Recommended for trading using Market Profile and VSA.
The indicator displays profile of different periods on one chart. Minimum profile period is 15 minutes. The period of each next profile is twice the size of the previous one. The VAH/VAL price area is displayed on each profile. Price levels, where borders of price areas of different periods' profiles converge in one line, represent reliable support/resistance levels.
The indicator displays volume accumulation areas on the chart to confirm reliability of these levels. These areas are sorted and highlighted with corresponding color depending on their sizes.
The Indicator Features:
The indicator works on M1, M5, M15, M30, H1, H4, but it uses history data of М1 to perform calculations, therefore make sure to download the M1 history via the MT4 menu Service->History Center, or just by scrolling the М1 history against the stop. If there are no data, the indicator will display "No data period M1" and perform drawings from the place there the history is available.
The indicator performs all drawings only in the chart view area but you can scroll the chart to the history. The indicator is blinking when you scroll the chart. This happens because volume accumulations are resorted.
The indicator has the NoVolumes mode. When this mode is enabled, volume of each М1 candle used for calculation is assumed to be equal to its spread in points. Profile formation and volume accumulation are calculated by the FootPrint principle.
These profiles are dynamic, they are not time-related, so they move and alter together with fresh data appeared on the chart. Lines of profile price areas of different periods are "strolling around", converging and diverging from time to time. Their convergence forms quite reliable support/resistance levels.
Volume accumulations are sorted by the step of 1/6, so at the end we have six color graduations. You can set the color scheme of these graduations via color variables: LowestBoxColor - up to 1/6, LowBoxColor - up to 2/6, MiddleBoxColor - up to 3/6, MediumBoxColor - up to 4/6, HighBoxColor - up to 5/6, HighestBoxColor - up to 6/6 of the maximum accumulation in the visible view area. You you do not want any of these graduations to be on the chart, just set its color similar to the color of the chart background.
Description of Other Variables:
Default settings are good for any symbol and any period.
- ProfileStepPoint - fixed step of profile calculation grid. Set in «previous» points, minimum value is 0, maximum value is 50. If set to zero, the calculation step is taken from the ProfileStepPointPix variable. In order to avoid increased load of the terminal when using such symbols as GOLD which have a very small point size per the chart height, we recommend to use at least 20 "old" points.
- ProfileStepPointPix - dynamic step of profile calculation grid. Set in pixels, minimum value is 1, maximum value is 10.
- ProfilePriceArea - profile price area, default value is 75%.
- BoxStepPoint - similar to ProfileStepPoint, but for sorting volumes.
- BoxStepPointPix - similar to ProfileStepPointPix, but for sorting volumes.
- BoxExcessRemove - this function acts as follows: if there are several adjacent accumulation boxes on any vertical axis of the chart, the maximum one is displayed and all other are removed.
- BoxDensity - in this mode each accumulation box displays not a cumulative volume but its concentration. Cumulative volume may be not really large or even imperceptible, but its high concentration per a time unit indicates high activity on this candle (candles) and on the given price level.
- NoVolumes - if set to true, volumes of М1 candles are not used for calculations.
- ProfileColor - color of profiles.
- ProfileBorderColor - color of profile borders and their corresponding text.
- ProfileTextColor - color of text indicating maximum of each profile.
