Documentation

Main

• Volume Profile - Histogram
• Volume Profile - Line Graph
• Market Profile TPO - Histogram
• Market Profile TPO - Line Graph
• Market Profile TPO - Marker Letter
• Market Profile TPO - Marker Block

Column

Minimum price level size for text and numbers to display is 8 pixels.  Note: Format numbers with Style Column Format Text Number.  Note: Style columns with Style Column Fill and/or Style Column Border to display as stacked bar chart or table.  Example: Color fill opacity visualization
set Column to Volume Profile Total
set Style Column Fill to true - Class
set Indication Column Volume Profile to Delta - Opacity  Example: Color visualization
set Column to Volume Profile Delta or Volume Profile Positive ; Volume Profile Negative
set Style Column Fill to true - Class

• Volume Profile Total
• Volume Profile Total ; Price Median
• Market Profile TPO Total
• Market Profile TPO Total ; Price Median
• Volume Profile Total ; Market Profile TPO Total
• Volume Profile Delta
• Volume Profile Positive ; Volume Profile Negative
• Price Median
• Price Low ; Price High
• Specified  Format: Environment variable names enclosed with per cent sign (%). Use a semicolon (;) to specify columns.  Example: Set Column to %PRICE_MEDIAN%;%VOLUME_TOTAL%;%TPO_TOTAL%;

Column Mini

• Volume Profile - Histogram

Background

• Volume Profile

Panel

• Summary
• Extended Summary
• Data Coverage
• Price Level and TPO Precision
• Specified Format: Environment variable names enclosed with per cent sign (%). Use a semicolon (;) to specify line breaks, for horizontal rules three three hyphens followed by a semicolon (---;). Set direct or by file. Values longer than 229 characters can only be set by file. Example: Set Panel to %TIME_START%-%TIME_END%;TPOC=%MP_POC_MEDIAN% VPOC=%VP_POC_MEDIAN% Example: Set Panel to Folder\Panel.txt
  create file named Panel.txt at path C:\Program Files\MetaTrader 5\MQL5\Files\Folder\Panel.txt
  edit file to content %TIME_START%-%TIME_END%;TPOC=%MP_POC_MEDIAN% VPOC=%VP_POC_MEDIAN%

Grid

Minimum price level size to display is 3 pixels.

• Segment
• Window

Separator

• Start
• End
• Start / End

Anchor Main

• Window
• Segment - Start
• Segment - End

Anchor Column

• Window - Left
• Window - Right
• Segment - Start Left
• Segment - Start Right
• Segment - End Left
• Segment - End Right

Anchor Column Mini

• Right
• Left

Anchor Panel

• Window
• Segment / Window
• Segment / Segment - Bottom

Direction Main

• Right
• Left

Direction Column Mini

• Left-to-Right
• Right-to-Left

Offset Main

Offset Column

Margin Column Mini

Offset Panel

Layer Main

 Note: Control price chart layer with Chart on foreground (enable/disable) via the chart properties window (keyboard shortcut F8) 'Common' tab. Alternatively use the indicator parameter Price Chart Layer.

• Foreground
• Background

Layer Column

• Foreground
• Background

Panel Subwindow

 Note: Use sub window id of any indicator. Resources include empty sub window indicator to display on.

Volume Profile

• Real Volume
• Tick Volume
• Specified Data Source Volume

Market Profile TPO

Amount of TPO periods. Block marker structures 65025. Letter marker structures up to 230.  Note: TPO period is set by segment range divided by amount of TPO periods. Inspect TPO period with Panel preset Price Level and TPO Precision.  Example: 15-minute TPO for Europe, London (07:00-16:00, Mon-Fri)
calculate periods required by dividing session duration by required TPO period
(9-hour session duration / 15-minute TPO = 36)
set Market Profile TPO to 36

Price Real-time

Real-time price data distributions. Stored in memory until reinitialization.  Note: Inspect real-time data coverage with Panel preset Data Coverage.

• 1 Millisecond
• 10 Milliseconds
• 100 Milliseconds
• 300 Milliseconds
• 600 Milliseconds
• 1 Second

Price History Timeframe

Historical price data distributions. Fallback to higher timeframes if unavailable.  Note: Inspect historical timeframe data coverage with Panel preset Data Coverage.  Note: Control the terminal's historical timeframe data limit with Max bars via the options window (keyboard shortcut Ctrl-O) 'Charts' tab.

