Volume At Price VAP Dynamic Alerts
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Pieter Van Aswegen
I am an investment risk professional with over 15 years of experience in global financial markets, specialising in risk management, portfolio analytics, and systematic trading oversight. My work has focused on developing quantitative models, stress testing, and governance frameworks to strengthen - バージョン: 1.0
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Volume Profile with self-adjusting VAH, POC and VAL alerts. See where the volume is and get notified the moment price gets there.
AURUM Volume At Price + Alerts builds a live volume profile over your chosen lookback window and turns the three levels that matter most, Value Area High (VAH), Point of Control (POC) and Value Area Low (VAL), into fully automatic price alerts. There are no hardcoded prices, no manual level drawing and no stale alerts. Levels are recalculated on every new bar and the alerts move with them.
What it does
- Volume Profile histogram: up to 500 bars of lookback (configurable) across 100 price bins (configurable), drawn directly on the chart
- Automatic key levels: POC, VAH and VAL are calculated from a configurable Value Area (default 70%)
- Dynamic price alerts: alert levels update automatically as the profile evolves. As volume shifts and VAH, POC and VAL migrate, your alerts migrate with them. Set once and never redraw.
- Node classification: High Volume Nodes, Low Volume Nodes and Value Area bins are colour coded with adjustable thresholds
- Cross alerts in both directions: fires when the bid crosses up or down through any of the three levels
- Four alert channels: popup, sound, mobile push notification and email, each individually switchable
- One-shot or auto re-arm: trigger once and grey out the level, or re-arm after a configurable cooldown (default 60 seconds)
- Real or tick volume: switch between tick volume (FX and CFDs) and real volume (futures and exchange-traded symbols)
- Lightweight: the profile recalculates only on new bars, while alert checks run tick by tick with negligible load
How traders use it
Mean reversion: price trading outside the Value Area tends to rotate back toward the POC. Get pinged the moment price re-enters the area, fade the extreme and target the POC, with levels that always reflect the current profile rather than yesterday's.
Breakout confirmation: a clean break and hold beyond VAH or VAL signals acceptance at new prices. The cross alert tells you the moment it happens, in both directions, so you are not staring at the chart.
Support and resistance from volume, not guesswork: the POC marks the price where the most business was done, which is the market's consensus of fair value over the lookback. HVNs act as magnets and LVNs as fast-transit zones. The colour-coded histogram shows both at a glance.
Set-and-forget monitoring: because alert levels track the live profile automatically, one attachment per chart covers the session. There is no redrawing of lines every morning and no alerts firing on levels the market abandoned hours ago.
Inputs
| Group | Key settings |
|---|---|
| Profile Range | Lookback bars (default 500) |
| Resolution | Price bins (default 100), Value Area % (default 70) |
| Volume Source | Tick volume or real volume |
| Display | POC, VAH, VAL, HVN and LVN colours; HVN and LVN thresholds; line style, width and labels |
| Alert Behaviour | Popup, sound, push and email; one-shot mode; re-arm delay in seconds |
Works on
- Any symbol and any timeframe
- FX, indices, metals and crypto CFDs (tick volume), plus futures and exchange-traded instruments (real volume)
- MT5 desktop, with push alerts to the MT5 mobile app
Notes
- The indicator draws in the main chart window and cleans up all of its objects on removal
- The profile and alert levels are recomputed on each new bar of the chart timeframe, and alerts are checked on every tick
- Enable push notifications in MT5 (Tools, Options, Notifications) to receive mobile alerts
AURUM Volume At Price + Alerts is part of the AURUM Intelligence toolset. Indicator signals are analytical tools, not investment advice.
