hi Arthur
I wish if you can add the option for counting Buy and Sell Volumes via Ask and Bid ticks/orders, the current method used by MT5 is not correct and the more precise method to see Buy and Sell Volumes is using this code:
buy_tick = (tick.last >= tick.ask)
sell_tick = (tick.last <= tick.bid)
With this lines of code we counting the volumes on the Ask and the volumes on the Bid side.
I tried writing my own indicator using this code but the its not working well when there are a lot of ticks.
Please add this feature as option or flag.
Thank you