Table of Contents

Introduction & Concept

Delta Atlas is a single-file MetaTrader 5 Expert Advisor built around one core idea: make the live order flow visible. It replaces the native chart with a full-screen, Bookmap-style dashboard where every executed trade becomes a glossy 3D bubble scrolling across a liquidity heatmap, read against the depth of market, a live footprint, and the session volume profile.

Delta Atlas is an analysis and visualization tool — it does not generate buy/sell orders and it never trades your account. On top of the live tape it layers a set of reading aids: a graded Analyst, and a family of detection panels (absorption, exhaustion, spoofing, liquidity sweeps, delta divergence and a scalp read) that turn raw activity into plain-language conclusions.

The idea in one paragraph

Price is the output of an auction. Most charts show you only the output; Delta Atlas shows you the auction — who is hitting the bid and lifting the offer, where large resting orders sit, where they are being absorbed or pulled, and how aggressive each side is right now. Executed trades stream in as bubbles sized by volume and coloured by aggressor; resting liquidity glows as a heatmap; and the cumulative delta, footprint and volume profile give the session its structure. The result is a single, coherent picture of supply and demand as it happens.

Requirements & Installation

System requirements

Installing the Expert Advisor

1. Open the data folder In MetaTrader 5, choose File ▸ Open Data Folder.
2. Copy the EA Place DeltaAtlas.ex5 into the MQL5\Experts\ folder.
3. Refresh the Navigator Back in MT5, right-click Expert Advisors in the Navigator and choose Refresh. Delta Atlas appears in the list.
4. Allow algo trading Click the Algo Trading toolbar button so it is green. This drives the render timer — Delta Atlas still sends no orders.
5. Attach to a chart Drag Delta Atlas onto a clean chart of your chosen symbol, or double-click it in the Navigator.
6. Set inputs & confirm The properties window opens — review the input groups (Chapter 13) and click OK. The dashboard builds over the hidden native chart within a few ticks.

Quick Start

Five minutes from a blank chart to reading live order flow.

1. Attach & let it build Drop the EA on a chart. On the first ticks it builds the volume feed, the bubble field, the DOM and the session profile. The full dashboard appears over a hidden native chart.
2. Pick your feed preset Set InpFeedPreset to FUTURES for a real exchange feed, FX for crypto / CFD feeds, or AUTO to honour the individual feed inputs. This aligns the volume source, DOM source and aggressor mode in one move.
3. Set your session window Confirm InpSessStart / InpSessEnd match the session you trade. The volume profile, TPO, cumulative delta and session analytics all anchor to this window.
4. Read the bubbles & trace Executed trades scroll left as bubbles sized by volume; buyers and sellers are colour-coded. The price / EKG trace threads through them so you can see exactly where each print landed.
5. Scan the DOM & heatmap The right-side DOM ladder shows resting size; the chart heatmap glows where liquidity rests. Together they show where the auction is likely to pause or accelerate.
6. Open the panels Use the bottom feature strip to open the Analyst, Absorption, Delta, Scalp, Spoof and Exhaustion panels. Top-strip buttons open the Session VP, TPO, HTF and News tools.
7. Turn on alerts Leave InpDeltaAlert on to be pinged on a fresh delta divergence; add scalp and session-signal alerts as you like (Chapter 11).

The Dashboard, Region by Region

Delta Atlas replaces the native MT5 chart with its own full-screen interface. Everything you see — bubbles, ladder, DOM, heatmap, panels — is drawn by the EA itself. Here is the anatomy.

Chart navigation controls

The custom chart is interactive. Controls are exposed as on-screen click targets on the header and toolbars.

In-panel editing (keyboard)

Some panels accept typed values directly — for example scan and threshold fields. When an edit field is active:

The Order-Flow Core — Bubbles & Trace

This is the heart of Delta Atlas: a live, scrolling field of the executed tape. Every trade that prints becomes a bubble, and every bubble sits exactly where it happened on the price / EKG trace.

