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订单簿历史记录库

Order Book, known also as 市场 Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders 买 和 to sell specific financial instument at price levels near Bid 和 Ask.

MetaTrader 5提供了接收方式 市场书 从您的经纪商处获得,但仅实时进行,无法访问其历史记录。订单历史记录库库从存档文件读取过去的市场书状态,该存档文件由 订单记录器. The library can be embedded into your 指示符 s 和 expert advisers (source codes are required), 和 then they can be tested with the 市场书 data in the tester.

In particular, the library is used in the 指示符 订单簿累计指标和 demo expert adviser 订单簿历史记录播放.

这是将库包含到您的MQL程序中的头文件示例:

input string OrderBook_FileFolder = "Books";
input bool OrderBook_UseCommonFiles = false;
input int OrderBook_TimeZoneCorrection = 0;

typedef void (*pOnBookEvent)(const string &symbol);

#import "OrderBook.ex5"
void OrderBook_Init(pOnBookEvent ptr, const string folder, const bool common, const int offset);
bool OrderBook_MarketBookAdd(string symbol);
bool OrderBook_MarketBookRelease(string symbol);
bool OrderBook_MarketBookGet(string symbol, MqlBookInfo &bookArray[]);
long OrderBook_MarketBookPeek(string symbol, MqlBookInfo &bookArray[]);
void OrderBook_OnTick();
void OrderBook_OnTimer();
bool OrderBook_CheckForEvents(datetime current);
#import

#ifdef ORDERBOOK_SUBSTITUTE
#define 市场BookAdd OrderBook_MarketBookAdd
#define 市场BookRelease OrderBook_MarketBookRelease
#define 市场BookGet OrderBook_MarketBookGet
#endif

为了方便起见定义了输入参数-应该将它们传递到函数OrderBook_Init中。

  • OrderBook_FileFolder - a name of the root folder, where subfolders 和 files of the 市场书s are stored; by default - "Books"; every subfolder is named according to specific work symbol; for example, the ticker GAZP will form the files MQL5/Files/Books/GAZP/*.hob;
  • OrderBook_UseCommonFiles-一个选项,用于从当前终端的数据文件夹中读取文件(默认为false),或从所有终端的公共数据文件夹中读取文件(true);
  • OrderBook_TimeZoneCorrection-日期和时间的更正,如果在具有时区的终端中读取档案,则该日期和时间是必需的,该时区与创建档案的终端的时区不同;以秒为单位指定;例如,如果将市场价格与服务器时间一起保存在GMT + 3中,然后将其应用于时间在GMT + 2中的服务器的报价中,则校正应为1小时(-3600秒),因为与格林尼治标准时间+3相比,格林尼治标准时间+2中的时间要晚1小时(即比格林尼治标准时间+ 3小1小时); GMT + 3中的15:00是GMT + 2中的14:00;

职能

  • OrderBook_Init-库的初始化,应该从OnInit调用;第一个参数应该是事件处理程序OnBookEvent;
  • OrderBook_MarketBookAdd,OrderBook_MarketBookRelease,OrderBook_MarketBookGet-与相应功能类似的功能 标准MQL函数;在线工作时,内部会调用标准函数-这样,嵌入库不会更改源代码逻辑;在测试器中工作时,库从文件中检索数据;只允许为当前图表的符号订阅市场书;
  • OrderBook_MarketBookPeek - similar to OrderBook_MarketBookGet, but always reading data from files - both in the tester 和 上 line; 市场BookGet is never called;
  • OrderBook_OnTick-可选执行库以获取OnTick的最新报价;仅对测试人员而言,在线没有任何作用;
  • OrderBook_OnTimer-可选地执行OnTimer中最新已知时间的库;仅对测试人员而言,在线没有任何作用;
  • OrderBook_CheckForEvents - optional execution of the library from the tester 和 上 line, ad hoc - for specified date 和 time;

添加线 #define ORDERBOOK_SUBSTITUTE 在包含头文件之前将其插入源代码中,将用相应的库函数隐式替换标准市场书功能的所有调用。

评论 1
亚历克斯·拉什
34
亚历克斯·拉什 2020.11.27 11:30 
 

我本人已经想做类似的事情,但是他们建议商店中有一个用于测试/调试Glass Expert Advisor的库。我安装了所有东西,一切正常。感谢开发人员,您为我节省了数月的工作。

