Индикатор DOM with Time&Sales - это индикатор, который отображает биржевой стакана (DOM - Depth Of Market) и биржевую ленту.

Indicator Name: ClusterDelta_#TS_DOM

The #TS_DOM indicator is an indicator that displays DOM (Depth of Market) known as orders book and ticks stream also known as Time&Sales. The indicator does not accumulate data and shows the data as it comes from the exchanges. All data goes online only. Above and below the current price the total number of orders are displayed (above the price - the sell limits, and below the price - the buy limits)..

The indicator contains several controls for organizing the workspace. Using the "Move" button (by clicking on it), you can move the window, and the indicator window height (which initially adjusts to the chart window height) is adjusted by dragging the box icon in the lower right corner of the indicator (to drag, click on the box and release the left button), change the position of the box, and press again to fix the new position of the indicator. When you press the T&S button, the tape starts/stops displaying. Pressing the DOM button reflects to displaying DOM (orders book) data. The orders book can be moved by the box, which is always positioned at the current price between the ASK and BID offers. If you move this control close to the left (or right) part of the screen, the orders book automatically changes the drawing direction.

The indicator receives data from the exchange and normalizes prices (number of decimal places) for the current instrument.

The ticks stream comes from top to bottom. This indicator does not provide for the ability to view history or scroll to previous data.

Description of indicator inputs:

  • HELP_URL (default value is "https://clusterdelta.com/dom") - this is the URL where you can get the full description of the indicator.
  • ChartInstrument - select a futures from the dropdown list as the source for data. Value AUTO causes automatic detection of the instrument by the MT ticker.
  • TS_SETTINGS (default value is "==== T&S Parameters ====") - just a comment describing parameters below
  • Show_TimeAndSales (default value is "true") - show / hide ticks stream
  • ASK_Color (default value is "YellowGreen") - color of the text for displaying order data (tick) executed by Ask price
  • BID_Color (default value is "OrangeRed") - color of the text for displaying order data (tick) executed by Bid price
  • MinVolume (default value is "0") - the minimum volume value to display data in the stream.
  • Forex_Shift (default value is "0") - the number of points by which the indicator data will move up or down if the Forex_auto_shift parameter is set to "false". The value can be greater than or less than zero. It is intended to take into account the forward points (the difference between the price of the futures and the spot). It should be indicated as distance in the pips (according to the MetaTrader instrument specification).
  • Title_Color (default value is "Gray") - color of the title of indicator
  • Time_ASK_Color (default value is "Gray") - color of the time to print with Ask ticks
  • Time_BID_Color (default value is "Gray") - color of the time to print with Bid ticks
  • TS_Rows (default value is "AUTO") - number of the lines to print ticks in the indicator window
  • Background (default value is "clrNONE") - background of workspace to print ticks in the indicator window
  • Border (default value is "Gray") - border of workspace to print ticks in the indicator window
  • Hour_Shift (default value is "0") - time shift in hours to add to current tick time
  • DOM_SETTINGS (default value is "==== DOM Parameters ====") - just a comment describing parameters below
  • Width_in_Pixels (default value is "150") - width of the orders book in pixels
  • Show_DOM (default value is "true") - show / hide orders book
  • Show_PRICE (default value is "true") - show / hide prices in the orders book
  • Show_VOLUME (default value is "true") - show / hide total amount of volumes in the orders book
  • Show_Sum (default value is "true") - show / hide total amount of the orders
  • Use_Forex_Shift (default value is "true") - the option if you need to recalculate the futures price to the current spot price
  • DirectionToLeft (default value is "true") - direction of lines of the orders book
  • Interface_Scale (default value is "100") - scaling indicator objects width and height to comfortable view on the screens with high resolution
  • Font_Size (default value is "8") - the font size for text

There are some examples of customizing indicator:

The order book without ticks flow (Time&Sales)

The orders book directed to the right and moved to the left side of the window

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