MelloVWAP and Volume Profile

  • Indicatori
  • Ritthanong Chimpa
    Ritthanong Chimpa

    Ritthanong Chimpa

    Algorithmic trading focused on survival, not speed.
    AURORA PRIME is not designed for fast profit.
    It is designed for survival, stability, and long-term capital preservation.
    This system was built under the philosophy that:
    “Staying alive in the market is already a win.”
  • Versione: 1.0
MelloVWAP draws VWAP and volume profile on the chart from one indicator. Values on closed bars never change, so what you see in history is what you would have seen live. It needs no DLL and no external service.

VWAP
- Session, weekly and monthly VWAP
- Anchored VWAP: drag the vertical line to any bar and the line recalculates
- Two deviation bands on the session VWAP
- Session start can be shifted from server midnight
- Session VWAP is hidden on D1 and above, where it has no meaning

Volume profile
- Profile by day, week or month, chosen automatically from the chart timeframe or set by you
- POC, value area high and value area low
- Histogram for the latest sessions, with the value area in its own colour
- Untested POC levels extend to the right until price returns to them

Panel
Shows each level with its distance from price in ATR, and how many sessions the next session reached the prior POC, counted on your own chart. That count describes the past of your chart and does not predict anything.

Alerts (off by default)
- A bar closes across the session VWAP
- Price returns to an untested POC
Popup, push and email.

For EA developers
Buffers: 0 session VWAP, 1 to 4 bands, 5 weekly VWAP, 6 monthly VWAP, 7 anchored VWAP, 8 prior POC, 9 prior VAH, 10 prior VAL. The first bar of a period is empty so that old and new lines are not joined. Prior levels are fixed before the session opens.

About volume
Forex and CFD brokers provide tick volume, the number of price changes, and not real traded volume. Tick volume is an estimate. If your broker provides real volume you can switch to it in the inputs. The profile spreads the volume of each M5 bar evenly over the price rows it covers, or M15 for monthly profiles, so it is an approximation of volume at each price.

The current session
VWAP on the open bar and the profile of the current session keep updating until the bar or session is finished. This is normal for any VWAP or profile.

Important
This is an analysis tool. It gives no trading signals and does not promise any result. Trading leveraged products involves a high risk of loss.

Support is provided through the comments on this page and MQL5 messages.
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