Volume Profile and Market Profile TPO (Time Price Opportunity) composition
Reference documentation for configuration options and methods of the Volume by Price Indicator a suite of technical analysis data visualization tools for MetaTrader 4 and 5 platforms.
Definitions and concepts used throughout this user manual. indicator main program, type Indicator extension additional program to extend function(s), type Expert, Indicator and Script instance running program, i.e., Indicator attached to or loaded on chart object graphical chart object, for types and slots see Object and Object Slots environment instance or collection of instances, system data source main program input data, tick data and/or bar data tick data non-accumulated tick-by-tick or less than 1-minute accumulated time series data, high quality bar data chart timeframe period data greater than or equal to 1-minute accumulated time series data, high performance range time range of data source dataset main program output data segment time range segment of dataset price level price range segment of segment volume quantitative unit tick volume or real volume tick volume quantitative unit for data ticks real volume quantitative unit for order type buy and sell orders TPO quantitative unit for indexed time periods price action higher and lower prices In the context of features Volume also is volume or TPO, and price level the median of range. For the availability of Real Volume, i.e., trade volume or trade operation data, see FAQs.
The indicator is automatically installed after purchase or rental. For details on installation of the indicator on multiple terminals, and the installation of optional extensions and resources see help center. For a quick start browse example compositions and download chart templates.
To attach, i.e., load, an indicator instance to a chart:
Configurations are made via the indicator properties window 'Inputs' tab by setting parameters, the properties window opens after attaching an indicator instance to a chart.
To open the properties window of an instance already attached:
The basic approach is to select graphical object types, e.g., set parameter Object Main = Market Profile TPO - Marker Letter, Object Column = Volume Total and Object Column = Volume Profile - Histogram, and positions, e.g., Anchor Main = Segment - Start and Anchor Column = Segment - Start Left.
For the dataset, set range, segmentation, price level and TPO parameters, e.g., Dataset Range Days = 5 , Dataset Segment Session, Dataset Price Level = 100 Symbol Points and Dataset Market Profile TPO Period = =15m. By default these are set in chart pixels, and as divisor and selection relative to range in chart bars for compatibility on all timeframes, e.g., Dataset Price Level = 10 Pixels, Dataset Market Profile TPO = 48 and Dataset Range Window = 80 with Dataset Segment Divisor = 1. Similarly graphical sizes of fixed width object types, i.e., histogram and line graph, are set relative, e.g., Style Main Size = Medium to chart width, and Style Column Histogram Size = Percentage as percentage relative to the Main object size.
For further indications, select by object slot and type for on-object visualizations, e.g., Highlight Main Market Profile TPO = Sequence and Highlight Column Volume Profile = Value Area. Additionally for the Main object by indication with additional elements, e.g., Highlight Main POC = Background Fill, Highlight Main Marker POC = Box Border and Highlight Main Marker VA = Box Border, and for the Main object to select additional indications, e.g., Highlight Main IB = Bar, Highlight Main OHLC = Candle and Highlight Main VWAP = Line. show more
Display the Main object Line elements as horizontal line, or line graph by chart timeframe period data points, e.g., Style Main Line Trace = true. For the extension object select type and indication, e.g., Extension Volume by Time Object = Histogram or Extension Volume by Time Object = Bubble Graph, and Extension Volume by Time Highlight = Delta. Panel object for numeric indications and details on dataset compilation, e.g., Panel = Summary Extended - Table and Panel = Dataset Feed.
Set styling parameters by object slot and type, and/or indication. Size histogram and line graph object types of segments for absolute or relative indications, e.g., Style Column Histogram Size Segment = Relative. Indication context class color parameters, e.g., Style Main Color (positive) and Style Main Color (negative) for Highlight Main Volume Profile = Value Area range(s) higher and/or lower, or for Highlight Main Volume Profile = Delta with Evaluation Volume Buy/Sell = Price High/Low volume classes by close prices higher and lower. Set color parameters with the color picker. Default configuration with a palette of five colors a positive, negative, neutral, foreground and background color. For contrast on both dark and light themed charts, the foreground and background color parameter values, set to Gray, are automatically substituted to the chart's respective colors with Style Color Default Foreground/Background. Set color list parameters with presets, or specify as text value to type or create with included resources, e.g., Style Highlight Marker Color Sequence = Green,White,Gray and Style Background Color Gradient = Blue-Green-Red. Layer graphical objects above or below the native price chart, e.g., Layer Main = Background and Layer Column = Foreground. Composition multiple indicator instances from top to bottom by the order of attaching to the chart. Panel object display as text lines, table column rows or dashboards on the chart or a separate subwindow, e.g., Panel = Summary Extended - Line, Style Panel Raster Line = true and Style Highlight Panel Color Fill = Signed.
Chart property parameters for integrated chart control, i.e., settings of the chart properties window, which by default hide the chart grid Common Grid = Hide, and to make additional changes, e.g., to hide native price chart and/or scales. Default configuration with indicator keyboard shortcuts, and optional on-chart control buttons, to toggle display of objects, switch types of the Main and Panel object, and to adjust price level size. For dataset range Drag & Drop to reset the range selection lines to the visible window range.
The default dataset feed mode History Bars + Real-time Ticks Accumulation stores distributions in-memory. Chart timeframe and price scale must be maintained or redistribution might occur (on movement outside of the current scale) and tick accumulation is restarted, using coarse historical bar data up to that time. The second mode History Ticks + Real-time Ticks stores data tick-by-tick on disk which is persistant on redistribution. show more
Volume Profile, Footprint and Market Profile TPO are compiled by price level and TPO period sizes. Indicator visualizations are 'pixel perfect' which require specific chart price scale parameters for exact price scale and indicator price level setups, i.e., chart price scale and indicator price level setting combination produces price level grid values with digits as of symbol. The analytical significance of this can in most use cases be neglected. By default charts have an automatic price scale by the visible range, use 'Scale Fix' and control chart price scale via the chart properties 'Common' tab. Automatically maintain exact price level size with the Chart Scale Fix Auto application module. Any changes to price level and/or TPO period size related parameters produce a new compilation, i.e., redistribution.
Default dataset compilation with millisecond accumulated real-time data ticks and lowest chart timeframe period historical data Dataset Real-time Ticks Accumulation = 100 Milliseconds and Dataset History Bars = All Timeframes. Tick Volumes and Order Book extensions for historical tick data, and real-time and historical trade operation tick data with volume classification by order type via the Data Source API, e.g., attach a extension instance to a chart and set indicator parameter Dataset Feed = History Ticks + Real-time Ticks. For MetaTrader 4 to use historical tick data create record by running an terminal instance as service, or by cross-platform feeding the MetaTrader 5 terminal exclusive data, e.g., Data Source Common Folder = true, and Extension Order Book Output Common Folder = true and Extension Order Book Output Format = 4. Alternatively, feed user specified third party tick or bar data files, e.g., Data Source = Feed.dat. Volume classification defaults to order type with fallback to price action Evaluation Volume Buy/Sell = Order Buy/Sell.
For Footprint and high resolution price level Volume Profile charts, i.e., small price level size, especially on low chart timeframe or price scale, it is imperative to have sufficient data available for price level data points to have value, e.g., dataset range of 15 minutes on 1-minute timeframe chart can fill only 15 price levels at most with lowest chart timeframe period historical data whereas tick data at times can provide 1500 values to distribute. Maximum use of historical chart timeframe data of a broker is set with Max bars property via the terminal options window 'Charts' tab. To apply changes to the Max bars property restart the terminal. show more
Target real-time data processing interval, i.e., rate limit, for default data input with Dataset Real-time Ticks Accumulation, for the Data Source API with indicator and extension parameters, e.g., Data Source Input Rate = 50 Milliseconds and Extension Tick Volumes Output Rate = 50 Milliseconds. For compositions with multiple indicator instances, indicator instances do not process concurrently and only the first instance attached to the chart, which is last to process, controls frame display rate. Limit system resource usage further with Display Frame Rate, for extensions with, optionally lossless, tick data compression, e.g., Extension Tick Volumes Output Plan = Performance.
Default configuration with adaptive data timeframe period selection Dataset History Bars Adaptive to prevent unintended high system resource usage such as with time based segmentation methods on change to higher chart timeframe or time scale. Warnings are displayed whether segmentation parameters were adjusted and/or dataset compilation quality was lowered. Preemptively favor speed over quality of historical chart timeframe period data distribution with the adaptive data timeframe period selection modes or select a single timeframe period, e.g., on high scale 4-hour timeframe chart Dataset History Bars Plan = Performance or Dataset History Bars = 15 Minutes.
Environment variable names can be selected and specified as values of input parameters with additional properties and options, and/or further distinction per metric, e.g., line visualization with user specified labels and style per metric Highlight Main Custom = VP_POC_MEDIAN:Volume Point of Control;propSize=3;propDash=1, etc, data statistics table Object Panel = Volume Point of Control %VP_POC_MEDIAN%; etc, and evaluation condition Extension Notifications Condition = VOLUME_DELTA > 500, etc.
Data Environment API for programmatic access to dimensions and metrics. Reports and Database extensions to export volume, TPO, price and time metrics data to files in HTML, CSV, JSON and SQL formats. Developer resources include a framework for automated algorithmic trading strategies. Data Environment API clients for MQL4 and MQL5 programming languages, and an extension for event-model evaluation.