Market Profile is an amazing tool! It is also known as Volume Profile. With it you can identify regions of strong and weak negotiation, finding regions of accumulation (support and resistance), thus seeing the market with other eyes. Instead of measuring each candle volume as default volume indicator does, the Market Profile measure the volume by price . Paid version: https://www.mql5.com/pt/market/product/38938 Configurations: MAIN OPTIONS From period - period to extractvolume data. To per
该实用程序允许您构建不同类型的图表: 秒图从1秒到86400秒 从1刻度和上方刻度图表 卷图 Delta图表 Renko图表 范围图 也可以从图表进行交易。 为了控制调度使用: 鼠标左键-移动图表，在设置中选择不同的模式; 鼠标右键-用于进入菜单选择图表，酒吧和指标，以及在酒吧菜单中去到以下设置; 鼠标滚轮在图形区域的旋转-向左和向右移动图形，按住Ctrl-向上和向下移动图形，在价格刻度的区域-在价格刻度在时间轴的区域-放大和缩小的时间; H键-在图表上或在音量区域中设置一条水平线，Shift+H-删除所有水平线; V键-设置垂直线，Shift+V-删除所有垂直线; T键-设置趋势线，Shift+T-删除所有趋势线和矩形; R键-设置矩形，Shift+R-删除所有趋势线和矩形; P key-set市场概况; 空格键-调用"标尺"模式来测量点的数量; 左箭头和右箭头键-移动图表并排; 向上箭头键和向下箭头键-向上和向下移动图表。 打开订单: Buy_Limit-在当前价格下方的价格图表区域中，按Ctrl+鼠标左键; Sell_Limit-在当前价格上方的价格图区域按Ctr
The utility allows you to build different types of charts: Seconds chart from 1 second to 86400 seconds Tick chart from 1 tick and above The volume chart Delta chart Renko chart Range chart Built-in indicators for volumetric analysis: daily market profile and market profile of the selected timeframe, Cluster Search Imbalance VWAP Dynamic POC, VAH, VAL the profile depth of the market vertical volume with various display options, delta with various display options, pole of the current and higher t
This indicator calculates the volume profile and places labels that correspond to the VAH, VAL and POC levels, for each candle individually. Indicator operation features The indicator works on the timeframes from M3 to MN, but it uses the history data of smaller periods: M1 - for periods from M3 to H1, M5 - for periods from H2 to H12, M30 - for the D1 period, H4 - for the W1 period, D1 - for the MN period. The color and location of the VAL, VAH and POC labels on the current candle are consider
Market profile was developed by Peter Steidlmayer in the second half of last century. This is a very effective tool if you understand the nature and usage. It's not like common tools like EMA, RSI, MACD or Bollinger Bands. It operates independently of price, not based on price but its core is volume. The volume is normal, as the instrument is sung everywhere. But the special thing here is that the Market Profile represents the volume at each price level. 1. Price Histogram The Price Histogram
This indicator is based on Volumes standard indicator, calculates the average of Volumes based on the last N bars set by users, and if the value of the volume is bigger then a set % respect the average a different color will be used. The indicator is shown in a separate indicator window. This version has now a limitation in setting the % about the threshold. If you are interested to set threshold consider to buy the PRO version ( https://www.mql5.com/en/market/product/35925 ) If you want to use
Aggression Volume Indicator is the kind of indicator that is rarely found in the MQL5 community because it is not based on the standard Volume data provided by the Metatrader 5 platform. It requires the scrutiny of all traffic Ticks requested on the platform... That said, Aggression Volume indicator requests all Tick Data from your Broker and processes it to build a very special version of a Volume Indicator, where Buyers and Sellers aggressions are plotted in a form of Histogram. Additionally,
This indicator plots TICK Volume Chart With Volume Chart you can only group Trade Ticks, BID/ASK changes aren't allowed, it's a separated indicator from Tick Chart, only to display volume with histogram chart DATE/TIME X Axis isn't synchronized with MT5 date/time X Axis, MT5 don't allow 2 X axis with different times Some Parameters Information: copyType - select if it will copy ticks with TRADE, ALL or BID/ASK change tickType - select if the ticks will be grouped by same type (price, time, buy
The PipTick Volume indicator is a great tool for measuring tick volume or real volume activity. It quickly and easily helps traders to evaluate the current size of volume. The indicator for classification of the volume size uses moving average and its multiples. Accordingly, the area where the volume is located (relative to the moving average) is labeled as ultra low, low, average, high, very high or ultra high. This indicator can calculate moving average by four methods: SMA - Simple Moving Ave
Wyckoff fans, enjoy! Ideally to be used with the Weis Waves indicator, but it can be easily used alone, the Waves Sizer puts the range (in resulting Price movement) done by the Price on its market swings. You can control how accurate or loose will be the swings. This tool is very helpful for visually know how much the Price has traveled in your Timeframe. This way you can confront this level of effort with the resulting Volume, etc... Weis Waves indicator: https://www.mql5.com/en/market/pro
The indicator displays the orders book, as well as increases its depth, remembering the location of orders that have gone beyond the current "window" view. Indicator capability The indicator is a demo version of the Smart DOM Driver trading utility and has some part of its visual functions. Display the levels of open positions. Simulation of placing/cancelling/editing pending orders directly in the displayed orders book. Input variables The list of input variables of the indicator fully cor
The indicator analyzes the volume scale and splits it into two components - seller volumes and buyer volumes, and also calculates the delta and cumulative delta. The indicator does not flicker or redraw, its calculation and plotting are performed fairly quickly, while using the data from the smaller (relative to the current) periods. Full recalculation of data is performed once per minute, when a new candle opens on the M1 timeframe, or in case of a user activity, namely, when scrolling the char
