Volume Profile POC Pro

Description

Volume Profile POC Retest EA is an automated trading system for MetaTrader 5 that implements Volume Profile analysis through a multi-timeframe structural approach. The EA identifies the Point of Control (POC) — the price level with the highest traded volume — within the most recent swing leg, then waits for price to retest that zone before executing entries. The system does not rely on lagging trend indicators such as EMA, SMA, or Bollinger Bands — all decisions are derived from price structure, swing points, traded volume, and volatility-adjusted stop placement.

The core innovation of v1.0 is a robust market-closed handling system combined with a Dynamic Modify Buffer that automatically increases stop-distance tolerance whenever the broker rejects a stop modification. This makes the EA resilient against broker rollover windows, session gaps, and strict stop levels — without spamming failed order or modify requests.

Core Features

  • Volume Profile POC engine — Anchored POC computed from the last swing leg on the Lower Timeframe (M5)

  • Swing-based trend detection — Bearish (Lower High + Lower Low) vs Bullish (Higher Low + Higher High)

  • HTF trend confirmation — Higher Timeframe (H1) swing structure filter, no moving averages

  • POC retest trigger — Entry only when price pulls back into the POC zone with rejection candle confirmation

  • Dynamic Modify Buffer (v1.0) — Auto-increases stop distance buffer on INVALID_STOPS

  • Universal minimum stop distance — Combines broker stops, ATR, % of price, and user buffer

  • Asset-class presets — Auto-tuned parameters for FX Major, Gold, Crypto, Indices, Oil

  • Dynamic lot sizing — Risk-based position sizing from % equity per trade

  • Flexible SL modes — ATR-based or Fixed points

  • Flexible TP modes — Risk:Reward or Fixed points

  • Breakeven + Trailing Stop — With broker-safe distance validation

  • Modify anti-spam guard — Cooldown and fail-limit to prevent broker rejection loops

  • Market-closed protection — Auto-cooldown after  MARKET_CLOSED  rejection, per-symbol

  • Multi-symbol support — Trade 1 pair or a basket of pairs from one chart

  • Daily risk limits — Loss limit, profit target, max drawdown, max daily trades

  • Friday auto-close — Prevents weekend gap exposure

  • Spread & session filters — Optional entry filters

Signal Engine — Volume Profile POC Multi-Timeframe Logic

The EA uses a two-stage confirmation model: Swing structure on LTF, POC retest on LTF, trend filter on HTF.

Stage 1 — Swing Structure Detection (Lower Timeframe)

Component Description
Swing Depth Last  InpSwingDepth  bars scanned for swing high/low
Swing High Highest High in the lookback window
Swing Low Lowest Low in the lookback window
Bearish Structure Swing High occurs earlier than Swing Low → Lower High + Lower Low
Bullish Structure Swing Low occurs earlier than Swing High → Higher Low + Higher High

Stage 2 — Anchored POC Calculation (Lower Timeframe)

Component Description
Bin Size 1 pip per bin ( step = point × 10 )
Range Between last Swing High and Swing Low
Volume Distribution Each bar's volume is spread across all bins its range touches
POC Bin with the highest accumulated volume — the price most traded in the leg

Stage 3 — Entry Trigger (Lower Timeframe)

Component Description
Price-in-Zone Last closed candle's range must overlap the POC zone ±  InpTolerancePips
Rejection Candle Candle closes bearish (Sell) or bullish (Buy) — configurable
Direction Match Bearish structure → Sell, Bullish structure → Buy
HTF Trend Filter HTF swing structure must agree with the signal direction

Entry is triggered only when all three stages align.

Universal Stop Distance Calculator

The EA calculates minimum stop distance from four independent sources and takes the maximum:

Source Formula
Broker Stops max(stopsLevel, freezeLevel) × InpStopsMult
User Buffer presetMinBuffer  (per asset preset)
ATR-Based ATR(H1) × presetATRMult
Percent-Based price × presetPercent / 100

Then adds:

  • InpExtraStopsPts  (fixed extra buffer)

  • dynamicBufferPts  (grows automatically on modify fails)

Final distance is clamped to  InpAbsMinDistPts  minimum.

Dynamic Modify Buffer (Key Innovation)

When  PositionModify()  is rejected with  INVALID_STOPS , the EA:

  1. Increases  dynamicBufferPts  by  InpFailIncreasePts

  2. Caps at  InpMaxDynamicBuffer

  3. Retries with a wider stop on the next attempt

  4. After N consecutive fails → cooldown for  InpModifyFailWaitSec

This eliminates the endless modify-fail loop that plagues many EAs on strict brokers.