• Chart Timeframe
• All Available Timeframes
• 1 Minute (M1)
• 2 Minutes (M2)
• 3 Minutes (M3)
• 4 Minutes (M4)
• 5 Minutes (M5)
• 6 Minutes (M6)
• 10 Minutes (M10)
• 12 Minutes (M12)
• 15 Minutes (M15)
• 20 Minutes (M20)
• 30 Minutes (M30)
• 1 Hour (H1)
• 2 Hours (H2)
• 3 Hours (H3)
• 4 Hours (H4)
• 6 Hours (H6)
• 8 Hours (H8)
• 12 Hours (H12)
• Daily (D1)
• Weekly (W1)

Price History Plan

Historical timeframe data period limit by maximum data rows (bars) and coverage with system resource control Performance and Standard plans. Configuration file 'data.ini'.  Note: Configuration files are located in the terminal's data folder. Edit with a text file editor. To restore delete file and reload the indicator. For quick access use command 'Open data folder' in the File menu.

• Performance
• Standard
• Quality

Price Level

Adjusted by chart height and scale for equivalent in pixels which can be accurately visualized. 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 Price Level and TPO Precision. If actual size not exactly matches Specified Symbol Points it can be set by adjusting chart height and/or scale. This is a general software/hardware issue regarding the 'pixel perfect' concept.  Note: Control chart scale with Scale Fix via the chart properties window (keyboard shortcut F8) 'Common' tab.

• Specified Pixels
• Specified Symbol Points

Price Level Grid

Fix by fractional part of decimal number.

• Dynamic
• Static

Range

• Window
• Drag & Drop Time
• Drag & Drop Time/Price
• Specified Date/Time
• Specified Days
• Specified Bars
• Specified Minutes
• Current Day
• Previous Day
• Current Week
• Previous Week
• Current Month
• Previous Month
• Current Quarter
• Previous Quarter
• Current Year
• Previous Year

Range, Date/Time

Range, Days

 Format: Start and optional end, colon (:) separated. Negate for future range end. Default end 1 (current day).  Example: Previous and current day
set Range, Days to 2  Example: Previous, current and upcoming three days
set Range, Days to 2:-3

Range, Bars

 Format: Start and optional end, colon (:) separated. Negate for future range end. Default end 0 (current bar).  Example: 3 x 4-hour segments for 5 Minutes (M5) chart timeframe, third (last) segment start on current bar
set Range, Bars to 97:-47
set Segment to Specified Divisor
set Segment Divisor to 3

Range, Minutes

Adjusted for chart timeframe period.  Format: Start and optional end, colon (:) separated. Negate for future range end. Default end 0 (current minute).  Example: 3 x 4-hour segments for all chart timeframes where range divisible by chart timeframe period, third (last) segment start on current bar
set Range, Minutes to 481:-239
set Segment to Specified Divisor
set Segment Divisor to 3

Range Repeat

Reinitialize relative range selections on end.  Note: Manually reinitialize range with keyboard shortcut R.

Segment

Time and chart timeframe bar based methods. Adjusted dataset and segment ranges respectively for division without remainder.

• Specified Session
• Specified Divisor  Format: Prefix with equal sign (=) to specify as product in seconds, minutes, hours or days (s, m, h and d).  Example: 4-hour segments for previous and current day
  set Range, Days to 2
  set Segment to Specified Divisor
  set Segment Divisor to =4h

Segment Session

Built-in preset sessions Coordinated Universal Time (UTC) intended.

• Chart Symbol
• Pacific, Sydney (22:00-07:00, Sun/Mon-Thu/Fri)
• Asia, Tokyo (23:00-08:00, Sun/Mon-Thu/Fri)
• Europe, London (07:00-16:00, Mon-Fri)
• South-America, Sao Paolo (11:00-17:15, Mon-Fri)
• North-America, New York (12:00-20:00, Mon-Fri)
• Custom Format: 24-hour (hh:mm). Week day names (full or abbreviated) comma separated or by hyphen (-) to specify as range.

Segment Session Offset

Offset custom and built-in preset sessions.

