3D Order Book
Transform recorded Level 2 depth into an orbitable bid/ask terrain. Price, history and depth become spatial structure instead of another flat histogram.
One MQ5 file. One chart. Now a complete 2D + 3D microstructure cockpit. V2 adds a native 3D Order Book, EDGE MAP target/stop research, the return of [QUANT] BOOK, expanded per-bar microstructure statistics and a richer depth profile, while keeping footprint, L2 heatmap, DOM, Flow Engine, signals and tape synchronized inside MT5.
NEXUS MATRIX V2 pushes the workstation beyond a classic footprint/heatmap layout. You can now read passive liquidity, executed flow, signal behavior and target/stop geometry from the same MT5 chart, then turn the recorded order book into a navigable 3D landscape.
Transform recorded Level 2 depth into an orbitable bid/ask terrain. Price, history and depth become spatial structure instead of another flat histogram.
Replay measured signals across target × stop grids and inspect historical expectancy, win rate, profit factor, net result and equity behavior under your selected filters.
The classic QUANT view is back inside MATRIX, adding level-by-level bid/ask depth histograms directly to the same microstructure cockpit.
The lower per-bar telemetry now exposes VOL, DELTA, CVD, SPEED, BIG Δ, HIDDEN and BOOK rows for faster cross-checking of flow and liquidity.
Read the current book as a dedicated depth profile beside the visible-range profile and price ladder, keeping passive liquidity aligned to price.
2D footprint, heatmap, DOM, tape, signals, scoreboard, profiles, EDGE MAP and 3D depth are different lenses on one shared market context.
EDGE MAP turns your measured signal history into a target × stop research surface. Instead of testing one arbitrary TP/SL pair, V2 replays the selected signal sample across an entire grid and shows where the historical edge actually clustered.
The same Level 2 history that powers the heatmap can now be explored as a 3D surface inside MetaTrader 5. Bid liquidity becomes green terrain, ask liquidity becomes red terrain, and changing depth forms ridges, walls, valleys and gaps through time.
The 3D view is not a decorative chart mode. It gives depth a third axis, so persistent liquidity shelves, sudden withdrawals, tall walls and transitions between bid/ask dominance become easier to inspect from multiple angles.
The [QUANT] BOOK returns directly inside NEXUS MATRIX, bringing level-by-level bid/ask depth histograms back into the live MT5 cockpit. Under the heatmap, the statistics deck is expanded so each bar can be cross-read against more of the microstructure state.
That means less eye travel and faster confirmation: executions below, resting liquidity behind and beside price, flow synthesis on the right, and the per-bar telemetry directly beneath the action.
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.
Live Market Depth rendered behind price. Automatic intensity scaling, time slices, persistent local L2 history and highlighted liquidity walls.
Bid × Ask, Delta or Volume cells with zoom-aware level of detail, imbalance logic, bar POC, volume, delta and cumulative delta statistics.
A live 0–100 state engine that combines Delta, Tape, Book, Depth, Stacked Imbalances and Absorption into a single readable flow state.
Bid and Ask depth stays price-aligned with the chart. Adds and pulls flash numerically so changing passive liquidity is visible, not implied.
See executed trades in real time, classified by side when exchange flags are available, with volume emphasis on meaningful prints.
Tune palette, heat scaling, wall sensitivity, footprint cells, opacity, arrows, panels and more directly on screen. Settings can persist per symbol.
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 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.
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.
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.
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.
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.
Aggressive flow hits a swing extreme, concentrates at the edge, then price rejects it.
A genuine push into a fresh extreme arrives with fading aggression at the edge.
Price makes a new extreme while bar delta points the opposite way.
Layered imbalances, delta and relative volume align for initiative continuation.
Each closed footprint bar is evaluated against order-flow structure, relative volume, L2 context and the flow state.
Confirmed BUY / SELL arrows appear above or below price with setup tag and score. Live-bar previews are optional.
The Scoreboard tracks session and all-time results, including win rate and expectancy, and can journal resolved signals to CSV.
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.
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.
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.
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.
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.
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.
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.
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.
Install the single NEXUS_MATRIX_v2.00.mq5 indicator in MetaTrader 5 and compile/attach it to your chart.
Trade-tick data drives the footprint and tape. Full L2 heatmap and DOM functions require a symbol/feed exposing MT5 Market Depth.
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.
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.
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.
Gold. ES. Different zoom levels. Different heatmap densities. Same native NEXUS MATRIX cockpit. The V2 release screens above add EDGE MAP and the 3D Order Book; the gallery below preserves the original real-world MT5 screen set. Click any screen to inspect it full-size.
Choose the license that matches your status. Both options unlock NEXUS_MATRIX indicator for MT5 as a native .mq5 indicator with lifetime usage. The member price is reserved for eligible members.
Special lifetime price reserved for META_quant UNIVERSE members.
Standard lifetime license for NEXUS_MATRIX on MetaTrader 5.
V2: 3D Order Book. EDGE MAP. [QUANT] BOOK. Expanded per-bar statistics. Market Depth Profile. Plus footprint, historical live-recorded L2 heatmap, DOM, visible profile, Flow Engine, order-flow signals, measured signal outcomes and Time & Sales. One native cockpit, inside MetaTrader 5.