Order Flow Footprint Workspace
- Yardımcı programlar
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Killian Roys
I develop practical utilities for MetaTrader 5 focused on manual trading workflows, risk management, execution control and broker-aware safety checks. - Sürüm: 1.0
- Etkinleştirmeler: 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.
