Orderflow Footprint Delta Atlas Orderbook Heatmap
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DELTA ATLAS
Orderbook Order-Flow Visualization Dashboard for MetaTrader 5 Futures
A unified, full-screen dashboard for discretionary futures traders that turns the raw
order flow into one clear picture. Every executed trade is rendered as volume bubble
scrolling across a live liquidity heatmap, read against a real depth-of- market ladder,
a live footprint, the session volume profile and cumulative delta — the whole auction,
drawn in real time. On top of the tape sits a graded Analyst and a family of detection panels
(absorption, exhaustion, spoofing, liquidity sweeps, delta divergence
and a scalp read) that distil the flow into plain-language conclusions.
Delta Atlas is self-contained — it draws its own chart, ladder, DOM, panels and order
flow over a hidden native chart. No external indicators or installs required.
Full UserManual - https://www.mql5.com/en/blogs/post/775240
IMPORTANT: STRATEGY TESTER- REAL HISTORICAL DATA MUST BE FOR THE MOST RECENT MONTH FUTURES SYMBOL,
TRY FIRST WITH 3 DAYS LATEST DATA
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ANALYSIS ONLY — DELTA ATLAS PLACES NO ORDERS
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Delta Atlas is a visualization and analysis tool. It never opens, modifies or closes a
position, and trading permission is not required. There is nothing to arm and no account
risk from the software itself — it reads the market and draws it. Every decision, and
every order, remains entirely yours.
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1) PAIRS & TIMEFRAME
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— Timeframe: 1 to 15 minutes (built for fast intraday order flow).
— Instruments (exchange-traded futures): MES, MNQ, ES, NQ, GOLD (GC), MGC, WTI (CL),
NATGAS (NG).
— Requires a MetaTrader 5 broker that offers exchange-traded futures with market depth —
A real CME (and related exchange) futures feed with Level 2 depth
gives the richest picture.
— Set each instrument's Tick size and Heatmap value before trading it (see RECOMMENDED
SETTINGS below).
— For testing: fully download the symbol's history first, and allow a few bars/ticks for
the volume profile, heatmap and higher-timeframe context to build.
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2) TOP HEADER & MARKET SNAPSHOT
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— View-Controls summary box: pair, live price, session bias, cumulative delta and daily
change at a glance.
— Five higher-timeframe trend boxes (M5 / M15 / H1 / H4 / D1) for instant multi-timeframe
alignment.
— Indicator equalizer with live status.
— A master toggle collapses the lower 2 strip, dom, footprint candle, time and sales panel
to a compact layout for maximum chart space.
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3) TOP TOOL STRIP & FLOATING PANELS
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Specialized tools open as floating panels in a shared stack, from the top utility strip
and the bottom feature strip:
— Session Volume Profile
— Session TPO (Market Profile)
— Higher-Timeframe panel (moving averages / VWAP / supply & demand zones)
— Fundamentals / economic-calendar News panel
— The detection panels: Absorption, Exhaustion, Spoof, Sweeps, Delta divergence, Scalp,
and the Analyst.
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4) MAIN CHART — VOLUME BUBBLES & FLOW
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— Every executed trade spawns a 3D bubble at the right edge and scrolls left on a
shared flow clock. Bubble size scales with traded volume; colour marks the aggressor
side (buyer / seller).
— A continuous price / "EKG" trace threads through the bubbles, drifting at a constant
speed so the picture reads as steady flow no matter how bursty the tape is. STEP
(footprint stairstep) or SMOOTH (diagonal) geometry.
— Big-order size pills flag prints above your threshold, side-coloured and fading with
the bubble so the field never clutters.
— Grid, key levels and a polished background; zoom, price anchor and auto-scroll are all
on-chart controls.
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5) VOLUME PROFILE & TPO AUCTION ANALYSIS
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— Session Volume Profile built from traded volume in your session window, drawing the
three structural levels: POC (Point of Control), VAH and VAL (value area, default 70%).
— High- and Low-Volume Node (HVN / LVN) detection — accepted-value magnets vs. thin
fast-travel gates.
— Session TPO: a Market-Profile-style letter-block distribution with TPO point of
control, value area and single-print detection.
— Session cumulative delta (CVD): net aggressive buying vs. selling, rebuilt from tick
history at session start and updated per tick — read it against price for divergence.
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6) ORDER FLOW — DOM, TIME & SALES, FOOTPRINT
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— Depth-of-Market ladder with resting bid/ask size per price, depth bars, executed-level
flash, and a footer band summarising bid/ask imbalance and the nearest large limits.
Four data sources: real Level 2 BOOK, INFERRED shelves, aggressive TRADES, or AUTO.
— Time & Sales tape: a rolling list of recent trades classified buy/sell with a buy/sell
pressure gauge.
— Bookmap-style scrolling liquidity heatmap: resting size glows as horizontal bands that
move on the same flow clock as the bubbles, so walls stay under the prints that test
them. Thermal and support/resistance colour modes.
— Footprint — EIGHT selectable styles: per-price bid vs. ask volume, diagonal
buyer/seller imbalances, bar point of control and delta, up to a value-area footprint.
— Iceberg detection: flags levels where executed volume repeatedly exceeds the visible
resting size (real-book feature).
