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:
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 Profile Total and Object Column Mini = Volume Profile - Histogram, and positions, e.g., Anchor Main = Segment - Start, Anchor Column = Segment - Start Left and Anchor Column Mini = Right.
For the dataset, set range, segmentation, price level and TPO parameters, e.g., Dataset Range = 10 Days, Dataset Segment = Session Chart Symbol, Dataset Price Level = 100 Symbol Points and Dataset Market Profile TPO = 48.
For further indications, select by on-object visualization, e.g., Indication Main Market Profile TPO = Sequence and Indication Column Mini Volume Profile = Value Area, and/or by visualization method, e.g., Indication Main Marker POC = Box Border and Indication Main Marker VA = Box Border. For the Main object select additional indication elements, e.g., Indication Main IB, Indication Main OHLC and Indication Main VWAP. For the built-in 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 Indication = Delta.
Set styling parameters by object type and/or visualization method. Size histogram and line graph object types of segments for absolute or relative indications, e.g., Style Column Size Mini Histogram = Relative. Indication context class color parameters, e.g., Style Main Color (positive) and Style Main Color (negative) for Indication Main Volume Profile = Value Area to indicate Value Area and the range(s) higher and/or lower, or for Indication Main Volume Profile = Delta with Evaluation Volume Profile Class = Price High/Low volume classes by close prices higher and lower. Set color list parameters with presets, or specify as text value to type or create with included resources, e.g., Style Main Marker Color Sequence = Green,White,Gray and Style Background Color Gradient = Blue-Green-Red.
Chart property parameters for integrated chart control, i.e., settings of the chart properties window, and to make additional changes, e.g., to hide native price chart and/or scales. Default configuration with indicator keyboard shortcuts, 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 focus the range selection lines back into view.
Panel object for numeric indications and details on dataset compilation. Default dataset compilation with prices of millisecond accumulated real-time data ticks and lowest chart timeframe period historical data. Data Source API for more data connectivity and storage options, and integration with third-party data feeds and exports. Historical price tick data, Time and Sales (T&S) real-time and historical trade operation tick data with volume classification by order type, and Depth Of Market (DOM) data with the Tick Volumes and Order Book data connectors.
For high resolution price level Volume Profile, 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 price tick data at times can provide 1500 values to distribute. Maximum use of historical price chart timeframe data of a broker is set with Max bars property via the options window 'Charts' tab. To apply changes restart the terminal.
Data Environment API for programmatic access to dimensions and metrics. Advanced setups by specifying environment variable names as values of text input parameters with additional properties and options, e.g., Indication Main Custom = VP_POC_MEDIAN:Label1,MP_POC_MEDIAN:Label2 for line visualization of Volume Point of Control and Market Profile TPO Point of Control with custom text labels, and Object Panel = Label1=%VP_POC_MEDIAN%;Label2=%MP_POC_MEDIAN% for custom Panel object. Tracing, Notifications and Reports extensions for historical record and to closely follow development of environment variable values, e.g., Extension Tracing 1 = VP_POC_MEDIAN, Extension Tracing 2 = VP_VA_HIGH and Extension Tracing 3 = VP_VA_LOW for line visualization of Developing Volume Point Of Control and Value Area, and Extension Notifications 1 = BID > VP_VA_HIGH & VOLUME_TOTAL > 10000 as condition for desktop and/or mobile notification.
Default configuration with safe modes enabled 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 memory was overextended, segmentation parameters were adjusted and/or dataset compilation quality was lowered. Preemptively favor speed over quality of historical price chart timeframe period data distribution with the Balanced and Performance plans adaptive data timeframe period selection.
Keyboard shortcut: To switch types, press T.
Minimum price level size for text to display is 8 pixels. Note: Align text characters vertically with a monospaced font, e.g., set Style Column Font Text to Consolas. Note: Display as stacked bar or table with Style Column Fill and/or Style Column Border.
Keyboard shortcut: To switch types, press L.
Minimum price level size to display is 3 pixels.
Keyboard shortcut: To toggle display, press X.
Pixels.
Pixels.
Pixels.
Pixels. Format: Top and left comma separated.
