Tessera Footprint

Tessera builds a footprint (cluster) chart from the trade ticks that your MetaTrader 5 terminal already receives from your broker. Prices, volumes and sides come from your own data feed; the indicator does not use any external server, does not send anything out and does not read or store your account details.

What It Shows

Buy and sell volume inside each bar, price by price, with numbers when they fit. Delta of the bar (the difference between buy and sell volume), cumulative delta and a delta strip under the chart. POC (point of control, the price with the largest volume) and the 70% value area inside every bar; the previous day's POC and 70% zone and the current day's POC as levels across the chart. A per-bar ladder on the right of the chart with every price row of the selected bar: sells, buys, volume, POC and value area. The volume profile of the visible bars. Simple marks for repeated imbalance and for absorption at the edge of the bar. A plain-language legend and a source panel, both on the chart.

Data and Sides

On exchange symbols the side of each trade (buy or sell) is taken from the tick flags of your broker, when the broker provides them. If your broker does not provide side flags, the indicator says so on the chart and shows how much of the bar's volume has no side: volumes are shown, delta is not claimed to be balanced. Times are shown in your broker's server time, the same as on your candles. The indicator works on any symbol where your terminal receives trade ticks; the buy and sell split is shown where the broker provides tick flags.

Buffers for Experts

Per-bar delta, cumulative delta, POC, value area borders, volume, buys and sells are available through iCustom for programmatic access. For bars where the trade side is unknown, delta, cumulative delta, buys and sells return the empty value instead of zero, so an expert can tell "no data" from "balanced".

Data Quality Check

On one broker so far, trades read from the terminal were compared trade by trade with independent records of the same three futures contracts on three sample days: 1, 2 and 5 October 2026. Per contract and day, between 99.89% and 100% of the recorded trades were found in the terminal data, and the small remainder is not fully explained. This is a data quality check of the source, not a promise about any instrument.

What This Product Is Not

It is not a trading signal service, it does not predict the market and it does not promise any profit. It is an analysis instrument: it shows the trade flow of your symbol, and every decision stays with you.

Your Data, Your Responsibility

The indicator only displays the market data that your terminal receives under your own agreement with your broker. Do not redistribute this data or use it in systems that demonstrate or pass exchange data to others: broker and exchange rules (including non-display rules) restrict this, and automatic trading on such data may require a separate agreement. Tessera is not affiliated with, and is not endorsed by, any exchange, broker or other vendors.

Notes

Screenshots in this listing show the indicator on a demo symbol. The indicator draws on the chart it is attached to; keys L (legend) and M (cell view) are described in the legend. By default it switches the chart to a line chart with an invisible line and draws its own bar columns, so the standard candles are hidden; they come back when the indicator is removed, and an input parameter turns the hiding off. History depth is set by an input parameter, from 1 to 30 calendar days; on one-minute charts of liquid symbols a deeper history needs more processor time.

The free demo in the Strategy Tester uses the tester's historical ticks. If they contain no trade ticks, which is typical for Forex symbols, the indicator shows a notice that there are no trades instead of drawing cells. Use it on a chart of a symbol for which your broker provides trade ticks.

Support

Questions are welcome through MQL5 messages; please describe your broker and symbol so the answer can be specific. If your broker does not provide trade ticks for a symbol, the indicator will say it on the chart instead of drawing empty cells.