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这是该库的简化且有效的版本,可以对交易专家进行前瞻性分析。它收集有关专家的数据'在MetaTrader测试器的优化过程中进行交易,并将其存储在中间文件中"MQL5\Files"目录。然后,它使用这些文件自动构建集群前向报告并对其进行优化以滚动前向报告(所有报告均在一个HTML文件中)。使用WalkForwardBuilder MT5辅助脚本可以构建其他文件
85 美元
适用于MT5的Algo Profit Booster Tool多实例
苏米特拉丹
This is the full-featured, full-function paid version of Algo Profit Booster Tool for MetaTrader 5 platform. In this release there are major upgrades 和 modifications over the previous release. The following lists summarizes the release notes, It includes 2 robust expert advisors with source code (except for the 指示符 ). Both EAs come with detailed general optimization guide as well as specific optimization guide for EURUSD, 英镑/美元 和 美元JPY 1-hour bars. Users can use these EAs 上 any curr
599美元
BitMEX交易API
罗密欧·贝索
Cryptocurrency analysis has never been easier with Crypto 图表 for MetaTrader 5. Now, trading 上 BitMEX has never been easier with BitMEX交易API for MetaTrader 5. BitMEX交易API library was built to be as easy to use as possible. Just include the library into your Expert Advisor or Script, call the corresponding methods 和 start trading! Features Trade 上 BitMEX 和 BitMEX 测试net. Build 和 automate your strategies. Concern more with the trading strategy logic 和 less with the c
799美元
巨人山5
尼科罗科德瓦尼·比斯卡迪(Nicolokondwani Biscaldi)
Goliath MT5-适用于中等波动性外汇市场的黄牛全自动交易系统 P roperties: The Library 贸易s 10 currency pairs (USDCHF, EURCHF, EURGBP, AUDUSD, 美元CAD, 英镑/美元, EURUSD, NZDUSD, CADCHF, EURAUD, EURCAD, AUDJPY) The Library 不使用mar sets a fixed stop loss 和 take profit for all orders The Library only 贸易s a user input volume The Library can be installed 上 any currency pair 和 any timeframe Recommendations: Before using 上 a real account,
819.99美元
Wsslib
苏云诺·阿芬第
You can now easily provide WEBSOCKET connection to javascript to your MT terminal. An easy to use websocket server library for MQL5. It supports: ws:// 和 wss:// (secure websocket) text 和 binary data automatic ping-pong handling 上 protocol level (保持有效的协议握手)协议级别的自动分段消息处理 (启用大数据传输) ================================================== ATTENTION:  购买前请先与卖家联系。 由于t的性质
50 美元
支持向量机学习工具
乔什·雷德黑德
这是一个易于使用的工具,用于在您的EA交易,指标和其他MetaTrader 5项目中实施支持向量机学习。到目前为止,支持向量机分类的使用仅受高级编码器通过外部java和c ++ dll库的限制。该工具仅使用标准的MetaTrader 5工具开发,并通过非常简单的界面提供了高级支持向量机功能。请注意:该产品不是专家顾问
20 美元
MT5记录仪
佐坦·梅萨罗斯
说明CLogger类提供了一个简单但复杂的日志记录实用程序,可用于输出消息。消息具有关联级别,例如INFO或ERROR,指示它们的重要性。然后,您可以为CLogger设置一个级别,并且只会保存此级别或更高级别的消息。级别为:DEBUG:开发人员的低级信息。 INFO:有关系统操作的通用(有用)信息。警告:警告。 ERROR:可处理的错误情况。公开方法
10 美元
MT5交易经理
奥马尔·阿尔卡萨(Omar Alkassar)
The library is dedicated to help manage your 贸易s, calculate lot, trailing, partial close 和 other functions. 手数计算模式0:固定手数。模式1:ting手(1,3,5,8,13)您可以以不同的方式使用它来计算当损失= 1时,当利润= 0时。模式2:乘数手(1,2,4,8,16)您可以以不同的方式使用它来计算当损失= 1时,当利润= 0时。模式3:加手(1、2、3、4、5),当亏损= 1时,利润= 0时,您可以以不同的方式使用它。模式4:SL /风险批次基于
249美元
MetaCOT 2 CFTC工具箱MT5
瓦西里·索科洛夫(Vasiliy Sokolov)
MetaCOT 2 CFTC ToolBox是一个特殊的库,可直接从MetaTrader终端访问CFTC(美国商品期货交易委员会)报告。该库包含基于这些报告的所有指标。使用此库,您无需单独购买每个MetaCOT指标。相反,您可以获取所有34个指标的单一集合,包括无法作为单独版本使用的其他指标。该库支持所有类型的报告,并提供
95 美元
WalkForwardOptimizer MT5
斯坦尼斯拉夫·科罗特基
WalkForwardOptimizer library allows you to perform rolling 和 cluster walk-forward optimization of expert advisers (EA) in MetaTrader 5. To use the library include its header file WalkForwardOptimizer.mqh into your EA source code, add call provided functions as appropriate. Once the library is embedded into EA, you may start optimization according to the procedure described in the User guide . When it's finished, intermediate results are saved into a CSV file 和 some special global variables.
85 美元
WalkForwardLight MT5
斯坦尼斯拉夫·科罗特基
