OrderFlux Footprint Orderflow

OrderFlux – Orderflow Footprint Chart, Volume Profile & Market Profile Indicator for MetaTrader 5

OrderFlux is an order flow footprint indicator for MetaTrader 5 that explains itself. It opens the single candle and shows what happens inside it: the volume traded at every price level, split into aggressive buyers and aggressive sellers. From the ticks it builds a complete footprint chart in real time with delta, imbalance, absorption, volume profile, market profile (TPO), VWAP, cumulative delta (CVD), a DOM tab and an economic calendar, in one calm, readable layout.

A normal chart shows only open, high, low and close. That is the result of a move, not its cause. OrderFlux answers the central question of order flow trading: who really drove the move, and where was it decided? Support, resistance, reversals and breakouts can be read from traded volume instead of being guessed from the candle shape.

New in version 1.35 is a setup assistant. It marks places where several measurable order-flow facts line up, lists every fact behind the idea, names the price at which the idea would be wrong and keeps its past setups on the chart with their outcome. It is decision support, not a signal service.

Who OrderFlux is for

OrderFlux is for traders who make their own decisions and want to see more than candles: scalpers and intraday traders on index CFDs and futures (Nasdaq, US30, DAX), on gold (XAUUSD), forex majors and crypto CFDs, and also swing traders who want to check their entries at key levels. Beginners get a guided tour, a legend and settings in plain language. Experienced order-flow traders get depth, speed and full control: every tool can be switched on or off individually. OrderFlux is not a robot and not a signal service. If you expect automated profits, it is not for you.

Footprint, delta and imbalance

Every price level of a candle shows two numbers: volume sold at the bid on the left (aggressive sellers), volume bought at the ask on the right (aggressive buyers). The bigger the number and the stronger the colour, the more business was done at that price. The candle body stays visible from open to close, and so does the wick.

The difference of both sides is the delta, the net pressure of buyers or sellers. A compact badge under each candle sums it up; a gold edge points to a divergence when the candle direction and the delta disagree. When one side clearly dominates a price (the ratio is adjustable, default 3:1) it is marked as an imbalance. Three or more in a row form a stacked imbalance, labelled B3 or S4. Such zones often act as support or resistance later.

The price with the most volume in a candle, the point of control (POC), is framed in gold. Absorption means heavy aggressive volume at a high or low without the price running on, because large passive orders soak it up; it is marked with a ring and a dot on the cell. An unfinished auction appears when a candle closes exactly on its high or low: business is still open there, and price often returns to it. It is marked with a thin gold line. All these marks work in every footprint style.

Eight styles for the same data

Switch the display with the keys 1 to 8 or the buttons in the left rail; the numbers follow the order of the rail. Bid/Ask is the classic with sales on the left and purchases on the right. Impact colours every level by its delta, so strong levels stand out and the numbers step back. Cluster shows a real candle on the left and growing volume bars on the right. Sessions draws one volume profile per trading day with value area, POC and naked POCs. Delta shows buyers minus sellers at every price. Heat is a volume heatmap in which busy prices glow, with high and low volume nodes (HVN and LVN). Profile adds a volume bar to every footprint row. TPO is the market profile: the time price spent at each level, in coloured time blocks.

Each style answers a different question, and all of them use the same data. If you like it quiet, stay with Bid/Ask or Cluster; if you want to see where the pressure is at a glance, use Impact; if you look for the context of the day, use Sessions or TPO.

Setup assistant: decision support, not a signal service

Many footprint indicators draw numbers and leave the decision to you, which is hard for beginners. The setup assistant closes that gap without posing as a signal service. It checks closed candles only and therefore never repaints. It knows three setups.

Absorption at a level: at a support or resistance level, a value-area edge or a zone, selling (or buying) is unusually heavy and the price holds. The candle closes in its upper (lower) part and the delta turns. A turn is possible. Breakout with acceptance: the price closes twice beyond a level, a stacked imbalance forms and the delta of both candles points in the direction of the break. The market accepts the new prices. Failed breakout: the price breaks a level, but the delta does not follow and the candle closes back. Whoever followed the break is trapped.

