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ALCOTRADE Pro v4.5 - SFP VWAP Suite (with Light VP)
Overview
This indicator is a rule-based SFP/VWAP system designed for crypto and gold futures.
It detects sweeps of local extremes (SFP) and filters them with multi-VWAP proximity (D/W/M), regime & slope, ADX, volume spikes, optional RSI, HTF trend, and an Adaptive Bollinger module. A Light Weekly/Monthly Volume Profile (custom histogram logic) adds VAL/POC/VAH context.
Outputs: basic LONG/SHORT and an ensemble “MASTER” signal when weighted confirms exceed a threshold.
What’s original here
Targeted SFP logic near anchored VWAPs (D/W/M) with dual proximity modes (% distance or ATR), optional bar-close confirmation, and cooldown.
Regime gating with Weekly VWAP slope (bps/bar) smoothed; signals only when slope meets configurable magnitude.
Adaptive MinScore: the minimum score for a signal auto-adjusts with ADX (tightens in chop, relaxes in trend).
Ensemble MASTER score combining SFP / Pullback around Weekly VWAP / Breakout context / RSI / Slope / Adaptive Bollinger (revert/break logic depending on squeeze & VWAP proximity).
Light VP (W/M): custom binned histogram per period, with on-close VAL/POC/VAH and Developing lines updated at a configurable step — no external libraries.
Preset layer (BTC/ETH/XAU × TFs) that re-maps effective parameters and weights, not just cosmetic inputs.
How it works (core logic)
SFP detection: lookback highs/lows; wick-share thresholds; close back inside range.
VWAP proximity: nearest distance to D/W/M VWAPs in percent or ATR×; can be mandatory.
Regime: price relative to Weekly VWAP + Weekly VWAP slope SMA filter; optional ADX floor.
Confirms: volume spike over SMA×K; optional RSI cross/level.
HTF filter: HTF close vs HTF MA.
Adaptive Bollinger: picks reversion near VWAP or breakout in trend/squeeze; optional %B divergences.
Scoring: base score = proximity + regime + volume + RSI + session + ADX + VP proximity (VAL/VAH) + MACD + HTF + Bollinger/Div.
Adaptive MinScore: raises in low ADX, lowers in high ADX (bounded).
MASTER: weighted sum of SFP/Pullback/Breakout/RSI/Slope/Bollinger; fires when ≥ threshold.
How to use
Add to chart → choose “Full” mode for all features, or “VWAP only” to visualize VWAPs without signals.
Presets: pick a market/timeframe preset (BTC/ETH 5m/15m/1h; XAU 1m/5m/15m/1h). Presets remap effective parameters & weights (lookback, proximity, slopes, ADX floors, Bollinger rules, etc.).
Signals:
LONG/SHORT: appear on bar close when SFP + score ≥ adaptive min.
MASTER: requires the ensemble score ≥ threshold; generally rarer but higher quality.
Sessions (optional): enable for instruments with clear sessions.
Light VP: keep a small number of recent weeks/months; use VAL/POC/VAH as context (reactions/targets).
Risk management: this is a context & timing tool; use your own execution, SL, and TP management. Backtest forward on your venue/symbol.
Recommended settings
Crypto: BTC/ETH on 5m/15m/1h with corresponding presets.
Gold: XAU on 1m–15m in liquid hours, sessions ON.
Keep draw/update window at ~400–600 bars for performance.
Limitations & notes
Signals depend on exchange data and TF; different feeds may vary.
The Light VP is a simplified histogram per period; it is not a tick-level profile.
No guarantees; not financial advice.
Charting guidelines
Screenshots in this publication use a clean chart with only this indicator enabled so outputs are clearly identifiable.
Tags
SFP, VWAP, Volume Profile, Bollinger, ADX, RSI, MACD, HTF, Crypto, XAU, Futures
This indicator is a rule-based SFP/VWAP system designed for crypto and gold futures.
It detects sweeps of local extremes (SFP) and filters them with multi-VWAP proximity (D/W/M), regime & slope, ADX, volume spikes, optional RSI, HTF trend, and an Adaptive Bollinger module. A Light Weekly/Monthly Volume Profile (custom histogram logic) adds VAL/POC/VAH context.
