, simply build another all using only one EA. This is All-In-One EA   in this market place. You can use as trade
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Equity Shield mt5
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Copie os sinais de qualquer canal do qual você seja membro (incluindo privados e restritos) diretamente para o seu MT5.  Esta ferramenta foi projetada com o usuário em mente, oferecendo muitos recursos que você precisa para gerenciar e monitorar as negociações. Este produto é apresentado em uma interface gráfica fácil de usar e visualmente atraente. Personalize suas configurações e comece a usar o produto em minutos! Guia do usuário + Demo  | Versão MT4 | Versão Discord Se deseja experimentar
Assuma o controle de sua carteira forex. Veja instantaneamente onde você está, o que está funcionando e o que está causando dor! VERSÃO MT4 DISPONÍVEL AQUI: https://www.mql5.com/en/market/product/58375 O Painel do Trade Manager foi projetado para mostrar rapidamente onde está cada posição que você tem no mercado cambial atualmente e tornar o gerenciamento de risco e a exposição a moedas mais fáceis de entender. Para os comerciantes que escalam para o mercado gradualmente com várias posições o
Risk Manager for MT5
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4.42 (12)
O Expert Advisor Risk Manager para MT5 é um programa muito importante e, na minha opinião, necessário para todos os traders. Com este Expert Advisor você poderá controlar o risco em sua conta de negociação. O controle de risco e lucro pode ser realizado tanto em termos monetários quanto em termos percentuais. Para que o Expert Advisor funcione, basta anexá-lo ao gráfico de pares de moedas e definir os valores de risco aceitáveis ​​na moeda de depósito ou em % do saldo atual. PROMO BUY 1 GET
T Manager Plus, the ultimate trade management solution designed by traders for traders. If you are searching for a simple and efficient trade panel, trade manager, or trade assistant, you are at the right place. T Manager Plus includes advanced charting utilities with a single goal to help traders analyze, plan, execute, and manage their trades on a single platform. The market contains a diverse number of those tools, but   this one is designed by traders for traders . I designed this tool, an
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WalkForwardOptimizer library allows you to perform rolling and cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file and some special global variables.
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This non-trading expert utilizes so called custom symbols feature ( available in MQL API as well) to build renko charts based on history of real ticks of selected standard symbol. RenkoFromRealTicks generates custom symbol quotes, thus you may open many charts to apply different EAs and indicators to the renko. It also transmits real ticks to update renko charts in real time. The generated renko chart uses M1 timeframe. It makes no sense to switch the renko chart to a timeframe other than M1. T
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Time And Sales Layout indicator shows traded buy and sell volumes right on the chart. It provides a graphical representation of most important events in the time and sales table. The indicator downloads and processes a history of real trade ticks. Depending from selected depth of history, the process may take quite some time. During history processing the indicator displays a comment with progress percentage. When the history is processed, the indicator starts analyzing ticks in real time. The l
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This non-trading expert utilizes so called custom symbols feature ( available in MQL as well ) to build renko charts based on historical quotes of selected standard symbol and to refresh renko in real-time according to new ticks. Also, it translates real ticks to the renko charts, which allows other EAs and indicators to trade and analyze renko. Place RenkoCharts on a chart of a work instrument. The lesser timeframe of the source chart is, the more precise resulting renko chart is, but the lesse
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This script allows performing a walk-forward analysis of trading experts based on the data collected by the WalkForwardLight MT5 library. The script builds a cluster walk forward report and rolling walk forward reports that refine it, in the form of a single HTML page. This script is optional, as the library automatically generates the report immediate after the optimization in the tester is complete. However, the script is convenient because it allows using the same collected data to rebuild th
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Stanislav Korotky
This indicator predicts rate changes based on the chart display principle. It uses the idea that the price fluctuations consist of "action" and "reaction" phases, and the "reaction" is comparable and similar to the "action", so mirroring can be used to predict it. The indicator has three parameters: predict - the number of bars for prediction (24 by default); depth - the number of past bars that will be used as mirror points; for all depth mirroring points an MA is calculated and drawn on the ch
If you like trading crosses (such as AUDJPY, CADJPY, EURCHF, and similar), you should take into account what happens with major currencies (especially, USD and EUR) against the work pair: for example, while trading AUDJPY, important levels from AUDUSD and USDJPY may have an implicit effect. This indicator allows you to view hidden levels, calculated from the major rates. It finds nearest extremums in major quotes for specified history depth, which most likely form resistence or support levels, a
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Stanislav Korotky
The indicator displays most prominent price levels and their changes in history. It dynamically detects regions where price movements form attractors and shows up to 8 of them. The attractors can serve as resistance or support levels and outer bounds for rates. Parameters: WindowSize - number of bars in the sliding window which is used for detection of attractors; default is 100; MaxBar - number of bars to process (for performance optimization); default is 1000; when the indicator is called from
This is an intraday indicator that uses conventional formulae for daily and weekly levels of pivot, resistance and support, but updates them dynamically bar by bar. It answers the question how pivot levels would behave if every bar were considered as the last bar of a day. At every point in time, it takes N latest bars into consideration, where N is either the number of bars in a day (round the clock, i.e. in 24h) or the number of bars in a week - for daily and weekly levels correspondingly. So,
The indicator draws a histogram of important levels for several major currencies attached to the current cross rates. It is intended for using on charts of crosses. It displays a histogram calculated from levels of nearest extremums of related major currencies. For example, hidden levels for AUDJPY can be detected by analyzing extremums of AUD and JPY rates against USD, EUR, GBP, and CHF. All instruments built from these currencies must be available on the client. This is an extended version of
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[Excluído] 2019.01.14 08:23 
 

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Versão 1.2 2020.05.09
New hob-file format 1.2 is added. In this format, 3 values of current session volumes are saved along with every book: SYMBOL_SESSION_INTEREST, SYMBOL_SESSION_BUY_ORDERS_VOLUME, SYMBOL_SESSION_SELL_ORDERS_VOLUME.

To enable new format set SaveSessionInfo input parameter to true. By default, SaveSessionInfo is false, and hob-files are saved in previous format 1.1. If a hob-file of version 1.1 does already exist for current day, it will not be switched to format 1.2 automatically. If required, you may export the hob-file to CSV format by means of OrderBook Utilities and then import the CSV back to a hob with SaveSessionInfo=true.

To upgrade to 1.2 it's recommended to switch SaveSessionInfo on between the days, when a hob-file for new day is not yet created.

It's not necessary to convert all historical hob-files to format 1.2, both formats are supported in parallel.
Versão 1.1 2019.04.20
Starting from build 1930 MetaQuotes broke MQL5 back compatibility with MqlBookInfo structure by adding new field volume_real into it.

This version of the product supports new structure format, but it will not work on older builds.