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BookMap HeatMap

1

This Indicator creates a heatmap based on depth of market of the current symbol or another symbol. Other symbol is useful when you trade futures market and a contract has 'mini' and 'full' split. For example, in Brazil (B3 - BMF&Bovespa), WDO and DOL are future Forex contract of BRL/USD (where 1 DOL = 5 WDO) and big banks work mostly with DOL (where liquidity is important).

Please use with M1 timeframe, objects are too small to be displayed at higher timeframes (MT5 limit). The number of levels in depth of market is important too (check with your broker if they can increase this value at server side). A low liquidity stock sometimes isn't good to use, but when you trade 'fraction share' (stocks) it's interesting to have the book of 'full share'. With a mid/high liquidity symbols (blue chips stocks, or futures), it's easier to see liquidity and what's happening at market maker side.

It's very important to read order flow and book dynamic, this indicator can be used with any market (Forex/CFD/etc) with depth of market.

The input inputMaxVolume is automatic when set to 0, a 5 seconds wait time is used to get the max volume, you can hard set it (it's better).

BookMap Heatmap save and recover historical data using local encrypted files. It can limit the number of minutes that DOM is displayed to avoid a lot of objects on screen (performance reasons), and display Other Symbol BID/ASK. BID/ASK can be based on MarketStatistics (Symbol information) or DOM information. When using DOM information, you can select Min Volume (best price of volume>=Minimal Volume) or Sum Volume (Mean price where volume>=Minimal Volume). These 3 options are important when using Other Symbol (futures/fraction share).

You can understand what market maker (liquidity) did and what values are "support" and "resistance" at liquidity easily using it with Volume At Price, this should be the best solution to scalper traders.


Indicator parameters

  • DOMSymbol - Dom Symbol to display, blank = current.
  • otherSymbolBID - Plot Other Symbol BID.
  • clrBID - BID Color.   ->  NOT WORKING, FUTURE DEVELOPMENT
  • volumeMinBID - BID Min Volume, 0 = inputMinVolume.
  • otherSymbolASK - Plot Other Symbol ASK.
  • clrASK - ASK Color.   ->   NOT WORKING, FUTURE DEVELOPMENT
  • volumeMinASK - ASK Min Volume, 0 = inputMinVolume.
  • inputMaxVolume - Max Depth of Market Volume.
  • inputMinVolume - Min Depth of Market Volume.
  • includeMinMaxAtColorScale - Scale Color based at Max/Min Volume.
  • calcMode - Volume type.
  • calcOnTimer - Force recalculate on timer (1 second).
  • salveToFile - Save DOM to files.
  • readFromFile - Read from File.
  • readFromDate - Read From File Start Date.
  • maxMinutes - Keep last X Minutes Objects.
  • removeOnDeinit - Remove DOM Objects on deinitialization.
  • calcBuffers - Calculate Buffers
  • scaleBIDCoeff - Reescale BIDCoeff
  • scaleASKCoeff - Reescale ASKCoeff
  • divMicroPricePerBID - Divide Micro Price per BID
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    Currency Index Watcher is a simple and user-friendly tool for whoever wish to trade Forex using currencies indexes. Currency Index Watcher is configurable and usable directly from the panel. Indexes of 8 custom currencies EUR, USD, GBP, JPY, CHF, AUD, CAD, NZD (default) Any 3-chars symbol from your market watch could be used (BTC = bitcoin, RUB = ruble, CNH = yuan etc ...) : double click the symbol label  Ability to select which currencies and made-of pairs will be analyzed : check/uncheck want
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    SuavizadorDePrecio
    Cesar Juan Flores Navarro
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    Cesar Juan Flores Navarro
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    Altri dall’autore
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    FREE
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    FREE
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    From https://en.wikipedia.org/wiki/Fractional_calculus: Fractional calculus  is a branch of  mathematical analysis  that studies the several different possibilities of defining  real number  powers or  complex number  powers of the  differentiation operator   D This indicator execute fracional differentiation on data, you can select the differentiation D value and execute some tweaks like execute Log(value)  before difefrentiation or execute a window normalization on last [diffNormalizeWindo
    This indicator works in Brazil market, it should be used on options symbols. the indicator create 8 buffers, Delta, Gamma, Vega, Rho, Theta, Time(working days), Implied Volatility, R (interest rate), and can be used to view greeks over time. It shouldn't be used to trade, since it's cpu intensive, it's just a historic viewer, you can see what happened with greeks and teach friends :)
    This script use DIDI+BB indicators and display alerts, send mail, send notifications, and play sounds. Scanner can monitor market watch using  ***MARKET***  as symbol name, with  all timeframes Inputs: media_lenta=3 media_base=8 media_longa=20 bb_periodo=20 bb_shift=0 bb_deviation=1.96 symbols - Symbol list, separated by ;   when using ***MARKET*** symbols from marketwatch will be included wait_interval_between_signals - Seconds between signals, default =60, but high frequency signals should red
    This indicator represent option and basis values as a tax, using this formula: Tax = ( ( strike / ( basis - option ) ) - 1 ) * 100 It's not time based (don't use time to expire information)  You can set a fixed strike value, and a fixed basis symbol if needed. Some exchanges/brokers don't provide this information at marketdata and that's the only method to use this information when not provided.
    This Service, export the account Orders/History Orders/Deals/Position on each new change. It save at a common folder with path = <DATE>\\<Server Name>.<Login>.<DATE>.<filetype>.csv Each file type have an header You can use it to receive OMS changes and source SQL Servers outside metatrader with bash scripts or others tools, each time the file change you can read it and get new updates, it works using SharedRead option when opening/flock the file.
    Filtro:
    Dirtmitch
    64
    Dirtmitch 2022.03.30 15:24 
     

    L'utente non ha lasciato alcun commento sulla valutazione.

    Yevgeniy Koshtenko
    5926
    Yevgeniy Koshtenko 2021.03.24 20:57 
     

    Дерьмо, не запускается

    Jocelyn
    385
    Jocelyn 2020.09.11 17:58 
     

    The author doesn't reply. Avoid it.

    Rispondi alla recensione
    Versione 1.8 2017.12.20
    Next version (1.08)

    Included BID/ASK coefficients (linear regression from price change and total order volume)
    Micro price (can be div by BID to show only (0-1) values at indicator window)
    Imbalance ( (bid-ask)/(bid+ask) )
    Versione 1.7 2017.09.15
    Bug fix, Save was always saving, Load was always loading

    Included new inputs allowing to display information from other symbol (useful for futures market when they have a 'mini' and a 'full' contract at same base symbol) and limit the number of objects in chart (performance)
    Versione 1.3 2017.08.15
    Included a Save/Read option, background color blend, and a Min/Max option too, with this options we can save/read values and 'filter' small volumes from DOM.