Volume Profile – VPOC/VAH/VAL [VERY GREEN] [STRATEGY]

The Volume Profile Only – VPOC/VAH/VAL Strategy is a trading model that builds everything around a rolling, algorithmic volume profile. It highlights the market’s most significant levels and uses them to drive both reversion and breakout entries.

Backtest results on a 5m timeframe with default inputs over TradingView's entire history yield a vast majority of green over 26,000 trades with a 1:1 RR.

-----

Volume Profile Calculation – dynamically reconstructs the histogram over a user-defined lookback with adjustable bin count and optional smoothing.

Point of Control (VPOC) – identifies the single price level with the highest traded volume and uses it for plotting and exit logic.

Value Area (VAH & VAL) – defines the zone containing a configurable percentage of total traded volume, forming the basis for both reversion and breakout strategies.

Reversion Mode – enters trades when price moves outside the value area and then crosses back in, with optional take profit at VPOC or fixed risk/reward targets.

Breakout Mode – enters trades after a set number of closes confirm acceptance above VAH or below VAL, capturing continuation behavior.

HVN/LVN Markers – optionally plots high-volume and low-volume nodes as dotted lines to add context and confluence.

Risk Management – fully parameterized stops (in ticks) and risk/reward ratios, with all exits managed programmatically for accurate backtesting.

Visuals – plots VPOC, VAH, VAL, and optional HVN/LVN levels directly on the chart, with an optional debug label showing the current levels and mode.


This strategy is designed for testing and educational purposes, demonstrating how volume profile levels can be translated into systematic trade logic.