Market-Closed Protection (v1.0 Enhancement)

When  OrderSend  is rejected with  TRADE_RETCODE_MARKET_CLOSED , the EA:

  1. Silently sets a per-symbol cooldown of  InpMarketClosedCooldownSec

  2. Skips all further entry attempts for that symbol until cooldown expires

  3. Does not spam the log with repeated failures

The  IsMarketOpen()  check now correctly handles over-midnight sessions (e.g., 23:00 → 01:00) by comparing seconds-since-midnight with wrap-around detection. Fallback is safe: if no session data is available, the EA assumes market is open.

Modify Safety Layers

Layer Purpose
InpModifySafetyMult SL must be 1.4× minDist from market
InpModifyExtraPts Extra fixed buffer per modify
InpModifyMinGapSec Minimum gap between modify calls
InpModifyFailLimit Fail threshold before penalty
InpModifyFailWaitSec Cooldown duration after fail limit

Asset-Class Presets

Preset ATR Mult % Price Min Buffer
FX Major 0.40 0.15% 400 pts
Gold 0.60 0.40% 600 pts
Crypto 0.80 0.80% 1000 pts
Indices 0.50 0.30% 600 pts
Oil 0.60 0.50% 600 pts
Custom User-defined User-defined User-defined

Risk Management

  • Risk-per-trade via dynamic lot sizing

  • Maximum lot cap

  • Daily loss limit (%)

  • Daily profit target (%)

  • Maximum drawdown guard (%)

  • Maximum daily trades counter

  • Friday auto-close at configurable hour

  • Margin check before order execution

  • Spread filter

  • Session filter

Position Management

Breakeven

  • Trigger: profit ≥  InpBreakevenTrigger  points

  • Buffer:  InpBreakevenBuffer  points beyond entry

  • Auto-clamped to broker min distance

Trailing Stop

  • Trigger: profit ≥  InpTrailingStart  points

  • Distance:  InpTrailingDistance  points

  • Step:  InpTrailingStep  points

  • Auto-clamped to broker min distance

Trading Modes

Single-Symbol Mode

EA trades one specific symbol attached to the chart.

Multi-Symbol Mode

EA manages a basket of symbols from one chart:

  • Comma-separated list

  • Global risk limits apply across all pairs

  • Each symbol has independent POC tracking and modify cooldown

Tester Mode

In Strategy Tester, EA auto-locks to the tester symbol.

Requirements

  • MetaTrader 5 (build 3000+)

  • Minimum deposit: $500 standard account

  • All timeframes supported (H1 + M5 recommended)

  • Works on any broker (auto-adapts to stop levels)

Setup Instructions

  1. Attach EA to a single chart (e.g., EURUSD M5)

  2. Select trading mode (Specific or Multi-Symbol)

  3. Choose stop preset matching your instrument class

  4. Configure SL/TP mode (ATR / Fixed / RR)

  5. Set risk parameters (risk %, max lot, daily limits)

  6. Adjust Dynamic Modify Safety if broker has strict stops

  7. Backtest first, then forward-test on demo

  8. Deploy to live only after 2+ weeks of demo verification

Important Notes

  • POC is recalculated on every new Lower Timeframe bar

  • Swing structure is refreshed each bar using the last  InpSwingDepth  bars

  • Dynamic buffer resets only when EA is reloaded

  • Modify cooldown is per-symbol

  • Market-closed cooldown is per-symbol

  • Daily counters reset at broker server midnight

  • EA skips trading near market close (configurable buffer)

  • All stops are validated against broker minimums before sending

Frequently Asked Questions

What is the minimum deposit?
$500 for standard accounts. Cent accounts can start lower.

Which timeframe works best?
H1 (Higher TF) + M5 (Lower TF) is the default. H4 HTF gives fewer but cleaner signals.

Does this EA use moving averages?
No. Only ATR (for volatility measurement), traded volume, and price structure. No EMA, SMA, or Bollinger Bands.

What makes it special?
The combination of anchored Volume Profile POC (not fixed-session VP) and the Dynamic Modify Buffer — the EA adapts both to market structure and broker rejection behavior.

How is POC different from support/resistance?
POC marks the price with the highest accumulated volume inside the current swing leg — a statistically proven zone of institutional interest. It updates automatically as new swings form.

How does the multi-symbol mode work?
One EA instance on one chart manages all listed symbols. Global risk limits apply across all positions.

Why are stops so wide?
Because the EA prioritizes broker safety over tight stops.  InpAbsMinDistPts  ensures stops always survive broker minimum distance rules.