Segment Session Group

Segment Session Group TPO

• Group
• Session

Main Volume Profile

• Value Area
• Total - Gradient
• Delta
• Delta - Stack
• Delta - Stack Ordered

Main Market Profile TPO

• Value Area
• Total - Gradient
• Sequence
• Sequence - Gradient

Column Volume Profile

• Delta - Opacity

Column Mini Volume Profile

• Nodes
• Value Area
• Delta
• Delta - Stack

Background Volume Profile

• Total - Gradient
• Total - Opacity
• Total - Contour
• Delta - Opacity
• Delta - Contour

Current

• true
• true - Line

Median

• true - Line

POC

Point of Control. Volume Profile or Market Profile TPO by Object Main type.

• true
• true - Line  Note: For line visualization of both Volume Profile and Market Profile TPO metrics with one indicator instance use Indication Main Custom. Resources include 'Main Line' helper script and examples for setup.
• true - Background Fill

VA

Value Area. Volume Profile or Market Profile TPO by Object Main type.  Note: For on-object visualization use Indication Main.

• true - Background Fill

VAH/VAL

Value Area High and Low. Volume Profile or Market Profile TPO by Object Main type.

• true
• true - Line  Note: For line visualization of both Volume Profile and Market Profile TPO metrics with one indicator instance use Indication Main Custom. Resources include 'Main Line' helper script and examples for setup.

LVN

Low Volume Nodes. Volume Profile or Market Profile TPO by Evaluation LVN/HVN.

• true
• true - Background Fill

HVN

High Volume Nodes. Volume Profile or Market Profile TPO by Evaluation LVN/HVN.

• true
• true - Background Fill

IB

• true
• true - Line

OHLC

VWAP

Custom

Line visualization of custom sets of metrics.  Format: Environment variable names comma separated. Optionally append custom text labels colon (:) separated. Set direct or by file. Values longer than 229 characters can only be set by file. Resources include 'Main Line' helper script and examples for setup.  Note: Use Style Indication Line to set default styling (e.g., Color, Size). Use 'Main Line' helper script for styling per metric (e.g., VP_VA_LOW:;propColor=clrRed;propSize=3,VP_VA_HIGH:;propColor=clrBlue;propSize=3).  Example: Set Custom to MP_POC_MEDIAN:TPOC,VP_POC_MEDIAN:VPOC  Example: 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:TPOC,VP_POC_MEDIAN:VPOC

POC

• true - Box Border
• true - Box

VA

• true - Bracket
• true - Box Border
• true - Box

Start Row

• true - Underline
• true - Box Border
• true - Dot

End Row

• true - Underline
• true - Box Border
• true - Dot

Start

End

Letter Start

Letter End

Letter POC

Volume Profile Total

Override highest price level value used for segment object size and color relations. Effective if greater than.

Volume Profile Delta

• Price
• By Data Source Volume Class

Market Profile TPO Total

Override highest price level value used for segment object size and color relations. Effective if greater than.

Price Level

Price level range inclusion.

• High
• Low

VA

VA

• Median
• POC

VA

• Any
• Exceed

VA TPO

• Price High
• Price Low
• TPO High
• TPO Low

LVN/HVN

• By Main Type
• Volume Profile
• Market Profile TPO

LVN/HVN VA

Up to three separate evaluation ranges based on Value Area.

LVN

Maximum percentage of highest price level value.

HVN

Minimum percentage of highest price level value.

LVN Limit

Limit by total amount of price levels.  Note: With LVN/HVN VA for each separate evaluation range.

HVN Limit

Limit by total amount of price levels.  Note: With LVN/HVN VA for each separate evaluation range.

IB

Minutes.  Note: Actual precision for chart timeframes other than 1 Minute (M1) by data coverage.

Volume Profile

Filter price levels.  Format: Positive value for 'greater than or equal' condition, negative value for 'less than or equal' condition.

Market Profile TPO

Filter price levels.  Format: Positive value for 'greater than or equal' condition, negative value for 'less than or equal' condition.

Price Level

Filter price levels by metrics.

• false - Window
• Specified Format: Environment variable names comma separated.

Size

Histogram and line graph object sizes. 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.  Note: Rounding in scale calculations might cause minor visual distribution changes.

