Cluster analysis of volumes is now available in MetaTrader 5!
The YuСlusters 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 a deal. For the Forex instruments - the real or tick volume (depending on the broker) and Bid price.
There are 7 criteria of cluster generation:
- Time interval, the criterion is set in seconds.
- Price range, the criterion is set in points. The current cluster is closed when the deal price goes beyond the specified price range. In that case, the current deal is included in the current cluster, while the next one opens a new cluster. The range is calculated as the difference between the High and Low price in the cluster.
- The difference (delta) between buy and sell volumes. The current cluster is closed when the delta with the next deal exceeds the specified volume. The next deal opens the next cluster.
- Total volume of deals. The current cluster is closed when the total volume of purchases and sales in the cluster exceeds the specified volume after one of the deals.
- Number of ticks. The cluster is formed by the specified number of ticks.
- Deal type. A cluster is formed by deals of the same type.
- Reversal price. The cluster is formed when the price passes given number of points in the opposite direction.
There are 8 types of cluster representation:
- "Delta" - display the delta.
- "Delta %" - display the delta as a percentage of the corresponding ASK or BID volume.
- "BID + ASK" - display the sum of BID+ASK volumes.
- "ASK & BID" - display the ASK and BID volumes separately, the ASK volume is drawn in the upper half of the cluster cell, the BID volume is drawn in the lower half.
- "BID x ASK" - display the ASK and BID volumes separately, the ASK volume is drawn to the right, while the BID volume is drawn to the left of the cluster center.
- "Delta and BID+ASK" - display the delta and the sum of BID+ASK volumes.
- "Delta% and BID+ASK" - display the delta as a percentage and the sum of BID+ASK volumes.
- "BID x ASK, Delta background " - display the ASK and BID volumes separately, the background of the cell is determined by the value of the delta.
YuClusters features built-in filters, profiles, indicators.
YuClusters has a powerful system of alerts, which can be set to events related to clusters, volumes, prices and built-in indicators.
When using YuClusters with IShift Lite utility, it is possible to carry out trading operations directly from the clusters chart.
YuClusters has built-in graphical and video help on the interface and hints on settings and alerts.
Attention: YuClusters does not work in the Strategy tester of the terminal. You can view the indicator operation in the free version YuClusters DEMO.
- bug in the trading panel: editing volume for step 0.1;
- bug in Big Trades indicator;
- minor interface inaccuracies.
- the position of the Open-Close line when displaying a cluster with delta background;
- calculation of custom profile with price scale greater than 1.
- display of indicators outside the chart.
- adding file type to the file name while saving the settings;
- download tick history.
- reset indicators.
- selection of the type and criterion of the cluster;
- color scheme for clusters with delta-dependent background;
- display the right profile in closed market.
- restore configurations from the chart and files version 6.8;
- display of volumes filters.
- implemented full scalability of the chart;
- scaling of the chart occurs around the selected cluster when the auto-scrolling of the chart to the beginning is disabled;
- indicators below the chart are located in the sequence of their opening;
- second filter for DoM;
- separate volume parameters for large trades and trades chains in the "Big Trades" indicator;
- control of the price scale - you can set an arbitrary grid step and price step (scale), as well as block the change in the price scale from the chart;
- the price scale can be shown in the chart title;
- the "Delete all profiles" command has been added to the quick menu, which removes all custom profiles from the chart.
- in the tooltip to the custom profile, the display of the delta is added.
- alerts in DoM;
- change custom profile;
- counting visible clusters;
- restart calculation of cumulative delta.
- error in the trading panel: editing volume for step 0.1;
- error in the alerts: comparison of CD1 with CD2.
- the second way to create a custom profile: move mouse with pressed the left button and holding down the "Ctrl" key;
- price scale increased to x500;
- double click creates/removes a horizontal line;
- Delete key removes all lines from the chart.
- the total value in the custom profile was not updated when the profile size was changed;
- changing the size of custom profile in the up/left/right direction also increased the profile size by one price step to down .
- synchronization of horizontal lines between indicators;
- fixed margin calculation on some symbols.
When using the IShift Lite trading plugin:
- Added the ability to trade on hedging accounts;
- Added display of trades on the cluster chart.
- New type of cluster has been added - “Reversal”, the cluster will close when the price moves in the opposite direction the specified number of points.
- New criterion is added for the timeslot cluster - "Current", when this criterion is selected, the cluster timeslot will be equal to the timeframe of the chart.
- Added new view of displaying the area between the prices of the Open/Close cluster - the outline.
- Added indicator "Big deals".
- Added indicator "Strong levels".
- Added fractal indicator.
- Added additional parameter to volumes imbalance: minimum of volume.
