Futures volume indicator for MT4 - page 9

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Hello, dear author! The idea of using CME exchange volumes in MT4 is really worthwhile and relevant. This is especially important for writing EAs. Thanks for the work done. I have the same problem as in previous post - the compiler shows errors in some codesof programs(I have downloaded all of them, that I have found in this thread and in some links from here) when trying to compile them in a new version of the terminal. Since you are preparing versions for new builds, by the way, havealready seen the announcement of new 700 versions on mql sites, I have a few questions and suggestions:

1. Why mess with some broker's demo whenCME data is here:http://datasuite.cmegroup.com/dataSuite.html?template=nfx&exchange=XCME&productCode=6E,6B,6S&monthCodes=Z4,Z4,_&frwdPtBids=6.10,1.40,_&frwdPtOffers=6.10,1.40,_&selected_tab=fx?Updating data for each instrument every 5 seconds (so far I found only currencies there). Watched this sitefor one day - yesterday, October 24. However, it is not clear, if data is updated in 5 seconds, then at what prices should I consider the mentioned bid and ask? After all, the price can make significant fluctuations in 5 seconds. Apparently, using the data of this resource, we will not be able to make a tumbler or a cluster chart of candlesticks, like on Clusterdelt. But this data will be enough to make a bar chart as a volume indicator. You could have at least 3 types of histograms - the 1st one is like a standard Volumes indicatorin MT4, the 2nd one with difference of Bids and Asks in different directions - you have already made it, its work is shown on the screenshots in the posts of this thread, the 3rd one with VSA, where the bars are coloured depending on the volumes and the price range of the bar, as it is done with the tick volumes:You could also do an oscillator as a cumulative delta line (difference between bid and ask) as done on Clusterdelt. Looked at the posts above where people wrote that the indices were unstable and posted screenshots. Isn't the problem that data is taken via DC, i.e. it causes data freeze and if taken directly, where I wrote it would be slow but reliable? At least it would be possible to make in the code a few external string variables (extern string), where you can copy reference from browser string to each available resource, in order of priority by speed of data update. So we have the 1st resource in order with data update in real time stream and the 2nd with data update every 5 seconds. The program selects itself - if the 1st resource is unavailable, the data is taken from the 2nd resource and a comment is displayed in the tool chart. Or trader selects one source and does not indicate other sources. If all the sources are unavailable, the corresponding Alert is given.

But in general, the quotes in the 600-versions of terminals are of higher quality. For example, before in InstaForex it was impossibleto upload the quote archive in the Strategy Tester withhigh quality- there were a lot of gaps. And after the download it happened that the quotes history was spoiled not only in the Strategy Tester but in the trading chart as well - there were some gaps. Now, after updating terminals, I have nosuch problems withquoteshistory in Instaforex. Perhaps, the new MT4 allows faster downloading and transmission of data.

2. You wrote that your indicators have separate buy and sell data. How is it determined - doesCME or an intermediate broker give such data, or is it bid and ask? For example, Clusterdelt gives bid and ask, and so does Ninja (I took their demo for a while).But it is known that it is not like in MT4, in other words, buying at the market or any kind of pending order is always ask and selling is always bid. On the exchange, a trader can place a buy-limit order to buy at the bid, and a sell-limit order to sell at the ask. The same way as in MT4, there are market and breakoutorders(buy and sell) - buy at the ask, sell at the bid. That is, a deal at the exchange is not always a buy on the asc, and a sell on the bid. After having seen a large volume, we can determine the direction of price movement a bit later.

3) We would like to display not only the slider with the number of contracts, but also a chart, like in Clusterdelt or Nindze with clusters. The difference from the stack is that a certain period of history is saved visually. It is necessary for market analysis in order to have the data in front of our EAs' eyes. In other words, the candlestick itself is drawn in the window in the form of the stack where there are bids and askskids, or, even better, buy/sell. However, there is a problem - the price difference between the exchange and the brokerage company is about 10 points. I have to think how to display it better. For example I will attach a screenshot of my friend's deal on Nindze. You can set it on their platform to have a candlestick, not a bar, between the Ask and Bid column or near it on the right (I do not remember exactly, I did not save screenshots). Suppose the openings and closings of a candlestick fromCME are displayed to the left and right of the cluster bar, as a bar or a coloured marker (like a usual bar), and betweenthe asks and bids or to the right there is a candlestick with quotations of brokerage companies. Another problem is that a lot of graphical information may cause a hang of the terminal, or at least too slow operation of the strategy tester. We need to make sure that only the necessary history section is downloaded or displayed in the window, and, if visualization is not enabled, no charts are used in the Strategy Tester, but only data arrays.

4. it would be very important to create a volume profile - again, taking into account the difference between futures and forex prices.

5. InMT4 embedded indicators that take into account the calculation of the tick volume, such asAccumulation/Distribution,Force Indexand MarketFacilitationIndex. It would bevery good to make all such indicators based on exchange volumes.

6. There was a discussion in the thread about whether Clusterdelta actually takes data fromthe CME. So, from the beginning to the end of the day on those resources the difference between the total volume on the Euro-dollar was about one two hundred contracts, but that was Friday. A few months ago Clusterdelt openedfreeaccess for a couple of weeks. That's when they temporarily added the display of dark pools as well. What a fuss was made then, many people wrote to their technical support - did your resource is broken, what were the glitches of 5-7 thousand contracts in the cluster? People did not even realize that the movements of instruments became more understandable and justifiable for traders. Then they have removed the dark pools, although I and my friends wrote to them on the forum asking to leave them on, or at least to give them to trader's choice - to switch them on or off. So, if the difference in volumes due to the fact that they do not take into account dark pools, then by the end of the day in an active trading day may be more than 10000 difference, and you must agree, a completely different picture. We should keep an eye on this resource for a week. The euro-dollar price differs between CME and Clusterdelta by about 5 pips,between CME and Instaforex by 10 pips, which also indicates thatCME and Clusterdelta use different sources.


 
Cluster scale with Ninji in the archive:
 
It's not downloading, I can't see it in mine. Apparently, it needs zip format and I only have RAR.
 
fedorsych:
It's not downloading, I can't see it in mine. Apparently, you need zip format, but I only have RAR.
Has WinRar lost the ability to compress to zip?
 

fedorsych:

5.MT4 has indicators that calculate tick volume, e.g.Accumulation/Distribution,Force Indexand MarketFacilitationIndex. It would begood to make all these indicators based on the market volumes.

force index

A/D

MFI I can do if you need. In principle, you can easily do it yourself.

 

1) Why contact "some broker"? : because "this broker" is in the list of official distributors/vendors of CME : http://www.cmegroup.com/market-data/licensed-quote-vendors/ , by the way try to find clasterdelta and others there...

2) how to find out the direction of the deal: https://www.mql5.com/ru/forum/36788

3) the article clearly states HOW to make your app

4) I have tick data, both online (for money (at the request of SME by the way)) and delayed. + history from April 12 in the archives.

5) Now the terminal builds are changing so rapidly that I do not see the need to modify indicators - I have to wait until they eliminate too obvious bugs.

6) The price between the futures and the spot is always different

 
MFI added
 

Can you tell me what is the problem with mt4 getting trade volumes from a broker (its volumes) like in mt5?

Or is it on purpose?

 
Who needs them for fuck's sake?
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