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