• Relative
• Absolute

Size

• Small
• Medium
• Large
• Specified Pixels

Color (total) (positive) (negative)

Color Gradient

• Blue-Red
• Yellow-Red
• Green-Red
• Blue-Green-Red
• Blue-Purple
• Blue-Purple-Yellow
• Specified  Format: Color list.

Border

Border Merge

Overlap of bar borders, i.e., 1 pixel inaccuracy, for aesthetics. Effective if price level size is greater than 2 pixels.

Color Border (positive, total) (negative)

Structure

Adjusted anchors for alignment to chart timeframe period.

• Collapse
• Expand

Character Letter

 Format: ASCII characters. Maximum 64.
ABCDEFGHIJKLMNOPQRSTUVWXYZabcdefghijklmnopqrstuvwxyz0123456789#@
Additional ASCII and selected ANSI characters. Maximum 230.
(Windows-1252 CP intended, code 128 and above, 'nonprintables' with unique replacement symbol)  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, if the host operating system has another code page the maximum amount of unique character markers usable might be lower than 230.

Style Letter

• Regular
• Bold

Size Letter

• Small
• Medium
• Large
• Specified Pixels

Padding Letter

Style Block

• Solid
• Outline

Size Block

• Small
• Medium
• Large
• Specified Pixels

Size Height Block

Size Width Block

Padding Block

Color

Color Sequence

 Format: Color list.

Color Sequence Groups

 Format: Amounts of TPO periods comma separated.  Example: First two hours and third hour with 30-minute TPO
set Indication Main Market Profile TPO to Sequence
set Style Main Marker Color Sequence to clrGreen,clrWhite,clrGray
(green color for first group, white for second and gray for remaining groups)
set Style Main Marker Color Sequence Group to 4,2
(4 x 30-minute for first group and 2 x 30-minute for remaining groups)

Color Gradient Sequence

 Format: Color list.

Color Gradient Sequence Groups

Area

Size Line

Color Area

Smooth/Interpolate TPO

Factor for removal of data points and cubic spline interpolation.

Style Line Smooth/Interpolate TPO

• Solid
• Dashed

Text

Cell text and/or metric number display. Minimum price level size to display is 8 pixels.

Fill

Cell color fill.

• true
• true - Class

Size

 Format: Pixels comma separated. Effective if larger than text width.  Example: Three columns, first and second column sized 200 pixels and third column sized to column's largest text width
set Column to %VOLUME_DELTA%;%VOLUME_TOTAL%;%PRICE_MEDIAN%
set Style Column Size to 200,200,0

Padding

Border

• true
• true - Window

Size Text

Size Mini Histogram

• Relative
• Absolute

Size Mini Histogram

• Specified Pixels
• Specified Percentage

Opacity Fill

Color Text

Color Fill

Color Fill (total) (positive) (negative)

Color Border

Color Mini Histogram Nodes

• Relative
• Absolute

Color Mini Histogram Nodes

 Format: Percentages 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

Color Mini Histogram Nodes

 Format: Color list.

Font Text

 Note: Align characters vertically by using a monospaced font (e.g., Consolas)

Align Text

• Left
• Right

Format Text Number

• Hundred (h)
• Thousand (k)
• Million (M)

Format Text Number Digits

Opacity

Shade

• Left-to-Right
• Right-to-Left

Color

Color (total) (positive) (negative)

Color Gradient

• Blue-Red
• Yellow-Red
• Green-Red
• Blue-Green-Red
• Blue-Purple
• Blue-Purple-Yellow
• Specified  Format: Color list.

Size Text

Color Text

Color Fill

Color Border

Font Text

 Note: Align characters vertically by using a monospaced font (e.g., Consolas)

Format Text Number

• Hundred (h)
• Thousand (k)
• Million (M)

Format Text Number Digits

Style

• Solid
• Dashed

Opacity

Color

Style Start

• Solid
• Dashed

Style End

• Solid
• Dashed

Color Start

Color End

Fill Histogram

Histogram bar fill (in addition to border).

