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PRESENTATION

Order Movement Analytics PRO is an investor robotic (skilled advisor) developed within the MQL5 language to function on the MetaTrader 5 platform.

Most robots and indicators accessible to the retail market, whether or not paid or free, inside or exterior the MetaTrader 5 platform, are restricted to working with the knowledge supplied by candle charts based on the consumer’s chosen time-frame. Examples of those are robots primarily based on shifting common crossovers or oscillators, that are generally utilized by all.

Order Movement Analytics PRO, then again, feeds virtually solely on the knowledge that makes up the Occasions And Gross sales instruments (also referred to as Occasions And Trades) and the Order Ebook, which permits it to go far past the evaluation of open, excessive, low, shut, and quantity of every chart bar.

Occasions And Gross sales show all of the aggressive orders of market gamers, normally those who point out urgency in finishing the commerce on the present worth. They present not solely the worth but in addition the order’s time, route (purchase or promote), and lot amount (quantity). By decoding this knowledge, you may decide what number of purchase or promote orders have been executed in a given interval, the ratio between the shopping for facet and the promoting facet, the velocity at which orders have been positioned, or the typical of their volumes, amongst different insights.

The Order Ebook, in flip, reveals the intentions of gamers, also referred to as passive orders, that are made accessible to aggressive gamers for tons to be purchased or bought. Nonetheless, these orders are solely passive in identify, as they’re normally extra quite a few than aggressive orders and play an equally vital position in each protection and assault. Widespread defensive strikes embody so-called brackets (giant orders that supposedly require an excellent effort on the opposing facet to go) or iceberg orders (hidden strikes by giant gamers that repeatedly renew orders in a selected space in small portions). Aggressive strikes (supporting aggressive orders), a aspect that’s much less recognized to most people, purpose to achieve sure new worth areas. For instance, it’s of no use for patrons to behave aggressively to achieve ten worth ticks if they don’t instantly renew purchase affords on the costs they’ve acquired, as a single promoting aggression would push the worth again near its preliminary place. Any transfer geared toward gaining a worth area should essentially be supported by passive orders in the identical route. Moreover, it’s usually famous that giant gamers often place new passive orders and virtually instantly withdraw them for varied functions: testing liquidity, growing or lowering publicity, sustaining worth ranges, and so on. These are often called fleeting orders. For these causes, those that suppose that the Order Ebook is a straightforward and of little use instrument are mistaken.

Each Occasions And Gross sales and the Order Ebook continuously present vital details about the actions of market individuals, data that may be of nice worth when making choices and are inaccessible to most merchants.

These are mixtures of information that can’t be noticed with the bare eye, at the least with an inexpensive diploma of accuracy, a activity that isn’t an issue for robots.

In apply, an operator whose solely supply of knowledge is charts and one other operator who, along with the chart, can entry knowledge on the proportion, velocity, and quantity of aggressive gamers and their relationships with passive orders, whether or not these are adequate to carry the worth or whether or not they assist the continuity of the motion, it’s simple that the second is in a privileged place. That is the place the Order Movement Analytics PRO is available in.

The robotic reads and calculates in real-time every thing that occurs within the Occasions And Gross sales and the Order Ebook and organizes the information in a understandable and intuitive solution to facilitate understanding of how market forces work.

For every sort of knowledge, the robotic compares patrons and sellers and divulges whether or not there’s a steadiness or a bonus on one facet.

Within the evaluation of aggressive orders, volumes are recorded by worth (from the start of the day and from the variety of final trades outlined by the consumer), and the purchase vs. promote ratio within the present worth area is documented, together with the measurement of their speeds and common volumes per second (variety of final seconds outlined by the consumer). The identical applies to passive orders; their speeds and common volumes per second are recorded, in contrast, and their fleeting orders are revealed.

As complementary instruments, the robotic additionally offers the share quantity profile for every degree, the situation of the final trades in relation to the worth customary deviation (share of trades inside or exterior one or two instances the usual deviation), and a worth chart-based shifting common (the one instrument primarily based on the worth chart).

