Volume Profile Delta B3 PRO
- Indicators
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JETINVEST
Roberto Junqueira, is Trader for over 20 years and has been developing indicators and trading experts for more than 10 years for the Forex, Cryptocurrencies and Stock Exchanges markets. - Version: 1.0
- Activations: 5
Volume Profile Delta B3 PRO — real buy and sell aggression per price, live and in the Strategy Tester.
See where volume was traded, who was the aggressor at each price, and test your ideas on past days with the same real data you see live.
BACKTEST WITH REAL AGGRESSION
Most aggression and delta indicators show nothing real in the Strategy Tester. The MT5 tester gives no ticks before the test start date and, on B3, it often replaces the real ticks with generated ones when the broker's 1-minute bars do not match the ticks. Generated ticks carry no buy or sell aggression.
This indicator saves every finished day of real trades on your computer, and in the tester it reads those days instead of the tester ticks. The trades of each minute are added only after that minute closes, so nothing from the future is visible.
How to prepare the tester
1. On a real or demo account with B3 data, open the chart of the exact contract you will test (for example WINZ26).
2. Attach the indicator with "Days to prepare for the Strategy Tester" = 60 and wait until the panel shows "Tester history ready".
3. In the Strategy Tester use the same contract, the model "Every tick based on real ticks" and a period inside the prepared days.
4. Check the panel: it should show "Tester: saved real trades of this day". If it shows "Generated ticks: prepare this day on a live chart" in red, that day was not prepared; go back to step 2.
Notes
- Days are saved per contract: WINZ26 and WIN$N are different symbols.
- The files stay on the computer that runs the test (Common\Files\JetAggr). MQL5 Cloud Network agents cannot see them.
- Only days that the broker keeps in its tick history can be prepared.
- The Market demo runs only in the tester, so it has no prepared days: it shows the trades inside the test period only.
WHAT IT SHOWS
- Daily volume profiles with POC, VAH and VAL (value area % adjustable). Each row is split into buy and sell aggression.
- Naked POCs of previous days, extended until price touches them.
- Fixed range profile: press RANGE and click two points on the chart. Turn DAY PROFILE off to keep only your ranges; the panel then shows the POC, VAH, VAL and delta of the latest range.
- Panel with today's POC, VAH, VAL and delta with the buy/sell share, the previous day's levels, the nearest naked POC above and below, the data source and the tester history status. Drag the panel by its header to any place on the chart.
- Alerts when price touches a naked POC or crosses the previous VAH/VAL (popup, sound, e-mail).
DATA
- Each trade is classified by the exchange buy/sell flag. When the feed has no flags, the price rule is used (trade at the ask = buy, at the bid = sell); in our WIN/WDO measurement it agreed with the exchange flags in 99.5% of the trades.
- Auction trades count in the volume but not in the delta.
- Ticks are read incrementally from the last processed one, so the indicator starts fast and the chart stays responsive.
FOR EXPERT ADVISORS
10 buffers, readable with iCustom/CopyBuffer, also in the tester:
0 developing POC, 1 developing VAH, 2 developing VAL, 3 bar buy volume, 4 bar sell volume, 5 bar delta, 6 day delta, 7 previous POC, 8 previous VAH, 9 previous VAL.
REQUIREMENTS
- Symbols whose broker feed has real trades (last price and volume), such as B3 futures and stocks: WIN, WDO, IND, DOL and shares. On feeds without trades (most forex and CFD feeds) the panel shows "No exchange trades".
- MetaTrader 5, any timeframe below D1.
This indicator is an analysis tool. It does not open trades and does not promise results.