Keyboard shortcut: To toggle options, press B. Note: Control native price chart layer with Chart on foreground via the chart properties window (keyboard shortcut F8) 'Common' tab.
Note: Extension pack includes Window application file for dedicated sub window. add-on
* Available for MetaTrader 4 via the Data Source API
Amount of indexed TPO periods. TPO period size is segment range divided by amount of TPO periods.
Block marker structures up to 65025. Letter marker structures up to 230. Default is 52 (upper and lower case alphabet) increase and/or customize character sequence with Style Main Marker Character Letter.
Note: Inspect TPO period size with Panel preset Price Level and TPO Precision.
Example: 15-minute TPO for Europe, London (07:00-16:00)
calculate periods required by dividing session duration by required TPO period size
(9-hour session duration / 15-minute TPO = 36)
set Market Profile TPO to 36
Real-time price tick data distributions. High-performance, low-latency in-memory storage. Reinitialization on dataset range, chart timeframe and price level grid changes. Note: Inspect real-time price tick data coverage with Panel preset Data Coverage. Note: Order Book and Tick Volumes extensions for persistent disk storage of price tick data. add-on
Historical price chart timeframe period data distributions. Fallback to higher timeframes if unavailable. Note: Inspect historical price chart timeframe period data coverage with Panel preset Data Coverage. Note: Control the terminal's historical data limit with Max bars via the options window (keyboard shortcut Ctrl-O) 'Charts' tab. To preload historical data and build time series data request the required range on the required lower timeframe period(s) of the chart before attaching an indicator instance to a chart. Note: Resource pack includes History Bars application file to load and build time series data of all chart timeframe periods. add-on
* Available for MetaTrader 5
Historical data timeframe period limit by maximum bars and coverage.
Adjusted by chart height and price scale for 'pixel perfect' price level visualizations. Underlying price calculations with not less than 8 digits. Minimum price level size for Market Profile TPO marker structures is 8 pixels. Keyboard shortcut: To increase, press Q. To decrease, press W. Note: Inspect actual price level size in pixels and symbol points with Panel preset Price Level and TPO Precision. If actual size not exactly matches Specified Symbol Points it can be set by adjusting chart height and/or price scale. This is a general software/hardware limitation regarding the 'pixel perfect' concept. Note: Resource pack includes Scale Fix application file to validate chart dimensions and set price scale by specified price level size in pixels and symbol points. add-on
Dynamic fix by window or dataset range. Implicit or explicit static fix by fractional part of decimal number. Note: Maintain price level grid with a price level size greater than or equal to one symbol point of chart with dimensions where price level size in symbol points is divisible by price level size in pixels. Control chart price scale with Scale Fix via the chart properties window (keyboard shortcut F8) 'Common' tab. Note: Resource pack includes Scale Fix application file to validate chart dimensions and normalize price scale for price level size symbol points. add-on
Time/price and time based methods. Default is window visible range. Reinitialization on chart timeframe changes. Persistent with specified User Interface Drag & Drop ID. Keyboard shortcut: To toggle display of range selection line, press G. To reset to the visible range, press R. Note: Range selection for multiple indicator instances with shared User Interface Drag & Drop ID. Range selection line and area style with User Interface Drag & Drop Size Line, Color Line and Color Fill.
Window visible range in percentage. Updates range if current bar is not visible. Keyboard shortcut: To update range if current bar is visible, press R.
Date/time picker.
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
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
Adjusted for chart timeframe period.
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
Reinitialize relative range selections on end. Keyboard shortcut: To reinitialize range manually, press R.
Time and chart timeframe period based methods. Adjusted dataset and segment ranges respectively for division without remainder.
Chart timeframe up to Daily (D1). Built-in presets Coordinated Universal Time (UTC) intended. Default minimum segment width to display is 24 pixels decrease with Safe Mode Segment Width.
Offset specified and built-in preset sessions.
Concatenation of sessions.
Indexing of TPO periods.
Point of Control.
Value Area. Note: On-object visualization with Indication Main.
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.
Line visualization of metrics.
Format: Environment variable names comma separated. Optional custom text labels colon (:) separated, for style append name-value pairs (propSize, propOpacity and/or propColor) semicolon (;) separated. Set direct or by file. Values longer than 229 characters can only be set by file.
