Order flow for MT5
- Indicateurs
- Version: 1.0
- Activations: 20
Delta Footprint: Order Flow, Volume Profile & Risk Calculator for MT5
See who is really buying and selling. Footprint, delta profile with POC/VAH/VAL, large-order bubbles and a position-size calculator, all inside one indicator.
⚠ IMPORTANT: broker requirement
This indicator needs real trade ticks with volume, which are available on futures contracts. You must trade with a broker that offers futures on MetaTrader 5 (for example index, commodity or currency futures).
On symbols without real traded volume (most Forex pairs and CFDs), tick volume is only an estimate of activity, so footprint, delta and profile will not reflect real buying and selling. Before buying, open a futures symbol of your broker in MT5 and check that it provides trade ticks with volume.
What it does
Delta Footprint turns the trade ticks of your futures symbol into a complete order-flow workspace on a single chart. No external software, no DLLs: everything runs natively in MT5.
Features
- Footprint: sell × buy volume at every price level of every candle, with colour intensity by volume, diagonal imbalance highlighting (adjustable ratio) and the POC of each candle outlined.
- Delta profile: buy/sell volume by price, with POC, VAH and VAL drawn across the chart. The value-area percentage is adjustable.
- Profile window independent of the chart timeframe: Visible bars, 15m, 30m, 1h, 4h, 12h, 24h, 2d, 3d, 5d, or the current H1 / H4 / D1 bar. Watch the daily profile while trading on M1.
- Bubbles: single large orders plotted at their price, sized by volume, with an adjustable minimum size.
- Per-bar delta histogram under the chart.
- Live statistics: buy/sell ticks, buy/sell volume, average order size, delta (volume and ticks), % buy and market pressure for the selected window.
- Tick tape: last 100 trades with delta and cumulative delta.
- Built-in timeframe switch: M1, M5, M15, M30, H1, H4, D1 with one click, without changing your chart or reloading the indicator.
- Position-size calculator: type your risk % and your stop in ticks, get the lot size, the real risk in money and %, and the tick value, based on balance or equity.
- Smooth navigation: drag to pan, drag the price axis or the time axis to zoom, double-click an axis to reset, Auto fit, mouse-wheel scrolling.
- Clean on-chart menu: everything is adjustable directly on the chart, no need to open the settings window. A Footprint ON/OFF button gives you back the native chart at any time.
Hotkeys
F footprint/candles · P profile · B bubbles · T tape · D delta mode · V value area · R row grouping · A auto-fit · 1-7 timeframe · +/− column width
Requirements
- MetaTrader 5 with a broker that offers futures contracts and provides real trade ticks with volume.
- Works on any futures symbol your broker offers, on any asset class (indices, commodities, currencies, rates, crypto futures where available).
- Buy/sell classification uses the aggressor flags from your broker's feed. If the feed doesn't provide them, the indicator can estimate the side with the tick rule (option can be turned off).
- Tick history depth depends on your broker, with a maximum of 14 days inside the indicator.
Main inputs
Footprint bars to load, tick history preload (hours), ticks per price row, column width, bubble minimum volume, imbalance ratio, value area %, default risk % and stop (ticks), tick-rule fallback, refresh interval.