- Added filter highlighting values in the DoM.
- Added display of delta divergence in the cluster.
- Added period separators, you can highlight start of trading sessions.
- Added start selection for building sequence of clusters.
- Added start selection for calculating cumulative delta CD1.
- Added scaling of tick charts, moving the mouse left/right in the time area and subwindow.
- The tick chart shows the time of the first and last visible tick.
- The histogram of volumes is shown on the tick chart if at least one subwindow is visible.
- Changed the way to select and configure lines, removed the limit on the number of lines.
- Added quick menu that is activated by right-clicking in the cluster area.
- You can move the chart vertically with the mouse wheel in the area of price, the DoM and tick chart.
- Updated help on the interface and settings.
- added imbalance highlighting with circle;
- when cluster graph is minimized, button-logo remains in place in upper left corner;
- added contrasting prices on selected lines;
- added buttons to hide/show and clear alarm signs on main chart.
- shift of numbers in clusters;
- allocation of empty cells.
- Added choice of type of tick chart.
- Added graph of ticks in cluster data window.
- Added scaling on time scale.
- Fixed bugs.
- Fixed profile calculation for visible clusters;
- Fixed display profile in form of delta.
- Price scale setting is moved to left side of chart, price scale is changed by moving the mouse vertically with the right button pressed;
- Crosshair works in subwindows;
- Fixed calculation of Value Area;
- Fixed hiding mode;
- Updated built-in help.
- Fixed error setting value of VA period more 255.
- added the ability to build arbitrary profiles, select the profile building area while holding the right mouse button pressed;
- added crosshair mode for the cursor, right-click activation;
- added the ability to hide the indicator on the chart, click on the logo;
- added events from DoM to the alerts;
- added the ability to change the size of the interface buttons;
- added built-in interface help.
- Fixed an error that caused the indicator to crash on certain instruments with missing history.
- tick indicator sorting trades by volume;
- select data source (real or tick volumes) if necessary;
- time scale shift, in minutes;
- data on cluster type and form on the chart;
- shifting lines from a cluster chart to other open charts.
Added the cluster volume indicator and the moving average indicator.
Added "hot keys": switching the cluster view and moving the chart.
Added a second profile on the right side of the chart.
Added disabling of profiles.
Profiles can be calculated for a specific number of recent clusters.
Added customization of the price scale. The price scale can be changed using the mouse in the price area of the cluster chart.
Added the ability to move the indicator lines on the main chart.
Added the ability to display horizontal lines from the main chart on the cluster chart.
Added a divisor of the indicator values.
Added centering of the current price on the chart.
Added shifting of the main chart to the bar corresponding to the selected cluster.
Added new events to alerts.
Added scrolling of the cluster chart using the mouse wheel (works with build 1653).
Added tooltips for the indicator parameters.
- 3 new types of cluster representation.
- 2 volume filters.
- The VWAP indicator.
- The second indicator of the cumulative delta with the ability to set time or period as a parameter.
- Configurable alerts.
- A window for quick navigation between clusters.
- Ability to customize the color scheme of the indicator.
- Ability to set the start time for clusters and profile.
- Interactive tooltip for the indicator settings.
- Ability to add interface languages.
- Expanded tick history: applied data types are now displayed in the info window.
- Fixed setting a random color for horizontal levels.
- Fixed cumulative delta calculation.
- Fixed occasional un-synchronization of cluster and profile display.
- Added the tick volumes filter. It is possible to set a range of tick volumes, that will participate in the construction of clusters. A zero value of the parameter disables filtering on this parameter.
- Added new cluster type - Delta Percent;
- Added the ability to highlight the Volume Imbalance;
- Added the Cumulative Delta;
- Added the ability to save settings to a file.
- Added sum and volume delta of each cluster.
- Added the current price line.
- Increased maximum font size in the table.
- Changed the function of the button for aligning the table by price. Now, it enables/disables auto aligning the table by price.
- Fixed an error when forming a cluster profile.
- Added dark color scheme.
- Adjustable "depth" of clusters.
- Price scale can be changed.
- Adjustable appearance of clusters and a profile.
- Selected cluster "highlights" time of the cluster opening on the main chart using a vertical dashed line.
- Corresponding cluster is selected by double click on a "candle" of the main chart.
- Ticks and clusters are exported to a CSV file.
- Tick history is stored during 90 days.
- We have changed screenshots and added video in the description.
- Up to four price levels can be selected in the table. Use a single or a double click for selection.
- Faster GUI operation.
- For Forex instruments you can select actual current price.
- Fixed the synchronization of tick history.
- Added chart zoom: zoom in/out the chart.
- Added screenshot explaining new features.