Tick Footprint Bars
Footprint charts are standard on order-flow platforms and essentially absent from MetaTrader, because neither MQL4 nor MQL5 exposes genuine per-price-level trade data to build one from on a retail forex feed. This indicator builds the closest honest approximation available: every incoming tick is classified as buy or sell pressure using the standard uptick/downtick rule - a price rising since the last tick counts as buy pressure, falling counts as sell pressure, and an unchanged price inherits whatever the last classified direction was, exactly as most tick-based order-flow proxies define it. Each classified tick is bucketed into a price row (InpPriceStepPips wide) within the bar it occurred on, and every row's running buy|sell tick count is drawn as a small text label directly on the chart. A one-line delta label (buy ticks minus sell ticks) sits above each bar's tallest tracked row. The honesty this indicator insists on is in what it does NOT do: it never pretends to reconstruct a footprint for bars that closed before it was attached. Neither platform keeps a historical record of individual past ticks at a given price level, only aggregate OHLC and a tick count per bar, so any footprint claiming to cover history older than the indicator's own attach time would have to be invented. This one starts empty and builds forward, one live tick at a time, keeping up to InpBarsToKeep completed bars plus the one currently forming. Notes and limitations - This is genuinely live-only. Bars that closed before the indicator was attached show no footprint at all, by design - there is no data source on either platform that could honestly fill them in. - Tick classification uses the standard uptick/downtick rule on Bid, a well-established but still approximate proxy for real trade-side data; it is not a report from an exchange matching engine. - On very fast symbols or during news, a bar can generate more distinct price rows than InpMaxLevelsPerBar allows; extra ticks at a brand new row beyond the cap are not counted anywhere once the cap is hit. - Every label is a chart object; a low-powered machine running this on several charts at once with a large InpBarsToKeep may notice the redraw cost. Reduce InpBarsToKeep or InpMaxLevelsPerBar if so. - This visualises tick pressure, not a trade signal. It does not size a position, place a stop, or account for spread and slippage.
Indicator · MT5 · v1.0 · Free
About Tick Footprint Bars
Tick Footprint Bars is an indicator for MetaTrader 5. It has 8 settings, such as Bars to keep, Price step pips and Max levels per bar. MQL source code included.
Files in the download: TickFootprintBars.ex5, TickFootprintBars.mq5, TickFootprintBars.txt.
Settings
| Setting | Default | What it does |
|---|---|---|
| Bars to keep | 15 | Completed bars kept on screen besides the one currently forming |
| Price step pips | 2.0 | Bucket width, in pips, each footprint row represents |
| Max levels per bar | 12 | Maximum footprint rows tracked and drawn per bar |
| Font size | 7 | Footprint text font size |
| Buy dominant color | clrDodgerBlue | Row colour when buy ticks outweigh sell ticks |
| Sell dominant color | clrCrimson | Row colour when sell ticks outweigh buy ticks |
| Delta up color | clrLime | Bar delta label colour when delta is positive |
| Delta down color | clrOrange | Bar delta label colour when delta is negative |
How to install
- Download the ZIP from your PolyMaria library and unzip it.
- In MetaTrader 5 open File → Open Data Folder, then go to MQL5 → Indicators.
- Copy the .mq5 file(s) there. Put any .mqh files in MQL5 → Include.
- Open the .mq5 file in MetaEditor and press Compile (F7) if MetaTrader does not show it.
- Drag the indicator from the Navigator onto a chart and adjust the settings.
Tags: Grid · Buy/Sell Arrows · MT5 Indicator · MQL5 Source Code