Obtaining Open Interest values not for the current bar - page 8

 
Vasiliy Sokolov:
Looking at. You keep jumping from one type of data to another and making bland assertions that it's all wrong, and that's not how it counts. The OI is displayed correctly. The number of buy and sell orders is shown correctly. The market glass is correct. What is wrong in the end?

First it was suggested that OI was what was written in the first post of this thread. This was then disproved. Next, it was clarified what these indicators from the initial post show. It was clarified that the glass is not showing everything.

No problems, it seems. There was research and it ended quite well. A separate thread https://www.mql5.com/ru/forum/95062 was dedicated to problems.

It became clear that MT5 contains historical data of OM (implicitly).

За какой показатель не возьмись, возникает несоответствие
За какой показатель не возьмись, возникает несоответствие
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Выяснили, что MT5 транслирует стакан не полностью. Решил тогда проверить другие показатели...
 
fxsaber:

It was first suggested that OI was what was written in the first post of this thread.

That is correct. The topicstarter was indeed mistaken.

fxsaber:

A clarification appeared that the glass is not showing everything.

Of course it does.

fxsaber:

No problem, it seems. There have been studies and they ended quite happily. There was a separate thread https://www.mql5.com/ru/forum/95062 for the problems.

Okay. Well, now that that's settled, great. Goodbye, then.

 
Karputov Vladimir:

So here's the deal. Here is the correlation between MetaTrader 5 and QuickBooks:

MetaTrader 5Quickquick
Total volume of buy orders at the momentTotal demand
Total volume of sell orders at the momentTotal supply

100% coincidence in numbers.

Well, now everything is falling into place .....

What is the best solution for the history bar?

 
Alexander Antoshkin:

There you go, it's all falling into place now .....

What's the best solution for the history bar?

there is no solution directly in mt5

Do you have any idea how much information the server has to store and give you on demand?

... I've seen on one of the sites the detailed history of market conditions including trades.

It could be unloaded for 1 day and played as in player.

 
Alexey Klenov:

there is no such solution directly in mt5

Do you have any idea what information the server has to store and provide at short notice?

... I saw on one of the sites the detailed history of changes of the stock including trades.

It could be unloaded for 1 day and played as in the player.

Since there is no possibility of the latter solution in MT5, it would be fair to consider the topic complete,if this value of the contracts could be obtained by the user through OHLC"Open" - at the moment of bar opening, and "Close" - at the moment of bar closing

i would like to show how it is done .... and place the library/class/scrypt/indicator logic or something else (i don't know what) in the kodobase

I won't say a word about the link to the quickswitch.....)

 

Here are the charts for today:

Screenshots of the MetaTrader trading platform

RTS-9.16, M1, 2016.09.08

JSC ''Brokerage House 'OTKRYTIE''', MetaTrader 5, Real

The total volume of buy and sell orders at the moment.Tick indicator and histogram indicator.

RTS-9.16, M1, 2016.09.08, OTKRYTIE Brokerage House, MetaTrader 5, Real


 
Karputov Vladimir:

And here are the charts for today:

You just stop calling it an OI. That's not what you're showing, as the above has already been dealt with.
 
fxsaber:
Would you just stop calling it OI. That's not what you're showing, as the above has already been dealt with.

Do you need a prescription for an ophthalmologist?

It's written in human language:"The total volume of buy and sell orders at the moment.Tick indicator and histogram indicator."

 
Karputov Vladimir:

Do you need a prescription for an ophthalmologist?

It's written in human language:"The total volume of buy and sell orders at the moment.Tick indicator and histogram indicator."

"In Russian, I see "OI" and "Open Interest" in two places on the screenshot.
 
fxsaber:
"In Russian" I see "OI" and "Open Interest" in two places on the screenshot.

The screenshot is mine, I write what I want :).

Just indicators in test mode, so you can look at the name of the indicators, but not for everyone.