Well, I'm not against indicators or market depth, the thing is that I can only do things I understand... and want to play with. Indicators... I don't know, I was never interested in them, so I never worked with them seriously. Currently I'm interested in making MQL4 to MQL5 converter and I was working on it for the past few weeks.
So, if market depth is a separate event... let's say that if someone decides to copy blocks from MQL5 to MQL4, he will intentionally skip any blocks in this event, because this is specific for MQL5. What else is needed, what kind of blocks? I literally see only 3 functions - MarketBookAdd, MarketBookRelease and MarketBookGet. I'm asking you for everything, because otherwise I feel that if it depends on me, I would never look at this thing and never make it 🙂