Footprint XRay (Order Flow Volume Delta) - indicator for MetaTrader 5

An institutional-grade order flow and footprint chart indicator ported from Pine Script to MQL5.

It dynamically deconstructs major timeframe bars using lower timeframe (LTF) historical tick/real volume to compute buy/sell volume delta at each price level.

The indicator features automatic timeframe selection, Point of Control (POC) highlighting, Stacked Imbalances.

extreme Absorption detection, Unfinished Business (UB) tracking with live mitigation, and real-time alert triggers.

Key Features:

• Dynamic Column Widths: Footprint cells automatically adjust their horizontal dimensions based on MT5's visual chart zoom scale to maintain separation.

• Auto-Scaling Font Engine: Text font sizes scale down automatically on smaller zooms and cleanly hide when zoomed out past readability.

• Background Candle Toggle: hide original background candles to render a clean order-flow layout, with safe visual restoration when the indicator is removed.

• Performance Optimized: Restricts calculation to a user-defined lookback window to prevent CPU overhead and UI freezing.

• Closed-Bar Alerts: Signals are evaluated on completed bars to prevent tick-by-tick alert spam.

Short Guide for Users

1. Installation

1. Open your MetaTrader 5 terminal.

2. Press  F4 to open  MetaEditor.

3. In the Navigator tree on the left, right-click the  Indicators folder and select  New File.

4. Choose  Custom Indicator, name it FootPrint_X_Ray, and click Next until finished.

5. Paste the entire compiled .mq5 code into the workspace, replacing all existing code.

6. Click the  Compile button at the top.

7. Go back to MetaTrader 5, locate FootPrint_X_Ray under your Navigator's Indicators folder, and drag it onto your chart.

2. Best Practices & Tweaks

• Hiding Default MT5 Candles: For the clearest visual layout, keep Hide Background Candles set to true.

•  This hides the default bodies so you can focus strictly on the footprint cells. 

• The indicator safely restores your native chart template colors when detached.

• Adjusting Column Spacing: If the columns appear too thin or fat on your monitor, use the Width Spacing Multiplier parameter. 

• Setting it to 0.80 will compress the boxes slightly, while 1.20 will expand them.

• Font Legibility: If the numbers are too small or overlapping, adjust the Base Footprint Font Size (defaults to 8).

• Calculation Limit: The indicator is optimized to draw footprints on the most recent 25 bars by default. 

• f you need a deeper lookback and your terminal has a fast processor, you can increase Max Bars to Render in the inputs.

• Data Requirements: Make sure your broker provides volume data (either tick or real volume). 

• When loading on a new chart, MT5 may take a moment to download the required lower timeframe historical data (M1/M5) to compute the deltas.