• 概述
  • 评论 (1)
  • 评论 (12)
  • 新特性

Clusters Chart MT5

The indicator displays volume clusters or volume profiles to choose from.

For trading symbols which contain the tape of deals, the indicator can perform calculations based on the tape of deals.


Input variables


StepPoint - cluster step in points, if the value is zero, the step is assigned automatically.

HistoryTicks - size of tick history (for VolumeType in the mode TimeAndSales).

AssociatedTimeframe - binding the indicator to the specified timeframe of the chart, if the value is equal to Current, the indicator works on all timeframes.

ClustersVolume - volume in clusters:

  • All - all volume.
  • Active - active volume (which produced the price movement).

ClustersAsDelta - difference between the volume of buyers and sellers.

ProfilesVolume - volume in profile clusters:

  • All - all volume.
  • Active - active volume (which produced the price movement).

ProfilesAsDelta - difference between the volume of buyers and sellers.

ProfilesValueArea - size of profile value area.

ProfilesValueAreaType - value area calculation mode:

  • OfPocND - distribution relative to POC level.
  • OfTotalVolume - distribution relative to the volume traded in the profile.

FramesDelta - display of aggregate delta for each clusters frame.

FramesCompare - normalize the visual length of clusters relative to the maximum volume cluster in the chart window.

SignReverse - reverse of the volume of clusters (buyers as sellers, and sellers as buyers).

VolumeType - type of volumes used for calculations:

  • Tick - tick volumes.
  • Real - real volumes (if it broadcast from a broker).
  • Without - alternative mode, without the volumes.
  • TimeAndSales - tape of deals.

The rest of the variables are related to color settings, and their purpose is clear from their name.


Indicator features


During operation, the indicator changes the scale of the chart on the price axis, and also replaces the image of the chart, as a result, the operation of some other indicators in the chart window may be incorrect.

For trading symbols that have the tick history without the content of the tape of deals, an interpretation algorithm is automatically applied: 

  • Each positive Ask tick is interpreted as the unit of volume to buy.
  • Each negative Bid tick is interpreted as the unit of volume to sell. 

This algorithm works only in the mode VolumeType=TimeAndSales and is relevant mainly for currency pairs.

In the modes Tick, Real and Without the indicator does not work on the timeframe M1.


评论 1
jimjack
149
jimjack 2020.01.17 16:31 
 

this is beautiful. I completely uninstalled ninjatrader 8 and its footprint / cluster chart.

again, its a must.

推荐产品
筛选:
jimjack
149
jimjack 2020.01.17 16:31 
 

this is beautiful. I completely uninstalled ninjatrader 8 and its footprint / cluster chart.

again, its a must.

版本 1.9 2020.07.12
The indicator is recompiled in MT5 build 2530.
版本 1.8 2020.04.14
The initiating drawing scale is set using the input variable FramesInitScale.
The final drawing scale is still switched using the terminal buttons "+" and "-", but when the final scale is small, the drawing is performed as chart candles.
版本 1.7 2020.02.10
Fixed a delay when a new frame opening.
版本 1.6 2020.01.16
Fixed the error of repeatedly overestimating clusters volumes.
版本 1.5 2019.11.14
Added display of aggregate delta for each clusters frame (FramesDelta=Enable).
版本 1.4 2019.10.30
The indicator marks its own time scale.
版本 1.3 2019.10.29
Added modes ClustersAsDelta and ProfilesAsDelta displaying clustering through the difference between buyers and sellers volumes.
Added function FramesCompare normalizing the visual length of clusters relative to the maximum volume cluster in the chart window.
版本 1.2 2019.10.27
Improved algorithm for automatic assignment of the cluster step.
For trading symbols that have the tick history without the content of the tape of deals, an interpretation algorithm is automatically applied:
Each positive Ask tick is interpreted as the unit of volume to buy.
Each negative Bid tick is interpreted as the unit of volume to sell.
This algorithm works only in the mode VolumeType=TimeAndSales and is relevant mainly for currency pairs.