Tick Flow Market Depth Signals MT5

Tick Flow Market Depth Signals for MetaTrader 5 combines tick-flow analysis, price levels, and synthetic market depth. The indicator helps you compare current activity with price behavior and generates intraday signals when the model's conditions are met.

Smart DOM builds a calculated view of market depth from price and tick data. Its zones and position maps are model estimates, not records of actual pending orders, other traders' positions, or a complete market order book.

Main features

• Synthetic depth. Smart DOM estimates how activity is distributed across prices and identifies potential support and resistance areas. It considers tick volume, candle shape, the age of observations, and price reactions near levels.
• Flow analysis. Flow and Tick Flow compare directional movement with tick volume and assess signs of absorption, where elevated activity is accompanied by limited price movement.
• Price levels. Level Brain calculates support, resistance, and equilibrium from previously observed bars. The current bar cannot both create a level and confirm a reaction to it.
• Combined assessments. Detector and Forecast analyze the nature of the price reaction and the direction of movement. AI Mesh combines groups of features into an overall assessment.
• Signal selection. The filter checks module agreement, model confidence, persistence of conditions within the current bar, and the interval between signals. The projected movement is assessed against spread and the available commission estimate.
• Virtual tracking. The indicator records the signal price, target, protective level, and exit marker. Recent results account for spread and the available commission model. These are analytical simulations, not executed trades.

If the broker provides Market Depth for the selected instrument, its Bid and Ask levels are displayed separately from the synthetic model. This additional layer shows only the data received from the broker and is not a required input for Smart DOM calculations.

The panel displays module states, market conditions, price levels, scenario parameters, and the signal journal. It adapts to light and dark chart themes. Hovering over a module or signal displays an explanation; the interface follows the terminal language.

Usage and limitations

After startup, allow the warm-up period set by Warmup Bars to complete. Only bars that close after the indicator is attached count toward warm-up, not existing history. Signals are confirmed within the current bar and recorded at the price available at that time. With source data and settings unchanged, signals on closed bars are not recalculated using later data.

For testing, use the visual Strategy Tester with the "Every tick based on real ticks" modeling mode. Observe the indicator from startup, including warm-up and the sequence of virtual entries and exits. The broker's order book is unavailable in the tester; the test covers the synthetic model and tick-based calculations.

Tick Flow Market Depth Signals is an indicator, not an Expert Advisor. It does not open, modify, or close real positions. The confidence assessment should not be interpreted as the probability of a profitable trade. Signals, calculated levels, and simulation results do not guarantee future results. Quotes, historical data quality, spread, commission, and broker conditions affect the calculations; the user determines execution, position size, and risk.

Settings

Signals and virtual scenarios

• Signal Frequency. Default: 5, range 0 to 10. Lower values reduce the number of signals; higher values allow more. The parameter changes selection thresholds and the minimum interval between signals, without setting a fixed signal frequency.
• Signal Quality. Default: 5, range 0 to 10. Lower values relax the requirements for confidence, module agreement, and confirmation duration; higher values make them stricter.
• Trade Horizon. Default: 5, range 0 to 10. Lower values set a shorter projection horizon; higher values set a longer one. The target and maximum virtual tracking period change accordingly.
• Exit Protection. Default: 5, range 0 to 10. Lower values widen the protective distance; higher values tighten it. The parameter also affects the rules for locking in the result of a virtual scenario.

Warm-up and alerts

• Warmup Bars. Default: 1, range 1 to 5000. Sets the number of bars that must close after startup to complete warm-up.
• Enable Alerts. Default: true, meaning alerts are enabled. One notification is sent for each new arrow or exit marker. Alerts are disabled in the Strategy Tester.

Start with the default settings. Change one parameter at a time and check its effect on a later period of data. Suitable settings depend on the instrument, timeframe, and market conditions.