For all object types per slot see Object. For on-object visualization indication options by object slot and type Highlight, for additional Main object visualization and indication element options by indication, including other on-object options to overlay, Highlight Main and Highlight Main Marker.
Keyboard shortcut To switch types, press T.
Minimum price level size for text to display is 8 pixels.
Example: Volume Footprint with Volume Profile histogram per metric
set Column to Volume Profile - Histogram; Volume Buy; Volume Profile - Histogram; Volume Sell
set Highlight Column Volume Profile #1 to Buy
set Highlight Column Volume Profile #2 to Sell
Keyboard shortcut To switch types, press L.
Minimum price level size to display is 3 pixels.
Keyboard shortcut To toggle display, press X.
Best Practices
If the native price chart and date/time scale are not essential
• To fit and/or align static size structures by size, Object Position Anchor = false, for Footprint add Column object width, e.g., set 120.
• For Market Profile TPO marker structures, to fit and/or align objects by dynamic sizes of structures, Object Position Anchor = D.
• Price scale by visible segments with the Chart Scale Fix Auto extension.
Native chart date/time scale and object width based methods. Object width positioning hides the native price chart and date/time scale, to display set explicitly with Chart Properties parameters.
Composition segments of multiple indicator instances interleaved, after time, by the order of attaching to the chart.
Format: True for date/time anchors. False or
width in pixels for object width based anchors. Specified width is added to the fixed relative or absolute Main object width set with Style Main Size. Use the letter 'D' for dynamic sizes of TPO marker structures.
Note: Resources include Chart Scale Fix Auto extension for price scale by visible segments with object width positioning.
Example: Object width positioned Volume Footprint structures
set Style Column Size, e.g., to 60,60 for Object Column Volume Buy; Volume Sell (two columns of minimum 60 pixels)
set Object Position Anchor to 120 (2 columns x 60 pixels = 120)
set Object Position Anchor Column to Segment - Start Right
Example: Object width positioned Market Profile TPO marker structures with custom chart date/time scale
set Anchor to D+5 (5 pixels padding between segments)
set Object Panel to ^%TIME_START%
set Anchor Panel to Window - Bottom and Segment - Start
Window options for single segment instances.
Example: Single segment anchored to right side of chart
set Dataset Segment Divisor to 1
set Anchor Main to Window - Right
set Direction Main to Right-to-Left
Window options for single segment instances.
Example: Volume metric number display over Main object Volume Profile histogram
set Object Main to Volume Profile - Histogram
set Object Column to Volume Total
set Anchor Main to Segment - Start
set Anchor Column to Segment - Start Right
Window options for single segment instances, and with Object Panel - Current Segment.
First and second histogram and/or marker structure object.
Pixels.
Pixels.
Pixels. Relative to Column object. First and second histogram and/or marker structure object.
Format: First and second comma separated.
Example: Volume metric number display over Column object Volume Profile histogram
set Object Column to Volume Profile - Histogram; Volume Total
set Style Column Histogram Size to Specified Pixels, 100
set Offset Column Structure to 100
Pixels. Top and left. Top inverts with Anchor Panel Segment - Top/Bottom by position. Format: Top and left comma separated.
Keyboard shortcut To toggle options, press B.
Histogram and/or marker structure objects.
Window index, starting at one for the first subwindow. Default zero is disabled. Note: Chart Subwindow extension for dedicated subwindow.
Best Practices
• For large ranges, Feed with History Bars Plan = Performance.
• For fast loading while preparing tick data distributions, Feed with History Bars + Real-time Ticks Accumulation.
• For complete and persistant tick data distributions, Feed with History Ticks + Real-time Ticks.
• For MetaTrader 4, cross-platform feed historical tick data from MetaTrader 5, or create record by running program as service.
• Exact price level sizes with the Chart Scale Fix Auto extension, e.g., 16 Pixels and 50 Symbol Points.
• Absolute Market Profile TPO Period input method, e.g., =15m, instead of as divisor relative to range in chart bars, e.g., 96.
• For day segments, of both time based methods, Segment Session instead of Segment Divisor = =1d.
• For fixed scales, Price Level Grid = Static and Display Mode = Window Chart.
• For dynamic scales, automatic and user scrolling, Price Level Grid = Dynamic and Display Mode = Window Viewport.
Real-time and historical tick-by-tick data with the Order Book and Tick Volumes extensions, and user data files via the Data Source API.
Real-time accumulated tick data distributions stored in-memory. Note: Inspect tick data coverage with Panel preset Dataset Feed variable R. Actual accumulation interval is not less than 16ms. This is a software/hardware limitation regarding system clocks, setting it to lower values might improve overall performance but could work adversely with high system resource usage. Note: Order Book and Tick Volumes extensions for disk storage persistent tick data distributions.
Historical chart timeframe period data distributions. Fallback to higher timeframes if unavailable. Note: Inspect historical chart timeframe period data coverage with Panel preset Dataset Feed variables M1, M5, M15, etc. Note: Control the terminal's historical data limit per chart timeframe period with Max bars via the terminal options window (keyboard shortcut Ctrl-O) 'Charts' tab. Note: Resources include History Bars extension to load and build time series data of all chart timeframe periods.
* Available for
Historical data timeframe period limit by maximum bars and coverage.
Historical data timeframe period limit by indicator data processing time.
* Available for via the Data Source API
Amount or size of indexed TPO periods. First parameter for histogram and line graph object types. Second for block and letter marker structures.
Set letter marker character sequence with Style Main Marker Character Letter. Character sequence is repeated if amount is less than of indexed periods. Minimum TPO period size is 1 minute. Maximum amount of indices is 1000000 for histogram and line graph object types, and 65025 for block and letter marker structures.
Format: Amount as divisor. Prefix with equal sign (=) to specify size as product in seconds, minutes, hours or days (s, m, h and d).
Note: Inspect TPO period size with Panel preset Dataset TPO Period.
Example: 15-minute TPO for 9-hour session set by amount
set Market Profile TPO Period to 36 (9-hour session duration / 15-minute TPO = 36)
Example: 15-minute TPO set by size
set Market Profile TPO Period to =15m
Keyboard shortcut To increase, press Q. To decrease, press W.
Adjusted by chart height and price scale for 'pixel perfect' price level visualizations. Minimum price level size for Market Profile TPO letter and block marker structures is 6 and 4 pixels respectively.
Note: Inspect actual price level size in pixels and symbol points with Panel preset Dataset Price Level. If actual size not exactly matches Specified Symbol Points it can be set by adjusting chart height and/or price scale. This is a software/hardware limitation regarding the 'pixel perfect' concept and symbol point per pixel ratios.
Note: Resources include Chart Scale Fix Auto extension to validate chart dimensions and maintain exact price level size.
Example: Maintain exact price level size and align grid for 50 symbol points with the Chart Scale Fix Auto extension
set Dataset Price Level Grid to Static
set Dataset Price Level to Specified Pixels
set Level Pixels to match Dataset Price Level Pixels
set Level Symbol Points to 50
set Level Threshold to -1 (infinite)
Dynamic fix by window or dataset range. Implicit or explicit static fix by fractional part of decimal number.
Note: Relative range selections by chart timeframe period bars, e.g., Range Window and Range Bars, are reset on chart timeframe changes. Prevent shift with an absolute range selection method option, e.g., Range Date/Time, or relative method by time, e.g., Range Days.
Keyboard shortcut To update range if current bar is visible, press R.
Visible window range in percentage. Updates range on scroll if current bar is not visible. Note: Set upcoming bars by using chart shift.
Keyboard shortcut To toggle display of range selection line, press G. To reset to the visible range, press R.
Time/price and time based methods. Defaults to the visible window range. Reset on chart timeframe changes, persistent with specified Drag & Drop ID. Note: Range selection for multiple indicator instances by Drag & Drop ID.
Date/time picker.
Format: Start and optional end colon (:) separated. Negate for future range end.
Example: Previous 96 bars, current and upcoming 47 bars.
set Range Bars to 97:-47
Format: Start and optional end colon (:) separated. Negate for future range end.
Example: Previous and current day
set Range Days to 2
Example: Previous, current and upcoming three days
set Range Days to 2:-3
Relative to and adjusted for chart timeframe period bars.
Format: Start and optional end colon (:) separated. Negate for future range end.
Example: Previous and upcoming 4 hours.
set Range Hours to 4:-4
Relative to and adjusted for chart timeframe period bars.
Format: Start and optional end colon (:) separated. Negate for future range end.
Example: Previous 480 minutes, current and upcoming 239 minutes.
set Range Minutes to 481:-239
Keyboard shortcut To reset range manually, press R.
Reset relative range selections on end.
Keyboard shortcut To segment range at the current bar, press F.*
Session segmentation on chart timeframe up to Daily (D1), i.e., segment per 1-day bar. Static, dynamic and flexible range segmentation by time and chart timeframe period bar based methods. Time based method exceeding dataset range with end extended. Chart timeframe period bar based method divisions with remainder dataset range end trimmed. Chart timeframe period bars per interval might vary for various reasons, foreseeable and unforeseeable, e.g., by contract specification, holiday, or minute without a data tick. Default minimum segment width to display with chart date/time scale based object positioning is 24 pixels set with Segment Minimum Pixels. Use object width positioning with Object Position Anchor to align by segment widths. For sequences with different sizes the relative object width method of Style Main Size by the first specified segment size.
