Creating Custom Indicators in MQL5 (Part 11): Enhancing the Footprint Chart with Market Structure and Order Flow Layers - https://www.mql5.com/en/articles/21984
Low-Frequency Quantitative Strategies in Metatrader 5: (Part 2) Backtesting a Lead/Lag Analysis in SQL and in Metatrader 5 - https://www.mql5.com/en/articles/21811