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Market book tester

1

Using data from the order book in the strategy tester

Key features:

  • Simultaneous use of several symbols, up to 7 pieces
  • DOM visualization
  • With the visualization of order books, real-time simulation is available, as well as acceleration or deceleration

Working with the library:

This product also requires a utility to save data: https://www.mql5.com/en/market/product/71642

Speed control utility: https://www.mql5.com/en/market/product/81409

Include file:   https://c.mql5.com/31/735/Market_book_synhron_lib.mqh

Version for optimization: https://www.mql5.com/en/market/product/81400#!tab=comments&page=1&comment=39641857

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Bibliothèque
Want to get all events like Previous/Forecast/Actual values for each news to analyze/predict it? By this simple library you can do it easily,Just import/integrate the library into your system,then get all possible values for each news   Even In Strategy Tester   . Note: Please add the address " https://www.forexfactory.com/ " of news feed at your MT5 tab > Tools > Options > Expert Advisors > Check Allow web request for listed URL. Since the WebRequest() function can't be called from indicator ba
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Bibliothèque
A Simple Moving Average (SMA) is a statistical indicator used in time series analysis. This indicator represents the arithmetic mean of a sequence of values over a specific period of time. SMA is used to smooth short-term fluctuations in data, helping to highlight the overall trend or direction of changes. This aids analysts and traders in better understanding the general dynamics of the time series and identifying potential trends or changes in direction.  More information you can find in Wiki 
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Guo Zhi Shi
Bibliothèque
Hello everyone! I am a professional MQL programmer , Making EAs, Indicators and Trading Tools for my clients all over the world. I build 3-7 programs every week but I seldomly sell any ready-made Robots. Because I am fastidious and good strategy is so few...  this EA is the only one so far I think its good enough to be published here.  As we all know, the Ichimoku indicator has become world popular for decades, but still, only few people knows the right way of using it, and if we check the cl
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Dian Zhou
Bibliothèque
Applying these methods, I managed to arrive at a nuanced conclusion that is crucial to understanding the importance of unique strategies in contemporary trading. Although the neural network advisor showed impressive efficiency in the initial stages, it proved to be highly unstable in the long run. Various factors such as market fluctuations, trend changes, external events, etc. cause its operation to be chaotic and eventually lead to instability. With these experiences, I accepted the challenge
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Daciana Elena Chirica
Bibliothèque
Introducing "TG Risk Service Manager" — your comprehensive toolkit for swift and precise risk management and lot size calculations in the dynamic world of trading. Designed to streamline development processes and enhance trading strategies, this indispensable library equips developers with essential tools for optimizing risk assessment and trade profitability. Metatrader4 Version |  All Products  |  Contact   Key Features: Efficient Lot Size Calculation : Harness the power of precise lot size
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Aliaksandr Hryshyn
Indicateurs
Depth of market display. Up to sixteen instruments can be displayed. There is auto-scrolling of prices, which can be turned off by clicking on "A" at the top of the window. It is quite a beautiful indicator, it can act as a splash screen, it will not be so boring to look like a regular chart, just right for meditation, especially after big losses in the market. The indicator is not for trading, so your deposit will be more complete. The video displays fast playback of previously saved data. Atte
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Aliaksandr Hryshyn
Utilitaires
Playback of previously saved data from the order book. Key features: Historical data navigation Adjusting the playback speed with the "---" and "+++" buttons, as well as with the mouse, you can by scrolling the wheel over the area of ​​these buttons and between them Turning Price Centering On and Off Time display accurate to thousandths of a second Attention: This product also needs a utility to save data: https://www.mql5.com/en/market/product/71642
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Aliaksandr Hryshyn
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The utility is designed to control the update rate of the order book (or several) in the strategy tester. Management is carried out by a library, which is available here https://www.mql5.com/en/market/product/81400 Interface description: S/P   Start and pause playback ---    Decrease the speed by one step +++   Increase speed by one step R      Updating the character list <0>  Slider, moving left/right change the playback speed, after releasing the mouse it is restored to its original state. The
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Aliaksandr Hryshyn
Utilitaires
Saving data from the order book. Data replay utility: https://www.mql5.com/en/market/product/71640 Library for use in the strategy tester: https://www.mql5.com/en/market/product/81409 Perhaps, then a library will appear for using the saved data in the strategy tester, depending on the interest in this development. Now there are developments of this kind using shared memory, when only one copy of the data is in RAM. This not only solves the memory issue, but gives faster initialization on each
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Shigeo Sorihashi
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Shigeo Sorihashi 2024.03.24 11:16 
 

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Version 1.4 2022.05.15
//Packing/unpacking data
//Initial loading of decompressed data is noticeably faster
bool cMBS_Zip(
bool zip_compression,//true=pack false=unpack
string input_file_name,//Original filename
string output_file_name=NULL//New file name.NULL=Original file is replaced
);//Returns the success of the operation

//Packing/unpacking data
//Initial loading of decompressed data is noticeably faster
bool Zip(
bool zip_compression,//true=pack false=unpack
string &input_file_names[],//Original filenames
string &output_file_names[]//Names of new files. For NULL names, the original name will be taken. The size of the array can be less than input_file_names
);//Returns the success of the operation
Version 1.3 2022.05.14
Оптимизация
Version 1.2 2022.05.14
Added the ability to shift the time for Depth of Market events

//Replacing MarketBookAdd
//Maximum 7 instruments
bool cMBS_Sy_MarketBookAdd(
const string symbol_name,//Instrument
string server_name=NULL,//Server name. NULL=current server
int time_shift=0//Time offset in ms. The event will occur at the specified time later
);
Version 1.1 2022.05.10
Небольшие улучшения