I bring to your attention an indicator that displays the ratio of the volume of orders of buyers/sellers for the Russian futures market FORTS. Now it is possible to receive this information in real time in the MetaTrader 5 terminal. This will allow us to develop qualitatively new trading strategies or improve existing ones.

Data on the ratio of the volume of orders are read from the database (text CSV or binary – at the user’s choice). Thus, when the trading session ends and the terminal (or computer) is turned off, the data is saved and when the terminal is started again, it is loaded onto the chart.

To maintain a database on the volume of orders, you can use the FORTS All Saver utility or any other utility that saves data in the same format.

The ratio of the order volume is displayed in the form of two candle charts (for buyers and sellers). The minimum possible timeframe is M1 (one minute). Thus, you can see the change in the ratio of the volume of orders inside the bar and its dynamics in comparison with neighboring bars.

Configuration parameters:

• Use CSV-file: Yes – the history is taken from a CSV-format text file; No-the history is taken from a binary file. Naturally, the file must exist in the terminal directory.

• Use Common Directory: Yes – use a common directory for all terminals to access the history database; No – each MT5 terminal installed in the system uses its own directory: “MQL5FilesOrdersVolume”.

• File Name Prefix-the prefix for forming the file name. The file name is formed from the prefix, the BUY/SELL attribute, the name of the tool and the extension. For example: “OrdersVolumeBUY-GAZR-6.14. CSV”. If an empty string is specified as the prefix, the default prefix “OrdersVolume”is used.

• History Show Period – the period of the history that is displayed on the graph. It can be set from one day (trading day) to one year. It does not depend on the timeframe of the chart. Naturally, the history must be physically present in the corresponding directory of the user’s computer.

• Chart Color Scheme – the color scheme of the indicator. It can be selected from the list-dark colors, light colors, alternative light colors, white on a black background and black on a white background.

• Show Values on Chart – whether or not to display the current Open/High/Low/Close values in the indicator window as numbers.

[spoiler title=”Read More…”]

Use CSV-file: Yes – the history is taken from a CSV-format text file; No-the history is taken from a binary file. Naturally, the file must exist in the terminal directory.

Use Common Directory: Yes – use a common directory for all terminals to access the history database; No – each MT5 terminal installed in the system uses its own directory: “MQL5FilesOrdersVolume”.

File Name Prefix-the prefix for forming the file name. The file name is formed from the prefix, the BUY/SELL attribute, the name of the tool and the extension. For example: “OrdersVolumeBUY-GAZR-6.14. CSV”. If an empty string is specified as the prefix, the default prefix “OrdersVolume”is used.

History Show Period – the period of the history that is displayed on the graph. It can be set from one day (trading day) to one year. It does not depend on the timeframe of the chart. Naturally, the history must be physically present in the corresponding directory of the user’s computer.

Chart Color Scheme – the color scheme of the indicator. It can be selected from the list-dark colors, light colors, alternative light colors, white on a black background and black on a white background.

Show Values on Chart – whether or not to display the current Open/High/Low/Close values in the indicator window as numbers.

Offer for interested users:

If you have any ideas for improving this product or any other one offered by me, then write about them. If the idea is implemented, its author will receive a significant discount on any of the products I offer.

Please write all your suggestions in the “Discussion” section of this page – this will allow you to document the primacy and authorship of the idea.

[/spoiler]