3D volume bubbles

Each executed trade spawns a glossy 3D bubble at the right edge of the field and scrolls left on a shared flow clock. The bubble encodes three things at a glance:

Bubble size is clamped between InpBubbleMinR and InpBubbleMaxR, prints below InpMinBubbleVol are hidden, and fresh bubbles can flash on spawn (InpBubbleFlash). The visible time window is InpBubbleWindow seconds; older bubbles fade and are culled so the field never clutters.

The price / EKG trace

A continuous trace threads through the bubbles like an EKG “paper feed,” drifting left at a constant InpTraceFlowSpeed so the picture reads as steady flow regardless of how bursty the tape is. It can render as a bid line plus an ask line (the spread's two edges), and in two geometries via InpTraceStyle:

Big-order labels

When a print clears InpBigOrderVol, Delta Atlas draws a sleek size pill on the bubble — buy labels below, sell labels above — pre-blended toward the bubble's side colour so the side reads without redundant text. Labels fade with their bubble so the field never accumulates stale callouts. Toggle with InpBigOrderLabels.

Smoothing & the flow clock

To keep the picture calm under bursty conditions, a short buffer renders a configurable number of milliseconds behind real time (InpFlowDelayMs) and new bubbles ease in over InpBubbleAppearMs. Because the field, trace and heatmap all advance on the same flow clock, a wall in the heatmap stays directly under the prints that hit it.

Volume & Market Profile

Volume profile is the structure the flow is read against — the levels the auction keeps returning to.

Session Volume Profile

Delta Atlas builds a Session Volume Profile from traded volume inside your configured session window. From it, three structural levels are drawn:

The value area covers InpVAPercent of session volume (70% by default). The panel also flags high- and low-volume nodes (HVN / LVN) by their prominence (InpNodeProminencePct). Scanning can be manual or on a timer (InpVPScanSec).

Session TPO (Market Profile)

A floating panel showing the session as a Market-Profile-style TPO (Time Price Opportunity) distribution — letter blocks per price row over the session window, with the TPO point of control, a value area (InpTPOVAPercent) and single-print detection. Block size is set by InpTPOBlockMin (30 minutes is the classic Market Profile setting).

Session cumulative delta

Cumulative delta is the running total of buy volume minus sell volume across the session. Delta Atlas rebuilds it from tick history at session start (classifying ticks by exchange buy/sell flags where available, otherwise by bid/ask movement) and updates it per tick in both live and tester modes, anchored to the main session window.

Read it against price: when price makes a new high but cumulative delta does not, buyers are doing less work to hold the level — a divergence the Delta panel flags directly (Chapter 9). The panel surfaces the session's net pressure and its path over the window.

The Analyst Layer

The Analyst is a second-opinion read built on top of the live order flow — a single, graded panel that combines the tape, the profile and the higher-timeframe context into one conclusion.

Open it from the Analyst button on the bottom feature strip. It presents an equalizer-style column of factor bars in a sci-fi UI, with a headline read and directional bull / bear theming so you can see, at a glance, which side the weight of evidence is on and how strong it is.

What it weighs

The Analyst blends independent dimensions of context — volume-weighted price alignment, participation and cumulative-delta pressure, value-area location, auction behaviour (aggression / absorption / exhaustion), volatility expansion, and higher-timeframe agreement — into one graded read. Each contributing factor shows as its own bar so you can see why the read is what it is, not just the conclusion.

Order-Flow Toolkit

A complete suite of order-flow visuals turns raw activity into readable depth, pressure and absorption.

Depth of Market (DOM) & Time & Sales

The DOM is a market-depth ladder showing resting bid/ask size per price, with depth bars, a flash on executed levels, and a footer band summarising bid/ask imbalance and the nearest large limits. It can be fed four ways via InpDomSource:

The Time & Sales tape (far right) is a rolling list of recent trades classified as buy/sell, with a footer buy/sell pressure gauge. Widths and behaviour are set by InpTSWidth, InpDomBarMaxPx and the DOM fade inputs.

