L2
Adaptive depthDOM Heatmap
Live Market Depth rendered behind price. Automatic intensity scaling, time slices, persistent local L2 history and highlighted liquidity walls.
100% native MetaTrader 5 order flow
MT5 was never built for this.NEXUS MATRIX was.
One MQ5 file. One chart. Full order-flow context. NEXUS MATRIX transforms MetaTrader 5 into a professional footprint, liquidity and execution-flow workstation without sending you to a separate platform.
● Native MT5Single MQ5Adaptive L2FootprintDOM + TapeSignal Analytics
Scalp Flow Engine
6 inputs
Delta · Tape · Book · Depth · Stack · AbsREAL ORDER FLOW. REAL LIQUIDITY. REAL EXECUTED TRADES. INSIDE THE PLATFORM YOU ALREADY USE.
01 / THE IDEAOne chart.
One chart.
Every layer.
The footprint is not bolted beside the heatmap. The DOM is not a detached window. NEXUS MATRIX fuses price, executions, resting liquidity and signal context into one synchronized MT5 viewport.
B×A
Executed flowFootprint Engine
Bid × Ask, Delta or Volume cells with zoom-aware level of detail, imbalance logic, bar POC, volume, delta and cumulative delta statistics.
Σ
Live synthesisFlow Engine
A live 0–100 state engine that combines Delta, Tape, Book, Depth, Stacked Imbalances and Absorption into a single readable flow state.
DOM
Price alignedNative DOM Ladder
Bid and Ask depth stays price-aligned with the chart. Adds and pulls flash numerically so changing passive liquidity is visible, not implied.
T&S
Market ordersAdvanced Time & Sales
See executed trades in real time, classified by side when exchange flags are available, with volume emphasis on meaningful prints.
CTRL
Your workspaceControl Center
Tune palette, heat scaling, wall sensitivity, footprint cells, opacity, arrows, panels and more directly on screen. Settings can persist per symbol.
02 / ARCHITECTUREThe whole market,
The whole market,
compressed into one surface.
Internally, NEXUS MATRIX is a one-canvas cockpit. Heatmap, footprint, DOM ladder, visible-range profile, Flow Engine, signals, tape, toolbar and control interface are composited into a single ARGB rendering surface.
NEXUS MATRIX · Native MT5 Order Flow Signal ArchitectureFootprint + heatmap + profile + DOM + flow + signals + tape
DELTAAggressor imbalance
TAPERecent executed flow
BOOKNear-market imbalance
DEPTHLiquidity pressure
STACKLayered imbalances
ABSAbsorption pressure
03 / LIQUIDITY
A DOM heatmap that breathes with your chart.
NEXUS MATRIX records live L2 and paints it beneath the footprint. Zoom in and the display reveals individual cells. Zoom out and it simplifies automatically. The history stays attached to price and time instead of becoming visual soup.
✓
Adaptive heat scalingLinear, square-root or logarithmic intensity curves, with adjustable gamma and auto-leveling.
✓
Persistent L2 cacheRecorded depth can be kept locally across reloads. MT5 itself does not provide historical depth, so NEXUS MATRIX builds its own live history.
✓
Liquidity walls & eventsLarge resting orders can be outlined relative to nearby median liquidity. Pulled and consumed liquidity events can be marked directly in context.
04 / FOOTPRINT
Executed order flow, without leaving MT5.
The center of the cockpit is a zoom-aware footprint built from trade ticks. Wide bars show Bid × Ask. Medium bars can show Delta. Narrow views collapse into histograms and heat. The chart stays readable as you change scale.
✓
Bid × Ask / Delta / Volume modesChoose the cell content or let Auto LOD decide based on zoom.
✓
Diagonal imbalance + stacked imbalanceConfigurable ratio, minimum volume and stack count.
✓
Per-bar statisticsVolume, Delta and Cumulative Delta rows beneath the footprint, plus bar POC highlighting.
05 / FLOW ENGINEStop reading six panels.
Stop reading six panels.
Read the state.
The Scalp Flow Engine continuously normalizes six independent order-flow dimensions into one score from 0 to 100. It can classify the market as Building Flow, Neutral, Long Candidate or Short Candidate while still exposing the underlying components.
Real-time synthesis
Not one indicator. A live order-flow vector.
The engine combines bar delta, recent tape imbalance, near-market book imbalance, depth pressure, stacked imbalance and absorption. Velocity and acceleration of the flow score are tracked internally as the state evolves.
FLOW SCORE = DELTA + TAPE + BOOK + DEPTH + STACK + ABS → 0…100
→
Directional thresholdsConfigurable signal threshold determines when flow becomes a long or short candidate.
→
Live context, not hindsightThe flow card updates with current order book and tape conditions rather than a detached end-of-bar dashboard.
→
Automation bridge availableThe indicator can publish flow state through buffers and terminal globals for compatible automation workflows.
06 / SIGNALS
Signals with receipts.
BUY and SELL arrows are generated from order-flow setups, not a moving-average crossover in disguise. Then the Scoreboard replays confirmed arrows on actual MT5 trade ticks and measures the outcome against configurable target, stop and time horizon.
ABS · ABSORPTION
Aggressive flow hits a swing extreme, concentrates at the edge, then price rejects it.
EXH · EXHAUSTION
A genuine push into a fresh extreme arrives with fading aggression at the edge.
