Crypto BTC Strategy
- Experts
- Marek Pawel Szczesny
- 버전: 1.1
- 업데이트됨: 27 1월 2026
- 활성화: 7
Overview
It is an advanced automated trading bot that simulates Volume Profile analysis and CVD (Cumulative Volume Delta) to identify optimal entry points. The system is optimized for cryptocurrency markets, especially BTCUSD.
The strategy simulates CVD (Cumulative Volume Delta) analysis, which tracks the difference between buying and selling pressure at different price levels. When it detects strong aggressive buying or selling at low-volume zones, it enters a trade.
The price will increase after the first 10 sales.
Key Concepts
VAH/VAL - Value Area High/Low - Upper and lower boundaries of the 70% volume concentration zone
POC - Point of Control - Price level with highest trading volume
LVN - Low Volume Nodes - Areas where volume is below POC volume (low price resistance zones)
CVD - Cumulative Volume Delta - Tracks buying vs selling pressure as a percentage (0-100%)
Aggressive Print - Strong volume bursts (buy/sell) signaling institutional activity. Each timeframe has different size thresholds.
Market State Detection
The EA identifies two distinct market conditions:
1. BALANCED MARKET (Mean Reversion)
- Price is within Value Area (between VAH and VAL)
- Strategy: Trade reversions toward POC
- BUY Signal: Price near VAL, expect move up to POC
- SELL Signal: Price near VAH, expect move down to POC
2. IMBALANCED MARKET (Breakout/Trend Continuation)
- Price is outside Value Area (above VAH or below VAL by minimum distance)
- Strategy: Trade breakouts and trend continuation
- BUY Signal: Price above VAH (bullish breakout), expect continuation up
- SELL Signal: Price below VAL with minimum breakdown distance (bearish breakdown), expect continuation down
Entry Logic
BUY Signal Requirements:
- Price Position:
- Balanced Market: Price near VAL (within Value Area)
- OR Imbalanced Market: Price above VAH (bullish breakout)
- LVN Detection: Current price at Low Volume Node
- Aggressive Buying: Detected in last closed bars (size threshold varies by timeframe)
- CVD Confirmation: Positive CVD (buying dominance) above threshold percentage
- POC Distance: POC must be minimum distance from VAL (filters tight ranges)
- Price Distance: Price within max distance from VAL
- Session Filter: Current GMT session allowed (if enabled)
SELL Signal Requirements:
- Price Position:
- Balanced Market: Price near VAH (within Value Area)
- OR Imbalanced Market: Price below VAL with minimum breakdown distance
- LVN Detection: Current price at Low Volume Node
- Aggressive Selling: Detected in last 7 closed bars (size threshold varies by timeframe)
- CVD Confirmation: Negative CVD (selling dominance) above threshold percentage
- POC Distance: POC must be minimum distance from VAH (filters tight ranges)
- Price Distance: Price within max distance from VAH
- Session Filter: Current GMT session allowed (if enabled)
Position Management
Multi-Layer Protection System:
Breakeven - Move SL to entry + offset after minimum profit reached
Trailing Stop - Dynamically follow price as profit increases
Emergency SL - Automatically tighten SL when strong opposite M5 movement detected
Daily Close - Close all positions within specified time window (if enabled) - protects from overnight risk and swap costs
Profitable Close - Close only profitable positions in specified time windows (if enabled)
Simple Explanation
This bot finds "thin air" price zones (LVN) where there's little trading activity, waits for strong buying or selling pressure (Aggressive Prints + CVD confirmation) to appear, then jumps in expecting price to move quickly through that low-volume zone.
It adapts strategy based on market state:
- Balanced markets → Mean reversion (fade the edges, target POC)
- Imbalanced markets → Breakout continuation (trade the momentum)
User Input Parameters
Symbol Settings
Currency pair name (default: BTCUSD)
- The field is editable, you can use any name here
Enable trading (default: true)
- Enable/disable trading on BTCUSD
- Set to false to pause trading without removing the EA
Logging and Messages
Show Trade Messages (default: true)
- Display trade execution messages (entries, exits, modifications)
- Useful for monitoring bot activity
Risk Management
Target capital risk per trade (%) (default: 3.0%) - Optimize this parameter for your broker to set the EA to your environment, and increase/decrease the number of trades.