这是该库的简化且有效的版本,可以对交易专家进行前瞻性分析。它收集有关专家的数据'在MetaTrader测试器的优化过程中进行交易,并将其存储在中间文件中"MQL5\Files"目录。然后,它使用这些文件自动构建集群前向报告并对其进行优化以滚动前向报告(所有报告均在一个HTML文件中)。使用WalkForwardBuilder MT5辅助脚本可以构建其他文件
85 美元
订单簿历史记录库
斯坦尼斯拉夫·科罗特基
订单簿,也称为市场簿,市场深度,级别2,是一个动态更新的表格,其中包含当前的买入和卖出特定金融工具的订单量,价格接近买入价和卖价。 MetaTrader 5提供了一种从经纪人处接收市场账簿的方法,但仅是实时的,而无法访问其历史记录。库BookBook History Library从OrderBook Recorder创建的存档文件中读取过去的市场账簿状态。该库可以嵌入到您中
49 美元
适用于MT5的Algo Profit Booster Tool多实例
苏米特拉丹
This is the full-featured, full-function paid version of Algo Profit Booster Tool for MetaTrader 5 platform. In this release there are major upgrades 和 modifications over the previous release. The following lists summarizes the release notes, It includes 2 robust expert advisors with source code (except for the 指示符 ). Both EAs come with detailed general optimization guide as well as specific optimization guide for EURUSD, 英镑/美元 和 美元JPY 1-hour bars. Users can use these EAs 上 any curr
599美元
BitMEX交易API
罗密欧·贝索
Cryptocurrency analysis has never been easier with Crypto 图表 for MetaTrader 5. Now, trading 上 BitMEX has never been easier with BitMEX交易API for MetaTrader 5. BitMEX交易API library was built to be as easy to use as possible. Just include the library into your Expert Advisor or Script, call the corresponding methods 和 start trading! Features Trade 上 BitMEX 和 BitMEX 测试net. Build 和 automate your strategies. Concern more with the trading strategy logic 和 less with the c
799美元
Painel De Expert Com Teclado
罗伯托·斯帕迪姆
Teclado 贸易r, éuma BIBLIOTECA que vocêChamar no OnChartEvent para abrir posição compra / venda / zerar,os botões padrões são:V = venda C =比较Z = zerar posições mercado S = zerar posições opostas e depois a mercado X = zerar posições opostas Além da função de teclado, é possí最好的专家顾问,还是MagicId,com信息ção de: lucro mensal,semanal,diario,e posi ção阿伯塔省,要使用o o OnTick,或质量合格(OnTimer / OnTrade / OnBookEv
30 美元
适用于MQL5的简易WebSocket库
苏云诺·阿芬第
An easy to use websocket library for MQL5. It supports: ws:// 和 wss:// (secure websocket) text 和 binary data automatic ping-pong handling 上 protocol level (保持有效的协议握手)协议级别的自动分段消息处理 (启用大数据传输) ================================================== ATTENTION:  购买前请先与卖家联系。 由于这类图书馆的性质, 可以根据要求提供全功能演示版本 ==============
30 美元
警卫
埃德加·阿赫玛德耶夫(Edgar Akhmadeev)
有一个单独的免费演示库AlarmistDemo 带有固定消息。该库的演示版本将不起作用,因为发送功能在测试仪中不起作用。面向专家开发人员的Alarmist库是将消息发送到  Pushover  和  Telegram  程序或功能 SendNotification(), 发邮件() 。在中使用按钮的可能性  Telegram  and 发送给其他Messenger(Twitter,  Viber ) 和 several specialized programs is being cons
30 美元
巨人山5
尼科罗科德瓦尼·比斯卡迪(Nicolokondwani Biscaldi)
Goliath MT5-适用于中等波动性外汇市场的黄牛全自动交易系统 P roperties: The Library 贸易s 10 currency pairs (USDCHF, EURCHF, EURGBP, AUDUSD, 美元CAD, 英镑/美元, EURUSD, NZDUSD, CADCHF, EURAUD, EURCAD, AUDJPY) The Library 不使用mar sets a fixed stop loss 和 take profit for all orders The Library only 贸易s a user input volume The Library can be installed 上 any currency pair 和 any timeframe Recommendations: Before using 上 a real account,
819.99美元
Wsslib
苏云诺·阿芬第
You can now easily provide WEBSOCKET connection to javascript to your MT terminal. An easy to use websocket server library for MQL5. It supports: ws:// 和 wss:// (secure websocket) text 和 binary data automatic ping-pong handling 上 protocol level (保持有效的协议握手)协议级别的自动分段消息处理 (启用大数据传输) ================================================== ATTENTION:  购买前请先与卖家联系。 由于t的性质
50 美元
更多来自作者
ZigZag概率
斯坦尼斯拉夫·科罗特基
该指标预测下一个 ZigZag移动基于历史ZigZag边沿概率。它处理可用的历史记录,以计算锯齿形调整浪边缘的密度分布及其连续对的条件概率。然后,它使用概率来估计将来极值(反转点)可能出现的水平。该指标通过HZZM指标构建锯齿形,但不会显示锯齿形本身。您可以将HZZM用于锯齿形可视化。指示器最多显示8个水平
75 美元
伦科图
斯坦尼斯拉夫·科罗特基
这位非交易专家利用所谓的自定义符号功能(也可在MQL中使用)来基于所选标准符号的历史报价来构建renko图表,并根据新的报价实时刷新renko。此外,它还可以将真实的价格变动转换为renko图表,从而允许其他EA和指标进行交易和分析renko。将RenkoCharts放在工作仪器的图表上。源图表的时间范围越短,生成的renko图表越精确,但是
