Time And Sales Layout

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 last bar data is updated.

The indicator displays color marks where most significant volumes were traded, for buys and sells separately.

The indicator is primarily intended for intraday use, minute timeframes are recommended. 



Parameters

  • ShowHistoryFrom - a date to start tick history analysis, by default - 0, which means last day; please note that 0 for datetime type is shown in MetaTrader's UI as 1970.01.01 00:00:00 by design;
  • Threshold - minimal volume of a single trade to take into account; use this parameter to filter out small trades and show only large ones;
  • CharCode - a character code to display indicator's marks; it can be any symbol from the Wingdings font or -1; by default -1, which means that numeric bullets with values from 1 to 10 are displayed, denoting relative volume size;
  • CharSize - defines the size of marks ("width" of indicator buffers); by default -1 (which means that the sizes vary proportinal to volumes), can be a value from 1 to 5;
  • ColorPositive, ColorPositiveSmall - color gradient for buy volumes;
  • ColorNegative, ColorNegativeSmall - color gradient for sell volumes;



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Most of traders use resistance and support levels for trading, and many people draw these levels as lines that go through extremums on a chart. When someone does this manually, he normally does this his own way, and every trader finds different lines as important. How can one be sure that his vision is correct? This indicator helps to solve this problem. It builds a complete set of virtual lines of resistance and support around current price and calculates density function for spatial distributi
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The indicator provides a statistic histogram of estimated price movements for intraday bars. It builds a histogram of average price movements for every intraday bar in history, separately for each day of week. Bars with movements above standard deviation or with higher percentage of buys than sells, or vice versa, can be used as direct trading signals. The indicator looks up current symbol history and sums up returns on every single intraday bar on a specific day of week. For example, if current
This is an easy to use signal indicator which shows and alerts probability measures for buys and sells in near future. It is based on statistical data gathered on existing history and takes into account all observed price changes versus corresponding bar intervals in the past. The statistical calculations use the same matrix as another related indicator - PointsVsBars. Once the indicator is placed on a chart, it shows 2 labels with current estimation of signal probability and alerts when signal
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