Quantum Footprint VWAP Pro
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Quantum Footprint VWAP Pro
Quantum Footprint VWAP Pro is a multi-layer market-analysis indicator for MetaTrader 5. It combines candle footprint data, bid/ask delta, VWAP channels, global volume profile, Low Volume Nodes and Fixed Range Volume Profile in one chart workspace.
The indicator is designed for traders who want to study how volume is distributed inside price movement, identify important auction levels and observe the interaction between price, VWAP and volume profile structure.
It is an analytical tool. It does not open trades and does not guarantee trading results.
Main features- Per-bar Footprint clusters with volume and delta modes
- Bid/Ask-based candle delta displayed above candles
- Color volume histogram in a separate subwindow
- Multi-timeframe VWAP with two deviation channels
- Global Volume Profile with POC and Value Area
- Low Volume Nodes detection
- Fixed Range Volume Profile controlled directly from the chart
- Volume and Delta modes for both global and fixed-range profiles
- Customizable colors, gradients, borders, line styles and widths
- Real-time profile updates from the tick stream supplied by the broker
- Support for tick volume and real volume, when real volume is available from the symbol
The Footprint module displays volume distribution within each candle. It can be used in two visualization modes:
- Volume mode shows the relative Ask/Buy and Bid/Sell participation at each price level.
- Delta mode displays the difference between Ask and Bid activity using two fixed colors.
Candle delta is shown above the bar. Positive and negative values are colored independently and help identify buying or selling pressure within the candle.
VWAP channelThe VWAP module calculates the volume-weighted average price from tick data and draws:
- Main VWAP line
- First upper and lower deviation bands
- Second upper and lower deviation bands
The VWAP timeframe and reset method are configurable. This allows the same VWAP reference to be used consistently across different chart timeframes.
Global Volume ProfileThe Global Volume Profile aggregates volume over a selected historical range and displays the distribution directly on the chart.
Available elements:
- Profile POC — the price level with the highest accumulated volume
- Value Area High and Value Area Low
- Volume or Delta visualization mode
- Adjustable profile width and position
- Gradient intensity and brick borders
- Configurable profile source timeframe
LVN levels identify low-volume areas inside the global profile. These areas may help traders locate thin auction zones and potential areas of accelerated price movement.
LVN calculation can be adjusted by:
- Maximum LVN volume as a percentage of the profile peak
- Price-cell size in ticks
- Smoothing filter radius
- Line color, style and width
The Fixed Range Volume Profile allows manual analysis of any selected section of the chart.
Use the chart controls:
- RVP: + range — add a new profile
- RVP: drag with LMB — select a range with the left mouse button
- RVP: Volume / Delta — switch visualization mode
- Clear RVP — remove all manually created profiles
Multiple profiles can be placed on one chart. Each profile retains its selected range when switching timeframes. Click its POC or Value Area line to open the editable range box. The profile can then be resized or removed individually.
Input parameters
Volume & Candle Delta Options- VolumeType — selects Tick Volume or Real Volume.
- InpMaxBars — maximum number of chart bars used by the footprint calculation.
- FontSizeDelta — candle delta text size.
- TextDistanceDelta — distance between candle high/low and delta text.
- InpColorBuy — histogram color for positive delta.
- InpColorSell — histogram color for negative delta.
- InpVolumeWidth — histogram bar width.
- ShowVWAP — enables or disables VWAP.
- VwapTimeFrame — source timeframe for VWAP.
- VwapResetPeriod — VWAP reset method: daily, weekly, monthly or a selected number of bars.
- VwapBarsCount — number of source bars used when the Bars reset method is selected.
- VwapDevMultiplier1 / 2 — multipliers for the first and second deviation channels.
- VwapColor, Style and Width settings — visual settings for the main VWAP and deviation lines.
- Profile row height — vertical brick size in pixels.
- Color mode — Volume or Delta.
- DataSource — source timeframe used for profile aggregation.
- ColorAsk / ColorBid — Ask/Buy and Bid/Sell profile colors.
- Profile gradient — gradient intensity from 0 to 100.
- HgWidthPercent — profile width as a percentage of chart width.
- Show profile borders / Profile border color — brick contour settings.
- HgPosition — profile placement on the left or right side of the chart.
- GlobalPeriod — historical range unit.
- GlobalCount — number of selected periods included in the profile.
- Show RVP controls — displays or hides chart controls.
- RVP width — profile width as a percentage of chart width.
- RVP price step — price-cell size in ticks.
- RVP color mode — Volume or Delta.
- RVP Ask/Buy and Bid/Sell colors — profile colors.
- RVP POC color and line width — Point of Control appearance.
- RVP VA color and line width — Value Area appearance.
- Show POC — enables the Global Profile POC line.
- POC color / width — POC appearance.
- Show VA — enables Value Area lines.
- Value Area percent — percentage of total profile volume used for Value Area calculation.
- VA color / width — Value Area line appearance.
- ShowLVN — enables LVN levels.
- Max LVN volume — LVN threshold as a percentage of maximum profile volume.
- LVN price step — price-cell size used for LVN calculation.
- LVN filter radius — smoothing radius.
- LVN line color, style and width — LVN appearance.
- ShowPerBarCluster — enables candle footprint clusters.
- InpClusterBarsCount — number of recent candles with footprint rendering.
- Cluster row height — vertical footprint brick size.
- Cluster color mode — Volume or Delta.
- Ask/Buy and Bid/Sell colors — footprint colors.
- Delta Buy/Sell colors — colors for candle delta values.
- Cluster gradient — gradient intensity from 0 to 100.
- Show cluster borders / border color — footprint brick contour settings.
- PerBarPOCColor — POC color inside each candle footprint.
These parameters control the appearance and position of the local-time and candle-countdown display.