Outputs: basic LONG/SHORT and an ensemble “MASTER” signal when weighted confirms exceed a threshold.
What’s original here
Targeted SFP logic near anchored VWAPs (D/W/M) with dual proximity modes (% distance or ATR), optional bar-close confirmation, and cooldown.
Regime gating with Weekly VWAP slope (bps/bar) smoothed; signals only when slope meets configurable magnitude.
Adaptive MinScore: the minimum score for a signal auto-adjusts with ADX (tightens in chop, relaxes in trend).
Ensemble MASTER score combining SFP / Pullback around Weekly VWAP / Breakout context / RSI / Slope / Adaptive Bollinger (revert/break logic depending on squeeze & VWAP proximity).
Light VP (W/M): custom binned histogram per period, with on-close VAL/POC/VAH and Developing lines updated at a configurable step — no external libraries.
Preset layer (BTC/ETH/XAU × TFs) that re-maps effective parameters and weights, not just cosmetic inputs.
How it works (core logic)
SFP detection: lookback highs/lows; wick-share thresholds; close back inside range.
VWAP proximity: nearest distance to D/W/M VWAPs in percent or ATR×; can be mandatory.
Regime: price relative to Weekly VWAP + Weekly VWAP slope SMA filter; optional ADX floor.
Confirms: volume spike over SMA×K; optional RSI cross/level.
HTF filter: HTF close vs HTF MA.
Adaptive Bollinger: picks reversion near VWAP or breakout in trend/squeeze; optional %B divergences.
Scoring: base score = proximity + regime + volume + RSI + session + ADX + VP proximity (VAL/VAH) + MACD + HTF + Bollinger/Div.
Adaptive MinScore: raises in low ADX, lowers in high ADX (bounded).
MASTER: weighted sum of SFP/Pullback/Breakout/RSI/Slope/Bollinger; fires when ≥ threshold.
How to use
Add to chart → choose “Full” mode for all features, or “VWAP only” to visualize VWAPs without signals.
Presets: pick a market/timeframe preset (BTC/ETH 5m/15m/1h; XAU 1m/5m/15m/1h). Presets remap effective parameters & weights (lookback, proximity, slopes, ADX floors, Bollinger rules, etc.).
Signals:
LONG/SHORT: appear on bar close when SFP + score ≥ adaptive min.
MASTER: requires the ensemble score ≥ threshold; generally rarer but higher quality.
Sessions (optional): enable for instruments with clear sessions.
Light VP: keep a small number of recent weeks/months; use VAL/POC/VAH as context (reactions/targets).
Risk management: this is a context & timing tool; use your own execution, SL, and TP management. Backtest forward on your venue/symbol.
Recommended settings
Crypto: BTC/ETH on 5m/15m/1h with corresponding presets.
Gold: XAU on 1m–15m in liquid hours, sessions ON.
Keep draw/update window at ~400–600 bars for performance.
Limitations & notes
Signals depend on exchange data and TF; different feeds may vary.
The Light VP is a simplified histogram per period; it is not a tick-level profile.
No guarantees; not financial advice.
Charting guidelines
Screenshots in this publication use a clean chart with only this indicator enabled so outputs are clearly identifiable.
Tags
SFP, VWAP, Volume Profile, Bollinger, ADX, RSI, MACD, HTF, Crypto, XAU, Futures
Script protegido
Esse script é publicada como código fechado. No entanto, você pode usar ele livremente e sem nenhuma limitação – saiba mais aqui.
ALCOTRADE Pro2 — VWAP, Liquidity & Big Trades | Invite-only access → See profile
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.
Script protegido
Esse script é publicada como código fechado. No entanto, você pode usar ele livremente e sem nenhuma limitação – saiba mais aqui.
ALCOTRADE Pro2 — VWAP, Liquidity & Big Trades | Invite-only access → See profile
Aviso legal
As informações e publicações não devem ser e não constituem conselhos ou recomendações financeiras, de investimento, de negociação ou de qualquer outro tipo, fornecidas ou endossadas pela TradingView. Leia mais em Termos de uso.