* Available with flexible range segmentation
References
"Global Variables of the Terminal - MQL5 Reference" https://www.mql5.com/en/docs/globals
"Global Variables of the Terminal - MQL4 Reference" https://docs.mql4.com/globals
"Files and Folders - MetaTrader 5 Help" https://www.metatrader5.com/en/terminal/help/start_advanced/structure
"Terminal Start and Data Structure - MetaTrader 4 Help" https://www.metatrader4.com/en/trading-platform/help/userguide/start_comm
Adjusted for chart timeframe period rounded up. Session quotes specification from Market Watch might not match actual chart symbol data. Note: For the contract specification window use command 'Specification' in the context menu (right mouse click) of the applicable symbol name in the Market Watch window (keyboard shortcut Ctrl-M). Omit irregular Pre- and Post-Market Session segments with Segment Minimum Bars.
Server time zone offset for user session quotes specification. Note: Alternatively, offset directly with Segment Session Hours. Offset server time zone for Panel display only with Style Panel Date/Time Offset Text.
Sessions concatenation.
TPO periods indexing.
Segment exclusion.
Segment adjustment or exclusion for Segment Divisor and Session respectively.
Cell text and background fill color visualization for respective types. Total and High And Low Volume Nodes for Object Column type Volume Total. Volume Delta and Imbalance for types Volume Delta, Buy and Sell.
Note: True options without type imply on-object visualization, i.e., element(s) of Histogram, Line Graph and Marker Main object types.
Point of Control.
Value Area.
Value Area High and Low.
Low Volume Nodes.
High Volume Nodes.
Initial Balance.
Keyboard shortcut To toggle display, press C.
Open, High, Low and Close.
Volume Weighted Average Price.
Metrics line visualization. Default style with Style Main Line Size, Dash, Opacity and Color. Display text labels with Style Main Line Label.
Visualize historical development of metrics with Style Main Line Trace.
Format: Environment variable names comma separated. Aliases by type and parameter name underscore separated. Optional custom text labels colon (:) separated. For line style append name-value pairs propSize (1 to 5), propDash (0 to 1), propOpacity (0 to 255) and/or propColor (Web color name, MQL literal RGB or integer) equals sign defined semicolon (;) separated. Set direct or by file. Values longer than 229 characters can only be set by file.
Note: Resources include example configuration files and Main Line extension for user interface to create configuration files.
Example: Market Profile TPO and Volume Profile Point of Control
set Custom to MP_POC_MEDIAN,VP_POC_MEDIAN
Example: Market Profile TPO and Volume Profile Point of Control with user specified text labels set by file.
set Custom to Line.ini
create file named Line.ini at path C:\Program Files\MetaTrader 5\MQL5\Files\Volume by Price Indicator\Line.ini
edit file to content MP_POC_MEDIAN:Label1 %PRICE%,VP_POC_MEDIAN:Label2 %PRICE%
Example: Volume Profile Value Area High and Low with style per metric.
set Custom to VP_VA_LOW:;propColor=clrRed;propSize=3,VP_VA_HIGH:;propColor=clrBlue;propSize=3
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
First TPO period marker replacement character.
Last TPO period marker replacement character.
Additional marker character at row's end.
Keyboard shortcut To switch options, press S.
Maximum histogram and line graph object width. Specified in pixels or relative to chart width. Note: By default Column object histogram object size is set relative to Main object size.
Histogram and line graph object segment absolute or dataset highest price level value relation. Note: Scaling with relative object sizes and if chart width available for segment is less than required for pixel ratioed scale visualization. Rounding in scale calculations might cause minor visual distribution changes. Note: Prevent coarse price level sizes and color visualizations of initial distribution absolute size objects segments and the dataset's first relative size object segment with Evaluation Volume Total, Evaluation Volume Delta and Evaluation Market Profile TPO Total
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
Bar borders overlap, i.e., 1 pixel inaccuracy, for aesthetics. Effective if price level size is greater than 2 pixels.
TPO period markers character sequence. Default is upper case alphabet. Character sequence is repeated if amount is less than of indexed periods set with Dataset Market Profile TPO Period. Format: ASCII and selected ANSI characters. Set direct or by file. Values longer than 229 characters can only be set by file.
Format: Font family name and optional weight (Thin, Regular and Bold) comma separated. Note: To install additional fonts copy TTF format files, e.g., Roboto Mono.ttf and IBM Plex Mono.ttf, to the Windows Fonts folder, e.g., C:\Windows\Fonts, and restart the terminal.
References
"Adobe Fonts | Explore unlimited fonts" https://fonts.adobe.com
"Google Fonts: Browse Fonts" https://fonts.google.com
Note: Negative value for condensed structures.
Note: Null option to display as histogram with marker structure on-object visualization.
Adjusted for alignment to chart timeframe period.
TPO period markers without on-object visualization color.
Data points change interconnection.
Text label price and name. Default environment variable names. Specify with Highlight Main Custom.
Pixels. Format: Positive value for margin right or negative value for margin left.
Format: Font family name and optional weight (Thin, Regular and Bold) comma separated. Note: To install additional fonts copy TTF format files, e.g., Roboto Mono.ttf and IBM Plex Mono.ttf, to the Windows Fonts folder, e.g., C:\Windows\Fonts, and restart the terminal.
References
"Adobe Fonts | Explore unlimited fonts" https://fonts.adobe.com
"Google Fonts: Browse Fonts" https://fonts.google.com
Note: False option to display as bars with on-object visualization.
Pixels. Minimum column widths. For column histogram and/or marker structure objects width up to which is padded. Format: Comma separated.
Left and right cell padding.
Segment price range or window span left and right cell borders.
Top and bottom cell borders.
Segment absolute or dataset highest price level value relation for High and Low Volume Nodes.
Format: Font family name and optional weight (Thin, Regular and Bold) comma separated. Note: Align text characters vertically with a monospaced font, e.g., Consolas. To install additional fonts copy TTF format files, e.g., Roboto Mono.ttf and IBM Plex Mono.ttf, to the Windows Fonts folder, e.g., C:\Windows\Fonts, and restart the terminal.
References
"Adobe Fonts | Explore unlimited fonts" https://fonts.adobe.com
"Google Fonts: Browse Fonts" https://fonts.google.com
Cell texts horizontal alignments. Format: Left, right or center comma separated.
Format for scale resulting with at least one near whole number.
Maximum object width. Automatic by Main object price level value relation. Specified in pixels or as percentage relative to the Main object size.
Segment absolute or dataset highest price level value relation. Note: Scaling with relative object sizes and if chart width available for segment is less than required for pixel ratioed scale visualization. Rounding in scale calculations might cause minor visual distribution changes. Note: Prevent coarse price level sizes and color visualizations of initial distribution absolute size objects segments and the dataset's first relative size object segment with Evaluation Volume Total and Evaluation Volume Delta.
Bar borders overlap, i.e., 1 pixel inaccuracy, for aesthetics. Effective if time period size is greater than 2 pixels.
Format: Left, padding, right and trailing character.
Contour visualization background fill color.
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
Pixels. Minimum width.
Pixels. Minimum line height.
Increase text size for lines with one or two values.
Format as table column(s) for lines with one or two values. Align cell texts left and right for two values if the first value is a word. Align center if the values are numbers. Explicitly center align single value lines by using the vertical slash '|' as line break character.
Format: Font family name and optional weight (Thin, Regular and Bold) comma separated. Note: Align text characters vertically with a monospaced font, e.g., Consolas. To install additional fonts copy TTF format files, e.g., Roboto Mono.ttf and IBM Plex Mono.ttf, to the Windows Fonts folder, e.g., C:\Windows\Fonts, and restart the terminal.
References
"Adobe Fonts | Explore unlimited fonts" https://fonts.adobe.com
"Google Fonts: Browse Fonts" https://fonts.google.com
Date/time format. First parameter for TIME_START and TIME_END variables, second for CTIME with seconds and millisecond fractions*. Format: Date year, month and day numbers (Y, M and D). Time hour, minute, seconds and millisecond fractions (h, m, s and f). Two characters to specify double digit notations. For day and month names, three and four characters for abbreviated and full notations. For years, three and four characters to display on Daily (D1) and higher chart timeframes only.
* Available for via the Data Source API
Server time zone offset.
Pixels.
Pixels.
Pixels.
Histogram bar fill instead of border.
TPO period markers color sequence. Default 26 unique colors repeated once. Set color groups with Evaluation Marker Sequence. Format: Web color name, MQL literal RGB or integer values. Comma or hyphen separated. Set direct or by file. Values longer than 229 characters can only be set by file. Note: Resources include Main Marker extension for user interface to create configuration files.
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
TPO period markers color gradient bases. Minimum group size to display is 3 TPO periods. Set color groups with Evaluation Marker Sequence Gradient. Format: Web color name, MQL literal RGB or integer values. Comma or hyphen separated. Set direct or by file. Values longer than 229 characters can only be set by file. Note: Resources include Main Marker extension for user interface to create configuration files.
