الوصف
MicrostructureVolumeProfile — Order Flow & Volume Profile for cTrader
MicrostructureVolumeProfile brings professional order-flow tools to cTrader:
a footprint-style volume profile with a live delta ladder, a stacked
buy/sell histogram, and automatic detection of high-volume and low-volume
nodes — all built directly on cTrader's native charting engine.
WHAT IT SHOWS
- Volume Profile Histogram
A horizontal histogram built from your lookback window, showing exactly
where volume concentrated on the price axis — split into buy and sell
segments stacked in the same bar, so you see the real composition of
each price level, not just a single dominant color.
- Delta Ladder
A footprint-style ladder to the left of the profile listing the most
significant price levels, each with its Delta, Price and Volume —
color-coded by buy/sell dominance and sized proportionally to magnitude.
- POC, Value Area (VAH/VAL), HVN & LVN
Automatically calculated Point of Control, Value Area boundaries at your
chosen percentage (default 68%), a secondary High Volume Node, and a
Low Volume Node marking potential liquidity gaps.
- Buy/Sell Zone Detection
Levels with abnormally high volume AND clear directional dominance are
automatically flagged as DEMAND or SUPPLY zones, extended forward on the
chart as potential support/resistance areas — fully configurable
thresholds so you control sensitivity.
- Live Order Flow Delta (Tape + DOM)
Real-time buy/sell classification using the tick rule on live quotes,
optionally blended with Level 2 Order Book Imbalance (DOM) when your
broker provides market depth — giving you both an executed-flow proxy
and a resting-liquidity imbalance signal in one panel.
HOW IT WORKS
Historical volume is distributed across each bar's High-Low range weighted
toward the close, then classified as buy/sell pressure based on candle
direction and magnitude. The bin where price is currently trading is
continuously refined using live tick and order book data, so the profile
stays accurate as the market moves — not just a static historical snapshot.
FULLY CUSTOMIZABLE
- Lookback bars, number of price bins, histogram and ladder width
- Value Area percentage
- Zone volume threshold and minimum dominance percentage
- DOM depth levels and tape/DOM blend weight
- Colors, label font size, and opacity for every element
WHO IT'S FOR
Designed for discretionary and semi-systematic traders working Forex
majors, metals, and indices who want to read where volume — and buy/sell
pressure — is concentrated, without needing a separate order-flow
platform.
IMPORTANT NOTES
- Forex/CFD markets are OTC — there is no centralized trade tape with a
labeled aggressor side. The tick rule is a well-established academic
approximation (Lee-Ready style) of executed-flow direction, not a
guaranteed ground truth.
- Order Book Imbalance requires your broker to provide Level 2 market
depth (e.g. ECN/Raw accounts). If unavailable, the indicator falls back
automatically to tape-only delta with no interruption.
- This tool provides market structure information for discretionary
analysis. It does not generate trade signals, execute orders, or
guarantee results. Past volume distribution does not guarantee future
price behavior.
✔ Footprint-style stacked buy/sell volume histogram
✔ Delta ladder with color-coded price levels
✔ Automatic POC, Value Area (VAH/VAL), HVN & LVN detection
✔ Buy/Sell (Demand/Supply) zone auto-detection with adjustable sensitivity
✔ Live tick-rule delta panel
✔ Optional Level 2 Order Book Imbalance (DOM), blended with tape delta
✔ Fully configurable colors, thresholds, and dimensions
✔ Works on any Forex, metals, or index symbol with tick volume data
