Discussing the article: "Building an Interactive AnchorFlow Volume Profile Indicator (MTF) in MQL5"

 

Check out the new article: Building an Interactive AnchorFlow Volume Profile Indicator (MTF) in MQL5.

We implement an interactive, anchored multi-timeframe volume profile in MQL5 for MetaTrader 5. The indicator draws the current-timeframe profile on the main chart and a higher timeframe profile in a subwindow, both aligned by a draggable anchor and the visible range. You will learn keyboard-driven bin editing (E/S double-click), robust timeframe validation, viewport-aware updates, and object restoration to build a reliable, synchronized volume workflow.

This project designs and implements an interactive, anchored multi-timeframe volume profile indicator in MQL5 to overcome these constraints. The indicator analyzes volume in the visible chart range, draws the current-timeframe profile on the main chart, and renders a user-selected higher-timeframe profile in a dedicated sub-window. Both profiles are synchronized through a shared anchor, enabling precise temporal alignment across timeframes and allowing the user to explicitly define the volume analysis range by dragging the anchor to any point of interest.

Unlike the Viewport SnR Volume Profile framework, this project introduces interactive bin construction. The number of volume bins is not fixed or auto-derived; instead, the user can dynamically type in the desired number of bins at any time. To prevent unintended input capture, edit mode is activated only when the anchor line is explicitly selected, establishing a clear interaction state. A double-click of "E" enables edit mode, allowing numeric input, while a double-click of "S" saves and applies the value instantly. When no input is provided, the indicator safely falls back to the last valid value stored in memory, ensuring uninterrupted analysis and consistent behavior.

The indicator is fully event-driven and viewport-aware, responding to chart zoom, scroll, anchor movement, and user interaction in real time. It employs automatic anchor normalization to a valid chart candle time, object restoration for robustness, and synchronized LTF/HTF volume dominance rendering to visually expose where trading activity is most significant across price levels. Below is a visual model of the indicator described in this project:

Project Overview

Author: Chukwubuikem Okeke