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FORTS All Saver

This is a utility for storing the data on open interest (OI), ratio of buyer/seller orders' number and the ratio of buyer/seller orders' volumes on the Russian FORTS futures market. This is the first product of the series. Now, you can trace history of the specified data in real time in МТ5 terminal. This allows you to develop brand new trading strategies or considerably improve the existing ones.

The data received from FORTS market is stored as a database (text CSV or binary one at user's discretion). Thus, upon completion of a trading session and disabling the terminal (or PC), the data is saved and can be used after the terminal is re-launched. For example, it can be displayed as a graph.

The data is saved in the following format - as M1 candles of the DateTime;Open;High;Low;Close form, where DateTime - М1 bar beginning time, Open - the value at the beginning of М1 bar, High/Low - high/low value and Close - the value at the moment M1 bar is closed (and a new one is opened). Thus, you can see the changes of the open interest inside the bar and examine its dynamics in comparison with the neighboring bars. Separate fields are separated by a semicolon.

Sample entry in CSV file:

2014.04.21 12:28:00;1200272;1200274;1200174;1200176
2014.04.21 12:29:00;1200176;1200200;1199910;1200118

Parameters

  • Use CSV-file: Yes - history is saved in a text CSV file; No - history is saved in a binary file. In the binary format, the data takes up less disk space and is accessed faster. This advantage is significant only in case of large amounts of data (several months).

  • Use Common Directory: Yes - use common directory to store history database (for all terminals); No - each МТ5 terminal installed in the system saves data in its own directory: "MQL5/Files/OpenInterest" - for the open interest, "MQL5/Files/TotalOrders" - for the number of orders, "MQL5/Files/OrdersVolume" - for the volume of orders.

  • Save Open Interest History: Yes - enable; No - disable saving open interest history in the file. Chart timeframe does not matter - the history is always saved as minute bars.

  • Open Interest File Name Prefix - prefix for forming open interest history file name. The file name is formed from the prefix, symbol name and extension (CSV or BIN). For example: "OpenInterest-GAZR-6.14.CSV". If an empty line is set as a prefix, the default 'OpenInterest' prefix is used.

  • Save Total Orders History: Yes - enable; No - disable saving history of seller/buyer orders' number ratio in the file. Chart timeframe does not matter - the history is always saved as minute bars. The data is saved in two separate files - for sellers and buyers.

  • Total Orders File Name Prefix - prefix for forming the file name of history of seller/buyer orders' number ratio. The file name is formed from the prefix, seller/buyer attribute, symbol name and extension (CSV or BIN). For example: "TotalOrdersBUY-GAZR-6.14.CSV". If an empty line is set as a prefix, the default 'TotalOrders' prefix is used.

  • Save Orders Volume History: Yes - enable; No - disable saving history of seller/buyer orders' volume ratio in the file. Chart timeframe does not matter - the history is always saved as minute bars. The data is saved in two separate files - for sellers and buyers.

  • Orders Volume File Name Prefix - prefix for forming the file name of history of seller/buyer orders' volume ratio. The file name is formed from the prefix, seller/buyer attribute, symbol name and extension (CSV or BIN). For example: "OrdersVolumeSELL-GAZR-6.14.CSV". If an empty line is set as a prefix, the default 'OrdersVolume' prefix is used.

Proposal for interested users:

If you have ideas for improvement of this or any of my other products, please write me. You will get a big discount for any of my products if the idea is realized.

Please write all your suggestions on the Comments tab of this page, so we can have a documentary proof of the ideas and see who the first author is.

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