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
Highlight Main Marker Bracket, Underline, Box Border and Box element line size.
Display Dot outside of Box element.
Format: True or false per column comma separated.
Format: True or false per column comma separated.
Price level value range colors. Format: Web color name, MQL literal RGB or integer values. Comma or hyphen separated.
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
Price level value range colors. Format: Web color name, MQL literal RGB or integer values. Comma or hyphen separated.
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
Price level value range colors. Format: Web color name, MQL literal RGB or integer values. Comma or hyphen separated.
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
Highest price level value. Effective if greater than dataset highest price level value.
Highest price level value. Effective if greater than dataset highest price level value.
Volume classification by price action, or order type via Data Source API.
Highest price level value. Effective if greater than dataset highest price level value.
Price level range inclusion.
Percentage.
Minimum price level value. Format: Higher and optional lower price level class value prepend colon (:) separated.
Percentage of color visualization. Set to zero for binary product with class color opacity visualization.
Start of color visualization.
Percentage.
Separate evaluation ranges based on Value Area.
Maximum percentage of highest price level value.
Minimum percentage of highest price level value.
Limit by total amount of price levels. Up to three separate evaluation ranges with LVN/HVN VA.
Limit by total amount of price levels. Up to three separate evaluation ranges with LVN/HVN VA.
Minutes. Precision by available chart timeframe period data selected with Dataset History Bars.
Open at first TPO period.
Trace method price.
Data point cubic spline interpolation.
Factor. Data point merging.
TPO period grouping for color visualization.
Format: Comma separated.
Example: First two hours green, third hour white and remaining hours gray with 30-minute TPO
set Highlight Main Market Profile TPO to Sequence
set Evaluation Marker Sequence to 4,2
(4 x 30-minute for first group and 2 x 30-minute for remaining groups)
set Style Highlight Marker Color Sequence to Green,White
set Style Main Marker Color to Gray
TPO period grouping for color visualization with gradual progression between group colors by gradient shades. Format: Comma separated.
Filter by price level value. Format: Positive value for 'greater than or equal' condition, or negative value for 'less than or equal' condition.
Filter by price level value. Format: Positive value for 'greater than or equal' condition, or negative value for 'less than or equal' condition.
Filter by price level value.
Format: Positive value for 'greater than or equal' condition, negative value for 'less than or equal' condition.
Example: Market Profile TPO Singles
set TPO Total to -1
set Price Level to MP_BODY
(price level TPO value is less than or equal to 1, and price level type is Market Profile TPO Body)
Filter by price level types. Format: Environment variable names comma separated.
Price level lateral, or diagonal evaluation of Volume Buy against Sell of the level above it. Volume classification by Evaluation Volume Buy/Sell.
Highest and lowest price level range respective class value inclusion for diagonal evaluation method.
Price level value color visualization by ranging in percentages.
Format: Comma separated.
Example: High and Low Volume Nodes ranges 0-30%, 30-60% and 60-100%
set Highlight Column Volume to LVN/HVN
set Evaluation Column LVN/HVN to 30,60,100
Price level value color visualization by ranging in percentages.
Format: Comma separated.
Example: High and Low Volume Nodes ranges 0-30%, 30-60% and 60-100%
set Highlight Column Volume Profile to LVN/HVN
set Evaluation Column Histogram LVN/HVN to 30,60,100
Total absolute or class value percentage product relation for display of variable VOLUME_DELTA_PCT.
Total absolute or class value percentage product relation for display of variables VOLUME_COUNT_PCT and TPO_COUNT_PCT.
To enable/disable set to true/false, or specify configuration file name. Default 'osc.ini'. Customize controls by specifying key/value pairs, disable individual controls by either removing or prefixing key/value pairs with a hash (#).
| Key | Value / Usage |
| osc_update_range | Reset Range |
| osc_segment_range | Segment Range * |
| osc_set_price_inc | Increase Price Level |
| osc_set_price_dec | Decrease Price Level |
| osc_toggle_type | Switch Type Main |
| osc_toggle_label | Switch Type Panel |
| osc_toggle_layer | Toggle Layer Main |
| osc_toggle_size | Switch Style Size Main |
| osc_toggle_display_all | Toggle Display All |
| osc_toggle_display_range_separator | Toggle Display Separator |
| osc_toggle_display_range_bar | Toggle Display OHLC |
| osc_toggle_display_range_select | Toggle Display Range Selection Line |
* Available with flexible range segmentation
Key name 'style_osc_type'.
Key name 'style_osc_anchor'.
Window index, starting at one for the first subwindow. Default zero is disabled. Key name 'style_osc_subwindow'.
Key name 'style_osc_orientation'.
Key name 'style_osc_rectangle_text_size'.
Key name 'style_osc_rectangle_text_font'.
Key name 'style_osc_fg'.
Key name 'style_osc_bg'.
Key name 'style_osc_line'.
To enable/disable set to true/false, or specify configuration file name. Default 'hotkeys.ini'. Customize controls by specifying key/value pairs, disable individual controls by either removing or prefixing key/value pairs with a hash (#).
| Key | Value | Usage |
| hotkey_update_range | R | Reset Range |
| hotkey_segment_range | F | Segment Range * |
| hotkey_set_price_inc | Q | Increase Price Level |
| hotkey_set_price_dec | W | Decrease Price Level |
| hotkey_toggle_type | T | Switch Type Main |
| hotkey_toggle_label | L | Switch Type Panel |
| hotkey_toggle_layer | B | Toggle Layer Main |
| hotkey_toggle_size | S | Switch Style Size Main |
| hotkey_toggle_display_all | H | Toggle Display All |
| hotkey_toggle_display_range_separator | X | Toggle Display Separator |
| hotkey_toggle_display_range_bar | C | Toggle Display OHLC |
| hotkey_toggle_display_range_select | G | Toggle Display Range Selection Line |
* Available with flexible range segmentation
Range selection sharing among indicator instances and persistence on chart timeframe changes.
Anchor panel to top-left corner of range selection with Range Drag & Drop Time/Price.
Chart color scheme. Overrides settings made via the chart properties window 'Colors' tab.
Hide price chart by Line Chart mode without color. Show by changing the mode or setting a color.
Object mouse click and hover event priority base number.
References
"Object Properties - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/enum_object_property
"Object Properties - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/enum_object_property
Window coordinates and chart time/price methods. Window Chart effective for less than or equal to symbol point per pixel ratioed visualizations.
Note: Resources include Chart Scale Fix Auto extension to maintain exact symbol point per pixel ratio by indicator price level size.
With MetaTrader 4 and chart time/price method option Window Chart, a frame without content will display on movement outside of the current price scale.
Example: Maintain at least 1 point per pixel with the Chart Scale Fix Auto extension
set Level Symbol Points to 1
set Level Pixels to 1
set Level Threshold to 0 (immediate)
Maximum explicitly indicator drawn frames per second.
Offset for visualizations with division with remainder. Manually set for aesthetics, i.e., 1 pixel up or down. Format: Optionally separate for Main Marker and Column object comma separated.
Layer all objects to background. Overrides settings made with Object Position parameters.
Historical chart timeframe period data limit per distribution. Key name 'data_ltf_maxbars'. Configuration file 'data.ini'. Default 5000000.
Percentage. Key name 'data_ini_grid'. Configuration file 'data.ini'. Default 20.
Price normalization method for inexact price scale and indicator price level setups, i.e., chart price scale and indicator price level setting combination produces price level grid values with digits more than of symbol. Note: Inspect actual price level size in pixels and symbol points with Panel preset Dataset Price Level. Note: Resources include Chart Scale Fix Auto extension for exact price scale and indicator price level setups.
Price gap close method for between ticks or lower than chart timeframe period bars per chart timeframe period bar. High/Low and Close with forward attribution. Open backward.
Price gap close method for between chart timeframe period bars. High/Low and Close with forward attribution. Open backward.
Price gap close between segments, i.e., Dataset to close gaps between segments. Dataset effective for methods with forward attributed distribution.
Bars. Maximum time gap between bars to close price gaps between chart timeframe period bars. Set to -1 for no limit.
Automatic color contrast. Foreground and background color parameter values set to Gray are automatically substituted to the chart's respective colors.
Best Practices
• Minimal file size format and lossless compression.
• Matching indicator and extension range selection, or trim by extension range selection.
• Matching indicator and extension input/output rates of between 20-300ms by factors as data size and instance count.
Dataset Feed tick or bar source data. File input. Default connection with indicator extensions by chart symbol Market Watch name. Timeframe period and trade operation based data tick processing methods. MetaTrader 4 and 5 Market Watch bar data default text file formats based Data Source Format 4 and 5 options for both platforms. MetaTrader 4 format extended by an additional column to use with Real Volume. Volume classification by a last additional column to use with Evaluation Volume Buy/Sell. Minimal file size format option Data Source Format 1. Data stored on-disk in the indicator managed data subfolder. Data Source Common Folder option to share data among terminals from the Common Data Folder location. Built time series data stored in-memory.
Depth Of Market Object Column visualization source data file is loaded from the Common Data Folder location. Indicator managed file name is chart symbol Market Watch name prefixed with 'VBP' and appended with 'DOM' underscore separated.
Indicator built time series data stored in-memory by segment range end times.
