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FORTS All Saver

FREE

Published: 21 August 2014

Current version: 1.4

FORTS All Saver

Utilities
Dmitriy Skub
Version: 1.4
Updated: 3 December 2021

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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Introducing a compact and handy panel for watching the market and estimating multicurrency price movements. It shows main parameters for a user defined group of symbols in the form of a table. Its functionality is checked on Forex and FORTS. The following information is displayed: Financial instrument name . Last price value - can be turned off for off-exchange markets. Ask price value . Bid price value . Spread size in pips. Stop level in pips - can be turned off for off-exchange markets. Chang

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The alternative representation of a price chart (a time series) on the screen. Strictly speaking, this is not an indicator but an alternative way of visual interpretation of prices along with conventional ones - bars, candlesticks and lines. Currently, I use only this representation of prices on charts in my analysis and trading activity. In this visual mode, we can clearly see the weighted average price value (time interval's "gravity center") and up/down dispersion range. A point stands for (O

30 USD

This indicator is intended for visual multicurrency analysis. It allows synchronous scrolling and analysis of a few charts simultaneously and can also be used for pairs trading. The indicator works both on Forex and on Russian FORTS market. The product has a very important property - if there are skipped bars at the symbols, the synchronism of charts on the time axis is fully preserved. Each chart point is strictly synchronous with the others on the time axis at any time frame. This is especiall

30 USD

The indicator is designed for visual multicurrency analysis. It allows synchronous scrolling and analysis of a few charts simultaneously. The product can also be used for pairs trading. The indicator works both on Forex and Russian FORTS market. The product has a very important property - if there are skipped bars at the symbols, the synchronism of charts on the time axis is fully preserved . Each chart point is strictly synchronous with the others on the time axis at any time frame. This is esp

30 USD

The indicator draws lines that can serve as support/resistance levels. They work both on Forex and FORTS. The main and additional levels are displayed as lines, with the color and style defined by the user. Additional levels are only displayed for currency pairs without JPY. Please see the AUDUSD chart below. Yellow ovals indicate some characteristic points where price reaches one of the levels. The second screenshot shows a FORTS instrument chart with the characteristic points. Simply watch the

30 USD

This is an open interest indicator for the Russian FORTS futures market. Now, you can receive data on the open interest in real time in МТ5 terminal. This allows you to develop brand new trading strategies or considerably improve the existing ones. The data on the open interest is received from the 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 uploaded to the chart when the terminal is

48 USD

This indicator shows the ratio of the number of buyers'/sellers' orders for the Russian FORTS futures market. Now, you can receive this information in real time in your МetaТrader 5 terminal. This allows you to develop brand new trading strategies or improve the existing ones. The data on the ratio of the orders number is received from the 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 u

37 USD

This indicator shows the ratio of the volume of buyers'/sellers' orders for the Russian FORTS futures market. Now, you can receive this information in real time in your МetaТrader 5 terminal. This allows you to develop brand new trading strategies or improve the existing ones. The data on the ratio of the volumes of orders is received from the 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 a

37 USD

Trade Panel with Loss Breaking for MT5 Multi-instrumental trading panel with the function of transferring the stop loss of positions to loss breaking. Has the following distinctive properties: All trading parameters and panel operation are set in the settings. The traded position volume (lot size) is quickly changed. The required margin and the percentage of the required margin of the current deposit for the specified lot size are displayed. Shows profit when take profit is triggered and lo

40 USD

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Version 1.4 2021.12.03

Перекомпилирован новой версией компилятора.