Opacity Area Line Graph

Opacity Background Fill

Ray Background Fill

Shade Background Fill

• Left-to-Right
• Right-to-Left

Color Current

Color Median

Color POC

Color VAH

Color VAL

Color VA (positive) (negative)

Color LVN

Color HVN (positive) (negative)

Size IB

• Small
• Medium
• Large

Size OHLC

• Small
• Medium
• Large

Offset OHLC

Color IB

Color OHLC (positive) (negative)

Color Wick OHLC (positive) (negative)

Color VWAP

Size Line

Opacity Box

Color Box POC

Color Box Border POC

Color Box VA

Color Box Border VA

Color Bracket VA

Color Start Row

Color End Row

Color Start

Color End

Color Letter POC

Style

• Solid
• Dashed

Label

Size (default)

Size Label

Margin

Margin Label

Opacity (default)

Ray

Color (default)

Color Label Text

Color Label Fill

Font Label Text

Align Vertical Label Text

• Top
• Middle
• Bottom

Align Horizontal Label Text

• Right
• Left

Data Source

Feed custom file data as source of the dataset. Optional volume classification.  Format: MetaTrader 4 and 5 Market Watch symbol data export formats. For the MetaTrader 5 format use the volume column, for the MetaTrader 4 format add additional column. Custom condition binary classification by a last additional column.  Example: Set Data Source to Folder\Data.csv
Set Dataset Volume Profile to Specified Data Source Volume
content file named Data.csv at path C:\Program Files\MetaTrader 5\MQL5\Files\Folder\Data.csv

Data Environment

Export environment variables as Global Variables of the terminal. Disabled by default. To enable set true (text value) or specify an endpoint name. Optional filter query. List all variables available to the terminal with command 'Global Variables' in the Tools menu.  Example: Custom endpoint name 'env1' with variable filter
set Data Environment to env1?filter=MP,VP,IB

On-Chart Controls

Configuration file on-chart controls. Default 'osc.ini'. To disable set to 'false' (text value). Individual controls can be disabled by removing or 'commenting' the respective line, to 'comment' a line prepend hash mark (#). Custom icons can be assigned as character text or bitmap file (19x19 pixels) path reference.  Note: Configuration files are located in the terminal's data folder. Edit with a text file editor. To restore delete file and reload the indicator. For quick access use command 'Open data folder' in the File menu.

Keyboard Shortcuts

Configuration file keyboard shortcuts. Default 'hotkeys.ini'. To disable set to 'false' (text value).  Note: Configuration files are located in the terminal's data folder. Edit with a text file editor. To restore delete file and reload the indicator. For quick access use command 'Open data folder' in the File menu.

Size Line

• Small
• Medium
• Large

Color Line

Color Fill

Anchor Panel

Object

• Histogram
• Bubble Graph

Time Period

• Specified Bars
• 1 Minute
• 5 Minutes
• 15 Minutes
• 30 Minutes
• 1 Hour
• 4 Hours
• Daily
• Weekly

Indication

• Total - Gradient Horizontal
• Total - Gradient Vertical
• Delta
• Delta - Stack
• Delta - Stack Ordered

Indication Opacity Delta

Color (positive, total) (negative)

Color Border (positive, total) (negative)

Color Gradient

• Blue-Red
• Yellow-Red
• Green-Red
• Blue-Green-Red
• Blue-Purple
• Blue-Purple-Yellow
• Specified  Format: Color list.

Anchor Histogram Price

Anchor Bubble

• Start
• End
• Median

Anchor Bubble Price

• Close
• High
• Low
• Median
• Axis

Layer

• Foreground
• Background

Subwindow

 Note: Use sub window id of any indicator. Resources include empty sub window indicator to display on.

Size

• Small
• Medium
• Large
• Specified Pixels

Border

Border Merge Histogram

Overlap of histogram bar borders, i.e., 1 pixel inaccuracy, for aesthetics. Effective if time period size is greater than 2 pixels.

Color Scheme

• default
• Gray On White
• Black On White
• Black On Yellow
• Green/White On Black
• Green/Red On White
• Blue/Red On Turquoise
• Green/White On Blue

Price Chart

• default
• Hide

Price Chart Layer

• default
• Foreground
• Background

Common Period Separator

• default
• Hide
• Show

Common Grid

• default
• Hide
• Show

Common Y-axis

• default
• Hide
• Show

Common X-axis

• default
• Hide
• Show

Indicator Z-order

Object mouse click and hover event priority.