All of those instruments can be found to the consumer for personalisation and cumulative or various parameter activation, based on the setup for use, for getting into and exiting trades.

For instance, in a trending state of affairs, the consumer can allow the robotic to purchase each time all these situations are true: purchase aggressions account for greater than 60% of the full; renewal of purchase orders within the order e-book accounts for greater than 55% of the full; the typical velocity of aggressions is bigger than 100 orders per second; the quick common velocity is bigger than the lengthy common velocity (sure, two averages can be found for speeds or common volumes, a brief one and an extended one); and vice versa for promote trades. In a special state of affairs, corresponding to reversals or consolidation, a promote commerce could possibly be executed if: promote aggressions account for greater than 60% of the full; renewal of promote orders within the order e-book accounts for greater than 55% of the full; the typical velocity of aggressions is lower than 100 orders per second; the situation of the final trades is 50% above 2 instances the usual deviation of the worth, and vice versa for purchase trades.

These are simply examples and illustrate how the robotic can work, with out prejudice to different settings outlined freely by the consumer.

The chances are quite a few; the consumer can select which instruments to make use of and discover the perfect configuration for every traded asset, based on what makes essentially the most sense.

In my humble opinion, no different robotic or indicator in the marketplace affords the knowledge and instruments that Order Movement Analytics PRO offers, all organized in a method that even a newbie can perceive.

Are you desperate to be taught extra? Discover all of the gears of our robotic within the instruction handbook beneath and go to the product web page out there.

USER GUIDE

Within the following traces, we are going to current the robotic’s options and easy methods to configure it appropriately.

To start, let’s check out the order monitoring panel, breaking down every column into numbers to facilitate understanding.

1. Value: the worth ranges closest to the final worth;
   

2. VP% (Quantity Profile %): the share of quantity profile in regards to the whole of aggressive orders (column 3) at every worth degree. On the backside, the typical quantity profile worth on the present worth;

3. Aggressive orders: the variety of aggressive orders at every worth degree, separated by purchase and promote, for the reason that starting of the day. On the backside, a demonstrative bar displaying the share composition of patrons and sellers;

4. Latest aggressive orders: the variety of current aggressive orders at every worth degree, separated by purchase and promote, primarily based on the user-defined variety of final trades. On the backside, a demonstrative bar displaying the share composition of patrons and sellers.

5. Order e-book: a replication of the Order Ebook;

6. Passive orders renewals: the variety of passive orders added at every worth degree, separated by purchase and promote, for the reason that starting of the day. On the backside, a demonstrative bar displaying the share composition of patrons and sellers.

7. Latest passive renewals: the variety of current passive orders added at every worth degree, separated by purchase and promote, primarily based on the user-defined variety of final trades. On the backside, a demonstrative bar displaying the share composition of patrons and sellers.

8. Fleeting orders: the variety of passive orders added at every worth degree and subsequently (shortly or a while later) eliminated, separated by purchase and promote, for the reason that starting of the day. On the backside, a demonstrative bar displaying the share composition of patrons and sellers.

9. Aggressive order’s averages / Pace: on the prime, the full common velocity per second over an extended interval (user-defined) accompanied by a demonstrative bar displaying the share composition of patrons and sellers. On the backside, the full common velocity per second over a brief interval (user-defined with a most of 59) accompanied by a demonstrative bar displaying the share composition of patrons and sellers.

10. Aggressive order’s averages / Quantity: on the prime, the full common quantity per second over an extended interval (user-defined) for aggressive orders, accompanied by a demonstrative bar displaying the share composition of patrons and sellers. On the backside, the full common quantity per second over a brief interval (user-defined with a most of 59) accompanied by a demonstrative bar displaying the share composition of patrons and sellers.

11. Passive orders renewal’s averages / Pace: on the prime, the full common velocity per second over an extended interval (user-defined) for the renewal of passive orders, accompanied by a demonstrative bar displaying the share composition of patrons and sellers. On the backside, the full common velocity per second over a brief interval (user-defined with a most of 59) accompanied by a demonstrative bar displaying the share composition of patrons and sellers.