Liquidity heatmap

A Bookmap-style, scrolling heatmap paints resting liquidity as glowing horizontal bands that move left on the same flow clock as the bubbles — so walls stay directly under the prints that test them. Bright bands are heavy resting size; thin bands are gaps. It renders as outlined blocks (InpHeatmapOutlined) with a configurable colour ramp, and colour modes include a thermal ramp and a support/resistance mode.

Because the heatmap and DOM share the same depth source, a wall you see resting on the ladder appears as a band on the chart — and you can watch it hold, get eaten, or get pulled in real time.

Big orders & icebergs

Large prints are highlighted on the field (big-order pills, Chapter 5). The iceberg detector flags price levels where executed volume repeatedly exceeds the visible resting size — the signature of a large hidden order absorbing flow. It is a real-book feature (a no-op on inferred FX depth, where visible size is synthesised).

Footprint — eight styles KEY FEATURE

The candle / footprint panel between the field and the ladder breaks the current bar down by price level, showing bid vs. ask volume traded at each price, diagonal buyer/seller imbalances (ratio set by InpFootprintImbalance), the bar's point of control, and delta. Eight footprint styles let you pick the presentation that reads best for you — from classic bid×ask ladders to a value-area footprint (InpFootprintVAPct). Cycle them with the footprint style picker.

Detection Panels

A family of panels reads the tape for specific order-flow events and reports each as a plain-language conclusion. All are visual / analytical — none place a trade.

Absorption KEY FEATURE

Absorption is when a large resting order soaks up aggressive flow without price moving — a potential reversal tell. The panel visualises it as a reactor: a central hub shows the absorbed percentage filling from the absorbed side (green = buyers being absorbed, red = sellers), while fibre strands stream inward and each absorbed trade fires a light packet along a strand — the flow you see is the absorption. A readout card reports the zone, the wall size, volume eaten and %, tape pressure, hold time, and an estimate of the wall's remaining life, with REFILL and WALL FAILING states when they occur.

Exhaustion

Exhaustion is the opposite signature: aggressive flow that keeps hitting but stops moving price — momentum running out at the edge of a move. The panel monitors the push against the follow-through and reports when a drive is losing its ability to make new ground.

Spoof radar

Spoofing is resting size placed to influence perception and then pulled before it trades. The Spoof radar watches resting liquidity appear and disappear against the flow and flags likely spoof / pulled-liquidity events, so a “wall” that vanishes as price approaches does not fool you.

Liquidity sweeps

A sweep is an aggressive run that takes out several price levels in quick succession. The sweep detector flags these multi-level runs and large cancels (pulled liquidity), with user tuning for the minimum levels and volume that qualify (InpSweepMinLevels, InpSweepMinVol) and how long the annotation lingers (InpSweepFadeSec).

Delta divergence & Scalp

Delta divergence flags where price and cumulative delta disagree — a new price extreme that the net aggression fails to confirm — and can raise an alert (InpDeltaAlert). Scalp is a near-term conviction read that fires when its conviction clears InpScalpFire (0–100), with a selectable horizon (InpScalpHorizon: FAST or ULTRA). Both are reads for the near term, not trade instructions.

Higher-Timeframe & Context

Order flow is sharpest when you know the bigger picture it is happening inside. These tools set the higher-timeframe context around the live tape.

HTF moving averages & VWAP

The HTF panel overlays three configurable simple moving averages — each computed on its selected timeframe's own closes (InpHtfMA1Period / 2 / 3, defaults 9 / 21 / 50) — plus a session-anchored VWAP, toggled by buttons on the panel header. Colours are user-set (InpHtfMA1Color … InpHtfVwapColor).

Supply & demand zones

In its S&D mode the HTF panel marks higher-timeframe supply and demand zones and a higher-timeframe volume profile (value area, POC, HVN / LVN markers) so you can see where the live auction sits inside the larger structure.

Fundamentals / news

The News panel pulls the MT5 built-in economic calendar (broker feed) and colour-codes events by importance (InpNewsHighColor / Med / Low), flagging events for the chart symbol's own currencies. It shows a configurable window of past (dimmed) and upcoming events (InpNewsPastHours / InpNewsAheadHours) so a high-impact release never catches you unaware.