Note: Resource pack includes Main Line application file for user interface to create input files. add-on
Note: Default style with Style Indication Line Size, Opacity and Size. Display text labels with Style Indication Line Label.
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 custom text labels set by file.
set Custom to Folder\Line.txt
create file named Line.txt at path C:\Program Files\MetaTrader 5\MQL5\Files\Folder\Line.txt
edit file to content MP_POC_MEDIAN:Label1,VP_POC_MEDIAN:Label2
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
First TPO marker replacement character.
Last TPO marker replacement character.
Additional marker character at row's end.
Volume classification.
Highest price level value. Effective if greater than dataset segment highest price level value.
Highest price level value. Effective if greater than dataset segment highest price level value.
Price level range inclusion.
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. Note: Up to three separate evaluation ranges with LVN/HVN VA.
Limit by total amount of price levels. Note: Up to three separate evaluation ranges with LVN/HVN VA.
Minutes.
Open at first TPO period.
Filter by price level value. Format: Positive value for 'greater than or equal' condition, 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.
Filter by price level metric types.
Histogram and line graph object size relation between segments. Absolute for each segment or relative to the dataset segment with the highest price level value. Note: Scaling with relative object sizes and if chart width available for segment is less than required for pixel ratioed scale visualization. Underlying scale calculations with not less than 8 digits. Rounding in scale calculations might cause minor visual distribution changes. Note: Prevent coarse initial size and color visualization of the dataset's first segment with Evaluation Volume Profile Total and Evaluation Market Profile TPO Total
Keyboard shortcut: To switch options, press S.
Overlap of bar borders, i.e., 1 pixel inaccuracy, for aesthetics. Effective if price level size is greater than 2 pixels.
Factor for removal of data points and cubic spline interpolation.
Adjusted for alignment to chart timeframe period.
Format: ASCII characters.
ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz0123456789#@
Additional ASCII and selected ANSI characters.
(Windows-1252 CP intended, code 128 and above, 'nonprintables' with unique replacement symbol)
Set direct or by file. Values longer than 229 characters can only be set by file.
Note: Resource pack includes Main Marker application file for user interface to create input files. add-on
Note: Code pages are used by operating systems to display symbols (characters) by codes. Windows US-English systems have as default code page (ANSI) CP-1252. Maximum amount of unique characters usable might be lower than 230.
Note: Negative options for strong condensed structures.
Color used for markers without on-object visualization.
Default 26 unique colors repeated once. Format: Color list. Note: Resource pack includes Main Marker application file for user interface to create input files. add-on
Grouping of TPO periods for color visualization.
Format: Comma separated.
Example: First two hours green, third hour white and remaining hours gray, with 30-minute TPO
set Indication Main Market Profile TPO to Sequence
set Style Main Marker Color Sequence Groups to 4,2
(4 x 30-minute for first group and 2 x 30-minute for remaining groups)
set Style Main Marker Color Sequence to Green,White
set Style Main Marker Color to Gray
Format: Color list. Note: Resource pack includes Main Marker application file for user interface to create input files. add-on
Grouping of TPO periods for color visualization with gradual progression between group colors by gradient shades. Format: Comma separated.
Minimum column widths in pixels.
Format: Comma separated.
Example: Three columns. First and second column 200 pixels. Third column by text length.
set Column to %VOLUME_DELTA%;%VOLUME_TOTAL%;%PRICE_MEDIAN%
set Style Column Size to 200,200,0
Single cell fill color or visualization of volume classes by multiple colors.
Size relation between segments. Absolute for each segment or relative to the dataset segment with the highest price level value. Note: Scaling with relative object sizes and if chart width available for segment is less than required for pixel ratioed scale visualization. Underlying scale calculations with not less than 8 digits. Rounding in scale calculations might cause minor visual distribution changes. Note: Prevent coarse initial size and color visualization of the dataset's first segment with Evaluation Volume Profile Total.
Size in pixels or as percentage of the Main histogram and line graph object size.
Color visualization relation between segments. Absolute for each segment or relative to the dataset segment with the highest price level value.
Color visualization of price level value by ranging in percentages.
