Footprint and Order Flow for MT5

Footprint is an indicator for order flow and volume analysis.

It helps identify market structure at the cluster level, find key zones with increased activity, and work with filters directly on the chart without constantly opening the settings window.

Footprint Indicator Features

• cluster-based Bid x Ask and Delta charts;
• on-chart control panel;
• sliders for filter adjustments;
• Absorption;
• Initiative;
• Stacked Imbalances;
• Big Trades;
• dPOC / Dynamic Point of Control;
• Delta;
• side market profile;
• cumulative delta.

Key Advantages

• fast calculation and data rendering for high-density tick flow;
• on-chart management — switch main modes and filters directly on the chart;
• filtering to highlight significant levels and clusters;
• visual signal highlighting: absorption, initiative, imbalance, and large trades;
• side profile by day, week, or visible range;
• delta panel with total volume, delta, and cumulative delta.

Footprint helps to determine:

• where significant volume is concentrated;
• where initiative pressure appears;
• where price meets passive limit defense;
• where important imbalance and price reaction zones are formed.

Who is it for

• traders using order flow;
• traders working with clusters, delta, and volume;
• users who need quick access to filters and modes directly on the chart.

Important

For maximum accuracy, the broker must provide tick data or real exchange volumes.
On instruments without a full trade flow, some parts of the logic will operate in a simplified mode.