Plus de l'auteur
Swept Liquidity Pools
Vasilii Makarenko
5 (1)
Indicateurs
A liquidity sweep is a bar that pushes past a prior swing high or swing low, where protective stop orders tend to rest, and then closes back on the inner side of that level. The same event is known under several names: a stop hunt, a stop run, a liquidity grab, a false breakout, a failed breakout, or a swing failure. Swept Liquidity Pools marks those levels and those bars on the chart. The indicator tracks liquidity pools - confirmed swing levels that have not yet been taken - and marks the exac
FREE
Auto Level Map
Vasilii Makarenko
Indicateurs
What Gets Drawn Most level tools mark every swing they can find, and a chart with forty lines answers nothing. This one keeps a level only when price came back to it, and prints the evidence next to the line: the number of touches and the age in days. Lines above current price and lines below it are drawn in different colours, so the map reads at a glance without counting. What Puts A Level On The Chart A swing high is a bar whose high is not lower than its neighbours on both sides, within the n
FREE
Session Value Desk
Vasilii Makarenko
Indicateurs
Three Anchors On One Chart Most volume weighted average lines restart once a day. This one draws three at the same time: one anchored to the current trading session, one to the day, one to the week. Their spread tells you something a single line cannot. When the session line sits far under the weekly one, the week has been trading higher than today is; when all three sit together, the market has spent the week in one place. Why The Session Anchor Is Not Midnight The session line starts where the
FREE
Candle Clock Desk
Vasilii Makarenko
Indicateurs
What It Shows Candle Clock Desk puts four lines on the chart. The first is the time left until the current bar closes. The next three answer a question the clock alone cannot: is this bar unusually busy, or unusually quiet, right now. Bar closes in - the countdown, in minutes and seconds So far - volume this bar has accumulated since it opened Usual here - what this symbol had accumulated by this same minute, in the past Pace - the first divided by the second The Pace Line Pace of 1.00 means the
FREE
Hourly Spread Map
Vasilii Makarenko
Indicateurs
Hourly Spread Map answers one question: at which hours does this symbol cost more to enter, and by how much. It reads the spread field that the terminal stores in every closed M1 bar of your own broker feed, sorts those measurements into 24 hours by 7 days of the week, and shows the result as a grid in the indicator sub-window. What It Measures Every closed M1 bar carries one spread measurement. The indicator collects them over the period you choose, groups them by the hour and weekday of the ba
FREE
Swap Cost Calendar
Vasilii Makarenko
Indicateurs
Swap is the part of the cost that is easy to forget, because it arrives once a day, quietly, and never appears in the spread. Swap Cost Calendar puts it on the chart as a number you can act on. What It Shows The panel reads what the broker publishes for the current symbol and shows four things. The cost of one night for a long position and for a short one, in your account currency or in points. The weekday line, showing how many nightly charges a position carries on each day of the week. The tri
FREE
Trade Risk Desk
Vasilii Makarenko
Utilitaires
Trade Risk Desk answers one question at the moment you need it answered: what volume makes this stop cost exactly what you decided to risk. Drag the stop line to where it belongs on the chart and the panel prints the volume, the money behind it, and the margin the position will hold. What It Answers Set the risk as a percent of balance or as a fixed amount in account currency. Put the stop where your idea says it belongs. The panel reads the symbol settings your broker publishes and prints: the
FREE
Liquidity Sweep Pools MTF
Vasilii Makarenko
Indicateurs
Un pool de liquidité est un sommet ou un creux de swing confirmé qui n'a pas encore été pris. Un balayage de liquidité est la barre sur laquelle le prix se négocie au-delà de ce niveau puis clôture de nouveau à l'intérieur de la fourchette - le même événement que les traders appellent aussi une chasse aux stops, une course aux stops, une prise de liquidité ou une fausse cassure. Liquidity Sweep Pools MTF marque à la fois les pools et les balayages de liquidité effectués sur ceux-ci, sur le graph
Structure Desk
Vasilii Makarenko
Experts
Un conseiller expert pour XAUUSD sur MetaTrader 5. Il travaille sur un panier à la fois : il ouvre dans un ensemble fixe d'heures serveur, ajoute à la position pendant que le prix évolue contre elle, et ferme le panier entier d'un coup. Il n'y a pas de stop loss et pas de take profit sur les positions individuelles. Comment Il Trade Un symbole, XAUUSD, un panier à la fois, jusqu'à 5 ordres dans la même direction. Les entrées sont autorisées uniquement dans des heures serveur fixes, et uniquement
Sarveon
Vasilii Makarenko
Experts
Sarveon est un expert advisor pour XAUUSD sur MetaTrader 5. Neuf stratégies indépendantes fonctionnent côte à côte sur un seul graphique. Chacune a son propre numéro magique, son propre timeframe d'entrée et son propre ensemble de distances, et aucune d'entre elles n'ajoute jamais à une position ouverte par une autre. Comment il trade Chaque stratégie scanne les barres récentes de son propre timeframe d'entrée à la recherche d'un niveau de swing : un plus haut qu'aucune barre ultérieure n'a dépa
Ridgeline
Vasilii Makarenko
Experts
Ridgeline attend aux niveaux de prix que l'or a laissés tranquilles. Il lit les barres quotidiennes, marque les hauts et les bas qu'aucune barre ultérieure n'a franchis, et y place un ordre stop en attente. Sept ensembles de règles cherchent à différentes profondeurs d'historique, de sorte que l'un peut attendre à un niveau formé la semaine dernière tandis qu'un autre surveille un niveau de trois mois. Un ensemble qui subit une perte se met en retrait pendant deux jours avant de placer quoi que
Sixfold Gold
Vasilii Makarenko
Experts
Sixfold Gold trades XAUUSD on the hourly chart. It looks for the points where the market turned and left an extreme behind, places a pending stop order a little inside that level, and attaches a stop loss and a take profit before the order is ever filled. Six zones do this independently, each with its own search depth, and between them they read three timeframes and four sessions, so the advisor is rarely committed to a single view of the market. A trade that goes wrong is closed by its stop. No
GhBreak
Vasilii Makarenko
Experts
GhBreak repose sur une idée à propos de l'or : une cassure d'un plus haut ou d'un plus bas de swing qui a tenu depuis sa formation peut courir assez loin pour payer les cassures qui échouent. L'EA ne poursuit pas la cassure. Un ordre stop en attente est déjà placé au niveau, avec son stop et son objectif attachés, avant que le prix n'y arrive. Les positions sont gardées brièvement : dans le rapport ci-dessous, la moyenne a duré 22 minutes. Le niveau de swing Chaque ensemble de règles construit s
Signal Compass Desk
Vasilii Makarenko
Indicateurs
Un panneau au lieu de cinq fenêtres Lire un marché signifie généralement garder plusieurs fenêtres ouvertes en même temps : une moyenne mobile pour la direction, un oscillateur pour le momentum, un indicateur de force pour distinguer une tendance d'un range, et encore autre chose pour les niveaux. Chacun répond à sa propre question dans son propre coin de l'écran. Signal Compass Desk rassemble ces lectures dans un seul bloc dans le coin du graphique. Un coup d'œil vous dit dans quelle direction
Pivot Stop Gold
Vasilii Makarenko
Experts
Pivot Stop Gold est construit autour d'une situation sur l'or : le prix se retourne à un swing puis le traverse. L'EA ne poursuit pas le mouvement. Un ordre stop en attente est déjà en place près du swing, avec son stop et sa cible attachés, avant que le prix n'y arrive. Les positions sont courtes : dans le rapport ci-dessous la moyenne a duré cinq minutes. Le niveau pivot À chaque nouvelle barre de son unité de temps de travail, l'EA construit un ZigZag à partir des 300 dernières barres et pren
Filtrer:
Aucun avis
Répondre à l'avis