Format: Comma separated. Example: Nodes 0-30%, 30-60% and 60-100%
set Indication Column Mini Volume Profile to Nodes
set Style Column Color Mini Histogram Nodes to 30,60,100
Horizontal alignments of cell texts. Format: Comma separated.
Format for scale resulting with at least one near whole number.
Default enclosement with brackets. Format: Left, right and trailing character.
Pad TPO indices numbers texts with spaces to equal largest length used.
Background fill color for contour visualizations.
Histogram bar fill in addition to border.
Pixels.
Pixels.
Pixels.
Pixels.
Color opacity visualization of time period value.
Anchor histogram to bottom of range selection with Range Drag & Drop Time/Price.
Note: Extension pack includes Window application file for dedicated sub window. add-on
Overlap of histogram bar borders, i.e., 1 pixel inaccuracy, for aesthetics. Effective if time period size is greater than 2 pixels.
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
Configuration file on-chart controls. To enable/disable set to true/false, or specify a configuration file. Default 'osc.ini'. Note: Configuration files are located in the terminal directory. For quick access use command 'Open Data Folder' in the File menu.
Configuration file keyboard shortcuts. To enable/disable set to true/false, or specify a configuration file. Default 'hotkeys.ini'. Note: Configuration files are located in the terminal directory. For quick access use command 'Open Data Folder' in the File menu.
Anchor panel to top-left corner of range selection with Range Drag & Drop Time/Price.
Dataset feed source data file input. Default file name is chart symbol Market Watch name prefixed by 'VBP' underscore separated.
Format: Data Source Format 1 comma delimited file.
<EPOCHTIME>,<CLOSE>,<TICKVOL>,<VOLCLASSA>,<VOLCLASSB>
Format: Data Source Format 4 comma delimited file.
<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<TICKVOL>,<VOL>,<VOLCLASSA>,<VOLCLASSB>
Format: Data Source Format 5 tab delimited file.
<DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <TICKVOL> <VOL> <SPREAD> <VOLCLASSA> <VOLCLASSB>
Note: Data files are located in the terminal directory by default, optionally in the common directory for use with multiple or separate terminal instances. For quick access to the terminal directory use command 'Open Data Folder' in the File menu. For quick access to the common directory use command 'Open Common Data Folder' in the File menu of the MetaEditor.
Note: Order Book extension to feed real-time and historical Time and Sales (T&S) trade operation tick data with volume classification by order type. Tick Volumes extension to feed real-time and historical Tick Volume price tick data with volume classification by price action. add-on
Example: File name 'Data.csv'
set Dataset Feed to Data Source API
set Data Source to Data.csv
content file at path C:\Program Files\MetaTrader 5\MQL5\Files\Data.csv
Example: File name 'Data.csv' with common file folder location
set Dataset Feed to Data Source API
set Data Source to Data.csv
set Data Source Common Folder to true
content file at path C:\Users\Username\AppData\Roaming\MetaQuotes\Terminal\Common\Files\Data.csv
Example: Data Source Format 5 content file 4 rows, 6 ticks, 8 buy and 5 sell orders
2022.09.14 18:52 3950.75 3950.75 3950.50 3950.75 1 1 25 1
2022.09.14 18:52 3950.75 3950.75 3950.50 3950.50 1 1 25 0
2022.09.14 18:52 3950.75 3950.75 3950.50 3950.75 2 8 25 6
2022.09.14 18:52 3950.75 3950.75 3950.50 3950.75 2 3 25 1
Example: Data Source Format 4 content file 6 rows, 6 ticks, 8 buy and 5 sell orders
2022.09.14,18:52,3950.75,3950.75,3950.50,3950.75,1,1,1
2022.09.14,18:52,3950.75,3950.75,3950.50,3950.50,1,1,0
2022.09.14,18:52,3950.75,3950.75,3950.50,3950.75,1,6,6
2022.09.14,18:52,3950.75,3950.75,3950.50,3950.50,1,2,0
2022.09.14,18:52,3950.75,3950.75,3950.50,3950.75,1,1,1
2022.09.14,18:52,3950.75,3950.75,3950.50,3950.70,1,2,0
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
Dimensions and metrics data Global Variables output. To enable/disable set to true/false, or specify an environment name. Optional filter query. Global Variable names are prefixed by 'VBP', and if specified environment name, underscore separated. Segment index, starting at zero and omitted for first, is appended enclosed with brackets.