On the chart you see a gold diamond with an arrow and the name (up for the buyers' side, down for the sellers' side). The key cells are framed in gold, and a red line shows "wrong below …" or "wrong above …", the price at which the idea becomes invalid. Point at the diamond and a card opens. It lists every fact the setup is built on, explains in two sentences why it matters in order flow and names the invalid level. Past setups stay on the chart with their outcome, for example "+22 points" or "invalid after 2 bars", winners and losers alike. The assistant shows no hit rate and never tells you to buy or sell. You can switch it off completely (key A) or each of the three types on its own.

Flow panel with DOM tab

The side panel has three tabs. FLOW shows the current setups, an absorption monitor (effort versus result of the last minute), buying and selling pressure, a list of the active absorption zones and, with real trades, Time & Sales.

The DOM tab shows the traded volume per price over a selectable 1, 5, 15 or 60 minutes: sales on the left, purchases on the right, the price in the middle and automatically centred on the current quote. The busiest price is framed in gold, bold numbers show that one side dominates, and pressure meters at the left and right edge show the aggressive pressure of the last 60 seconds. On forex and CFDs this is rebuilt from ticks and labelled as such. If your broker delivers real market depth (Level 2), the resting orders, the depth balance and marks for sizes that refill in small steps (a possible "reload") are added. The LADDER shows the live bar row by row, aligned exactly with the rows of the chart.

Volume profile, TPO and VWAP

The volume profile on the right shows where the volume sat: the POC is the price with the most volume, the value area (VAH and VAL) holds 70 percent of it. Naked POCs are earlier points of control that price has not touched since; they often act as magnets and are labelled with price and date. In the TPO style you get one profile per day with coloured time blocks, the profile shape (P, b or D), initial balance, session high and low, and a line that shows how the day opened against the previous day's value area.

VWAP (volume weighted average price, daily or weekly, optionally with bands of one standard deviation) works on every style and is switched on in the settings under "Levels and VWAP". On forex and CFDs it is weighted by tick volume, on futures by real volume; the label on the chart says which. Single prints are shown only as zones of three or more rows, to keep the chart calm.

Cumulative delta, volume and support/resistance

Below the chart two strips show the volume of every candle (buying and selling part, an average line, an amber frame for volume far above average) and the cumulative delta (CVD), the running total of the delta. A gold price line over the CVD columns makes divergences visible: when price and CVD move apart, the move may be running out of fuel. Two large readings on the right sum it up: the average volume per candle and the current CVD. For orientation OrderFlux shows the nearest resistance and support level from H1, H4 and D1 with their origin and state ("fresh", "first test", "tested").

Economic calendar with flags

The calendar (button CAL) shows events of all currencies as cards with flags for USD, EUR, GBP, JPY, CNY, AUD, NZD, CAD, CHF and more. With the filters "My symbol", "All" and "High impact" you see what matters for your symbol or what is coming up in the whole market. Each card shows the importance as three bars, the countdown and forecast, previous and actual. For the next events a reading aid explains what a result above or below the expectation usually means for the currency (reversed for unemployment and jobless claims); it is explicitly labelled as a typical reaction and not a prediction. After the release the data provider's rating appears, saying whether the result rather supports or weighs on the currency. Important releases also appear as lines on the chart. All times are shown in your computer's time. The calendar uses the built-in MT5 calendar; names appear in the language of your terminal.

Easy to start, easy to adapt

When you attach the indicator for the first time, a tour with arrows and highlights guides you through the screen: styles, layers, one candle row by row, the header, the buttons at the top right, the settings window and the side panel. You can restart it at any time with the ? button, which also holds a legend of all colours and symbols. Then you choose a view: Basic is quiet and shows only the essentials, Plus adds the useful marks, Full shows everything. Every switch can still be changed individually.

