FORTS Trading Data

5

The indicator has been designed for use on FORTS, but it can also work on other markets, at brokers broadcasting the required data.

A peculiarity of these data is that they cannot be requested from the broker's server as a section of history, but can only be obtained for the current moment.

The indicator periodically requests the broker, collects to a file and displays the following history from the stored file:

  • The weighted average price.
  • The volume of buy pending orders.
  • The volume of sell pending orders.
  • The volume (quantity) of open positions.

The data is requested once per minute, when a new candle opens on the M1 timeframe. The accumulated data can be viewed on any period, including when scrolling the chart into history.

The indicator does not flicker, its calculation and plotting are performed fairly quickly.

Selection of displayed data is toggled by the Data input variable:

  • BuyAndSellValues - the volume of buy and sell pending orders.
  • OpenPositionsValues - the volume (quantity) of open positions.

The line of the weighted average price is always present on the chart, but if it is necessary to hide this line, set its color to "None".

The mode of additional calculations can be toggled using the Calculation input variable:

  • None - data are displayed as is, without processing.
  • Delta - data are displayed in the form of difference between the values of increments (from candle to candle) of the buy and sell volumes.
  • DeltaOI - data are displayed in the form of difference between the values of increments (from candle to candle) of the buy and sell volumes, with consideration of the correlation with the increment of the volume of the open positions.
  • Difference - data are displayed in the form of the actual difference between the values of the buy and sell volumes.

Other input variables:

  • RowsCount - the number of rows of the profile grid, if 0 the profile is not displayed.
  • DisplayCurrentData - enable/disable the text display of the data requested for the current moment.
  • BuyLineColor - color of the buy volumes line (only for the profile).
  • SellLineColor - color of the sell volumes line (only for the profile).
  • OpenPositionsLineColor - color of the open position volume line (only for the profile).
  • AveragePriceLineColor - color of the weighted average price line.
  • LinesWidth - width of the lines (for the profile and the weighted average price).

The color and thickness of the indicator lines below the chart can be configured as usual in the "Colors" tab of the indicator properties.

The indicator requires a stable Internet connection. When disconnected from the broker's server, "gaps" appear in the indicator values. The accumulated data are stored as binary files in the terminal folder ...MQL5/Files/FTD.

Note!!! Due to the mentioned peculiarities of the used data, the indicator does not plot in the testing mode, and only displays the information requested for the current moment as text.

İncelemeler 6
Irusel
704
Irusel 2025.11.10 18:46 
 

super

Zé Roberto
667
Zé Roberto 2021.05.22 23:59 
 

Bom indicador de volumes

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Göstergeler
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Yardımcı programlar
The utility refers to probabilistic analysis tools, in particular the Monte Carlo method. The Monte Carlo method is defined as the simulation of processes in purpose to evaluate their probabilistic characteristics and apply them to the solvable task. Operation features The simulation uses a tick model with the subsequent transformation to the candles form, as a model as close as possible to the real market process. The utility generates a stream of a random tick sequence until a result with the
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Evgeny Shevtsov
Göstergeler
The indicator calculates volume profiles dynamically and displays the result as VAL, VAH and POC curves. Indicator features The indicator uses the historical data of the lower (relative to the current) timeframes for calculations: M1 - for timeframes up to H1, M5 - for timeframe H1, M15 - for timeframe H4, H1 - for timeframe D1, H4 - for timeframe W1, D1 - for timeframe MN. The color of the DPOC curve sections is determined by comparing the volume of the POC levels of all profiles that make up
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2 (1)
Göstergeler
The indicator refers to the means of probabilistic analysis. Prediction is performed by the Monte Carlo method together with a mathematical model of a neuron. But, the modeling of samples for this method is made not artificially, but comes from the original "nature", that is, from history. The number of samples and the detail of their modeling is achieved using the lower (relative current) timeframe. Indicator algorithm : In general terms, the algorithm boils down to the fact that the indica
Monte Carlo Predictor MT5
Evgeny Shevtsov
Yardımcı programlar
The utility refers to probabilistic analysis tools, in particular the Monte Carlo method. The Monte Carlo method is defined as the simulation of processes in purpose to evaluate their probabilistic characteristics and apply them to the solvable task. Operation features The simulation uses a tick model with the subsequent transformation to the candles form, as a model as close as possible to the real market process. The utility generates a stream of a random tick sequence until a result with th
Smart DOM Driver
Evgeny Shevtsov
Yardımcı programlar
The utility displays the order book, as well as increases its depth, remembering the location of applications that have gone beyond the current "window" view. With the utility user can perform quick trading actions in one click - placing/cancelling/editing of explicit and hidden orders, and also opening/editing positions. Utility features The orders book display works only on those trading symbols for which it is broadcast by the broker. To reset the information about the rows that were recorde
Dynamic POC MT5
Evgeny Shevtsov
5 (1)
Göstergeler
The indicator calculates volume profiles dynamically and displays the result as VAL, VAH and POC curves. Indicator features The indicator uses the historical data of the lower (relative to the current) timeframes for calculations: M1 - for timeframes up to H1, M5 - for timeframe H1, M15 - for timeframe H4, H1 - for timeframe D1, H4 - for timeframe W1, D1 - for timeframe MN. The color of the DPOC curve sections is determined by comparing the volume of the POC levels of all profiles that make up
Neural Predictor MT5
Evgeny Shevtsov
Göstergeler
The indicator refers to the means of probabilistic analysis. Prediction is performed by the Monte Carlo method together with a mathematical model of a neuron. But, the modeling of samples for this method is made not artificially, but comes from the original "nature", that is, from history. The number of samples and the detail of their modeling is achieved using the lower (relative current) timeframe. Indicator algorithm : In general terms, the algorithm boils down to the fact that the indica
Filtrele:
Irusel
704
Irusel 2025.11.10 18:46 
 

super

ronei1986
16
ronei1986 2022.05.29 05:44 
 

ele nao esta carregando

Evgeny Shevtsov
86048
Geliştiriciden yanıt Evgeny Shevtsov 2022.05.29 09:59
Hello.
Please write in more detail what you wanted to say.
If this is a question, then it is better to write it on the "Comments" tab, because the "Reviews" tab is not intended for dialogue.
If possible, preferably in English.
I just know a little English, and if my translator translates incorrectly, then I can notice it.
Zé Roberto
667
Zé Roberto 2021.05.22 23:59 
 

Bom indicador de volumes

Thomas Fairhurst
1184
Thomas Fairhurst 2019.06.17 10:59 
 

Kullanıcı incelemeye herhangi bir yorum bırakmadı

[Silindi] 2019.01.07 19:06 
 

Kullanıcı incelemeye herhangi bir yorum bırakmadı

kezar
221
kezar 2018.12.20 15:30 
 

Kullanıcı incelemeye herhangi bir yorum bırakmadı

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