49 美元
市场指标
斯坦尼斯拉夫·科罗特基
This is an easy to use 指示符 based 上 multitimeframe cluster analysis of specified currencies. It provides simple yet powerful signals for trading 和 gives numerical measures of signal strength in percentage value. After placing the 指示符 上 a chart, it displays a table with the following structure: all symbols with currently available opportunities to 贸易 are listed in rows, 和 trading strategies are listed in columns as short-term (hours), mid-term (days), 和 long-term (weeks) tra
149美元
时间和销售布局
斯坦尼斯拉夫·科罗特基
时间和销售布局 指示符 shows 贸易d buy 和 sell volumes right 上 the chart. It provides a graphical representation of most important events in the time 和 sales table. The 指示符 downloads 和 processes a history of real 贸易 ticks. Depending from selected depth of history, the process may take quite some time. During history processing the 指示符 displays a comment with progress percentage. When the history is processed, the 指示符 starts analyzing ticks in real time. The l
49 美元
体积三角波
斯坦尼斯拉夫·科罗特基
This 指示符 is an extended implementation of Weis waves. It builds Weis waves 上 absolute volumes (which is the classical approach) or delta of volumes (unique feature) using different methods of wave formation 和 visualization. It works with real volumes, if available, or with tick volumes otherwise, but also provides an option to use so called "真实体积替代",以人工替代缺少的实际交易量(例如,外汇交易品种),这是在correspo中引入的
49 美元
自动曲折曲折
斯坦尼斯拉夫·科罗特基
This is a non-parametric ZigZag providing 4 different methods of calculation. Upward edge continues 上 new bars while their `highs` are above highest `low` among previous bars, downward edge continues 上 next bars while their `lows` are below lowest `high` among previous; Gann swing: upward edge continues while `highs` 和 `lows` are higher than 上 the left adjacent bar, downward edge continues while `highs` 和 `lows` are lower than 上 the left adjacent bar. Inside bars (with lower `high` 和
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伦科图Demo
斯坦尼斯拉夫·科罗特基
This is a demo version of a non-trading expert , which utilizes so called the custom symbols feature ( available in MQL as well ) to build renko charts based 上 historical quotes of selected standard symbol 和 to refresh renko in real-time according to new ticks. Also it translates real ticks to the renko charts, which allows other EAs 和 指示符 s to 贸易 和 analyze renko. Place the EA 上 a chart of a working instrument. The lesser timeframe of the source chart is, the more precise resulti
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高速钢
斯坦尼斯拉夫·科罗特基
这是基于修改的自适应之字形 of  HZZ 指示符 (original source code is available in this article ). Most important changes in this version: two additional 指示符 buffers added for zigzag evolution monitoring - they show cross signs at points where zigzag direction first changes; zigzag range (H) autodetection 上  day by day 基础;之字形范围的时间依赖性调整。参数:H-之字形范围(以磅为单位);此参数类似于原始的HZZ,但可以取0
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订单记录器
斯坦尼斯拉夫·科罗特基
Order Book, known also as 市场 Book, market depth, Level 2, - is a dynamically updated table with current volumes of orders 买 和 to sell specific financial instument at price levels near Bid 和 Ask. MetaTrader 5提供了接收方式 市场书 from your broker in real time. The expert 订单记录器 records 市场书 changes 和 stores them in local files for further usage in 指示符 s 和 expert adviser, including testing in the tester. The expert stores 市场书
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订单簿历史记录播放
斯坦尼斯拉夫·科罗特基
订单簿,也称为市场簿,市场深度,级别2,是一个动态更新的表格,其中包含当前的买入和卖出特定金融工具的订单量,价格接近买入价和卖价。 MetaTrader 5提供了一种从经纪人处接收市场账簿的方法,但仅是实时的,而无法访问其历史记录。该专家顾问的OrderBook历史记录回放允许您使用OrderBook Recorder创建的文件来回放历史记录中的市价簿事件。专家