The settings window (SET) has eight pages with one plain sentence per switch: View and style, Marks, Bars and strips, Levels and VWAP, Numbers and colours, Panels, Feed and demo, and Setups. Three colour themes are available: DRX (dark steel), PRO (monochrome with one gold accent) and LIGHT. The mouse wheel zooms, Ctrl plus wheel changes the price resolution, dragging with the left button moves through history, and the ">> LIVE" button takes you back to the current candle. Focus mode hides everything except the candles. The header shows the time left in the running candle, the ping to your broker and the trading sessions of Tokyo, London and New York with their times.

Important keys

1 – 8	Footprint style (in the order of the left rail)
A	Setup assistant on/off
F, S, D, T	Focus mode, settings, Flow panel, theme
V, I, Z, N, G	Volume profile, imbalance, zones, news lines, grid
K	Cell colour by volume or by delta (Bid/Ask and Heat)
L	Demo depth: a synthetic order book to try the Level 2 functions

Honest about the data

Footprint data depends on the quality of your broker's feed. On forex and CFDs (indices, gold, crypto CFDs) brokers deliver tick activity, not real contracts. The footprint then shows relative activity (tick volume): where and when the market was active and where price was held. That is very useful for reading absorption, imbalance and pressure, but the numbers are not contracts, and a note on the chart ("Tick volume") says so openly. These feeds have no real order book, so the DOM tab shows traded volume rebuilt from ticks. On futures you get real trades with the aggressor side ("Real volume"), and Level 2 appears only if your broker delivers it. The demo depth (key L) is always labelled as a demo and is never mixed with real data.

Frequently asked questions Does OrderFlux work on forex and CFDs, and do I need Level 2?

Yes, it works on any symbol. A Level 2 feed is not required: footprint, delta, volume profile, TPO, the DOM tab with traded volume and the setup assistant work without it. Only the columns with resting orders appear when your broker provides market depth.

Why do I see no numbers in the cells?

When the cells are too small, numbers are left out automatically. Zoom in with the mouse wheel or reduce the price resolution with Ctrl plus wheel. Under "Numbers and colours" there is also a number filter that hides small numbers.

Why does no setup appear?

Setups are shown only on closed candles and only in the footprint styles (not in TPO and Sessions). They appear only when all required conditions are met, which is deliberately rare. Check that the assistant is switched on under SET, "Setups".

The order book (Level 2) is missing. Is that an error?

No. Most forex and CFD brokers do not send market depth. The DOM tab then shows the traded volume. With the key L you can look at a demo depth to get to know the functions.

The calendar is empty or in another language. Why?

The calendar uses the calendar of MetaTrader 5. If your broker does not provide one, it stays empty; names appear in the language of your terminal.

In the Strategy Tester the footprint looks artificial.

In the Strategy Tester choose the model "Every tick based on real ticks". Without real ticks OrderFlux shows a note that the data is synthetic.

My settings are gone after the update.

On the first start of a new version the saved settings are reset once. After that OrderFlux remembers your changes per symbol again. With "Reset all settings" (SET, "Feed and demo") you can return to the defaults at any time.

Does the indicator repaint?

Setups are evaluated on closed candles only and do not repaint. The running candle is updated live, like in every footprint.

Is OrderFlux compatible with MetaTrader 4? Does it trade automatically?

OrderFlux is built for MetaTrader 5 only and uses its tick history. It is an indicator, not an expert advisor: it never opens, manages or closes trades.

Technical details

OrderFlux runs exclusively on MetaTrader 5 (not MT4), on any symbol and any timeframe, with no DLL and no internet access. The data comes from your broker's tick history, and the calendar uses the built-in MT5 calendar. After attaching, no inputs are needed: everything is switched on the chart, and the settings are saved per symbol. A few inputs in the dialog set the starting values, for example the number of candles, the price resolution, the style and the overlay density.

Good to know

OrderFlux does not trade automatically and is not a signal service. All trading decisions and the risk are yours. Test first with the demo version and on a demo account, on your own symbols and timeframes.

A detailed illustrated guide explains every function step by step:
Read the full guide ---> click

Risk notice: trading carries a high risk of loss. Past market reactions and the past setups shown on the chart do not guarantee future results. This indicator is not financial advice.