This indicator analyzes the Delta tick volume. It tracks up and down tics and calculates based on them tick volume for purchases and sales (separately), as well as their difference. Furthermore, it outputs volumes by clusters (cells) within said period prices bars. VolumeDeltaM1 was created in addition to the indicator VolumeDelta, which uses the same algorithm, but does not handle the tick and therefore can not be used on the M1. VolumeDelta can display data on any story, because he reads the volume of the M1, and converts them to higher timeframes and VolumeDeltaM1 collects showgirl ticks online at M1 and can display their data only for those orezkov where ticks were collected and stored in special files (one file per day).
The indicator can be operated on the higher timeframes, reading the data collected on the M1. It performs only reading from a file and write to the file new ticks still need a copy of the indicator on the M1.
LED displays graphs of the following data in its pane:
- light blue histogram – volume purchases;
- Orange histogram – sales;
- light green histogram – the difference between buying and selling;
- Green Line – the cumulative delta smoothed EMA of the difference; it increased CumulativePeriod time to maintain approximately equal scale histograms;
- blue and red arrows – mark those bars, in which the direction counter to the direction of the delta volume prices that may signal a short-term trading on the next bar.
Also, the indicator displays in the main window of the split table volumes for the last CumulativePeriod bars. The table rows correspond to clusters prices. The table contains the following columns:
- price (range from the specified value until the next top);
- volume of sales;
- delta between purchases and sales (positive – blue, negative – red);
- the volume of purchases;
- total (with values near maximum cell lit in green).
- FileNamePrefix – prefix in the filename with the statistics of ticks; the name of the file has the structure: VDM1 [T | P] -Prefix-Symbol-YYYYMMDD.csv; default – empty; T or P mode is used Mode (see below);
- Mode – ticks or pips; ticks in the mode are calculated only the number of price changes, the size of each mode pips in paragraphs change is taken into account;
- TesterReadOnlineData – false means working in the tester is similar to online reservations; if true, the indicator reads data from existing csv-files that should be copied to the tester / files of MQL4 / Files; This mode allows you to see the actual data in the tester; Caution: 0-bar is always translated at the generated ticks, but at the moment when he becomes the first given to him read from the file;
- PointsPerCell – number of items in a single cluster prices; each cluster appears as a separate line in the table split the volumes (a kind of analogue tape “Time and Sales”);
- CumulativePeriod – period calculating cumulative delta, EMA;
- ShowTable – enables / disables the output cluster table;
- ShowMark – enables / disables the output of price labels for clusters with a maximum total capacity (green) and a maximum delta (yellow);
- ShowAskBidInTable – It turns on / off the backlight of rows of the table corresponding to the current prices and Ask Bid;
- Corner – corner of the main window, where the table will be displayed; 1 – upper right; 0 – upper left; 2 – bottom left; 3 – bottom right;
- CellWidth – width table cells;
- CellHeight – height of table cells;
- ColorBG – background color of the table;
- FontSize – font size table;
- Method – switch method of categorization of ticks; If the value ask_versus_bid amounts related to the purchase by increasing the ask price and the sale – with a decrease in bid prices. On some accounts changing bid prices are broadcast more frequently than the ask, in connection with which there is a downward shift. possible to solve this problem, select the option ask_and_bid, in which analyzes the changes and ask the amount bid.
Acceptable timeframes: M1 (full-featured mode), M5 and higher (data reading from M1).
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