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7) DETECTION PANELS & ANALYST
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Each panel reports a specific order-flow event as a plain-language read (all are
visual / analytical — none place a trade):
— ABSORPTION — a reactor-style panel showing large resting orders soaking up aggressive
flow without price moving: absorbed %, wall size, volume eaten, tape pressure, hold
time, remaining-life estimate, plus REFILL and WALL FAILING states.
— EXHAUSTION — aggressive flow that keeps hitting but stops moving price: momentum
running out at the edge of a move.
— SPOOF RADAR — flags likely spoofed / pulled resting liquidity so a wall that vanishes
as price approaches does not fool you.
— LIQUIDITY SWEEPS — multi-level aggressive runs and large cancels (pulled liquidity).
— DELTA DIVERGENCE — where price and cumulative delta disagree; can raise an alert.
— SCALP — a near-term conviction read with a selectable horizon.
— ANALYST — a graded, single-panel second opinion with equalizer-style factor bars,
blending the tape, profile and higher-timeframe context into one directional read.
Note: the detection models are proprietary; each panel explains what it shows and how to
read it, not the internal recipe.
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8) HIGHER-TIMEFRAME & CONTEXT
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— HTF panel with three configurable moving averages (each on its own timeframe's closes)
plus a session-anchored VWAP.
— Supply & demand zones and a higher-timeframe volume profile (value area, POC, HVN/LVN)
showing where the live auction sits inside the larger structure.
— Fundamentals / News panel from the MT5 economic calendar, colour-coded by importance
and flagged for the symbol's own currencies, with configurable past/upcoming windows.
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9) ALERTS
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— Delta-divergence alert: pop-up (and optional sound) on a fresh price-vs-cumulative-
delta divergence, once per event.
— Session-signal alert: notifies when the intraday session read flips long <-> short.
— Scalp read: an on-screen near-term conviction cue.
— Optional push notifications to your phone (set your MetaQuotes ID in MT5 Options).
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10) VISUAL CUSTOMIZATION & STRATEGY TESTER
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— 29 directional colour themes, 26 panel skins, dark / light base modes — mixed freely
and consistent across header, DOM, panels and chart.
— A clean, low-chrome Minimalist layout.
— Responsive resolution presets: 1080p, 1440p, 4K, Ultrawide, 2560x1080 and Custom.
Styling is fully separated from logic, so appearance never changes what the panels read.
— Runs in the MT5 Strategy Tester visual mode: replay historical sessions and study the
order flow bar by bar. In the tester the DOM is implied from tick history and the tape
is generated from historical bars/ticks.
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RECOMMENDED SETTINGS (per instrument)
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INSTRUMENT TICK SIZE HEATMAP
MES (Micro E-mini S&P 500) 50 180
MNQ (Micro E-mini Nasdaq-100) 80 200
ES (E-mini S&P 500) 50 180
NQ (E-mini Nasdaq-100) 80 200
GOLD (GC) 60 25
MGC (Micro Gold) 60 25
WTI (CL Crude Oil) 60 125
NATGAS (NG Natural Gas) 60 125
Enter each instrument's Tick size and Heatmap value in the inputs before trading it, so
the ladder, DOM and heatmap read correctly. Symbol names vary between brokers — match by
instrument, not the exact ticker.
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REQUIREMENTS & SERVICE
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— Platform: MetaTrader 5 (any recent build). Self-contained; no external installs.
— Broker: an MT5 account offering exchange-traded futures with market depth.
— Display: 1920 x 1080 (1080p) or higher recommended — the dashboard is dense by design.
— Hardware: a modern, decent multi-core CPU, adequate free RAM and a capable GPU give the
smoothest experience, especially in the visual Strategy Tester at high speed. A wired
connection and a stable VPS are recommended for long live sessions.
— The product is updated frequently — reload the EA after each update so MT5 picks up the
latest build.
IMPORTANT: IF YOU LOSE YOUR INTERNET CONNECTION, OR SHUT DOWN / RESTART YOUR PC OR LAPTOP,
YOU MUST RE-ATTACH THE EA TO THE CHART so it rebuilds and recalculates from fresh data.
The dashboard does not silently resume a broken session — always reload it after any
disconnection or restart. This is essential.
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DISCLAIMER
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Delta Atlas functions strictly as an interactive dashboard and analytical assistant. Its
panels, reads and grades are information, not financial advice, and no read is a guarantee
of any particular outcome. It does not place, modify or close orders.
Trading leveraged instruments such as futures carries a substantial risk of loss and is
not suitable for every investor. You can lose more than your initial deposit. Past
performance — live, demo or from the Strategy Tester — does not guarantee future results.
You are solely responsible for your own trading decisions, risk and money management, and
for complying with the rules of your broker or prop firm. Always test thoroughly in the
Strategy Tester and on a demo account before committing real capital. If in doubt, seek
advice from an independent, licensed financial professional.
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SETTINGS, UPDATES AND CUSTOMER SERVICE
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Please read the full Delta Atlas Manual for a thorough guide to setting it up and familiar
yourself with the ui and what each component does.
Updates are frequent
For customer service, please reach out with any issue providing the order number, a screenshot and a summary of the issue.
© AJ Trading Tools. Delta Atlas · MetaTrader 5. For educational use only.