Note: For a snapshot of dimensions and metrics available to the terminal use command 'Global Variables' in the Tools menu.
Note: Tracing extension for price metric data iCustom Buffers output. add-on
Note: Resource pack includes code samples to access metrics with the GlobalVariable, iCustom and CopyBuffer functions.
Example: Environment name 'Env1' with variable filter
set Data Environment to Env1?filter=MP,VP,IB
(metrics of segments accessible as 'VBP_ENV1_MP_POC_MEDIAN', 'VBP_ENV1[1]_MP_POC_MEDIAN', etc)
Example: Code sample to access volume, TPO and price metrics with the GlobalVariable function.
long metric1 = GlobalVariableGet("VBP_VP_VOLUME_COUNT_DELTA");
int metric2 = GlobalVariableGet("VBP_MP_TPO_COUNT_DELTA");
double metric3 = GlobalVariableGet("VBP_VP_POC_MEDIAN");
double metric4 = 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
Format: Environment variable names enclosed with per cent sign (%). For signed and unsigned change values append 'CHG' and 'CHG_N' underscore separated to names. For HTML format literal boolean and arrow symbol values with 'CHG_L' and 'CHG_S'. Note: Configuration files are located in the terminal directory. For quick access use command 'Open Data Folder' in the File menu.
Extension and user specified file dataset feed setups via the Data Source API. Timeframe period and trade operation based data row processing methods. MetaTrader 4 and 5 Market Watch bar data default export 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 Profile Class. Minimal file size format option Data Source Format 1. Built time series data stored in-memory. Reinitialization on chart timeframe changes.
Extension and developer utilization of dimensions and metrics data via the Data Environment API. For indicator setups environment variables can be specified by name as values of text input parameters with additional properties and options.
| Name | Usage | Global Variable | Main Custom | Column | Evaluation Column | Panel |
| Time range | ||||||
| TIME_START | x | x | ||||
| TIME_END | x | x | ||||
| DAY_START | x | |||||
| DAY_END | x | |||||
| SESSION | x | |||||
| DAY_START_NLONG Long formatted literal | x | |||||
| DAY_END_NLONG Long formatted literal | x | |||||
| SESSION_NLONG Long formatted literal | x | |||||
| Real-time price tick data total accumulated | ||||||
| CSIZE Data rows reference | x | x | ||||
| Real-time price tick data last accumulated | ||||||
| CTIME | x | x | ||||
| CPRICE | x | x | ||||
| CPRICE_CHG | x | |||||
| CPRICE_CHG_N Symbol points size | x | |||||
| CPRICE_CHG_LED Class colored circle symbol, first entry of line | x | |||||
| Volume Profile | ||||||
| VOLUME_TOTAL | x | x | x | |||
| VOLUME_POSITIVE | x | x | x | |||
| VOLUME_NEGATIVE | x | x | x | |||
| VOLUME_DELTA Class signed number | x | x | x | |||
| VOLUME_DELTA_N | x | x | x | |||
| VP_LOW | x | x | x | |||
| VP_HIGH | x | x | x | |||
| VP_RANGE Symbol points size | x | x | ||||
| VP_MEDIAN | x | x | x | |||
| VP_BALANCE | x | x | x | |||
| VP_POC | x | |||||
| VP_POC_MEDIAN | x | x | x | |||
| VP_POC_LOW | x | x | x | |||
| VP_POC_HIGH | x | x | x | |||
| VP_VA_LOW | x | x | x | x | ||
| VP_VA_HIGH | x | x | x | x | ||
| VP_VA_RANGE Symbol points size | x | x | ||||
| VP_VOLUME_COUNT_POSITIVE | x | x | ||||
| VP_VOLUME_COUNT_NEGATIVE | x | x | ||||
| VP_VOLUME_COUNT_DELTA Class signed number | x | x | ||||
