Order Flow Book B3 Ultra

Order Flow Book B3 Ultra: visual order book, liquidity heatmap and order flow for B3 futures and stocks in MetaTrader 5. Traded volume per price, absorption, pulled lots, alerts, and book recording with replay in the Strategy Tester.

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.
  • Traded volume per price in the last 15 minutes, next to the book: sold on the left (red), bought on the right (green).
  • ABS tag: absorption, a big order holding the aggressive volume at its price.
  • PULLED tag: a big lot removed from the book without being traded.
  • Liquidity heatmap behind the candles, green for buy orders, red for sell orders, gold for big lots. Today's recorded book is loaded into the heatmap when the indicator starts.
  • Traded volume bubbles on the heatmap: only the biggest prints on screen, drawn as rings so the candles stay visible.
  • 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.
  • Two layouts: Aligned and Ladder. Light and dark backgrounds.

ALERTS

  • BIG: a big lot appears near the price.
  • PULL: a big lot is removed without being traded.
  • IMB: strong buy/sell imbalance.
  • ABS: absorption starts at a price. The ABS tag on the book shows the same price as the alert, while the level keeps absorbing.

Sound by default. Popup, phone notification and e-mail are available.

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.
  • Traded 15 min: volume traded at each price in the last 15 minutes. Sold = aggressive sellers hitting the bids, bought = aggressive buyers lifting the asks.
  • 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.
  • Big lot: a level with at least 4 times the average level size (automatic) or the size you set, shown in the header (Big).
  • ABS: the level holds at least half a big lot and the aggressive volume against it in the last 5 minutes is at least one big lot. "Sellers holding" is absorption at a sell level, "buyers holding" at a buy level. The tag stays while the level keeps absorbing and leaves 20 seconds after it stops.
  • PULLED: a big lot dropped from a level and the traded volume at that price does not explain it.

RECORDING AND REPLAY

On live charts the book is recorded to daily files (MQL5 common folder, JetBook). In the visual Strategy Tester the indicator replays the recorded book of those days with the heatmap, traded volume, absorption and alerts, so you can study past sessions. Only days recorded on your own terminal can be replayed.

REQUIREMENTS

Market depth (Depth of Market) for the symbol from your broker, for example WIN, WDO and B3 stocks.

INPUTS

Layout, live levels, extended book, imbalance levels and strong %, big lot size (0 = automatic), book width, right side reserved, heatmap (strength, minimum level %, history minutes), recording (on/off, interval), traded volume window, absorption window, bubbles (on/off, how many), alert mode, sound, e-mail, alert log lines, each alert on/off, colors.

Order Book Heatmap B3 PRO is the edition without traded volume, absorption and recording. 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.

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This indicator marks the candles where price runs through a liquidity level and turns back. It finds and ranks the levels by itself, so there is nothing to draw by hand. It is made for manual trading on any symbol and timeframe. What you see on the chart A buy or sell arrow on the candle that confirms the reversal. Arrows appear only after that candle has closed, and they do not repaint. For every signal: the level that was swept, a stop level and two target levels. A label with the type of leve
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JETINVEST
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