Can it be backtested?
Yes. Use MT5 Strategy Tester with "Every tick based on real ticks" for best accuracy.

Why didn't my trade trigger?
Multiple filters must align: swing leg valid, POC computed, price retests zone, rejection candle confirmed, HTF trend matches, spread OK, session OK, daily limits not hit.

Why do I see "Market closed" entries in the log?
In v1.0 this is handled automatically — the EA sets a per-symbol cooldown and stops retrying until the market reopens. Only one line per occurrence, no spam.

Disclaimer

Trading forex, metals, crypto, and indices carries a high level of risk. You may lose all invested capital. Volume Profile POC Retest EA is a trading tool and does not guarantee profits.

Users are advised to:

  • Backtest and forward-test on demo accounts

  • Apply proper risk management

  • Understand the logic before live deployment

  • Never use emergency or borrowed funds

  • Adjust presets to current market volatility

Past performance does not guarantee future results. By using this product, you acknowledge and accept these risks.


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Maxim Kurochkin
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MORPHEUS ALGO EA MT5 Voir la structure du marché. Suivre une méthode. Le marché reste en mouvement. Votre processus de trading a besoin d'un système. Morpheus Algo EA réunit l'or et EURUSD dans un flux automatisé avec logique intégrée, sorties configurables et contexte visuel directement sur le graphique. Au cœur de Morpheus, un moteur algorithmique intégré propose une logique sélectionnable pour XAUUSD et EURUSD. Le calcul automatique du volume, les réglages de Take Profit et Stop Loss propres
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Scalping Robot Pro is a professional trading system designed specifically for fast and precise scalping on XAUUSD using the M1 timeframe. The system is built to capture short term market movements with accurate execution and controlled risk management. It focuses on real time price behavior, momentum shifts, short term volatility, and selective trade management techniques to identify high probability trading opportunities in the gold market. Scalping Robot Pro is optimized for traders who prefer
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Barbaros Bulent Kortarla
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Smart Gold Hunter est un Expert Advisor pour le trading du XAUUSD / Gold sur MetaTrader 5. Il est conçu pour les traders qui préfèrent un EA gold sans grid, sans martingale, avec une vraie logique de Stop Loss et Take Profit, ainsi qu’une gestion du risque contrôlée. Vous pouvez consulter les signaux live avant de prendre une décision : Live Signal - IC Markets: https://www.mql5.com/en/signals/2365400?source=Site +Signals+My Smart Gold Hunter n’est pas un EA grid et ce n’est pas un EA martingal
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Maxim Kurochkin
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Bogdan Ion Puscasu
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William Brandon Autry
5 (10)
AIKON — TRADING AUTOMATISÉ. CONTRÔLE PAR LA CONVERSATION. AIKON est un Expert Advisor (EA) doté d'intelligence artificielle pour MetaTrader 5. Une fois configuré et activé, il peut analyser les marchés, ouvrir des transactions et gérer les positions automatiquement, dans le cadre des paramètres et des contrôles de risque que vous avez choisis. Ask Aikon vous permet de comprendre et de contrôler directement votre système de trading, avec des mots simples. Créez votre configuration. Demandez pourq
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Lo Thi Mai Loan
5 (6)
[ IMPORTANT ] REAL CLIENT FEEDBACK :  https://www.mql5.com/en/market/product/127498/comments#comment_58814415 [ IMPORTANT ]  UPDATED (1 YEAR PERFORMANCE):  https://www.mql5.com/en/market/product/127498/comments#comment_59233853 [ IMPORTANT ]  UPDATED (1 YEAR 6 MONTHS PERFORMANCE):  https://www.mql5.com/en/market/product/127498/comments#comment_60000067 [ IMPORTANT ]  UPDATED  (2026/09):  https://www.mql5.com/en/market/product/127498/comments/page2#comment_60389797 Présentation de Bitcoin Scalpi
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Chen Jia Qi
4.52 (27)
Gold Snap — Système de capture rapide des profits sur l’or Offre de lancement Gold Snap v2.3 : 50 % de réduction sur les licences illimitées pour les 10 premiers acheteurs (plus que 3 disponibles), à seulement 399 $. Un EA de notre collection interne est également offert gratuitement pour un usage personnel. Offre valable jusqu'à épuisement des exemplaires disponibles. Prix habituel : 799 $. Signal en direct : https://www.mql5.com/en/signals/2362714 Signal en direct 2 : https://www.mql5.com/en/s
