Order Flow Footprint Workspace

  • Utilitários
  • Killian Roys
    Killian Roys
    I develop practical utilities for MetaTrader 5 focused on manual trading workflows, risk management, execution control and broker-aware safety checks.
  • Versão: 1.0
  • Ativações: 10
Order Flow Footprint Workspace is a read-only order-flow and market microstructure workspace for MetaTrader 5.

It transforms the tick data provided by your broker into an interactive session-based footprint view with price-level activity, profiles, historical navigation and diagnostics. The workspace automatically adapts to the information actually available in the broker feed and does not invent trade direction when the source data cannot support it.

MAIN FEATURES

• Footprint candles with SELL × BUY values at each price level when reliable trade direction is available.
• Quote Activity mode for feeds where true trade direction cannot be established reliably.
• Tick grouping: 1, 2, 5 and 10 ticks.
• Session-based footprint visualization with clear separation between individual footprint candles.
• Right-side activity / traded-volume profile.
• POC, VAH and VAL when legitimate traded-volume semantics are available.
• Delta and Cumulative Volume Delta when reliable directed trade information is available.
• Historical navigation with PREV, NEXT, direct DATE selection, intra-session VIEW navigation and direct TIME selection.
• GO LIVE for instant return to the current session.
• Persistent local session storage and automatic recovery after restart.
• Adjustable session start and end times.
• Configurable Value Area percentage.
• Data retention options of 7, 30 or 90 days.
• Responsive interface for large and compact chart layouts.
• Built-in diagnostics for feed capability, coverage, session, cache and runtime information.
• Optional support capture system for troubleshooting.
• No trade execution. The product is strictly read-only.

ADAPTIVE BROKER FEED HANDLING

Different brokers and symbols expose different tick information. Order Flow Footprint Workspace classifies the available feed and selects the safest compatible semantic mode.

DIRECTED TRADES

When reliable server-side trade direction information is available, the workspace can display:
• SELL × BUY footprint values
• Delta
• Cumulative Volume Delta
• Traded Volume Profile
• POC
• Value Area High
• Value Area Low

QUOTE ACTIVITY

When the feed does not provide enough information to establish true trade direction, the workspace switches to Quote Activity instead of creating artificial order-flow information.

In this mode the workspace can display:
• BID update activity
• ASK update activity
• Quote Activity footprint
• Activity Profile
• Activity Peak

Delta, CVD and traded-volume statistics are intentionally not displayed when they cannot be supported by the source data. This conservative behavior avoids presenting estimated quote activity as confirmed market trades.

HISTORICAL SESSIONS

The workspace stores collected session data locally and allows available sessions to be reopened and explored.

• PREV / NEXT — move between stored sessions
• DATE — open a specific available session
• < VIEW / VIEW > — move through different time windows inside the selected session
• TIME — jump directly to an available time
• GO LIVE — return to the current live session

The selected historical context remains consistent when changing the MetaTrader chart timeframe.

PROFILE

PROFILE ON displays the right-side profile. Depending on the semantic mode, it represents either:
• traded volume with POC / VAH / VAL, or
• quote activity with Activity Peak.

PROFILE OFF hides the profile and gives more horizontal space to the footprint.

DIAGNOSTICS

The DIAG panel provides a read-only technical snapshot including:
• detected semantic mode and classification reason
• broker, server and symbol
• session and tick statistics
• directional coverage
• cache state and stored sessions
• data coverage
• POC / VAH / VAL when available
• Activity Peak when applicable

The diagnostics panel is also useful when contacting support.

MAIN INPUTS

Workspace
• History preload (minutes) — amount of recent history requested when the product starts.
• Session start / Session end — broker-server-time session window. 00:00 / 00:00 represents a full broker day.
• Value Area (%) — percentage used for VAH / VAL calculation when traded-volume semantics are available.
• Stored sessions — choose 7, 30 or 90 days of local session retention.

Performance (Advanced)
• Tick batch size — maximum tick batch requested during processing.
• Processing timer — internal processing interval.
• Workspace refresh target — target refresh interval for the visual workspace.
• Persistence interval — controls how often session state is saved.
• Diagnostics refresh interval — controls the refresh frequency of the DIAG view.

Feed Classification (Advanced)
• Minimum trade-like ticks for classification — minimum observation count before directional capability can be accepted.
• Minimum directional coverage — required percentage of reliable directional observations.

Support / Diagnostics
• Create support capture files — disabled by default; enable only when a support capture is required.
• Support capture tag — optional identifier for support runs.
• Support snapshot interval — frequency of support snapshots.
• Support capture duration — maximum duration of the support capture.
• Maximum support file size — maximum support capture file size.
• Run internal startup regression tests — disabled by default; intended for technical validation and support.
• Verbose support journal — disabled by default; enables additional technical logging.

IMPORTANT INFORMATION

Order Flow Footprint Workspace depends on the tick information supplied by MetaTrader 5 and your broker. Feature availability can therefore differ between brokers, servers, symbols and asset classes.

A broker that supplies reliable directional trade flags can expose richer order-flow information than a broker that supplies only quote updates or ambiguous Last/Volume fields.

Historical sessions can only contain data that was available from the broker and collected by the workspace.