12. Passive orders renewal’s averages / Quantity: on the prime, the full common quantity per second over an extended interval (user-defined) for the renewal of passive orders, accompanied by a demonstrative bar displaying the share composition of patrons and sellers. On the backside, the full common quantity per second over a brief interval (user-defined with a most of 59) accompanied by a demonstrative bar displaying the share composition of patrons and sellers.

13. Distribution of Value vs Normal Deviations: The distribution of costs by share, contemplating the newest trades, inside one among its customary deviations, above or beneath one among its customary deviations, or above or beneath two of its customary deviations.

The order monitoring panel may be personalized concerning the amount of current orders to be accounted for and the variety of seconds for brief and lengthy velocity and quantity averages per second.

Such configurations ought to be made by altering the panel parameters within the robotic’s properties field, the place it’s also possible to discover the final parameters for lot dimension configuration and working hours, in addition to threat administration standards (most every day and per-trade acquire and loss).

Subsequent, for every parameter throughout the properties field, explanations will likely be supplied concerning what it entails and easy methods to use it.

Lot dimension: Specify the amount of the lot to be traded.

Commerce from this time: Set the time from which the robotic will likely be approved to commerce.

Don’t commerce from this time: Specify the time from which the robotic won’t be approved to commerce.

Shut all positions this time: Outline the time at which the robotic will shut all open positions.

Use most acquire per commerce: Decide whether or not you wish to use a most acquire worth per commerce.

Worth of most acquire per commerce: Specify the utmost worth for use because the acquire per commerce.

Use most loss per commerce: Resolve whether or not you wish to use a most loss worth per commerce.

Worth of most loss per commerce: Set the utmost worth for use because the loss per commerce.

Use most acquire per day: Set up whether or not you wish to use a most acquire worth per day.

Worth of most acquire per day: Outline the utmost worth for use because the acquire per day.

Use most loss per day: Specify whether or not you wish to use a most loss worth per day.

Worth of most loss per day: Set the utmost worth for use because the loss per day.

Variety of offers to calculate current orders: Specify the variety of current offers used for calculating aggressive current orders, passive current orders, and worth distribution relative to plain deviations.

Interval dimension in seconds for longest common: Outline the period in seconds for calculating the longest averages of velocity and quantity for aggressive and passive orders.

Interval dimension in seconds for shortest common (most 59): Outline the period in seconds for calculating the shortest averages of velocity and quantity for aggressive and passive orders, with a most worth of 59.

Cumulative or alternate enabled commerce entry parameters: Specify whether or not commerce entry parameters ought to be thought-about cumulatively, that means that every one enabled parameters have to be true concurrently for an entry to happen, or alternately, the place an entry is made if solely one of many enabled parameters is true.

VOLUME PROFILE %

Use: Outline whether or not to make use of this instrument. Select “No” to maintain the instrument disabled and “Sure” to allow it.

If: Decide underneath what situations the instrument ought to be used. Select from the next choices:

• “Bigger_than”: Use when the typical quantity profile worth is bigger than the outlined worth within the following parameter.
• “Bigger_than_or_equal_to”: Use when the typical quantity profile worth is bigger than or equal to the outlined worth.
• “Equal_to”: Use when the typical quantity profile worth is the same as the outlined worth.
• “Smaller_than_or_equal_to”: Use when the typical quantity profile worth is smaller than or equal to the outlined worth.
• “Smaller_than”: Use when the typical quantity profile worth is smaller than the outlined worth.

Worth: Set the worth for use as a comparability for the earlier parameter.

ALL AGGRESSIVE ORDERS

Use: Outline whether or not to make use of this instrument. Select “No” to maintain the instrument disabled and “Sure” to allow it.

