ATS Volume Profile Statistics
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Andrea Michelon
Andrea (Andy), 이탈리아. 1990년대부터 독학한 프로그래머이며, 현재 Andy Trading Solutions (ATS) 이름으로 MetaTrader 5 도구를 개발합니다.
제 원칙: 로직을 실제 데이터와 브로커의 실제 스프레드로 검증한 후에만 Market에 올립니다. 그리드, 마틴게일, 리페인트, 수익 약속은 없습니다. 통계가 약하면 제품 페이지에 그대로 씁니다.
무료 도구 - 버전: 1.0
- 활성화: 5
ATS Volume Profile Statistics shows where the market actually traded, day by day, and measures how the key volume levels behaved on YOUR symbol and broker. It is the full edition of the free ATS Daily Volume Profile.
WHAT YOU SEE
- Daily volume profiles for the last 1 to 30 days, drawn behind the candles
- Heat colours: cold blue where little was traded, gold and red where most of the volume was
- 3D depth shadow on every row (can be switched off)
- POC (most traded price) as a thick gold line, value area high and low as dotted lines, rows outside the value area dimmed
- Naked POCs: the POC of a past day that price has not touched since stays on the chart as a dashed line, until price reaches it. Popup and optional push alert when it is touched
THE STATISTICS (what makes it different)
Over the last N completed days (default 30), on the symbol you are looking at:
- Previous POC revisited: % of days in which price traded back through the previous day POC
- Open outside value area, back in: when the day opens above or below the previous value area, % of those days in which price came back into it
- Open outside value area, crossed: % of those days in which price travelled all the way to the opposite side of the previous value area (the idea behind the classic 80% rule)
- Sample size, so you always know how many days the numbers are based on
Example from a gold chart: previous POC revisited 70%, back into the value area 79% of 14 cases, full crossing 43% of 14 cases. Your numbers will differ by symbol, broker and period, and that is the point: you see the real behaviour instead of a rule taken on faith.
DASHBOARD
Today POC, value area, price above / inside / below the value area, volume source, nearest naked POC above and below with distance, and the statistics table. Draggable, dark / light / auto theme.
VOLUME SOURCE
When the broker provides real exchange volume (futures, stocks) it is used automatically. Spot gold, forex and most CFDs have no central exchange, so tick volume (number of price changes) is used instead. This is the standard approach for volume profiles in MetaTrader, and the panel always shows which one is in use.
SETTINGS
Volume source (auto / real / tick), profiles drawn, rows per profile, value area %, histogram width, 3D shadow on/off, heat colours on/off, colours, naked POCs on/off, days used for statistics, popup and push alerts, dashboard on/off, theme and position.
Works on any symbol, best on timeframes from M5 to H1. The indicator only draws: it never opens, modifies or closes an order. Statistics describe the past; they are not a forecast and not a profit promise. Try the free demo in the Strategy Tester first.
Andy Trading Solutions