Note: Order Book extension to feed real-time and historical trade operation tick data with volume classification by order type, and real-time Depth Of Market (DOM) pending order data. Tick Volumes extension to feed real-time and historical bid price tick data with volume classification by price action.
Example: Dataset Feed user file 'Feed.csv'
set Data Source to Feed.csv
content file at path C:\Program Files\MetaTrader 5\MQL5\Files\Volume by Price Indicator\Data Source\Feed.csv
Example: Dataset Feed user file 'Feed.dat' with Common Data Folder location for shared use with other terminals
set Data Source to Feed.dat
set Data Source Common Folder to true
content file at path C:\Users\Username\AppData\Roaming\MetaQuotes\Terminal\Common\Files\Volume by Price Indicator\Data Source\Feed.dat
Example: Dataset Feed - Depth Of Market indicator managed file name
content file at path C:\Users\Username\AppData\Roaming\MetaQuotes\Terminal\Common\Files\Volume by Price Indicator\Data Source\VBP_<Symbol_Name>_DOM.DAT
References
"Files and Folders - MetaTrader 5 Help" https://www.metatrader5.com/en/terminal/help/start_advanced/structure
"Terminal Start and Data Structure - MetaTrader 4 Help" https://www.metatrader4.com/en/trading-platform/help/userguide/start_comm
File Format: 1 text, comma delimited
<TIMESTAMP>,<CLOSE>,<VOL>,<VOLBUY>,<VOLSELL> …
File Format: 4 text, comma delimited
<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<TICKVOL>,<VOL>,<VOLBUY>,<VOLSELL> …
File Format: 5 text, tab delimited
<DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <TICKVOL> <VOL> <SPREAD> <VOLBUY> <VOLSELL> …
Example: Data Source Format 4 file content 6 rows, 6 ticks, 8 buy and 5 sell orders
2022.09.14,18:52:03.882,3950.75,3950.75,3950.50,3950.75,1,1,1,0
2022.09.14,18:52:04.241,3950.75,3950.75,3950.50,3950.50,1,1,0,1
2022.09.14,18:52:06.441,3950.75,3950.75,3950.50,3950.75,1,6,6,0
2022.09.14,18:52:06.498,3950.75,3950.75,3950.50,3950.50,1,2,0,2
2022.09.14,18:52:07.857,3950.75,3950.75,3950.50,3950.75,1,1,1,0
2022.09.14,18:52:07.912,3950.75,3950.75,3950.50,3950.70,1,2,0,2
Example: Data Source Format 5 file content 4 rows, 6 ticks, 8 buy and 5 sell orders
2022.09.14 18:52:03.882 3950.75 3950.75 3950.50 3950.75 1 1 25 1 0
2022.09.14 18:52:04.241 3950.75 3950.75 3950.50 3950.50 1 1 25 0 1
2022.09.14 18:52:06.498 3950.75 3950.75 3950.50 3950.75 2 8 25 6 2
2022.09.14 18:52:07.912 3950.75 3950.75 3950.50 3950.75 2 3 25 1 2
File Format: Depth Of Market text, comma delimited
<TIMESTAMP>
<VOLCLASS>(0 and 1 for Buy and Sell),<PRICE>,<VOL> …
Milliseconds file read rate.
Common Data Folder for shared use with all terminals installed on the operating system instead of the terminal directory location.
Dataset dimensions and metrics data. Segment and/or price level data with Global Variables and Files output options respectively. Further select by variable name. Default name for single indicator instance setups, for multiple indicator instances specify distinct names, e.g. 'ENV1', 'ENV2', etc. Data stored on-disk in the terminal directory and indicator managed data subfolder. Output at milliseconds distribution tick rate.
Format: Optional filter fragment string comma separated.
Note:
Events extension to create additional event type data Global Variables output by evaluation of metrics and/or other events.
Buffers extension for price metric access buffers,
Reports and Database for HTML, CSV, JSON and SQL file formats export.
Note: Resources include Client framework to access data as structure object with price metric indexed and flagged levels.
Example: Code sample to access data with the Client framework
#include <Volume by Price Indicator\\Data Environment\\Client.mqh>
// --- get current segment by index
Environment.SegmentGet(segment,Environment.SegmentsTotal()-1);
datetime time_start = segment.time_start;
long volume_total = segment.volume_total;
long volume_delta = segment.volume_delta;
int tpo_total = segment.tpo_total;
// --- get price metric by index
double vp_poc_median_price = segment.price[VariableNameIndex(VBP_ENV_VP_POC_MEDIAN)];
double mp_poc_median_price = segment.price[VariableNameIndex(VBP_ENV_MP_POC_MEDIAN)];
// --- get price metric level by index
long vp_poc_median_volume_total = segment.level[segment.index[VariableNameIndex(VBP_ENV_VP_POC_MEDIAN)]].volume_total;
int mp_poc_median_tpo_total = segment.level[segment.index[VariableNameIndex(VBP_ENV_MP_POC_MEDIAN)]].tpo_total;
int mp_poc_median_tpo_index[];
ArrayCopy(mp_poc_median_tpo_index,segment.level[segment.index[VariableNameIndex(VBP_ENV_MP_POC_MEDIAN)]].tpo_index);
// --- iterate over price levels, get price metric level by flag
for (int i=0;i<ArraySize(segment.level);i++) {
if (VariableFlag(segment.level[i].flags,VBP_ENV_VP_POC_MEDIAN)) {
vp_poc_median_volume_total = segment.level[i].volume_total;
}
if (VariableFlag(segment.level[i].flags,VBP_ENV_MP_POC_MEDIAN)) {
mp_poc_median_tpo_total = segment.level[i].tpo_total;
ArrayCopy(mp_poc_median_tpo_index,segment.level[i].tpo_index);
}
}
Global Variable names are prefixed with 'VBP', and if specified environment name, uppercase underscore separated. Segment index, starting at zero and omitted for first, is appended enclosed with brackets.
Note: For a snapshot of variables available to the terminal use command 'Global Variables' in the Tools menu.
Example: Environment 'Env1' with variable filter
set Data Environment to Env1?filter=MP,VP
set Data Environment Global Variables to true
variables with names as VBP_ENV1_MP_POC_MEDIAN, VBP_ENV1[1]_MP_POC_MEDIAN, etc
Example: Code sample to access data with the GlobalVariableGet function
datetime time_start = GlobalVariableGet("VBP_TIME_START");
long volume_total = GlobalVariableGet("VBP_VOLUME_TOTAL");
long volume_delta = GlobalVariableGet("VBP_VOLUME_DELTA");
int tpo_total = GlobalVariableGet("VBP_TPO_TOTAL");
double vp_poc_median = GlobalVariableGet("VBP_VP_POC_MEDIAN");
double mp_poc_median = GlobalVariableGet("VBP_MP_POC_MEDIAN");
References
"Global Variables of the Terminal - MQL5 Reference" https://www.mql5.com/en/docs/globals
"Global Variables of the Terminal - MQL4 Reference" https://docs.mql4.com/globals
"CopyBuffer - MQL5 Reference" https://www.mql5.com/en/docs/series/copybuffer
"iCustom - MQL5 Reference" https://www.mql5.com/en/docs/indicators/icustom
"iCustom - MQL4 Reference" https://docs.mql4.com/indicators/icustom
File names are prefixed with 'VBP', and if specified environment name, uppercase underscore separated. Segment index, starting at zero, is appended underscore separated.
Note: For quick access to the terminal directory use command 'Open Data Folder' in the File menu of the terminal.
Example: Environment 'Env1'
set Data Environment to Env1
set Data Environment Files to true
files at paths as C:\Program Files\MetaTrader 5\MQL5\Files\Volume by Price Indicator\Data Environment\VBP_ENV1_0.DAT, …VBP_ENV1_1.DAT, etc
Example: Code sample to access File Format 1 data with the FileRead functions
int file_handle = FileOpen("Volume by Price Indicator\\Data Environment\\VBP_0.DAT",FILE_READ|FILE_BIN);
double price = FileReadDouble(file_handle);
long volume_total = FileReadLong(file_handle);
long volume_delta = FileReadLong(file_handle);
int tpo_total = FileReadInteger(file_handle,INT_VALUE);
int tpo_index[];
int size = FileReadInteger(file_handle,INT_VALUE);
ArrayResize(tpo_index,size);
for (int i=0;i<size;i++) tpo_index[i] = FileReadInteger(file_handle,INT_VALUE);
References
"Files and Folders - MetaTrader 5 Help" https://www.metatrader5.com/en/terminal/help/start_advanced/structure
"Terminal Start and Data Structure - MetaTrader 4 Help" https://www.metatrader4.com/en/trading-platform/help/userguide/start_comm
Note: File Format 2 data can be accessed with the FileReadStructure function.