Aura Gold Pro Edition
Stanislav Tomilov
5 (8)
Conçu pour dominer le marché de l'or. Informations officielles Profil du vendeur Chaîne officielle Guide de l'utilisateur PRIX LIMITÉ — $599 Aura Gold Pro Edition est disponible à $599 jusqu’à la fin du mois d’octobre. À partir du 1er novembre, le prix passera à $999 — assurez-vous d’obtenir votre copie avant l’augmentation du prix. Signal de trading en direct  Roboforex   https://www.mql5.com/en/signals/2366593 FPMarkets   https://www.mql5.com/en/signals/2358523 ICTrading   https://www.mql5.com
Bitcoin Chill
Lo Thi Mai Loan
5 (3)
Signal en direct : https://www.mql5.com/en/signals/2393580?source=Site+Profile+Seller [IMPORTANT CLIENT FEEDBACK 2026/10]:   https://www.mql5.com/en/market/product/201031/comments#comment_60634892 Bonus : Achetez Bitcoin Chill et choisissez Diamond Quant EA ou Nonstop EA gratuitement. Envoyez-moi un message privé MQL5 avec votre ID de paiement et le bonus choisi. Groupe privé d'acheteurs : Après l'achat, envoyez-moi un message privé MQL5 avec votre ID de paiement pour rejoindre le groupe privé
Pac Man BTC
Thomas Christoph Lipka
5 (6)
Pac Man BTC MT5 Pac Man BTC MT5 est un Expert Advisor (EA) entièrement automatisé pour BTCUSD, qui combine deux systèmes de trading distincts dans un seul EA : Breakout et Runner . Les deux systèmes peuvent être utilisés séparément ou simultanément. L'EA gère automatiquement les entrées, les ordres en attente, les stop loss, les take profit, le passage au seuil de rentabilité (break-even), les stops suiveurs et la gestion des positions. Pac Man BTC MT5 a été développé spécialement pour la forte
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Bogdan Ion Puscasu
4.09 (23)
Contrôle plus intelligent. Précision accrue. Bienvenue dans Quantum Athena X — la nouvelle génération du système de trading d'OR ciblé qui s'appuie sur la précision, l'efficacité et l'exécution disciplinée de Quantum Athena. Quantum Athena X repose sur le même moteur central optimisé et les mêmes six stratégies soigneusement sélectionnées que Quantum Athena. Chaque stratégie a été perfectionnée et optimisée individuellement pour les conditions actuelles du marché de l'or, tandis que le nouvea
XG Gold Robot MT5
MQL TOOLS SL
4.35 (115)
The XG Gold Robot MT5 is specially designed for Gold. We decided to include this EA in our offering after   extensive testing. XG Gold Robot and works perfectly with the   XAUUSD, GOLD, XAUEUR pairs. XG Gold Robot has been created for all traders who like to Trade in Gold and includes additional a function that displays   weekly Gold levels   with the minimum and maximum displayed in the panel as well as on the chart, which will help you in manual trading. It’s a strategy based on Price Action,
Gold Trade Pro MT5
Profalgo Limited
4.35 (40)
Lancer la promo ! Plus que quelques exemplaires à 449$! Prochain prix : 599$ Prix ​​final : 999$ Obtenez 1 EA gratuitement (pour 2 comptes commerciaux) -> contactez-moi après l'achat Ultimate Combo Deal   ->   click here Live signal:   https://www.mql5.com/en/signals/2084890 Live Signal high risk :  https://www.mql5.com/en/signals/2242498 Live Signal Set Prop Firm Set File JOIN PUBLIC GROUP:   Click here Parameter overview Gold Trade Pro rejoint le club des EA de Gold trading, mais avec un
Goldwave Ultra EA
Shengzu Zhong
4.14 (7)
Compte de Trading Réel — LIVE SIGNAL | IC MARKETS : https://www.mql5.com/en/signals/2339082 GoldWave Ultra utilise la même logique de trading principale et le même cadre d'exécution que le signal live vérifié présenté ci-dessus sur MQL5. Lorsque l'EA est utilisé avec les paramètres optimisés recommandés auprès d'un broker ECN/RAW Spread réputé ( par exemple, TMGM ), son comportement en trading réel est conçu pour suivre de près la structure des transactions, la gestion du risque et les caractéri
Big Forex Players MT5
MQL TOOLS SL
4.76 (141)
We proudly present our cutting-edge robot, the  Big Forex Players EA  designed to maximize your trading potential, minimize emotional trading, and make smarter decisions powered by cutting-edge technology. The whole system in this EA took us many months to build, and then we spent a lot of time testing it. This unique EA includes three distinct strategies that can be used independently or in together. The robot receives the positions of the  biggest Banks  (positions are sent from our database t
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