AURUM Order Flow Footprint

AURUM Order Flow Footprint

Confluence buy and sell indicators, derived from institutional order flow.

The indicator is built on the order flow approach used on professional trading desks: read the market from volume actually traded at each price, rather than from lagging averages of the closing price. The underlying concepts, the volume footprint, the Point of Control, the value area, bid and ask imbalance, delta, and the reading of absorption against initiation, are long established in order flow and market profile trading. What this product does is bring that approach to MetaTrader 5 in a form you can act on, with the highest value confluences located and marked automatically.

The indicator loads as a clean signals-only chart. Nothing covers your candles and there are no figures to squint at. Three elements are displayed.

1. Live support and resistance

Levels are built where the highest volume prices of four or more bars line up. They extend forward and recolour on every tick: green while price trades above them, red while price trades below.

2. Scenario labels on every bar

Each completed candle is classified the way an order flow trader reads a footprint, by comparing where the aggressive volume was with where the bar actually closed.

3. Confluence triangles

Labels on their own are observation. The triangles are the trade. A triangle appears only where an aggression scenario lands on a proven level, and it is drawn on the level line itself.

A lime triangle means buyers are attacking a level they have already defended. A magenta triangle means sellers are doing the same from above. Blue and orange mark the moments where a push into a level was absorbed and the move is turning.

Each triangle is the product of two independent reads coming together. The first is order flow: every candle is broken down to show which side was genuinely aggressive inside it, rather than where it happened to close. The second is the set of prices at which size has repeatedly changed hands, which is what turns a price into a level worth defending. A triangle is printed only where aggressive flow meets one of those levels, on the level line itself, at the close of the bar. No confluence, no triangle, no setup.

Push notifications are enabled by default, so confirmed signals reach your phone the moment the bar closes.

Two rules that keep the chart honest

1.    A signal is only ever tested against levels that already existed when that bar closed, so the history on your chart shows exactly what a live trader would have seen.

2.    A triangle is displayed only while its own level is still doing its job. Bullish triangles disappear (grey) if their support breaks, bearish triangles disappear (grey) if their resistance is reclaimed, and both return if price comes back.

A word of warning first. Switch every element below on at once and the chart becomes overwhelming. Footprint cells, volume figures, Point of Control lines, value area boxes, imbalance colouring and delta text on every candle will cover the price action and, on anything other than a handful of bars zoomed in closely, become impossible to read. That is the nature of a full footprint rather than a fault in the indicator.

This is precisely why the indicator does the reading for you. All of this data is calculated on every bar whether it is displayed or not, and it is what produces the four scenario categories and the confluence triangles on the default chart. You receive the conclusion of the analysis instead of the raw material.

Treat the elements below as inspection tools. Switch one on when you want to verify a signal or study a particular area, zoom in, look, then switch it off again. Each has its own setting, so you can bring in only the one you need.

Eleven display toggles, plus separate switches for the attacking and the absorption signals. Colours, fonts, row height, imbalance threshold, level sensitivity, signal tolerance, alert and push behaviour are all exposed as inputs. Row height adapts to the instrument and timeframe automatically, or can be fixed in points. The default settings file is included.

Every signal type also writes to its own indicator buffer, so an Expert Advisor or another indicator can read the signals directly through iCustom.

1.    MetaTrader 5. Any symbol, any broker.

2.    Built from the terminal's tick history. The more tick history your broker holds, the further back the footprint reaches. Recent bars are always available.

3.    On exchange traded instruments with real volume, the side of each trade is taken from the feed. On forex and contracts for difference, where no trade side is published, it is derived from the tick sequence.

4.    Suitable for timeframes from M1 to W1.

Trading involves risk. Past performance and historical signals are not indicative of future results. This indicator is an analytical tool and does not constitute investment advice.