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., Highlight Main Market Profile TPO = Sequence and Highlight Column Mini Volume Profile = Value Area, and/or by visualization method, e.g., Highlight Main Marker POC = Box Border and Highlight Main Marker VA = Box Border. For the Main object select additional indication elements, e.g., Highlight Main IB, Highlight Main OHLC and Highlight 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 Highlight = 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 Highlight Main Volume Profile = Value Area to indicate Value Area and the range(s) higher and/or lower, or for Highlight 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. 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 included Tick Volumes and Order Book add-on data connector extensions, e.g., attach a data connector extension instance to a chart and set indicator parameter Dataset Feed = Data Source API and Evaluation Volume Profile Class = Data Source API. Feed MetaTrader 5 terminal broker exclusive data, i.e., historical price tick and trade operation tick data, to MetaTrader 4 terminals, e.g., set indicator parameter Data Source Common Folder = true, and Extension Order Book Output Common Folder = true and Extension Order Book Output Format = 4.
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., Highlight 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 add-on extensions included for historical record and to closely follow development of environment variable values, e.g., enable the API Data Environment = true and attach an extension instance to a chart setting parameters Extension Tracing 1 = VP_POC_MEDIAN, Extension Tracing 2 = VP_VA_HIGH and Extension Tracing 3 = VP_VA_LOW for line visualization of 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.
* 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). Set character sequence with Style Main Marker Character Letter.
Note: Inspect TPO period size with Panel preset Dataset Price Level and TPO Period.
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 stored in-memory. Reinitialization on dataset range, chart timeframe and price level grid changes. Note: Inspect real-time price tick data coverage with Panel preset Dataset Feed Statistics. Note: Order Book and Tick Volumes extensions for disk storage price tick data persistent on reinitialization.
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 Dataset Feed Statistics. 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: Resources include History Bars application to load and build time series data of all chart timeframe periods.
* Available for MetaTrader 5
Historical data timeframe period limit by maximum bars and coverage.
Keyboard shortcut To increase, press Q. To decrease, press W.
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. Note: Inspect actual price level size in pixels and symbol points with Panel preset Dataset Price Level and TPO Period. 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: Resources include Scale Fix application to validate chart dimensions and set price scale by specified price level size in pixels and symbol points.
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: Resources include Scale Fix application to validate chart dimensions and normalize price scale for price level size symbol points.
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. Default is window visible range. Reinitialization on chart timeframe changes. Persistent with specified User Interface Drag & Drop ID. 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.
Keyboard shortcut To update range if current bar is visible, press R.
Window visible range in percentage. Updates range if current bar is not visible.
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
Keyboard shortcut To reinitialize range manually, press R.
Reinitialize relative range selections on end.
Time and chart timeframe period based methods. Adjusted dataset and segment ranges respectively for division without remainder.
Chart timeframe up to Daily (D1). Default minimum segment width to display is 24 pixels decrease with Safe Mode Segment Width.
Offset specified sessions.
Concatenation of sessions.
Indexing of TPO periods.
Point of Control.
Value Area. Note: On-object visualization with Highlight 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. Aliases by type and parameter name underscore separated. Optional custom text labels colon (:) separated. For price in the text label use the word uppercase enclosed with per cent sign (%). 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 application for user interface to create configuration files.
Note: Default style with Style Main Line Size, Dash, Opacity and Color. Display text labels with Style Main 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 %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.
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.
Removal of data points and cubic spline interpolation.
Adjusted for alignment to chart timeframe period.
TPO period markers character sequence. Default is upper and lower case alphabet. Format: 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: 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: Resources include Main Marker application for user interface to create configuration files.
Note: Negative options for strong condensed structures.
Note: Null option to display as histogram with marker on-object visualization.
Color used for TPO period markers without on-object visualization.
TPO period markers color sequence. Default 26 unique colors repeated once. Format: Color list. Note: Resources include Main Marker application for user interface to create configuration files.
