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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
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya dengan percuma dan tanpa had – ketahui lebih lanjut di sini.
ALCOTRADE Pro2 — VWAP, Liquidity & Big Trades | Invite-only access → See profile
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya dengan percuma dan tanpa had – ketahui lebih lanjut di sini.
ALCOTRADE Pro2 — VWAP, Liquidity & Big Trades | Invite-only access → See profile
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.