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.