Alerts

Delta Atlas can notify you of specific order-flow events so you do not have to stare at the screen.

1 · Delta divergence alert

With InpDeltaAlert on, a fresh price-vs-cumulative-delta divergence raises a pop-up (and optional sound), once per event — the most common way to let the dashboard watch for you.

2 · Session-signal alert

The intraday Session Area signal can alert when its read flips long ↔ short (InpSASignalAlerts), on the timeframe you choose (InpSASignalTF, default M5, evaluated on closed bars).

3 · Scalp read

The Scalp panel surfaces a near-term conviction read that fires when it clears InpScalpFire. Use it as an on-screen cue alongside the divergence alert.

Appearance — Themes, Skins & Layout

The look is deeply customisable — and styling is fully separated from logic, so changing the appearance never changes what the panels read.

Three independent layers

Because these combine, dark/light mode, colour theme and panel skin can be mixed freely and stay visually consistent across the header, DOM, panels and chart. Set InpThemeOverrideAll to force the theme's bull/bear colours everywhere.

Minimalist layout

For a clean, low-chrome view that keeps the focus on the tape, a Minimalist layout strips the dashboard back to the essentials while keeping the bubble field, trace and price readout front and centre.

Responsive layout (resolution presets)

Layout-fit presets scale the whole dashboard to your display; calculations are isolated from display scaling, so resolution changes never touch what the panels read.

Set via InpLayoutResPreset (default 1080p). For Custom, use InpCustomResWidth / InpCustomResHeight.

Complete Settings Reference

The main inputs, grouped as they appear in the MT5 properties window. Defaults shown are the shipped values. Detection internals are noted where they are intentionally not exposed.

Refresh · Layout / Resolution · Feed

Price Axis · Auto-scroll · Session

Volume Feed · Bubbles

Trace · Display

DOM · Time & Sales · Heatmap

Footprint · Candle panel

Detection · Profiles · HTF · News

Global Theme

Strategy Tester

The full dashboard runs in MT5's Strategy Tester visual mode, so you can replay historical sessions and study the order flow bar by bar.

What changes in the tester

1. Open the tester View ▸ Strategy Tester, choose Delta Atlas, your symbol and timeframe.
2. Pick visual mode Enable Visual mode so the dashboard renders during the run.
3. Set the date range Make sure price history is fully downloaded and use recent dates. Allow lead-in for the profile and heatmap to build before the period you want to study.
4. Run & inspect Use the tester's speed control to step through. Watch the bubbles spawn, the heatmap build, and the panels read the replayed tape.

Troubleshooting & FAQ

The dashboard is blank or not updating.

Make sure Algo Trading is enabled (toolbar button green) so the render timer runs. Give the EA a few ticks to build the feed, profile and heatmap.

The DOM or spread looks too wide / mis-spaced.

The tick size is likely wrong for the symbol. Set InpLadderTickSize to the instrument's tick, or leave it at 0 for auto-detect (Appendix A).

There is no DOM depth on my symbol.

Your broker may not publish a Level 2 book. Set InpDomSource to INFERRED (FX / CFD) or TRADES, or use the FX feed preset, which selects inferred depth automatically.

The profile / POC looks stuck.

By design — the profile is built from completed bars, so it updates when a bar completes or the session changes, not on every tick. Confirm InpSessStart / InpSessEnd are correct.

The tester feels slow.

The visual tester is heavy at high speed. Lower the speed, close other charts/EAs, and make sure history is fully downloaded. Live mode is timer-driven and lighter.

Does Delta Atlas place trades?

No. It is an analysis and visualization dashboard with no order-entry path — it never opens, modifies or closes a position. Trading permission is not required.

Glossary

Recommended Markets & Tick Sizes

Delta Atlas is a futures platform. It reads best on liquid, exchange-traded futures with a real Level 2 book, run intraday on the 1- to 5-minute timeframe. The instruments below are the ones it is built for, with the recommended Tick size and Heatmap value to set for each.

★ Recommended instruments & settings

— End of manual —
Delta Atlas · v8.44 · © AJ Trading Tools. For educational use only. Trading involves substantial risk of loss.