Supply Demand Volume Zones
- Experts
-
Alejandro Matias Pingaro
Ingeniero en Sistemas. Programo bots (asesores expertos) e indicadores en MQL5 para MetaTrader 5. Mi tesis de grado fue sobre estrategias de inversión para trading.
Bots desarrollados: DS (v1 a v3), EPP (v1 a v5), CML/CMS, TSC y SUPPLY.
Qué incluyo en cada trabajo: - Version: 1.10
- Updated: 25 September 2026
- Activations: 10
Supply Demand Volume Zones is an Expert Advisor for MetaTrader 5 that
trades supply and demand zones calculated from volume, not drawn by
hand.
HOW IT WORKS
The EA splits the price range of the last N bars into horizontal bands
and distributes the volume of each bar into them. The upper bands that
accumulate the chosen share of total volume form the supply zone. The
lower ones form the demand zone. A reference midline sits exactly
between them.
The idea is simple: where a lot of volume was traded, price tends to
stall. The EA buys when price touches the demand zone and sells when it
touches the supply zone, but only if both moving averages confirm the
direction.
ENTRY CONDITIONS
All of these must be true at the same time:
- Price has entered one of the two zones.
- The simple and the exponential moving average are crossed in the
direction of the trade.
- The maximum separation the averages reached since the cross exceeds
the required minimum, which filters out small crosses that reverse
right away.
- Price is far enough from the midline, which filters out late entries.
- The gap between both zones does not exceed the configured ceiling. In
an expanding market the zones stop holding price.
- The current time is inside the trading window.
- It is not one of the dates and times blocked for news.
- There is no open position. The EA trades one position at a time.
EXIT LOGIC
The stop loss is placed a fixed distance outside the edge of the zone
that produced the signal, so it sits behind the whole recent move.
Profit taking is done by trailing, with no fixed target. Once the trade
reaches a certain gain, the EA moves the stop to the entry price and
from there follows it at a constant distance from the best price
reached. It never moves backwards.
There is also a stepped time based exit: as the end of the session
approaches, the EA accepts a smaller gain to close.
AUTOMATIC BROKER ADAPTATION
Before sending any order, the EA corrects three things that differ from
one broker to another. Nothing has to be configured:
- It adjusts the lot to the minimum, maximum and step allowed by the
symbol.
- It calculates the required margin and skips the trade if free margin
is not enough.
- It moves the stop loss and the take profit away if they ended up
closer to price than the broker allows, including while trailing.
WHAT CAN BE CONFIGURED
Everything. Calculation timeframe, number of bars, band resolution,
volume share per zone, Heikin Ashi candles on or off, zone freezing
while a position is open, waiting time between trades, gap ceiling, the
two moving average periods and the minimum separation required, trading
window and operator time zone, lot size, stop loss, trailing start and
trailing distance, optional fixed target, three step session exit and
news blackout windows.
It also includes two manual controls, disabled by default: an on screen
button to turn the EA on and off, and remote switching from a mobile
phone by leaving a pending order with an agreed volume.
WORKS ON ANY SYMBOL
The EA is not tied to a single pair. Default values come from testing on
EURUSD M15. On another symbol every value expressed in points must be
rescaled: stop loss, trailing, midline margin and gap ceiling. A
practical reference is to take the average daily range of the symbol and
scale the values in the same proportion.
RECOMMENDATIONS
Test it on a demo account for several weeks before using real money.
Results vary between brokers because they depend on the spread, on
slippage and on server time.
If you optimize, do it in stages: first the stop loss, then the minimum
separation of the averages, and the trailing last. Optimizing everything
at once finds combinations that only work on the tested period.
A worthwhile test: split the period in two halves, find the values on
the first half and apply them unchanged on the second one. If the result
collapses, the values were fitted to the past.
RISK WARNING
Trading leveraged financial markets involves the risk of losing all
invested capital. This product is an automatic execution tool, not
investment advice. Each user is responsible for the settings chosen and
for the trades performed. Past behaviour does not guarantee or suggest
future results.