File Format: 1 binary, packed
LONG<MICROSECONDCOUNT>INT<SIZE>
DBL<PRICE>LONG<VOLUME_TOTAL>LONG<VOLUME_DELTA>INT<TPO_TOTAL>INT<SIZE>INT*SIZE<TPO_INDEX> …
File Format: 2 binary
LONG<MICROSECONDCOUNT>INT<SIZE>
DBL<PRICE>LONG<VOLUME_TOTAL>LONG<VOLUME_DELTA>INT<TPO_TOTAL>INT*TPO_SET<TPO_INDEX> …
Example: Data Environment Files Format file content 6 rows (output as text, tab delimited)
2714.400 906 26 10 19 20 21 22 23 25 26 27 28 30
2714.200 851 -21 9 19 20 21 22 23 25 26 27 30
2714.000 627 -39 13 16 17 18 19 20 21 22 23 24 25 26 27 30
2713.800 584 -24 12 16 17 18 19 20 21 22 23 24 25 26 30
2713.600 547 -9 10 16 17 18 19 20 21 23 24 25 30
2713.400 863 41 8 16 17 18 19 21 23 24 25
| Variable Name | Usage | API | Main Line | Column | Evaluation Column | Panel |
| Time | ||||||
| TIMEFRAME Environment. Chart timeframe period. Seconds. | x | |||||
| SESSION Segment. Session name. Input parameter reference. | x | |||||
| TIME_START Segment. Time range start. | x | x | ||||
| TIME_END Segment. Time range end. | x | x | ||||
| Time - Last real-time tick data | ||||||
| CTIME Segment. Time last tick. | x | x | ||||
| Price | ||||||
| PRICE Level. Price high or low. | x | |||||
| PRICE_SET Segment. Price level size. Input parameter reference. | x | x | ||||
| PRICE_MEDIAN Level. Price median. | x | |||||
| PRICE_OPEN Segment. Price open. | x | x | ||||
| PRICE_HIGH Segment/Level. Price high. | x | x | x | |||
| PRICE_LOW Segment/Level. Price low. | x | x | x | |||
| PRICE_CLOSE Segment. Price close. | x | x | ||||
| Price - Last real-time tick data | ||||||
| CPRICE Segment. Price last tick. | x | x | ||||
| CPRICE_CHG Segment. Price change last tick. | x | |||||
| CPRICE_CHG_S Segment. Price change last tick. Class colored circle symbol. | x | |||||
| Volume - Volume Profile | ||||||
| VOLUME_TOTAL Segment/Level. Volume Total. | x | x | x | |||
| VOLUME_BUY Segment/Level. Volume Buy. | x | x | x | |||
| VOLUME_SELL Segment/Level. Volume Sell. | x | x | x | |||
| VOLUME_DELTA Segment/Level. Volume Delta. Class signed number. | x | x | x | |||
| VOLUME_DELTA_N Segment/Level. Volume Delta. | x | x | x | |||
| VOLUME_DELTA_PCT Segment. Volume Delta Percentage. | x | x | ||||
| VOLUME_COUNT Segment. Volume Count. Class signed number. | x | x | ||||
| VOLUME_COUNT_N Segment. Volume Count. | x | x | ||||
| VOLUME_COUNT_PCT Segment. Volume Count Percentage. | x | x | ||||
| VOLUME_COUNT_BUY Segment. Volume Count Buy. | x | x | ||||
| VOLUME_COUNT_SELL Segment. Volume Count Sell. | x | x | ||||
| Price - Volume Profile | ||||||
| VP_LOW Segment. Volume Profile Low. | x | x | x | |||
| VP_HIGH Segment. Volume Profile High. | x | x | x | |||
| VP_RANGE Segment. Volume Profile Range size. Symbol points. | x | x | ||||
| VP_MEDIAN Segment. Volume Profile Median. | x | x | x | |||
| VP_BALANCE Segment. Volume Profile Balance. | x | x | x | |||
| VP_POC Level. Volume Profile Point of Control. | x | |||||
| VP_POC_MEDIAN Segment. Volume Profile Point of Control. | x | x | x | |||
| VP_POC_LOW Segment. Volume Profile Point of Control Low. | x | x | x | |||
| VP_POC_HIGH Segment. Volume Profile Point of Control High. | x | x | x | |||
| VP_VA_LOW Segment/Level. Volume Profile Value Area Low. | x | x | x | x | ||
| VP_VA_HIGH Segment/Level. Volume Profile Value Area High. | x | x | x | x | ||
| VP_VA_RANGE Segment. Volume Profile Value Area Range size. Symbol points. | x | x | ||||
| HVN Level. Volume Profile High Volume Nodes. | x | |||||
| LVN Level. Volume Profile Low Volume Nodes. | x | |||||
| Volume - Volume Profile - Last real-time tick data | ||||||
| CVOLUME_TOTAL Segment. Volume Total last tick. | x | x | ||||
| CVOLUME_BUY Segment. Volume Buy last tick. | x | x | ||||
| CVOLUME_SELL Segment. Volume Sell last tick. | x | x | ||||
| CVOLUME_DELTA Segment. Volume Delta last tick. Class signed number. | x | x | ||||
| CVOLUME_DELTA_N Segment. Volume Delta last tick. | x | x | ||||
| CVOLUME_DELTA_S Segment. Volume Delta last tick. Class colored circle symbol. | x | |||||
| Volume - Volume Profile - Last real-time bar data | ||||||
| BVOLUME_TOTAL Segment. Volume Total last bar. | x | x | ||||
| BVOLUME_BUY Segment. Volume Buy last bar. | x | x | ||||
| BVOLUME_SELL Segment. Volume Sell last bar. | x | x | ||||
| BVOLUME_DELTA Segment. Volume Delta last bar. Class signed number. | x | x | ||||
| BVOLUME_DELTA_N Segment. Volume Delta last bar. | x | x | ||||
| BVOLUME_DELTA_AVG Segment. Volume Delta Average last bar. | x | x | ||||
| TPO - Market Profile TPO | ||||||
| TPO_SET Segment. TPO period amount. Input parameter reference. | x | x | ||||
| TPO_TIME Segment. TPO period size. Seconds. | x | x | ||||
| TPO_TIME_L Segment. TPO period size. Short formatted literal. | x | |||||
| TPO_TIME_LL Segment. TPO period size. Long formatted literal. | x | |||||
| TPO_TOTAL Segment/Level. TPO Total. | x | x | x | |||
| TPO_INDEX Level. TPO period indices. Numbers array. | x | |||||
| TPO_COUNT Segment. TPO Count. Class signed number. | x | x | ||||
| TPO_COUNT_N Segment. TPO Count. | x | x | ||||
| TPO_COUNT_PCT Segment. TPO Count Percentage. | x | x | ||||
| TPO_COUNT_BUY Segment. TPO Count Buy. | x | x | ||||
| TPO_COUNT_SELL Segment. TPO Count Sell. | x | x | ||||
| Price - Market Profile TPO | ||||||
| MP_LOW Segment. Market Profile TPO Low. | x | x | x | |||
| MP_HIGH Segment. Market Profile TPO High. | x | x | x | |||
| MP_RANGE Segment. Market Profile TPO Range size. Symbol points. | x | x | ||||
| MP_MEDIAN Segment. Market Profile TPO Median. | x | x | x | |||
| MP_BALANCE Segment. Market Profile TPO Balance. | x | x | x | |||
| MP_BODY Level. Market Profile TPO Body. | x | |||||
| MP_BODY_LOW Segment. Market Profile TPO Body Low. | x | x | ||||
| MP_BODY_HIGH Segment. Market Profile TPO Body High. | x | x | ||||
| MP_TAIL Level. Market Profile TPO Tail. | x | |||||
| MP_POC Level. Market Profile TPO Point of Control. | x | |||||
| MP_POC_MEDIAN Segment. Market Profile TPO Point of Control. | x | x | x | |||
| MP_POC_LOW Segment. Market Profile TPO Point of Control Low. | x | x | x | |||
| MP_POC_HIGH Segment. Market Profile TPO Point of Control High. | x | x | x | |||
| MP_VA_LOW Segment/Level. Market Profile TPO Value Area Low. | x | x | x | x | ||
| MP_VA_HIGH Segment/Level. Market Profile TPO Value Area High. | x | x | x | x | ||
| MP_VA_RANGE Segment. Market Profile TPO Value Area Range size. Symbol points. | x | x | ||||
| HVN Level. Market Profile TPO High Volumes Nodes. | x | |||||
| LVN Level. Market Profile TPO Low Volumes Nodes. | x | |||||
| Price - Initial Balance | ||||||
| IB_LOW Segment. Initial Balance Low. | x | x | x | |||
| IB_HIGH Segment. Initial Balance High. | x | x | x | |||
| IB_RANGE Segment. Initial Balance Range size. Symbol points. | x | x | ||||
| Price - Volume Weighted Average Price | ||||||
| VWAP Segment. Volume Weighted Average Price. | x | x | x | |||
| Volume - Depth Of Market * | ||||||
| VOLUME_PENDING Level. Depth Of Market Volume Pending Buy and Sell. | x | |||||
| VOLUME_PENDING_BUY Level. Depth Of Market Volume Pending Buy. | x | |||||
| VOLUME_PENDING_SELL Level. Depth Of Market Volume Pending Sell. | x | |||||
| Miscellaneous | ||||||
| TC Environment. Distribution tick count. | x | x | ||||
| RSIZE Environment. Distribution tick data count. | x | x | ||||
* Available via the Data Source API
Control indicator instances operating on the terminal. Selectively control by prefixing environment name or appending chart ID, uppercase underscore separated. Control API variables are used as booleans with the GlobalVariableCheck function, any specified value is ignored.
| Variable Name | Usage |
| VBP_CTRL_INIT | Initialize Indicator |
| VBP_CTRL_SEGMENT_RANGE * | Segment Range |
* Available with flexible range segmentation
Example: Code sample to control indicator instance with environment name 'Env1' with the GlobalVariable function GlobalVariableSet(StringFormat("VBP_%s_CTRL_SEGMENT_RANGE","ENV1"),NULL); Example: Code sample to control indicator instance of the current chart with the GlobalVariable function GlobalVariableSet(StringFormat("VBP_CTRL_INIT_%s",(string)ChartID()),NULL);
References
"Global Variables of the Terminal - MQL5 Reference" https://www.mql5.com/en/docs/globals
"Global Variables of the Terminal - MQL4 Reference" https://docs.mql4.com/globals
* Available for
Milliseconds file write rate.
