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 - 版本: 1.0
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AURUM Volume At Price + Alerts
Volume Profile with self-adjusting VAH, POC and VAL alerts. See where the volume is and get notified when price gets there.
[Please leave a review if you find the indicator useful and how we can improve it further]
AURUM Volume At Price + Alerts builds a live volume profile over your chosen lookback window and turns three key reference levels, Value Area High (VAH), Point of Control (POC) and Value Area Low (VAL), into 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 the levels are commonly studied
Mean reversion: price outside the Value Area has often rotated back toward the POC; the alert tells you when price re-enters the area, with levels that reflect the current profile rather than yesterday's.
Acceptance outside value: a break and hold beyond VAH or VAL is often read as acceptance at new prices. The cross alert tells you when it happens, in both directions, so you are not staring at the chart.
Support and resistance from volume: the POC marks the price where the most volume traded over the lookback, often read as the market's consensus of fair value. HVNs have often attracted price, while LVNs have often been crossed quickly. The colour-coded histogram shows both at a glance.
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 left hours ago.
Inputs
- 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. It displays volume information and alerts; it does not tell you to buy or sell.
Risk notice
Education only, not investment advice; leveraged trading carries a high risk of losing money. Trading gold, forex and other CFDs on margin can lead to losses greater than your deposit. Any statistics this indicator shows are calculated on the history loaded on your chart; they are not a forecast and past performance is not indicative of future results. AURUM Intelligence is not authorised or regulated by the FCA. Always test on a demo account first.