- Maximum % of account balance risked per single trade
- Lower value = more conservative
- Example: 3.0% on $10,000 account = max $300 risk per trade
Max consecutive losses per day (default: 4)
- Maximum consecutive losing trades allowed per day
- After hitting this limit, bot stops opening new positions until next day
- Protects against cascading losses in adverse market conditions
Max daily loss (% of capital, 0=disabled) (default: 1%)
- Maximum daily loss as % of capital (0 = disabled)
- Additional safety layer to stop trading if daily losses exceed threshold
Initial deposit (0=disabled) - profits above this reinvested (default: 0)
- Initial deposit reference for profit tracking (0 = disabled)
- Profits above this amount can be reinvested
- Useful for capital preservation strategies
Max capital risk cap (% of total capital + reinvested) (default: 7%)
- Maximum capital risk cap as % of total capital + reinvested profits
- Prevents position sizing from growing too large as account grows
Max spread (points, used if max spread as percent = 0) (default: 0)
- Maximum allowed spread
- Blocks all trades when current spread exceeds this value
- Protects from poor execution during high volatility or low liquidity
Max spread as % of price (0 = use points) (default: 0.2)
- Maximum allowed spread in %
- Blocks all trades when current spread exceeds this value
- Protects from poor execution during high volatility or low liquidity
Daily Management
Close all positions daily [ON/OFF] - SWAP protection (default: true)
- Automatically close ALL positions within specified time window
- Useful for avoiding overnight risk, swap costs, or low-liquidity periods
Daily close hour (GMT) (default: 21, range: 0-23)
- Hour (GMT) when daily position closing starts
- Example: 21 = 9:00 PM GMT (10:00 PM CET / 11:00 PM CEST)
Daily close minute start (default: 45, range: 0-59)
- Minute when closing window opens
- Example: 45 = closing can start from 21:45 GMT
Daily close minute end (default: 59, range: 0-59)
- Minute when closing window ends
- Example: 59 = closing must complete by 21:59 GMT
Close profitable positions in specific time window [ON/OFF] (default: true)
- Close only profitable positions in specified time windows
- Allows winners to be banked at specific times while letting losers run
Hour to close profitable positions - Window 1 (GMT) (default: 7, range: 0-23)
- Window 1: Hour (GMT) to close profitable positions
- Example: 7 = 7:00 AM GMT (Asian session close)
Minute start for profitable close - Window 1 (default: 0, range: 0-59)
- Window 1: Minute when profitable close window opens
Minute end for profitable close - Window 1 (default: 59, range: 0-59)
- Window 1: Minute when profitable close window ends
Hour to close profitable pos.- Window 2 (GMT) (default: 21, range: 0-23 or -1)
- Window 2: Hour to close profitable positions (set to -1 to disable)
- Allows two separate time windows for profit-taking
Minute start for profitable close - Window 2 (default: 0, range: 0-59)
- Window 2: Start minute
Minute end for profitable close - Window 2 (default: 59, range: 0-59)
- Window 2: End minute
CVD Strategy (Main Toggles)
Enable BUY orders [ON/OFF] (default: true)
- Allow the bot to open BUY positions
- Set to false to trade only SELL signals
Enable SELL orders [ON/OFF] (default: true)
- Allow the bot to open SELL positions
- Set to false to trade only BUY signals
Volume Sensitivity
Broker Volume Sensitivity (less more trades) (default: 1.49, range: 0-2) - Optimize this parameter for your broker to set the EA to your environment, and increase/decrease the number of trades.
- Broker volume sensitivity for detecting aggressive prints
- Lower value = more trades (detects smaller volume spikes as aggressive)
- Higher value = fewer trades (only largest volume spikes qualify)
- Recommended: 1.4-1.6 for crypto, adjust based on broker volume characteristics
Session Filtering
Allow ASIAN session (00:00-08:00 GMT) [ON/OFF] (default: true)
- Allow trading during ASIAN session (00:00-08:00 GMT)
- Typically lower volatility, wider spreads
Allow LONDON session (08:00-12:00 GMT) [ON/OFF] (default: true)
- Allow trading during LONDON session (08:00-12:00 GMT)
- High volatility, good liquidity
Allow OVERLAP session (12:00-16:00 GMT) [ON/OFF] (default: true)
- Allow trading during OVERLAP session (12:00-16:00 GMT)
- London-NY overlap period (highest volume and volatility)
- Usually the most active trading period
Allow NY session (16:00-22:00 GMT) [ON/OFF] (default: true)
- Allow trading during NY session (16:00-22:00 GMT)
- High volatility, US market hours
