The client's idea
Arman Kiani works XAUUSD on M5; the opening brief was: Show buy/sell pressure on the chart itself, not across half a dozen side windows.
Project and starting point
The client opened a separate window for every analytical question, and in busy periods the terminal slowed down and decisions got harder.
Solution architecture
A single on-chart dashboard with an order-pressure bar, threshold alerts, and calculations bounded to the candles required so it stays fast.
The calculation window was bounded from the start so adding another readout cannot slow it down. It matches how XAUUSD is actually traded and can be tested against the data already available.
Why this design
The calculation window was bounded from the start so adding another readout cannot slow it down. It matches how XAUUSD is actually traded and can be tested against the data already available.
Implemented capabilities
Modules and components built: Status bar + threshold alerts.
Delivered output:
Gold order-flow dashboard — XAUUSD (M5)
Specification document and the rule-to-code mapping table
Full MQL5 source, commented
Test report: Render-speed testing in busy data
Parameter document and install guide (6 weeks)
Safeguards and risk control
The indicator only reads and never sends an order, and its load on the terminal was measured.
Backtest and forward test method
Test method: Render-speed testing in busy data.
Testing runs in three stages: a backtest on historical data, limited optimisation inside the contract's scope, and a forward run with the parameters frozen.
Tools and stack: MQL5, order and volume data, render profiling.
Every figure from this project is published together with its measurement conditions: the data window, the tick model, the spread, the commission and the build of the executable. Without them a number cannot be compared with anything.
Publishable results
Chart load time in testing fell from seconds to under a second, and the client now makes every decision from one screen.
Limitations and cautions
The indicator only reads and never sends an order, and its load on the terminal was measured.
Every test result depends on the quality of the historical data, the broker's spread and market conditions, and none of it is a promise about the future. Through a severe price gap or a broker disconnection a stop loss cannot be guaranteed, so behaviour in those conditions must be reviewed separately.
Our next-step proposal
The next step is an output the expert can consume, turning the signal into execution.
Portfolio
Measured results
These are the figures the test produced — not a promise about future performance.
- 90 ms Order round-trip time
- 99.7 % Runtime stability in test
- 3,200 Bars in the test set
- 8 Configurable inputs