Enhanced Volume Profile Strategy [Lite]🔍 Enhanced Volume Profile Strategy
A smart and nimble trading strategy that blends Volume Profile theory with classic trend and volatility filters — optimized for intraday breakout and pullback setups.
🧠 Key Concepts:
Volume Profile (Lite Simulation): Approximates volume distribution over a fixed period to identify:
VPOC (Volume Point of Control): Price level with the highest traded volume
VAH / VAL (Value Area High / Low): Range containing a customizable % of total volume
Breakout + Pullback Logic: Enters on breakout above VAH or below VAL, after a healthy pullback confirms the move
Trend Filtering: Uses SMA to align trades with the dominant trend
Volume Confirmation: Optional volume spike check to avoid low-liquidity traps
ATR-Based Trailing Stop: Dynamically adapts exit levels based on recent volatility
⚙️ Strategy Inputs:
Volume Profile Period: How many bars to analyze for volume distribution
Value Area %: Range around VPOC containing the majority of volume
ATR & MA Periods: Configure volatility and trend filters
Pullback Bars: Fine-tune confirmation before entry
Volume Confirmation Multiplier: Demand a surge in volume before acting
✅ Entries:
Long: Breaks above VAH, confirms with volume and trend, then pulls back and reclaims breakout level
Short: Breaks below VAL, confirms with volume and trend, then pulls back and breaks again downward
❌ Exits:
ATR-based trailing stop protects gains and adapts to market movement
📈 Plots:
VPOC: Orange
VAH: Red
VAL: Green
This "Lite" version is lightweight and highly customizable — perfect for traders who want to balance volume insights with price action and trend-following logic. Ideal for futures, forex, and crypto on lower timeframes.
Perfil de Volume
Order Flow Analysis - MultiThis version of Order Flow Analysis tracks delta for six symbols.
The first ticker is the same symbol as the chart. Other tickers, the number of delta bars, location, font sizes and colors can be configured in settings. This also identifies top tick volume and lists in each bar.
Please do not refresh the browser or else values may be reset. Also, ignore the first delta bar values.
DIVI Wunder StrategyAs it is known, divergence is a situation we encounter very often on graphs. Various divergencies may occur according to many indicators. MACD divergence, RSI divergence... In the strategy I use only positive divergence. What is positive divergence I will explain on MACD positive divergence A MACD positive divergence is a situation in which the MACD does not reach a new low, despite the fact that the price of the stock reached a new low. This is seen as a bullish trading signal—hence, the term “positive divergence.” So I thought of these divergencies and came up with a new strategy. Combining the divergencies with the VOLPIN strategy I wrote earlier, a great strategy has emerged. When the divergence signals are came from MACD,RSI,CCI,OBV,Chaikin Money Flow, VWmacd and Money Flow Index all these indicators I sent a buy signal until the 40 times completed. ThenI sent to sell signal when the price come to take profit level. In this strategy, you divide your principal into as many parts as you want. For example, let's say that you have 1000 dollars of money and you make purchases by dividing this money into 40 equal parts in the default settings of the indicator. $25 per purchase. After each purchase is made as 25 dollars, you can adjust your profit rate from the profit taking settings. When you look at the results of the strategy, your profit rate will be very high. I usually use this strategy in one hour periods. Of course you change it whatever you want. Also change all settings from panel to get more profit. Have fun :)
Order Flow AnalysisThe script plots the order flow clusters for the last six candles in the middle right.
The cluster contains buy volume, sell volume and the price range of the volume.
It calculates uptick volume as buy volume and down tick volume as sell volume and calculates the delta(shown in labels). Recent ATR is considered to determine each cell price range in the cluster.
At the left side, the top volume ticks and the live ticks are displayed.
Please note this works only during market trading hours.
Do not refresh the browser tab and do not change the timeframe, which will cause a reset of numbers.