When: Choose from the next choices to specify the instrument’s habits:

• “Buy_when_buyers_or_Sell_when_sellers”: Use while you need the instrument to provoke purchase orders primarily based on the share of aggressive purchase orders within the present worth area or provoke promote orders primarily based on the share of aggressive promote orders.
• “Buy_when_buyers”: Use for executing solely purchase orders primarily based on the share of aggressive purchase orders.
• “Buy_when_sellers”: Use for executing solely purchase orders primarily based on the share of aggressive promote orders.
• “Sell_when_sellers”: Use for executing solely promote orders primarily based on the share of aggressive promote orders.
• “Sell_when_buyers”: Use for executing solely promote orders primarily based on the share of aggressive purchase orders.
• “Buy_when_sellers_or_Sell_when_buyers”: Use for executing purchase orders primarily based on the share of aggressive promote orders and promote orders primarily based on the share of aggressive purchase orders.

If: Decide underneath what situations the instrument ought to be used. Select from the next choices:

• “Bigger_than”: Use when the share of aggressions is bigger than the worth outlined within the following parameter.
• “Bigger_than_or_equal_to”: Use when the share of aggressions is bigger than or equal to the outlined worth.
• “Equal_to”: Use when the share of aggressions is the same as the outlined worth.
• “Smaller_than_or_equal_to”: Use when the share of aggressions is smaller than or equal to the outlined worth.
• “Smaller_than”: Use when the share of aggressions is smaller than the outlined worth.

Worth: Set the worth for use as a comparability for the earlier parameter.

RECENT AGGRESSIVE ORDERS

ORDER BOOK

PASSIVE ORDERS RENEWALS

RECENT PASSIVE ORDERS RENEWALS

FLEETING ORDERS

All of those instruments comply with the identical logic as described within the earlier instrument. Customers ought to make the most of the parameters: Use, When,  If and Worth  to find out whether or not to allow the instrument, specify the conditions (purchase, promote, or each), and outline the worth situations.

AGGRESSIVE ORDER’S SPEED AVERAGES

Whole velocity (longest avg): Makes use of the identical technique as the quantity profile % instrument. If enabled, it lets you set a minimal, most, or equal worth for the longest common whole velocity to filter trades.

Pace by patrons/sellers % (longest avg): Capabilities equally to the all aggressive orders instrument. It is primarily based on the composition of the longest common velocity in share phrases between patrons and sellers. You must use the parameters Use, When (quando), If, and Worth to find out whether or not to allow it, underneath what situations (purchase, promote, or each), and with what worth situations.

Whole velocity (shortest avg): Makes use of the identical technique as the quantity profile % instrument. When enabled, it lets you outline a minimal, most, or equal worth for the shortest common whole velocity to filter trades.

Pace by patrons/sellers % (shortest avg): Capabilities equally to the all aggressive orders instrument. It is primarily based on the composition of the shortest common velocity in share phrases between patrons and sellers. You must use the parameters Use, When, If, and Worth to find out whether or not to allow it, underneath what situations (purchase, promote, or each), and with what worth situations.

Whole velocity longest avg Vs shortest avg: Means that you can examine the 2 velocity averages and allow buying and selling if one common is bigger than the opposite. Use both “Shortest_avg_bigger_than_longest” or “Shortest_avg_smaller_than_longest”.

AGGRESSIVE ORDER’S VOLUME AVERAGES

PASSIVE ORDER’S RENEWALS SPEED AVERAGES

PASSIVE ORDER’S RENEWALS VOLUME AVERAGES

These three instruments comply with the identical logic because the beforehand described instrument, together with having 5 “sub-tools” every. The one distinction lies within the alternative of velocity with quantity within the instrument associated to aggressive orders and the substitution of aggressive orders with passive orders within the different two instruments.

DISTRIBUTION OF PRICE VS STANDART DEVIATIONS

Just like the “all aggressive orders” instrument, with the alternative of the “When” parameter with the “Which one” parameter, permitting you to allow entries primarily based on the filters “Above_or_below_2x_standart_deviation” (above or beneath two instances the usual deviation), “Above_or_below_1x_standart_deviation” (above or beneath one time the usual deviation), and “Inside_1x_standart_deviation” (inside one time the usual deviation). In case you select the primary choice, the robotic will function when the values of “Above 2x StdD” or “Under 2x StdD” within the panel (merchandise quantity 13 within the panel presentation picture above) are true based on the “If” and “Worth” parameters. In case you select the second choice, the values of “Above 1x StdD” or “Under 1x StdD” will likely be thought-about, and within the third choice, the worth is “Between 1x StdD.”