| VP_VOLUME_COUNT_DELTA_N | x | x | ||||
| PRICE_SET Input parameter reference | x | x | ||||
| PRICE_MEDIAN | x | |||||
| PRICE_LOW | x | |||||
| PRICE_HIGH | x | |||||
| HVN | x | |||||
| LVN | x | |||||
| Volume Profile - Real-time price tick data last accumulated | ||||||
| CVOLUME_TOTAL | x | |||||
| CVOLUME_POSITIVE | x | |||||
| CVOLUME_NEGATIVE | x | |||||
| CVOLUME_DELTA | x | |||||
| CVOLUME_DELTA_LED Class colored circle symbol, first entry of line | x | |||||
| Volume Profile - Real-time price tick data last bar | ||||||
| BVOLUME_TOTAL | x | |||||
| BVOLUME_POSITIVE | x | |||||
| BVOLUME_NEGATIVE | x | |||||
| BVOLUME_DELTA Class signed number | x | |||||
| BVOLUME_DELTA_N | x | |||||
| Market Profile TPO | ||||||
| MP_TPO_SET Input parameter reference | x | x | ||||
| MP_TPO_TIME | x | x | ||||
| MP_TPO_TIME_NSHORT Short formatted literal | x | |||||
| MP_TPO_TIME_NLONG Long formatted literal | x | |||||
| MP_TPO_TOTAL | x | x | x | |||
| MP_TPO_INDEX | x | |||||
| MP_TPO_LETTER | x | |||||
| MP_LOW | x | x | x | |||
| MP_HIGH | x | x | x | |||
| MP_RANGE Symbol points size | x | x | ||||
| MP_MEDIAN | x | x | x | |||
| MP_BALANCE | x | x | x | |||
| MP_POC | x | |||||
| MP_POC_MEDIAN | x | x | x | |||
| MP_POC_LOW | x | x | x | |||
| MP_POC_HIGH | x | x | x | |||
| MP_VA_LOW | x | x | x | x | ||
| MP_VA_HIGH | x | x | x | x | ||
| MP_VA_RANGE Symbol points size | x | x | ||||
| MP_BODY | x | |||||
| MP_TAIL | x | |||||
| MP_TPO_COUNT_POSITIVE | x | x | ||||
| MP_TPO_COUNT_NEGATIVE | x | x | ||||
| MP_TPO_COUNT_DELTA Class signed number | x | x | ||||
| MP_TPO_COUNT_DELTA_N | x | x | ||||
| PRICE_SET Input parameter reference | x | x | ||||
| PRICE_MEDIAN | x | |||||
| PRICE_LOW | x | |||||
| PRICE_HIGH | x | |||||
| HVN | x | |||||
| LVN | x | |||||
| Initial Balance | ||||||
| IB_LOW | x | x | x | |||
| IB_HIGH | x | x | x | |||
| IB_RANGE Symbol points size | x | x | ||||
| Volume Weighted Average Price | ||||||
| VWAP | x | x | x | |||
| Depth Of Market * | ||||||
| VOLUME_PENDING | x | |||||
| VOLUME_PENDING_POSITIVE | x | |||||
| VOLUME_PENDING_NEGATIVE | x | |||||
* Available via the Order Book extension
Shortcut controls for selected parameters. Enable/disable and customize with On-Chart Controls and Keyboard Shortcuts parameters.
| Default Key | Usage |
| R | Initialize Range |
| Q | Increase Price Level |
| W | Decrease Price Level |
| T | Switch Type Main |
| L | Switch Type Panel |
| B | Toggle Layer Main |
| S | Switch Style Size Main |
| H | Toggle Display All |
| X | Toggle Display Separator |
| C | Toggle Display OHLC |
| G | Toggle Display Range Selection Line |
Color lists to specify sequences and gradient bases as value of text input parameters.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26
Format: MQL color names, e.g., clrPurple,clrGold or literal RGB values, e.g., C'235,64,52',C'33,102,176'.
Comma or hyphen separated. Lists longer than 229 characters can only be set by file.
Example: Set parameter, e.g., Style Background Color Gradient, to clrRed,clrWhite,clrBlue
Example: Set parameter, e.g., Style Main Marker Color Sequence, to ColorList.txt
content file at path C:\Program Files\MetaTrader 5\MQL5\Files\Volume by Price Indicator\ColorList.txt
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
Updated: 2023.05.25 Published: 2017.11.24