This is a demo version of the " Delta Volume histogram " Expert Advisor. The demo version only works on one symbol - СL... (Light crude oil futures)! The "Delta Volume histogram" Expert Advisor plots histograms of "Delta volume", "Real volume", "Buy volume", "Sell volume", "Tick volume". EA version: Has a built-in «Pending orders indicator". The indicator is designed for analysis of pending orders in the market, available in "MarketBook". Displays the Volume profile levels (VAH VAL from 60% to
这是一款基于市场深度的可视化指标，它可工作于所有提供市场深度的品种。它显示每笔卖价/出价的交易量与总卖价/出价的交易量的比值，这样用户可以直观地判断买卖方向的瞬时强度。你可以同时在几个图表上应用这个指标，观察不同品种的买卖队列。 购买前请确认你的交易商有提供市场深度这个功能。 注: 这是限制版，它仅工作于 模拟账户。正式版是： https://www.mql5.com/zh/market/product/513 。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。 。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。。
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, but in real time only, without access to its history. The indicator OrderBook Cumulative Indicator accumulates market book data online and visualizes them on the chart. In addition, the indicator can show the market
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Demo version of the YuClusters indicator. The demo version works only on one chart. The YuСlusters indicator 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 deal. For the Forex instruments - the real or tick volume (depending on the broker) and Bid price. YuClusters features built-in filters, profiles, indicators. YuClusters has a powerful system of alerts, wh
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This indicator plots TICK Chart This indicator displays ticks (doesn't display volume) you can only group Trade Ticks, BID/ASK changes aren't allowed, but it can be displayed as dotted lines DATE/TIME X Axis isn't synchronized with MT5 date/time X Axis, MT5 don't allow 2 X axis with different times Some Parameters Information: copyTypeEnum - select if it will copy ticks with TRADE, ALL or BID/ASK change tickTypeEnum - select if the ticks will be grouped by same type (price, time, buy/sell side
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The original author is David Weis, an expert in the Wyckoff Method. The Weis Wave is a modern adaptation of the 1930's Wyckoff Method, another expert in Tape Reading techniques and Chart Analysis. Weis Waves takes market volume and stacks it into waves according to price conditions giving the trader valuable insights about the market conditions. If you want to learn more about this subject you can find tons of videos in YouTube. Just look for "The Wickoff Method", "Weis Wave" and "Volume Spread
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PipTick VWATR indicator is a helpful tool for measuring of activity of the market. It is based on the idea of the Volume-Weighted ATR. The combination of these two elements helps to identify potential turning points or breakout opportunities. The indicator for the classification of the activity of the market uses moving average and its multiples. Accordingly, where the VWATR bar is located (relative to the moving average), it is labeled as ultra low, low, average, high, very high or ultra high.
The Martinware™ Volume indicator plots a colored moving average over volume bars. The coloring uses three colors and can be done in different ways choosable by the user and is applied both to the average as to the volume bars. Three types of coloring are possible: None: no coloring is done Increasing or decreasing: changes the color depending on the current value being bigger or lesser than the previous one Volume relative to average: colors vary if the current volume is bigger or lesser then
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The Metatrader 5 has a hidden jewel called Chart Object, mostly unknown to the common users and hidden in a sub-menu within the platform. Called Mini Chart, this object is a miniature instance of a big/normal chart that could be added/attached to any normal chart, this way the Mini Chart will be bound to the main Chart in a very minimalist way saving a precious amount of real state on your screen. If you don't know the Mini Chart, give it a try - see the video and screenshots below. This is a gr
PipTick Session is a very simple indicator that helps to highlight a specific trading session. For example, it can be used for differentiation of the European, American or Asian session. Main features The indicator shows a user-defined trading session Alert notifications for start and end of session Custom session time Works on every timeframe (M1, M5, M15, M30, H1, H4, D1, W1, MN) Customizable parameters (Colors, Alert...) Can be used for creating EA Available for MT4 and MT5 Input paramete
The OandaX product series is designed to display additional data on orders and positions provided by the Oanda FxLabs service. The OandaX Ratios indicator is designed to display the history data on buyers and sellers ratio. For the constant update of data it is necessary for the OandaX Download Manager EA to be running in the terminal. To display the previously downloaded data the EA is not required. The ratio of sellers and buyers is the percentage of the number of traders who have short net po
The VSAMultiAnalize1DemoMT5 indicator is a free demo version of the VSAMultiAnalize and VSAMultiAnalizeMT5 indicators. The VSAMultiAnalize indicator serves to construct a horizontal volume profile and delta on the symbol graph ( VSA - Volume spread analysis ). Construction can be performed in various ways. Input parameters: View Type. What is displayed on the chart. Volume by Range. The horizontal volume profile for the specified timeframe is the Target parameter. Previous and current. Two hori