Common Data Folder for shared use with all terminals installed on the operating system instead of the terminal directory location.
Seconds.
Tick data compression by price level range and time period. Note: For lossless compression respectively limit Output Plan Level and Output Plan Time to indicator Dataset Price Level and Dataset Market Profile TPO Period.
Date/time picker. Range end. Default previous minute of initialization. Note: Implicitly set historical, and real-time data compression ranges might cause significant distribution changes on reinitialization.
Symbol points. Maximum price range.
Price level range inclusion.
Seconds. Maximum time period. Note: Real-time data compression is further limited by milliseconds set Output Rate.
Historical data time period timestamp attribution.
* Available for
Milliseconds file write rate.
Common Data Folder for shared use with all terminals installed on the operating system instead of the terminal directory location.
Seconds.
Tick data compression by price level range and time period. Note: For lossless compression respectively limit Output Plan Level and Output Plan Time to indicator Dataset Price Level and Dataset Market Profile TPO Period.
Date/time picker. Range end. Default previous minute of initialization. Note: Implicitly set historical, and real-time data compression ranges might cause significant distribution changes on reinitialization.
Symbol points. Maximum price range.
Price level range inclusion.
Seconds. Maximum time period. Note: Real-time data compression is further limited by milliseconds set Output Rate.
Historical data time period timestamp attribution.
* Available for
Seconds.
Note: Alternatively use indicator line visualization of historical and developing price metrics, and additional styling parameters including for labels, with Highlight Main and Style Main Line Trace.
Extension instance built time series data persistence on indicator dataset range changes and deinitialization. Note: With a user specified ID, to clear data a new chart must be used. To load data match metrics selection and order.
Global Variable names are prefixed with 'VBP_EVENT', and if specified environment name, uppercase underscore separated. Segment index, starting at zero and omitted for first, is appended enclosed with brackets.
Variable output is the conditions evaluation result a boolean value (0 or 1). Variable name appended with 'T", underscore separated, is time value in seconds elapsed since the event was last emitted, or empty value (-1) if not emitted.
Note: For a snapshot of variables available to the terminal use command 'Global Variables' in the Tools menu.
Example: Dynamically segment by events named 'VP_POC_CROSS_UP' and 'VP_POC_CROSS_DOWN'
set Segment to Specified Divisor
set Segment Divisor to VBP_%ID%_EVENT.DAT
attach Event Period extension instance to the chart:
set Output to VBP_%ID%_EVENT.DAT
set Default to 12h (also the maximum segment object width of the relative Style Main Size options)
set Event to VP_POC_CROSS_UP, VP_POC_CROSS_DOWN
Example: Code sample to access data of event named 'VP_POC_CROSS_UP' with the GlobalVariableGet function
bool event_vp_poc_cross_up_is = (bool)GlobalVariableGet("VBP_EVENT_VP_POC_CROSS_UP");
int event_vp_poc_cross_up_time = (int)GlobalVariableGet("VBP_EVENT_VP_POC_CROSS_UP_T");
bool event_vp_poc_cross_up_was = !event_vp_poc_cross_up_is && event_vp_poc_cross_up_time != -1;
References
"Global Variables of the Terminal - MQL5 Reference" https://www.mql5.com/en/docs/globals
"Global Variables of the Terminal - MQL4 Reference" https://docs.mql4.com/globals
Format: Bars, minutes, seconds and distribution tick rate (b, m, s and t). Environment event variable names comma separated.
Example: Volume Point of Control cross events
attach two instances to the chart:
for the first instance:
set Name to VP_POC_CROSS_UP
set Iteration to VP_POC_CROSS_DOWN
set Condition 1 to CLOSE Greater Than VP_POC_HIGH
for the second instance:
set Name to VP_POC_CROSS_DOWN
set Iteration to VP_POC_CROSS_UP
set Condition 1 to CLOSE Less Than VP_POC_LOW
optionally, for time and price margins:
set Condition 1 Time to 15 (seconds)
set Condition 1 Right Value specific to applicable symbol price, e.g., +0.25 and -0.25 for each instance respectively
Data Environment name for indicator API connection. Note: To disable a condition set to false and use logical OR operator.
Seconds. Minimum time duration.
Optional math operation for values from enumeration. Format: Single arithmetic operator (+, -, * and /) and right operand value.
Message variable NAME.
Format: Bars, minutes, seconds and distribution tick rate (b, m, s and t). Environment event variable names comma separated.
Example: Volume Point of Control cross alerts
attach two instances to the chart:
for the first instance:
set Name to VP_POC_CROSS_UP
set Iteration to VP_POC_CROSS_DOWN
set Condition 1 to CLOSE Greater Than VP_POC_HIGH
for the second instance:
set Name to VP_POC_CROSS_DOWN
set Iteration to VP_POC_CROSS_UP
set Condition 1 to CLOSE Less Than VP_POC_LOW
for both instances:
set Message Alert to true
set Data Environment Event to true (to create event used for iteration by each other instance)
optionally, for time and price margins:
set Condition 1 Time to 15 (seconds)
set Condition 1 Right Value specific to applicable symbol price, e.g., +0.25 and -0.25 for each instance respectively
Format: Message and chart (ID, SYMBOL, TIMEFRAME, TIMECURRENT and TIMELOCAL) variable names enclosed with per cent sign (%). Use a semicolon (;) to specify line breaks for applicable message types.
Data Environment name for indicator API connection. Message variable ENVIRONMENT. Note: To disable a condition set to false and use logical OR operator.
Seconds. Minimum time duration. Message variable T_VALUE.
Message variable LEFT_VALUE_L and RIGHT_VALUE_L for operation literals, and LEFT_VALUE and RIGHT_VALUE for product values.
Optional math operation for values from enumeration. Format: Single arithmetic operator (+, -, * and /) and right operand value.
Message variable OPERATION_L for operation literal and OPERATION for symbolic value.
To enable/disable set to true/false, or specify a file name. Default 'alert.wav'. Note: Sound files are loaded from the MQL4|MQL5\Sounds folder of the terminal directory.
Pop-up window. Note: Alert window pop-up events are entered in the log.
Note: For the log viewer use command 'Terminal/Toolbox' in the View menu and select the 'Experts' tab. Use command 'Viewer' in the context menu (right mouse click) of the tab to open the window to request and search records by filter string.
Set MetaQuotes ID via the terminal options window (keyboard shortcut Ctrl-O) 'Notifications' tab.
References
"Push Notifications - MetaTrader 5 iPhone/iPad Help" https://www.metatrader5.com/en/mobile-trading/android/help/push
"Push Notifications - MetaTrader 5 Android Help" https://www.metatrader5.com/en/mobile-trading/iphone/help/push
"Notifications - MetaTrader 4 Help" https://www.metatrader4.com/en/trading-platform/help/setup/settings_notifications
Set SMTP and email address via the terminal options window (keyboard shortcut Ctrl-O) 'Email' tab.
References
"Platform Settings - MetaTrader 5 Help" https://www.metatrader5.com/en/terminal/help/startworking/settings#mail
"Email - MetaTrader 4 Help" https://www.metatrader4.com/en/trading-platform/help/setup/setup_email
Data Environment Event. Global Variables output. Global Variable name is Name prefixed with 'VBP_EVENT', and if specified environment name, uppercase underscore separated. Segment index, starting at zero and omitted for first, is appended enclosed with brackets. Variable output is the conditions evaluation result a boolean value (0 or 1). Variable name appended with 'T", underscore separated, is time value in seconds elapsed since the event was last emitted, or empty value (-1) if not emitted. Note: For a snapshot of variables available to the terminal use command 'Global Variables' in the Tools menu.
Save chart as picture in PNG, GIF or Bitmap file format. Attach Chart Pictures extension instance in Service mode. Select format and specify file name via the extension properties window 'Inputs' tab. Note: Uses the Windows API (user32.dll), requires explicit authorization with 'Allow DLL Imports' via the extension properties window 'Common/Dependencies' tab.
References
"GetClientRect function (winuser.h) - Win32 apps | Microsoft Learn" https://learn.microsoft.com/en-us/windows/win32/api/winuser/nf-winuser-getclientrect
Note: Delete objects via 'Object List' (keyboard shortcut Ctrl-B) in the context menu (right mouse click) of the chart window.
Last Condition Value Left or Right with logical AND operator use.
Report variable NAME.
Data Environment name for indicator API connection. Report variable ENVIRONMENT.