GRAPHIC MOVING AVERAGE

The robotic’s solely ingredient primarily based on chart components is a shifting common that permits defining operations primarily based on its route and its relationship with the worth.

Timeframe: Outline the chart timeframe for the shifting common.

Interval: Set the variety of bars used to calculate the typical.

Shift: Specify the variety of bars to shift the typical ahead or backward.

Technique: Outline the strategy, whether or not easy, exponential, and so on.

Utilized worth: Specify which worth to use within the common calculation.

Use shifting common route: Set it to “No” to maintain the instrument disabled and “Sure” to allow it.

Path: Use “Buy_or_Sell_same_slope_direction” to permit shopping for if the typical is pointing up or promoting if it is pointing down. The robotic takes into consideration the final two accomplished bars. Or use the choice “Buy_or_Sell_contrary_slope_direction” to permit shopping for if the typical is pointing down or promoting if it is pointing up.

Use shifting common vs worth: Set it to “No” to maintain the instrument disabled and “Sure” to allow it.

Place of worth: Use “Buy_or_Sell_price_ahead_ma” to permit shopping for if the worth is above the typical or promoting if the worth is beneath. The robotic considers the final accomplished bar. Or use the choice “Buy_or_Sell_price_behind_ma” to permit shopping for if the worth is beneath the typical or promoting if the worth is above.

All open positions must be closed sooner or later.

The Order Movement Analytics PRO permits closing positions in two methods: when sure situations laid out in threat administration are met (most every day or per-trade acquire or loss) or if the situations established within the exit operation parameters are met.

The operation of the exit parameters is sort of similar to that of the entry parameters and makes use of the identical instruments, which can be configured for cumulative or alternate use.

For instance, if an extended place is opened as a result of the share of purchase aggressions is above 50%, it is doable to set a rule that establishes the exit of the operation if this share drops beneath 40%.

It’s important to grasp that the robotic can not stop customers from enabling contradictory guidelines. In the identical instance, if the exit situation was additionally a share of purchase aggressions above 50%, it could end result within the steady opening and shutting of the place whereas the situation is true, possible inflicting losses as a consequence of slippage and the prices of every operation. It is essential to pay shut consideration to contradictory guidelines.

One other vital level to make clear is that once we discuss closing operations, we’re referring to the second when there may be an open lengthy or quick place. That is why the “When” parameter within the exit instruments affords these three alternate options: “Long_position_and_buyers_or_Short_position_and_sellers,” “Patrons,” or “Sellers,” as proven within the picture beneath.

Within the instance of the instrument depicted within the picture above, the primary various is used to shut a place when it is a lengthy place (purchase) and the share of purchase aggressive orders meets the situations specified by the “If” and “Worth” parameters, or if it is a quick place (promote) and the share of promote aggressive orders meets these parameters. The second choice, “Patrons,” triggers closing primarily based on the share of purchase aggressive orders, no matter whether or not the place is lengthy or quick. The third choice considers promote aggressive orders with out regard to the kind of open place.

This reasoning applies to different instruments and sub-tools that use the identical parameters.

Related habits is noticed within the instrument for worth distribution regarding customary deviations. If you choose the choices “Long_position_and_above_or_Short_position_and_below_2x_stdD” or “Long_position_and_above_or_Short_position_and_below_1x_stdD,” it considers values above the usual deviation for lengthy positions and values beneath the usual deviation for brief positions.

To place it extra plainly, if the present place is an extended (purchase) place, the consumer can create a rule that triggers the closure of the operation when the share of worth above one or two customary deviations reaches a sure degree. For instance, the consumer can outline an extended place if the share of worth above 1x the usual deviation is bigger than 50% and set the closure when this share drops beneath 10%. The identical applies to quick positions, with the logic inverted. It is usually doable to pick out the choice “Inside_1x_standard_deviation,” which considerations the share of worth inside the usual deviation, by which case it does not matter whether or not the place is lengthy or quick.