Delta VA Zones PRO
- 지표
- 버전: 2.8
- 활성화: 5
Delta VA Zones PRO — version 2.8
An indicator combining synthesis of the Volume Profile, Delta analysis, and impulse filters for intraday trading.
Concept
Delta VA Zones PRO unites four analytical methods into a single system with objective entry criteria:
Volume Profile — automatic construction of POC (Point of Control), VAH (Value Area High), VAL (Value Area Low) levels based on real volume.
Delta analysis — assessment of the imbalance between aggressive buys (market buy) and sells (market sell) in each price zone.
Search for the «big player» — identification of accumulation and distribution zones based on volume and delta anomalies.
Bill Williams' Impulse Filter (BW MFI) — allows only bars with simultaneous growth of volume and amplitude, eliminating noise.
Flat filtering (5-level).
The indicator automatically blocks signals in the absence of a trend phase. A cascade of five consecutive filters is used:
ADX — assessment of trend strength (allows only pronounced movements).
ATR — volatility check (sufficient range for potential profit).
Range — ratio of growth bars to fall bars (excludes uncertainty).
BW MFI — volume-impulse characteristic (volume and amplitude grow simultaneously).
Delta — imbalance of aggressive trades in the area of interest. A signal is generated only after passing all five filters.
Entry point
Long (CALL) — Volume Profile has identified the area of interest (support), the delta confirms the dominance of the aggressive buyer in this area, BW MFI shows growing volume.
Short (PUT) — the area of interest (resistance) has been identified, the delta shows the dominance of the aggressive seller, BW MFI confirms. On the chart, the signal is displayed in the form of an arrow: green — long, red — short.
Level visualization
POC — the price with the maximum volume for the period.
VAH / VAL — the upper and lower boundaries of the cost zone (70% of the volume).
Projection levels SL/TP — built automatically from the entry point on a given number of bars (configured via ProjectionBars). Allow you to estimate the risk-to-reward ratio before opening a trade. All levels are temporary — disappear after N candles, do not overload the chart.
For whom
Intraday traders (M5–M15–H1), scalpers working with volume confirmations, traders using volume spread analysis (VSA). A tool for those who value objective entry criteria for a trade and do not want to trade on emotions.
Settings
MinDeltaAbs — adjusts the sensitivity of the delta filter: decrease → more signals, increase → higher quality.
ProjectionBars — period for projecting Stop Loss and Take Profit levels. All filters are configured independently of each other for a specific instrument and timeframe. Sound and push notifications about the appearance of a signal.
Recommended settings
Instrument: EURUSD (main optimization), timeframe: M5. Suitable for any instruments with volume/tick data. Parameter selection: adjust MinDeltaAbs so that the statistics on the history of 300 bars shows 100% WIN — this will be your working configuration. Each broker has its own volumes, so parameters may differ.
Important
The indicator forms a probabilistic assessment of the market situation. No algorithm guarantees 100% profitable trades. Use the tool as part of a trading system with mandatory risk management.
Example of entering a position Scenario: Trading EURUSD, timeframe M5. The indicator is installed, default settings.
Step 1. Analysis of the current situation The chart shows:
The price has approached the VAL level (lower boundary of the cost zone), built for 8:00–10:00 UTC.
The information panel in the upper left corner shows «DOWN» — the market is not in a flat, there is a trend phase.
Active filters: 5/5 — all filters are enabled and working.
Step 2. Receiving a signal At 10:35, a green arrow up appears. Checking:
Component Status
ADX (>25) ✅ Yes, ADX = 31, there is a trend
ATR (sufficient) ✅ Yes, volatility is normal
Range (bulls > bears) ✅ For the last 8 bars, there are 6 periods of growth and 2 periods of decline
BW MFI (volume + amplitude) ✅ Bar with abnormal volume and wide range
Delta (imbalance in the zone) ✅ Delta is positive, aggressive buys are more than sells
Price near VAL ✅ Confirmation from Volume Profile
Step 3. Assessment of risk and profit ratio Enable display of projection levels (ShowStopLoss = true, ShowTakeProfit = true):
The indicator builds a red SL line 5 bars below the entry point — the stop loss is 12 points.
The indicator builds a green TP line 12 points above the entry. Ratio: 28 / 12 ≈ 2.33 — risk-to-profit ratio 1:2.3, acceptable.
Step 4. Entry Decision: open a buy order.
Volume: 0.1 lot. Stop loss: 12 points below the entry (along the red line). Take profit: 28 points above the entry (along the green line).
Step 5. Exit After 45 minutes, the price reaches the take profit. The trade is closed with a profit of +28 points.
Trade result: +28 points, +$28 with a lot of 0.1 on EURUSD. Stop loss was not hit, martingale was not used.
Price (EURUSD M5) 1.10850 ──── TP (Take Profit) ──── ✅ 1.10822 ──── Entry (green arrow ↑) 1.10810 ──── SL (Stop Loss)
Between the entry and TP — 28 points, between the entry and SL — 12 points. POC, VAH, VAL levels are displayed on the chart with dashed lines. The status panel displays «UP».
All profits!
