Move Depth & Sales from [login to view URL] (or NinjaTrader) to MetaTrader 5 (MT5)

Completed Posted 7 years ago Paid on delivery
Completed Paid on delivery

We recently moved our Reconstructed Tape product to the MT5 platform. In this project we will move the Depth & Sales tool to MT5.

Both tools are written in C#. We have already proven the concept and methods to interface between MQL5 and C# and we will build on those methods in implementing the Depth & Sales product.

Reconstructed Tape uses L1 (time and sales) and L2 (market depth) information. The Depth & Sales also uses account/orders/position information. It displays accounts/orders/positions and will also send orders/order changes back to MT5.

The Reconstructed Tape was written as an advisor. It is attached to a chart and therefore only 1 instance of any tool can be added to a single chart. In this implementation, we would like to be able to add multiple instances of various tools to a chart. That means some sort of sharing approach because our indicators do use market depth information that is only available in an advisor. This is optional but we would like suggestions on how to do that. You don't have to give is intricate details, just an overview how indicators could share the data (which is event driven).

To be clear on this, we have 3 tools - Reconstructed Tape, Depth & Sales, Summary Tape - we should be able to add at least one of each to a chart in MT5 with the proposed method of data sharing. As this is optional, please ensure you quote a price to do with/without this.

An overview of the modules in the Depth & Sales 'back end' is attached. These are all items that the current [login to view URL] 'indicator' does. For MT5, these items would be shared across

- The MQL5 script

- A 'wrapper' C# .NET class that sits between the MQL5 indicator and the Depth & Sales DLLs.

Note that we have indicator code for NinjaTrader, [login to view URL] and OEC Trader. We can supply that if you are more comfortable working with either of those.

.NET C# Programming Metatrader Software Development

Project ID: #13013388

About the project

21 proposals Remote project Active 7 years ago

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esalem

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