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WalkForwardDemo MT5
斯坦尼斯拉夫·科罗特基
WalkForwardDemo是专家顾问(EA),演示了用于前向优化的内置库WalkForwardOptimizer(WFO)的工作方式。它使您可以轻松地优化,查看和分析在未来未知交易条件下的EA性能和稳健性。您可以在Wikipedia中找到有关前向优化的更多详细信息。使用WFO执行优化后,该库会生成特殊的全局变量(保存在"archived"GVF扩展名的文件)和CSV-f
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WalkForwardBuilder MT5
斯坦尼斯拉夫·科罗特基
该脚本允许根据WalkForwardLight MT5库收集的数据对交易专家执行前瞻性分析。该脚本以单个HTML页面的形式构建集群前向报告和滚动的前向报告以对其进行完善。该脚本是可选的,因为该库会在测试仪中的优化完成后立即自动生成报告。但是,该脚本很方便,因为它允许使用相同的收集数据来重建
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订单簿实用程序
斯坦尼斯拉夫·科罗特基
订单簿实用程序是一个脚本,它对由OrderBook Recorder创建的订单簿滚刀文件执行多项服务操作。该脚本处理当前图表的工作符号文件。通过输入参数CustomDate选择文件日期(如果有的话)')或在图表上放置脚本的位置。根据操作,将有用的信息写入日志,并可以选择创建新文件。通过输入参数选择操作
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CCFpExtraDemo
斯坦尼斯拉夫·科罗特基
CCFpExtra是经典集群指标CCFp的扩展版本,用于多货币市场分析。主要功能是:支持任意组的报价器或货币:外汇,差价合约,期货,现货,指数;不同符号的柱线的时间对准,以及对可能丢失的柱线的正确处理,包括股票报价具有不同交易时间表的情况;最多使用30种工具进行市场计算(仅显示前8种工具)。这是一个演示版。局限性
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价格概率演示
斯坦尼斯拉夫·科罗特基
这是PriceProbability指标的演示版本。它仅适用于EURCHF。这是一个易于使用的信号指示器,可显示并警告不久的将来进行买卖的概率度量。它基于从现有历史记录中收集的统计数据,并考虑了所有观察到的价格变化与过去相应的柱线间隔。统计计算使用与另一个相关指标-PointsVsBars相同的矩阵。将指标放置在图表上后,它将显示
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镜子
斯坦尼斯拉夫·科罗特基
该指标根据图表显示原理预测汇率变化。它使用的思想是价格波动包括"action" 和 "reaction" phases, 和 the "reaction" is comparable 和 similar to the "action", so mirroring can be used to predict it. The 指示符 has three parameters: predict - the number of bars for prediction (24 by default); depth - the number of past bars that will be used as mirror points; for all depth mirroring points an MA is 计算的 和 drawn 上 the ch
12.50美元
ExtraMajorLevelExtremums
斯坦尼斯拉夫·科罗特基
如果您喜欢交易交叉货币(例如AUDJPY,CADJPY,EURCHF等),则应考虑主要货币(尤其是USD和EUR)相对于工作对的影响:例如,在交易AUDJPY时,重要水平AUDUSD和USDJPY可能具有隐含影响。此指示器使您可以查看隐藏的级别, calculated 从主要利率。它会在特定历史深度的主要报价中找到最接近的极值,最有可能形成阻力或支撑位,
10 美元
进化水平
斯坦尼斯拉夫·科罗特基
The 指示符 displays most prominent price levels 和 their changes in history. It dynamically detects regions where price movements form attractors 和 shows up to 8 of them. The attractors can serve as resistance or support levels 和 outer bounds for rates. Parameters: WindowSize - number of bars in the sliding window which is used for 检测吸引子;默认值为100; MaxBar-要处理的条数(用于 performance 优化);默认是1000;当指标从
20 美元
ExtraMovingPivots
斯坦尼斯拉夫·科罗特基
This is an intraday 指示符 that uses conventional formulae for daily 和 weekly levels of pivot, resistance 和 support, but updates them dynamically bar by bar. It answers the question how pivot levels would behave if every bar were considered as the last bar of a day. At every point in time, it takes N latest bars into consideration, where N is either the number of bars in a day (round the clock, i.e. in 24h) or the number of bars in a week - for daily 和 weekly levels correspondingly. So,
10 美元
阻力和支撑密度功能
斯坦尼斯拉夫·科罗特基
大多数交易者使用 resistance 和 support levels for trading, and many people draw these levels as lines that go through extremums 上 a chart. When someone does this manually, he normally does this his own way, 和 every 贸易r finds different lines as important. 怎么样 can 上 e be sure that his vision is correct? This 指示符 helps to solve this problem. It builds a complete set of 虚拟 lines of resistance 和 support around current price 和 calculates density function for spatial distributi
15 美元
ExtraMajorMultiChannels
斯坦尼斯拉夫·科罗特基
The 指示符 draws a histogram of important levels for several major currencies attached to the current cross rates. It is intended for using 上 charts of crosses. It displays a histogram 计算的 from levels of nearest extremums of related major currencies. For example, hidden levels for AUDJPY can be detected by analyzing extremums of AUD 和 JPY rates against 美元, EUR, GBP, 和 CHF. All instruments built from these currencies must be available 上 the client. This is an extended version of