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 Highlight 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
TPO period markers color gradient bases. Minimum group size to display is 3 TPO periods. Format: Color list. Note: Resources include Main Marker application for user interface to create configuration files.
Grouping of TPO periods for color visualization with gradual progression between group colors by gradient shades. Format: Comma separated.
Development of metric.
Interconnect data point change.
Pixels. Format: Positive value for margin right, negative value for margin left.
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 class.
Segment price range or window span left and right cell borders.
Top and bottom cell borders.
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 percentage relative to the Main 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 Highlight Column Mini Volume Profile to Nodes
set Style Column Color Mini Histogram Nodes to 30,60,100
Horizontal alignments of cell texts. Format: Left or right 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 index numbers texts with spaces to equal largest length used.
Background fill color for contour visualizations.
Format: Date year, month and day numbers (Y, M and D). Day name (d). Time hour and minute (h and m). Single or double characters to specify short or long notations.
Histogram bar fill in addition to border.
Pixels.
Pixels.
Volume classification by price action or via Data Source API with intermediate evaluation method.
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.
Color opacity visualization of time period value.
Anchor histogram to bottom of range selection with Range Drag & Drop Time/Price.
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 file name. 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 file name. Default 'hotkeys.ini'. Note: Configuration files are located in the terminal directory. For quick access use command 'Open Data Folder' in the File menu.
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.
Dataset Feed source data file input. Default file name is chart symbol Market Watch name prefixed by 'VBP' underscore separated.
File Format: Data Source Format 1 comma delimited
<EPOCHTIME>,<CLOSE>,<TICKVOL>,<VOLCLASSA>,<VOLCLASSB>
File Format: Data Source Format 4 comma delimited
<DATE>,<TIME>,<OPEN>,<HIGH>,<LOW>,<CLOSE>,<TICKVOL>,<VOL>,<VOLCLASSA>,<VOLCLASSB>
File Format: Data Source Format 5 tab delimited
<DATE> <TIME> <OPEN> <HIGH> <LOW> <CLOSE> <TICKVOL> <VOL> <SPREAD> <VOLCLASSA> <VOLCLASSB>
Note: Data files are loaded from the terminal directory by default, optionally from the Common Folder for shared use with other terminals. For quick access to the terminal directory use command 'Open Data Folder' in the File menu. For quick access to the Common Folder 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 bid price tick data with volume classification by price action.
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 Folder location for shared use with other terminals
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.
Note: Resources include 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
Dataset Feed source data file output. Default file name is chart symbol Market Watch name prefixed by 'VBP' underscore separated.
Common Folder for shared use with all terminals installed on the operating system instead of the terminal directory location.
Data input/output association. Default is chart symbol Market Watch name.
Dataset Feed source data file output. Default file name is chart symbol Market Watch name prefixed by 'VBP' underscore separated.
Common Folder for shared use with all terminals installed on the operating system instead of the terminal directory location.
Extension built time series data sharing among extension instances and persistence on indicator dataset range changes. To load from other extension instances match properties window 'Inputs' tab settings, i.e., metrics selection including order.
Format: Comma separated or by hyphen (-) to specify as range.
File 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.
Order Book and Tick Volumes data connector extensions, 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. Data Source Common Folder option to share data among terminals. Built time series data stored in-memory. Reinitialization on chart timeframe changes.
Tracing, Notifications and Reports extensions, and developer utilization of dimensions and metrics data via the Data Environment API. For indicator setups environment variable names can be specified 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 | ||||
| SESSION | 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_OPEN | x | |||||
| PRICE_HIGH | x | x | ||||
| PRICE_LOW | x | x | ||||
| PRICE_CLOSE | 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_OPEN | x | |||||
| PRICE_HIGH | x | x | ||||
| PRICE_LOW | x | x | ||||
| PRICE_CLOSE | 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: Web color names, e.g., clrPurple,clrGold, MQL literal RGB, e.g., C'235,64,52',C'33,102,176', or integer values.
Comma or hyphen separated. Set direct or by file. Values 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
Version: 8.502 Updated: 2023.07.18 Published: 2017.11.24