Order Book Heatmap 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: 10
Order Book Heatmap B3 PRO: visual order book and live liquidity heatmap for B3 futures and stocks in MetaTrader 5, with alerts for big lots, pulled lots and strong imbalance.
WHAT IT SHOWS
- Every live level your broker sends (up to 64 per side), drawn on the right side of the chart and aligned to the price scale.
- Extended book: levels seen earlier beyond the live depth stay on the book, faded, with the last size seen. They are forgotten after 120 minutes (adjustable).
- Liquidity heatmap behind the candles: where the big resting orders were, minute by minute. Green for buy orders, red for sell orders, gold for big lots. Only the strong levels are drawn, so the chart stays clean.
- Big lots highlighted in gold, PULLED tag when a big lot leaves the book without being traded.
- Buy/sell imbalance bar over the best 5 levels.
- Alert log at the bottom of the book with the last 10 alerts, colored by side (green buy, red sell).
- Two layouts: Aligned and Ladder. Auto picks the one that fits the chart zoom. Light and dark backgrounds.
ALERTS
- BIG: a big lot appears near the price (10 ticks by default).
- PULL: a big lot is removed from the book without being traded.
- IMB: strong buy/sell imbalance in the best levels.
Sound by default. Popup, phone notification and e-mail are available. The log on the chart shows every alert, so you do not need popups while you are at the computer.
HOW TO READ THE BOOK
- Green rows are buy orders (bids), red rows are sell orders (asks). The bar length is the lot size at that price.
- Faded rows are the extended book: the last size seen at that price, not a live order.
- Buy% / Sell%: sum of the lots in the best N levels of each side (N = 5 by default). Example: the 5 best buy levels hold 1,400 lots and the 5 best sell levels hold 600 lots, so the header shows Buy 70% / Sell 30%. At 70% or more (adjustable) the imbalance is strong and the IMB alert fires.
- Big lot: a level with at least 4 times the average level size (automatic) or the size you set. The current value is shown in the header (Big).
- PULLED: a big lot dropped from a level and the traded volume at that price does not explain it.
- Footer: live levels per side, the depth the broker sends and how many remembered levels are on the book.
REQUIREMENTS
Market depth (Depth of Market) for the symbol from your broker, for example WIN, WDO and B3 stocks. The heatmap is built while the indicator runs on the chart. The book does not work in the Strategy Tester, because the tester has no market depth.
INPUTS
Layout, live levels, extended book (on/off, levels, maximum age), imbalance levels and strong %, big lot size (0 = automatic), book width, right side reserved, heatmap (on/off, strength, minimum level %, history minutes), alert mode, sound, e-mail, alert log lines, each alert on/off, distance for big lot alerts, colors.
Order Flow Book B3 Ultra adds traded volume per price, absorption (ABS) with alerts, traded volume bubbles, and book recording with replay in the Strategy Tester. Order Book B3 is the free edition with 4 levels per side.
This indicator is an analysis tool. It does not open trades and does not promise results.
