Gamma Exposure GEX Profile for GBPUSD
- Индикаторы
- Версия: 4.5
Short description: Reads a Barchart CME British Pound ( B6 ) options CSV, solves Black-76 implied volatility per strike, and draws a right-anchored dealer GEX profile on GBPUSD with live-calculated Call Wall, Put Wall, and Zero-Gamma flip lines.
Full description: Converts a daily CME British Pound options CSV from Barchart ( B6 futures root) into an on-chart Gamma Exposure profile for GBPUSD. It renders a right-anchored bar panel showing net dealer gamma per strike alongside three key levels—Call Wall, Put Wall, and Zero-Gamma flip level—found via a multi-spot GEX sweep.
Which CSV to use: Spot GBPUSD lacks a listed options market. Use listed options on CME British Pound futures ( B6 root on barchart.com, e.g., active contract B6U26 ) as the proxy. Export the options chain using All Strikes and Stacked layout.
How it works: Place the downloaded CSV into MQL5\Files , enter the filename and expiry date in the inputs, and click Reload. A background timer periodically re-solves IV and GEX against live GBPUSD spot prices without re-reading the file.
The easiest way to open the MQL5\Files folder in MetaTrader 5 without searching through hidden system files:
🚀 The 3-Step Shortcut
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Open MetaTrader 5.
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Click File in the top-left menu bar.
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Click Open Data Folder.
📂 What Happens Next
A standard Windows File Explorer folder will pop open on your screen:
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Double-click the MQL5 folder.
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Double-click the Files folder inside it.
This is where you drop your downloaded Barchart .csv file.
Performance: Heavy processing (parsing, Black-76 IV, and Zero-Gamma calculations) runs only on initial load or manual reloads. Scrolling and zooming reposition cached visuals instantly without lag.
Requirements: You must manually download and refresh the CSV file from Barchart. This indicator operates offline and does not fetch web data automatically.
For informational and educational purposes only — not financial advice.