12.50美元
状态栏
斯坦尼斯拉夫·科罗特基
The 指示符 provides a statistic histogram of estimated price movements for intraday bars. It builds a histogram of average price movements for every intraday bar in history, separately for each day of week. Bars with movements above standard deviation or with higher percentage of buys than sells, or vice versa, can be used as direct trading signals. The 指示符 looks up current symbol history 和 sums up returns 上 every single intraday bar 上 a specific day of week. For example, if current
15 美元
点数
斯坦尼斯拉夫·科罗特基
该指标提供了价格变化(以点为单位)相对于时间增量(以条为单位)的统计分析。它计算有关不同时间段内价格变化的完整统计信息矩阵,并显示请求条形图增量的收益点分布或请求条形图的时间增量分布。请注意,指标值始终是历史中相应价格变化与柱形变化的次数。参数:HistoryDe​​pth-numbe
10 美元
价格概率
斯坦尼斯拉夫·科罗特基
This is an easy to use signal 指示符 which shows 和 alerts probability measures for buys 和 sells in near 未来. It is based 上 statistical data gathered 上 existing history 和 takes into account all observed price changes versus corresponding bar intervals in the past. The statistical calculations use the same matrix as another related 指示符 - 点数. Once the 指示符 is placed 上 a chart, it shows 2 labels with current estimation of signal probability 和 alerts when signal
75 美元
CCFpExtra
斯坦尼斯拉夫·科罗特基
CCFpExtra是经典群集指示器CCFp的扩展版本。这是MT4版本 indicator  CCFpExt available for MT5. Despite the fact that MT5 version was published first, it is MT4 version which was initially developed 和 tested, long before MT4 market was launched. Main Features Arbitrary groups of tickers or currencies are supported: can be Forex, CFDs, 未来s, spot, indices; Time alignment of bars for different symbols with proper handling of possibly missing bars, in
49 美元
第二年
斯坦尼斯拉夫·科罗特基
This 指示符 shows price changes for the same days in past years. D1 timeframe is required. This is a predictor 指示符 that finds D1 bars for the same days in past 8 years 和 shows their relative price changes 上 the current chart. Parameters: LookForward - number of days (bars) to show "future" price changes; default is 5; Offset - number of days (bars) to shift back in history; default is 0; ShowAverage - mode switch; true - show mean value for all 8 years 和 deviation bounds; false - s
12.50美元
价格概率
斯坦尼斯拉夫·科罗特基
这是用于自动交易的信号指示器,它显示了每个小条的买入和卖出概率。它基于从现有历史记录中收集的统计数据,并考虑了所有观察到的价格变化与过去相应的柱线间隔。该指标的核心与旨在手动交易的PriceProbablility指标相同。与PriceProbability不同,该指标应从MQL4 EA交易中调用或用于历史可视化分析。在
75 美元
频率表预测
斯坦尼斯拉夫·科罗特基
The main idea of this 指示符 is rates analysis 和 prediction by Fourier transform. Indicator decomposes exchange rates into main harmonics 和 calculates their 产品 in 未来. You may use the 指示符 as a standalone 产品, but for better prediction accuracy there is another related 指示符 - 频率大师 - which uses 频率表预测 as a backend engine 和 combines several instances of FreqoMeter针对不同频段的预测。参数:iPeriod-单位中的柱线数
12.50美元
频率大师
斯坦尼斯拉夫·科罗特基
The main idea of this 指示符 is rates analysis 和 prediction by Fourier transform. The 指示符 decomposes exchange rates into main harmonics 和 calculates their 产品 in 未来. The 指示符 shows 2 price marks in history, depicting price range in the past, 和 2 price marks in 未来 with price movement forecast. Buy or sell decision 和 take profit size are displayed in a text label in the 指示符 window. The 指示符 uses another 指示符 as an engine for calculations - FreqoMet
75 美元
InstantTrueRange
斯坦尼斯拉夫·科罗特基
这是一种脉冲检测器,它使用所有主要货币汇率的即时变化进行度量。它计算与主要货币多次交叉的每根柱上的价值变化(点值乘以点差)。这形成了一种"complete circle"外汇市场。然后,将此一般更改与当前仪器的更改或所选仪器的列表进行比较,如果它们的差异超过阈值,则会发出警报。该指标有点类似于AverageTru
11.95美元
过滤:
亚历克斯·拉什
34
亚历克斯·拉什 2020.11.27 11:30 
 

