Topics: metatrader5, mql5, order-flow, expert-advisor, mql4, metatrader, forex-trading, indicators, technical-analysis, market-analysis, footprint-chart, volume-profile, tape-reading, mt4, mt5, trading-bot, mt5-footprint-chart, mt5-orderflow-engine, bid-ask-delta-indicator
Order flow and footprint chart toolkit for MT5 / MT4 traders, designed to expose hidden buyer / seller pressure at every price level. The project visualizes bid-ask volume imbalance, delta clusters, absorption zones, and aggressive market participation in real time, giving discretionary and algorithmic traders a microstructure-level view of price action.
Real-time footprint chart engine with bid / ask volume clustering, delta heatmaps, and absorption detection for serious order flow traders.
Candles tell you what happened. Footprint charts tell you who did it and how hard they pushed.
This project reveals:
- Aggressive buyers vs sellers per price level
- Delta exhaustion and absorption
- Where liquidity actually got eaten
FlowFootprint MT5/MT4 rebuilds market microstructure from streaming tick data and renders it as a footprint visual.
| Module | Description |
|---|---|
| Tick Aggregator | Groups ticks into price-level buckets |
| Delta Engine | Computes bid vs ask volume per cell |
| Cluster Renderer | Draws colored footprint cells |
| Absorption Scanner | Detects volume soaks at extremes |
| Imbalance Alerts | Highlights stacked bid / ask imbalances |
| Session Stats | Tracks cumulative delta and POC |
| Feature | Description |
|---|---|
| Footprint Cells | Bid x Ask volume per price level |
| Delta Heatmap | Green / red intensity gradient |
| Imbalance Stacks | 3+ stacked diagonal imbalances |
| Cumulative Delta | Running delta line below chart |
| POC Marker | Point of Control highlighted |
| Value Area | 70 percent volume zone shaded |
| MT4 / MT5 Support | Platform selection system |
| Tick Size Control | 1 / 5 / 10 / 20 tick aggregation |
| Symbol Selector | Any tick-streaming pair |
| Replay Mode | Step through historical flow |
- Tick-by-tick rendering, no candle smoothing
- Adaptive cell sizing per volatility
- Pause and replay support
- Lightweight memory footprint per session
Requirements:
- Windows 10 / 11
- .NET 8+
- Visual Studio 2022
git clone https://github.com/your-username/flow-footprint.gitOpen solution → Press F5
- Launch app
- Select MT4 / MT5
- Enter login
- Click CONNECT
- Choose symbol & tick size
- Set imbalance threshold
- Click START FLOW
- Read clusters and delta live
PRICE BID x ASK DELTA
1.0852 [ 12 | 48 ] +36
1.0851 [ 33 | 41 ] +8
1.0850 [ 78 | 22 ] -56 <- absorption
- Green cell = ask-side aggression
- Red cell = bid-side aggression
- Yellow border = imbalance stack
- Bold = absorption candidate
- Tick aggregation
- Footprint rendering
- Delta engine
- Real MT5 tick bridge
- Volume profile overlay
- Multi-symbol tabs
- Export to CSV / replay file
1. Fork
2. git checkout -b feature/new-feature
3. git commit -m "Add feature"
4. git push
5. Open PR
MIT
FlowFootprint MT5/MT4 · v1.0

