Liquidity Delta Profiler

Liquidity Delta Profiler is a decision-support indicator for MetaTrader 5. It maps the liquidity zones where stop orders rest, profiles the volume delta traded inside each zone, and flags potential reversals when a zone is swept with an abnormal delta footprint. It is built to answer one question: was a liquidity grab real demand or a trap?

Features

• Liquidity zone mapping: builds buy-side (BSL) zones from confirmed swing highs and sell-side (SSL) zones from confirmed swing lows. Each zone spans from the extreme to the pivot candle body, so it represents a realistic order block instead of a single price.
• Four-quadrant delta profile: every zone is split into four horizontal slices that accumulate the signed volume delta traded through them, so you can see exactly where buying or selling pressure concentrated. The outer slice nearest the extreme is the key tell.
• Zone health tracking: each zone starts at 100 percent and decays as volume works through it, so you can tell fresh, reactive liquidity from worked-out liquidity that is more likely to break.
• Four reversal signal types: Absorption (ABS), Exhaustion (EXH), Delta Divergence (DIV) and Snapback Rejection (REJ), each describing a different reason a sweep may reverse.
• Performance dashboard: tracks how many of each signal fired and the win rate per signal type on the loaded data, so you learn which signal works on your symbol and timeframe.

Inputs

• Pivot Length: bars on each side to confirm a swing before a zone is drawn.
• Zone Volume Capacity: multiplier of average volume that defines full zone health.
• Hold Time: bars a move must hold to count a signal as a win.
• Eval Window: bars used to evaluate signal performance for the dashboard.
• Display options: zone, quadrant, label and color visibility.

Outputs

• Shaded BSL and SSL zones with four colored quadrants and a cumulative delta value per quadrant.
• Zone health percentage label and swept-zone marking (dashed, faded).
• ABS, EXH, DIV and REJ bubbles at the sweep, with a tooltip on hover (red = bearish, green = bullish).
• On-chart performance table with totals, wins and win percent per signal.

Alerts

Reversal-signal alerts can be delivered as a screen popup, sound, push notification and email when a bubble prints.

Limitations

This is a context and confirmation tool, not a standalone signal system. Zones confirm only after the pivot is complete, so they appear with a small delay. On Forex, MT5 reports tick volume, which approximates rather than equals real traded volume. Always combine signals with market structure and your own confirmation.

Full guide and chart examples: see the Comments section.