Indicators: Footprint XRay (Order Flow Volume Delta)

[Automated-Trading]

Footprint XRay (Order Flow Volume Delta):

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.

Author: Israr Hussain Shah

[Bhavya Jain]

How to use this indicators? i add this indicator on the chart but i am unable to understand this

[Ryan L Johnson]

Bhavya Jain #:
How to use this indicators? i add this indicator on the chart but i am unable to understand this[.]

Have a look at the indicator buffer labels and alerts. They are fairly self-explanatory:

#property indicator_label1  "Bullish Absorption"
#property indicator_type1   DRAW_ARROW
#property indicator_color1  clrLime
#property indicator_width1  2

#property indicator_label2  "Bearish Absorption"
#property indicator_type2   DRAW_ARROW
#property indicator_color2  clrRed
#property indicator_width2  2

#property indicator_label3  "Bullish Divergence"
#property indicator_type3   DRAW_ARROW
#property indicator_color3  clrLime
#property indicator_width3  2

#property indicator_label4  "Bearish Divergence"
#property indicator_type4   DRAW_ARROW
#property indicator_color4  clrRed
#property indicator_width4  2

#property indicator_label5  "Exhaustion"
#property indicator_type5   DRAW_ARROW
#property indicator_color5  clrOrange
#property indicator_width5  2

      last_alert_bar_time = time[1];
      if(tempDelta[1] > 0 && tempDelta[2] <= 0)
         Alert("Foot Print X-Ray Flip Bullish on " + Symbol());
      if(tempDelta[1] < 0 && tempDelta[2] >= 0)
         Alert("Foot Print X-Ray Flip Bearish on " + Symbol());
      if(BullAbsorbBuffer[1] != 0.0)
         Alert("Bullish Absorption on " + Symbol());
      if(BearAbsorbBuffer[1] != 0.0)
         Alert("Bearish Absorption on " + Symbol());
      if(BullDivBuffer[1] != 0.0)
         Alert("Bullish Divergence on " + Symbol());
      if(BearDivBuffer[1] != 0.0)
         Alert("Bearish Divergence on " + Symbol());
      if(ExhaustionBuffer[1] != 0.0)
         Alert("Exhaustion Bar on " + Symbol());

Very basically, look to buy above green zones and sell below red zones.

Of course, fully saturated (100%) volume levels, respectively, are key therein.

[Phan Van Khoa]

Solid footprint implementation. Decomposing HTF bars with LTF tick volume to derive per-level delta is the right method, and stacking POC, absorption and unfinished-business tracking on top gives a complete order-flow read. The dynamic column widths tied to chart zoom and the auto-scaling font keep the grid legible across timeframes, and limiting renders to a lookback window with closed-bar alerts avoids both CPU spikes and alert spam. Would love to see delta profiles per major bar as a separate buffer for downstream study.