Segment number, time series indexing, starting at one for the last segment. If historical unloads after output. Report variable SEGMENT. Format: Comma separated or by hyphen (-) to specify as range.
File name.
Open HTML and CSV in browser and spreadsheet applications. Parse CSV and JSON files, and execute SQL statement files to create SQL databases, to query and access application format data programmatically. Note: Resources include Database extension to export directly as SQL database in SQLite application format.
References
"HTML: HyperText Markup Language | MDN" https://developer.mozilla.org/en-US/docs/Web/HTML
"Import CSV data to a spreadsheet | Google for Developers" https://developers.google.com/apps-script/samples/automations/import-csv-sheets
"Spreadsheet Project - Apache OpenOffice - The Free and Open Productivity Suite" https://www.openoffice.org/sc/
"JSON - JavaScript | MDN" https://developer.mozilla.org/en-US/docs/Web/JavaScript/Reference/Global_Objects/JSON
"SQLite - Create A New Database Using The Command Line Interface" https://www.sqlite.org/quickstart.html
"MySQL :: MySQL Tutorial :: 4 Creating and Using a Database" https://dev.mysql.com/doc/mysql-tutorial-excerpt/5.7/en/database-use.html
"Create a database - SQL Server | Microsoft Learn" https://learn.microsoft.com/en-us/sql/relational-databases/databases/create-a-database?view=sql-server-ver16
"SQL Language Reference - Database" https://docs.oracle.com/en/database/oracle/oracle-database/18/sqlrf/toc.htm
Seconds. If divisible by 60 output is timed at the start of each minute and reported distribution tick time is rounded down to the minute. Zero for milliseconds distribution tick rate.
HTML, CSV, JSON or SQL template file name. Default 'report.html', 'report.csv', 'report.json' or 'report.sql'. File Format: Report and environment variable names enclosed with per cent sign (%). For signed and unsigned change values append 'CHG' and 'CHG_N' underscore separated to names. HTML format 'CHG_L' and 'CHG_S' for literal booleans to use with CSS and SVG link attributes with symbols. Note: SQL CREATE TABLE statement is automatically generated from template file INSERT statement if output file does not exist.
References
"CSS: Cascading Style Sheets - MDN Web Docs" https://developer.mozilla.org/en-US/docs/Web/CSS
"href - SVG: Scalable Vector Graphics | MDN" https://developer.mozilla.org/en-US/docs/Web/SVG/Attribute/href
Note: MetaTrader 5 has builtins for all essential SQL database engine functions. For MetaTrader 4 uses the Windows and SQLite APIs (kernel32.dll and sqlite3.dll), requires explicit authorization with 'Allow DLL Imports' via the extension properties window 'Common' tab. DLL files are loaded from the Windows System32 or MQL4\Libraries application level folders.
References
"Working with databases - MQL5 Reference" https://www.mql5.com/en/docs/database
"SQLite Download Page - Precompiled Binaries for Windows - 32-bit DLL (x86)" https://www.sqlite.org/download.html#win32
Table name.
Segment number, time series indexing, starting at one for the last segment. If historical unloads after output. Format: Comma separated or by hyphen (-) to specify as range.
File name.
Example: Code sample to access data with the Database functions*
int database = DatabaseOpen("<File_Name>.sqlite",DATABASE_OPEN_READONLY);
int strings = DatabasePrint(database,"SELECT * FROM '<Table_Name>'",DATABASE_PRINT_STRINGS_RIGHT);
DatabaseClose(database);
* Available for
References
"Working with databases - MQL5 Reference" https://www.mql5.com/en/docs/database
Seconds. If divisible by 60 output is timed at the start of each minute and reported distribution tick time is rounded down to the minute. Zero for milliseconds distribution tick rate.
Note: For maximized charts, window height is by various factors as operating system taskbar size, fonts settings, scaling mechanisms, and terminal toolbar arrangement, for example use Chart Subwindow, or any other subwindow, as a ruler to adjust.
Best Practices
Base Level Symbol Points on price level size of default automatic chart price scale, e.g., for 0.47633000 of a two digit symbol:
• For slight padding of the visible segment ranges, set 45.
• For slight clipping of the visible segment ranges, set 50.
• To allow higher values in multiples of, non-negative Level Threshold Out.
• To allow lower values, e.g., down to a tenth set 5 (50 / 10 = 5), and non-negative Level Threshold In.
Minimum. Note: If chart dimensions are invalid for specified price level size an exact size in multiples is tried to be set, if not set, price level size is invalid for chart price range, inspect actual price level size with Panel preset Dataset Price Level, and get details in the log with Level Precision Validation.
Limit automatic price scale by price range size of the visible, or object width based, time range, in amount of price levels, moving inside, i.e., smaller, and outside, i.e., larger, of initial range. Set to -1 for no reset, to 0 for no limit.
Chart dimensions validation log. Note: For the log viewer use command 'Terminal/Toolbox' in the View menu and select the 'Experts' tab. Resources include Chart Scale Fix (type 'Script') extension to validate chart dimensions and adjust by on-chart scale.
Reposition price scale if current price moves outside of visible range.
Note: Order Book extension to feed real-time and historical trade operation tick data with volume classification by order type. Tick Volumes extension to feed real-time and historical bid price tick data with volume classification by price action.
Time period value color opacity visualization.
References
"Web Colors - MQL5 Reference" https://www.mql5.com/en/docs/constants/objectconstants/webcolors
"Web Colors - MQL4 Reference" https://docs.mql4.com/constants/objectconstants/webcolors
"Color Type - MQL5 Reference" https://www.mql5.com/en/docs/basis/types/integer/color
"Color Type - MQL4 Reference" https://docs.mql4.com/basis/types/integer/color
Anchor histogram to bottom of range selection with Range Drag & Drop Time/Price.
Window index, starting at one for the first subwindow. Default zero is disabled. Note: Chart Subwindow extension for dedicated subwindow.
Window absolute or dataset highest time period value relation.
Histogram bar borders overlap, i.e., 1 pixel inaccuracy, for aesthetics. Effective if time period size is greater than 2 pixels.
The indicator has a large amount of input parameters which increases further by extensions. Convention is to derive parameter function and usage for most from the name and list order itself alone. Therefore the specification list in this user manual is non-exhaustive. On the indicator properties window 'Inputs' tab, and throughout this user manual, full parameter names are deduced by section names. With all features, to improve accessibility certain extensions are solely to decrease the amount of parameters in the main interface and section further.
In most cases use is only of the Object, Dataset and Highlight section parameters, and a select amount of applicable Style subsection parameters. For basic data I/O extension connections only a single parameter switch is required. The input parameter lists provide quick reference to each. For compatibity on all chart timeframes, due to the amount of parameters for all features and customizability, default settings are counter-intuitive for users. Create and save custom defaults to .set files for quick setup.
Indicator configuration and data files are located in a subfolder named 'Volume by Price Indicator' in Data Folder MQL4|MQL5\Files of the terminal directory. Optionally, for selected functions data files in the Common Data Folder for shared use with other terminals on the operating system. For significant distinction, all indicator managed file names are uppercase prefixed with 'VBP'. Similarly optional, extensions and resources are located in 'Volume by Price Indicator' named folders in each respective application and file type folder, i.e., Templates, Experts, Indicators, Scripts and Include. Access to files by MetaTrader 4 and 5 indicators is strictly controlled, terminals utilize the highest user security and privacy standards with a file sandbox for all applications types, no read or write permissions outside of the MQL4|MQL5\Files subfolders. For quick access to the terminal directory use command 'Open Data Folder' in the File menu of the terminal, for the Common Data Folder use command 'Open Common Data Folder' in the File menu of the MetaEditor.
Values of text input parameters can be set by reference to a configuration file. Specified paths are relative with optional use of chart property names for automatic data and configuration association, e.g., Market Profile TPO marker configuration Style Main Marker Character Letter = Market Profile TPO Letters.ini and Style Highlight Marker Color Sequence = Market Profile TPO Colors.ini, or dynamic segmentation configuration with automatic association by chart symbol name and timeframe period variables Dataset Segment Divisor = %SYMBOL%_%TIMEFRAME%.ini.
MetaTrader 5 is the next-generation platform with many advantages over its predecessor. For the indicator, implemented are only historical tick data, real trade volumes, and additional chart timeframe periods. Through shims, extensions and imports, on both platforms the indicator has identical technical functionality, e.g., for tick-by-tick data and trade volumes extended data structures and the input data program interface, Utilization of tick data and trade volume order type classes is via extensions.
The additional chart timeframe periods are exclusively supported for MetaTrader 5. Indicator Buffers, and styling via the 'Colors' tab, as for standard and most custom indicators is not implemented. An extension is included to output environment variables as the buffers, with the added advantage of selection, ordering, labeling and stateless functionalities, as well as persistant data storage on disk.
Please report all bugs found. But first, make sure that it really is a bug, and that it appears in the latest version. The latest version is available via the Toolbox \ Market \ Purchased tab. Once you have determined that a bug actually exists, submit it via email at report@volumebyprice.com. If you have a fix, or suggestions and 'philosophical' bug reports please mail those as well!
All bug reports should include:
Version: 10.98 · Last updated 2025-02-23 UTC