DIV · DELTA DIVERGENCE
Price makes a new extreme while bar delta points the opposite way.
IMB · STACKED IMBALANCE
Layered imbalances, delta and relative volume align for initiative continuation.
01
Detect
Each closed footprint bar is evaluated against order-flow structure, relative volume, L2 context and the flow state.
02
Confirmed BUY / SELL arrows appear above or below price with setup tag and score. Live-bar previews are optional.
03
Measure
The Scoreboard tracks session and all-time results, including win rate and expectancy, and can journal resolved signals to CSV.
07 / DOM + TAPE
Passive liquidity on one side. Aggressive execution on the other.
The price-aligned DOM shows what is waiting. The Time & Sales shows what actually traded. NEXUS MATRIX keeps both in the same visual language so you can see the battle between resting and incoming orders without changing windows.
+
Add / pull flashesRecent size changes on bid and ask can flash numerically beside the DOM levels.
×
Depth-aware contextNear-market book imbalance and depth pressure also feed the Flow Engine.
●
Advanced tapeExecuted trades retain time, side, price and size, with larger prints visually emphasized.
08 / CONTROL CENTEREvery important setting.
Every important setting.
Right on the chart.
NEXUS MATRIX does not bury the real workflow inside a clumsy MT5 inputs dialog. In the code itself, the philosophy is explicit: inputs are first-run defaults. After that, the real cockpit is tuned live on screen inside the Control Center, saved per symbol, and resettable to your original inputs in one click.
A genuine on-chart workspace builder
Open SETTINGS and you get four practical tabs — HEATMAP, FOOTPRINT, SIGNALS and LAYOUT. This is not cosmetic fluff. It is the difference between an indicator and a real trading workstation.
HEATMAP
Toggle the order-book heatmap, cycle palette, choose the intensity curve, adjust gamma contrast, auto-levels floor, opacity and time slices per bar, show the mid-price trail, print resting sizes inside cells, select the size statistic, enable liquidity walls, define the wall threshold and display pulled / eaten liquidity markers.
FOOTPRINT
Choose cell content — Auto (LOD), Bid × Ask, Delta or Volume — then refine the visual read with cell glass opacity, imbalance ratio, bar POC highlight, candle strip, VOL / DELTA / CVD rows, visible-profile POC / VA lines, wheel-based bar width and optional plotting of your own trades directly on the chart.
SIGNALS
Control BUY / SELL arrows, cycle sensitivity from Conservative to Balanced or Aggressive, enable live-bar preview, keep or hide the setup tag + score, choose on-chart toasts, popup alerts, sound alerts and push notifications, then define the Scoreboard target, stop and time horizon.
LAYOUT
Compose your cockpit by toggling the visible-range volume profile, price-aligned DOM ladder, Flow Engine + signal log and advanced Time & Sales. The side panels resize intelligently, and the footprint remains the central visual anchor.
✓
Saved per symbolThe panel explicitly runs live and saves its state for the active symbol, so your ES layout can differ from your Gold layout.
✓
Reset to inputsIf you want to start over, one button resets the whole workspace to the original MQ5 input defaults.
✓
Fast operational workflowWheel = bar width, Ctrl + wheel = price zoom, drag through history, double-click back to LIVE. The help card documents the essentials directly inside the tool.
Why it matters: serious traders do not use the same heatmap contrast, footprint density, signal aggressiveness or panel layout on every instrument and every session. NEXUS MATRIX was built for adaptation, not for a fixed demo setup.
09 / DEPLOYMENTInstall it like an indicator.
Install it like an indicator.
Use it like a platform.
No second charting package to babysit. No separate order-flow application to keep aligned. Place NEXUS MATRIX on a chart, connect MT5 to a feed that exposes the data you need, and build the workspace from the on-chart Control Center.
01
Drop the file
Install the single NEXUS_MATRIX_v1.01.mq5 indicator in MetaTrader 5 and compile/attach it to your chart.
02
Feed it real data
Trade-tick data drives the footprint and tape. Full L2 heatmap and DOM functions require a symbol/feed exposing MT5 Market Depth.
03
Build your cockpit
Use SETTINGS to control heatmap palette, scale, contrast, slices, walls, footprint mode, glass opacity, imbalance ratio, side panels, signal sensitivity, alert behavior and scoreboard parameters.
10 / DOCUMENTATIONDon’t just look at the Matrix.
Don’t just look at the Matrix.
Learn to read it.
NEXUS MATRIX ships with a complete technical field manual built for serious scalping and intraday work: architecture, footprint logic, L2 heatmap, DOM, Time & Sales, Flow Engine, signals, Scoreboard, Control Center, workflows, case studies, troubleshooting, FAQ and glossary.
Complete Technical User Guide · v1.01
From screen-reading to execution logic.
The guide does more than list buttons. It explains what each component measures, why it matters, what can invalidate the read, and how to combine the pieces into a disciplined order-flow workflow inside MT5.
Coverage25 technical chapters
Source inputs83 documented
Practical useScalping + Day Trading
IncludesCases · FAQ · Glossary
FormatInteractive HTML
11 / REAL SCREENSNo mockups.
No mockups.
This is MT5.
Gold. ES. Different zoom levels. Different heatmap densities. Same native NEXUS MATRIX cockpit. Click any screen to inspect it full-size.