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Footprint Engine

FREE

Published: 8 June 2026

Current version: 3.12

Footprint Engine

Indicators
Francesco Mangili
Francesco Mangili
Italy

528
Version: 3.12
Updated: 6 September 2026

Footprint Engine is a technical analysis tool that provides an "X-ray vision" look inside a standard candlestick dataset.

It is designed to reveal hidden market dynamics and track liquidity activity with precision.

Three Visualization Modes

Bid/Ask (Classic): A comprehensive two-sided profile displaying exact Bid and Ask volumes at each price level, revealing the direct battle between buyers and sellers.
Delta (Net Aggression): A focused one-sided profile highlighting the Net Delta (market buys minus market sells) at every price level to expose aggressive order flow and momentum.
Volume Profile: A one-sided profile mapping the total traded volume per price level, essential for identifying high-volume nodes, liquidity acceptance, and areas of value.

Features

Bar Close Metrics: Calculates Footprint candles and highlights key structural level including Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) for every confirmed closed bar.
Imbalance Detection: Flags aggressive liquidity consumption and stacked imbalances between price levels. Supports Asymmetric and Symmetric imbalance detection.
Tick Volume Compatibility: Supports Tick volume data.
Delta Matrix: A comprehensive metrics table featuring Index, Δ Delta, Delta, and Total Volume for a comprehensive volumetric analysis.
Custom Canvas Rendering: Utilizes an advanced custom bitmap canvas to deliver ultra-smooth, flicker-free and zoom indipendent rendering of Footprint candles, ensuring peak performance without lag.

Support & Feedback: Need help with setup or configuration? Feel free to message me directly on MQL5 for dedicated technical support. If you find Footprint Engine valuable for your trading, please consider leaving a positive review.

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Footprint Engine

Francesco Mangili