Order-flow tools and MT4/MT5 code: CVD, Volume Profile and Market Profile
Official sources reviewed ·
Searching for a TradingView footprint alternative often leads to order-flow platforms. Before choosing software or source code, distinguish executed volume, displayed resting liquidity, time at price and estimated directional volume. Similar-looking charts can answer different questions.
What each view measures
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| View | Input and interpretation |
|---|---|
| Footprint | Executed volume grouped by price and bar; classification depends on the feed. |
| Order-book heatmap | Changes in displayed resting liquidity; historical depth coverage matters. |
| Volume Profile | Activity grouped by price. Check whether the input is exchange volume, tick volume or an estimate. |
| Market Profile / TPO | Time or occurrence at price; it is a different measure from volume. |
| CVD | Cumulative directional-volume difference. Inspect the trade classification and reset rules. |
Platforms to evaluate
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| Platform | Focus |
|---|---|
| Deepcharts | Charts focused on order flow and advanced volume analysis. |
| ATAS | Footprint, heatmap, volume-profile and order-flow analysis. |
| Bookmap | Order-book liquidity heatmaps and transaction analysis. |
| Quantower | Multi-connection trading workspace with order-flow tools. |
| Sierra Chart | Technical charting and custom studies for market analysis. |
| Exocharts | Desktop and web order-flow, footprint and TPO charts. |
| TapeSurf | Crypto order-book heatmaps, footprints and profiles. |
Check asset coverage, exchange or broker feed, depth history, replay, export and custom-code access for the edition you will actually use. BSV does not claim native integration with these platforms.
MT4 and MT5 source-code starting points
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| Source | Platform | Study focus |
|---|---|---|
| Cumulative Volume Delta | MT4 / MT5 | Price-action classification of volume; MT5 can use real volume where supplied. |
| Volume Profile | MT4 / MT5 | This implementation uses candles and their associated tick volume. |
| Market Profile | MT4 / MT5 | Time-at-price profile; inspect session and price-resolution settings. |
These are attributed EarnForex entries, linked to their source and license records. They are not Bookmap or ATAS plugins. Compilation and runtime testing are not claimed by BSV. Free source access requires verified email registration.
Can MT5 CVD reproduce an exchange footprint?
Do not assume it can. A broker’s tick-volume or price-direction estimate is not automatically the same as centrally reported executed buy/sell volume or historical depth. Inspect the actual source formula and feed before comparing two charts.
Primary sources and next steps
Deepcharts · Official documentation
ATAS · Official documentation
Bookmap · Official documentation
Quantower · Official documentation
Sierra Chart · Official documentation 1 · Official documentation 2
Exocharts · Official documentation
TapeSurf · Official documentation
EarnForex · Cumulative Volume Delta · EarnForex · Volume Profile · EarnForex · Market Profile