我本人已经想做类似的事情,但是他们建议商店中有一个用于测试/调试Glass Expert Advisor的库。我安装了所有东西,一切正常。感谢开发人员,您为我节省了数月的工作。

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版本1.3 2020.05.09
添加了新的滚刀文件格式1.2。以这种格式,当前会话卷的3个值与每本书一起保存:SYMBOL_SESSION_INTEREST,SYMBOL_SESSION_BUY_ORDERS_VOLUME,SYMBOL_SESSION_SELL_ORDERS_VOLUME。

It'不必将所有历史滚刀文件转换为格式1.2,两种格式均受并行支持。

新功能OrderBook_SessionInfo(double&openInterest,两倍&buysVolume, double &sellsVolume)被添加到当前的总体积,并与当前的书一起保存。
版本1.2 2019.09.19
该库是在较新的版本中重新编译的,因为MetaQuotes对其编译器进行了另一处更改,这破坏了导出/导入的后向兼容性(自从2085年左右构建以来,无法导入在较早版本中编译的具有typedef-ed参数的导出函数)。
版本1.1 2019.04.20
从版本1930开始,MetaQuotes通过向其中添加新字段volume_real打破了MQL5与MqlBookInfo结构的向后兼容性。

此版本的产品支持新的结构格式,但不适用于较早的版本。