This product is an analysis and visualization utility. It does not place, modify or close trades, does not provide trading signals and does not guarantee trading results.
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Signal TradingView to MT5 Pro Automator Execução profissional instantânea entre TradingView e MetaTrader 5 Automatize a sua estratégia de trading com a ponte de comunicação mais robusta entre os alertas do TradingView e a execução real no MT5. Concebido para traders que exigem velocidade, flexibilidade e uma gestão de risco impecável, este Expert Advisor transforma qualquer mensagem de alerta numa ordem de mercado ou de limite precisa. PONTOS FORTES E VANTAGENS Motor de Parsing Universal (Propri
Footprint Chart Pro — Professional OrderFlow EA for MetaTrader 5 Version 6.34 | Professional tool for real traders | Institutional-Grade Visualization DEMO USERS - PLEASE SELECT EVERY TICK / REAL TICK WHEN TESTING AND YOU HAVE DOWNLOADED HISTORICAL DATA. IF YOU SEE A WAITING SCREEN AND IT IS NOT DOWNLOADING, IT MEANS YOU HAVE LOW HISTORICAL DATA. TRY 1 MIN AND 5 MIN FIRST ON 1 DAY DATA. ONE DAY DATA SHOULD BE THE NEWEST AND MOST CURRENT DATE. PLEASE WAIT UNTIL THE MARKET HAS ROLLED OVER PERIOD.
Trade Indicator Assistant   is a powerful MT5 utility designed to turn indicators into automated trading systems. Its main feature is the ability to automatically detect an indicator’s   BUY and SELL signal buffers , without requiring you to know the buffer numbers, search through indicator settings, or modify the indicator source code. Bonus Indicator:   After purchasing Trade Indicator Assistant, contact me to receive   Trade Signal Pro   completely free as a bonus indicator. [Download Demo V
Anchor Trade Manager
Kalinskie Gilliam
5 (9)
Your EAs cannot see each other, but Anchor can. Anchor gives you one place to coordinate your EAs, manage risk, and decide when trading is allowed. It works alongside the trading bots you already use without any changes to them. The Problem One EA opens a trade. Then another starts trading. The next thing you know, you wake up to multiple grids built across your account. Each EA may be doing exactly what it was designed to do, but together they can place far more risk on your account than you in
EA Overfitter
Stephen J Martret
5 (1)
That backtest looks great. But will it still be making money tomorrow, next week, next month? EA Overfitter re-runs your EA on 100 price histories it has never seen. One score tells you if the edge is real. A backtest tells you what an EA did on one price history — the one that happened to occur. What you cannot tell from it is how much of that result was the strategy and how much was the particular path. EA Overfitter answers that. It builds up to 100 synthetic price histories your EA has n
Astro Trade MT5
Indra Maulana
5 (8)
25% discount on the release of the tool: only for the next 3 buyers Send a message to receive a demo version. AstroTrade Trading Assistant AstroTrade is a comprehensive multi-functional trading utility developed for the MetaTrader 5 platform. It integrates essential tools for trade execution, risk management, and technical monitoring into a single unified interface. The application is designed to assist traders in managing their daily operations through a visual and structured environment. Vi
Premium Trade Manager - O Painel de Operações com um Coach Integrado Premium Trade Manager coloca um coach de trading dentro do seu gráfico, com um motor de execução completo por baixo. Configure a operação da forma que sempre faz e deixe o Max, seu coach de trading com IA, ler exatamente esse setup em relação à sua conta ao vivo e dar um veredicto direto antes de confirmar: se o stop é disciplinado, se o risco faz sentido, se há um evento de alto impacto a minutos de distância, se você está pró
Painel de Trading para MetaTrader 5 — controle profissional de trading em um clique a partir do gráfico e do teclado Um painel de trading avançado para traders ativos, criado para abrir, gerenciar e fechar operações muito mais rápido do que com a interface padrão do MetaTrader. Esta solução foi desenvolvida para quem deseja controlar posições, ordens pendentes, lucro total e execução em um único espaço de trabalho profissional. Não se trata apenas de mais um utilitário. É um verdadeiro cockpit
Farmed Hedge Yield Farming | All Markets (Manual - Hybrid - Semi/Automated EA) VERIFIED TRADING RESULTS - Farmed Hedge Yield Axi Copy:  https://www.mql5.com/en/signals/2356376 - Farmed Hedge Yield Exn Copy:   https://www.mql5.com/en/signals/2356404 - Farmed Hedge Yield V Copy:  https://www.mql5.com/en/signals/2357156 IMPORTANT NOTICE: FarmedHedge is a MANUAL-FOCUSED TRADING UTILITY ,not a fully automated EA. Results shown on this Signal include manual trades and overall strategic management.
Copiadora->Interação de interface conveniente e rápida, os usuários podem usá-la imediatamente       ->>>> Recomendado para uso em computadores Windows ou VPS Windows Características: Configurações de negociação de cópias diversificadas e personalizadas: 1. Diferentes modos de lote podem ser definidos para diferentes fontes de sinal 2. Diferentes fontes de sinal podem ser definidas para negociação de cópias direta e reversa 3. Os sinais podem ser definidos com comentários 4. Se deve calibrar o
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Safety First Trade Manager Safety First Trade Manager is a manual trade planning and position management utility for MetaTrader 5. It helps you define Entry, Stop Loss, Take Profit and risk before sending an order, while keeping every execution decision under your direct control. It does not generate trading signals and does not trade automatically. Quick Start Install Safety First Trade Manager from MetaTrader Market and attach it to the chart you want to trade. Enable Algo Trading in MetaTrad
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