Volumance
- 专家
-
Alex Amuyunzu Raymond
I’m an experienced MQL5 developer and software engineer specializing in building robust, high-performance algorithmic trading systems for MetaTrader 5. My work goes beyond standard EA development — I design intelligent, scalable solutions that combine market logic, automation, and external - 版本: 1.11
- 激活: 5
VOLUMANCE is a revolutionary multi-symbol expert advisor that fuses pure price action analysis with native volume profiling to deliver institutional-grade trade signals. This is not just another trading robot—it is a complete market analysis engine that processes fractal swing structures, cluster-based support/resistance, dynamic trendlines, geometric chart patterns, and volume profiles simultaneously to identify high-probability confluence zones.
The Core Philosophy: Confluence-Driven Trading
The financial markets are noisy and unpredictable when analyzed through a single lens. VOLUMANCE solves this by aggregating multiple independent analytical dimensions into a unified confluence scoring system. A trade is only executed when at least 3 distinct market factors align, ensuring you enter the market only when the weight of evidence supports your direction.
Advanced Swing Structure Engine
Unlike conventional indicators that rely on lagging moving averages, VOLUMANCE employs a fractal-based algorithm to identify true market structure pivots. Using a 2-bar wing configuration, the system accurately detects swing highs and swing lows, building a comprehensive map of market turning points. From these pivots, the system classifies trends through the classical Dow theory framework—identifying higher highs/higher lows for uptrends and lower highs/lower lows for downtrends. This structure forms the foundation for all subsequent analysis.
Intelligent Support and Resistance
The EA automatically clusters swing points that fall within ATR-adjusted proximity, creating dynamic support and resistance levels that evolve with market volatility. Each level is weighted by the number of touches, giving you a strength rating that helps distinguish significant zones from noise. This is not static horizontal drawing—levels adapt as new price data emerges, ensuring your support/resistance zones remain relevant.
Automated Trendline Detection
The system performs linear regression on recent swing lows and highs to construct dynamic support and resistance trendlines. These lines adjust with each new swing point, automatically tracking the natural slope of market movement. When price approaches these dynamic boundaries in confluence with other factors, the system recognizes potential breakout or reversal opportunities.
Chart Pattern Recognition
VOLUMANCE includes basic geometric pattern detection, specifically identifying double top and double bottom formations. When the system detects two swing highs or lows within close proximity (within 0.5 ATR), it flags the pattern and factors it into the confluence score. This adds a classical technical analysis dimension to the modern quantitative framework.
Native Volume Profile Module
The key differentiator: VOLUMANCE incorporates a fully native Volume Profile engine that analyzes tick volume distribution across the price range for each symbol. This is not an external indicator—the algorithm is built directly into the EA's calculation core.
The Volume Profile engine:
-
Constructs a 30-bin histogram of volume distribution over 200 bars
-
Identifies the Point of Control (POC)—the price level with the highest traded volume
-
Calculates the Value Area High (VAH) and Value Area Low (VAL)—the price range containing 70% of total volume (configurable)
-
Dynamically updates the profile on each new bar
When price approaches the POC, VAH, or VAL within ATR-adjusted proximity, the system adds these zones to the confluence scoring, treating high-volume areas as natural support or resistance. This is particularly powerful in range-bound markets where volume nodes act as magnetic price levels.
The Volume Profile can be optionally drawn on the active chart as a histogram with color-coded rows—gold for POC, blue for value area, and gray for outside-value-area distribution. POC and value area boundary lines are also drawn for immediate visual reference.
Candlestick Pattern Scoring
The EA evaluates the most recent candlestick formations using an ATR-normalized scoring system. Patterns detected include:
-
Bullish and Bearish Engulfing (scored up to 100%)
-
Bullish and Bearish Pin Bars (strong wicks with small bodies)
-
Outside Bars
-
Inside Bars
-
Morning and Evening Stars
-
Doji patterns
Each pattern receives a percentage score based on its strength relative to current volatility, with only high-confidence patterns contributing to the confluence calculation.
Multi-Symbol Scanning
Monitor up to 10 symbols simultaneously, each maintaining its independent state including:
-
Swing structure
-
Trend classification
-
Support/resistance levels
-
Trendline parameters
-
Volume profile data
-
Position and order status
The dashboard displays real-time status for all monitored symbols, including current pattern, confluence score, spread, and position status.
Advanced Trade Management
Risk-Based Position Sizing: The EA calculates lot sizes based on your specified risk percentage, account equity, and the distance to your stop loss. This ensures consistent risk exposure regardless of market volatility or symbol.
Partial Take Profit Strategy: Each trade is split into two orders (50/50 allocation) with distinct take profit levels. TP1 is set at 2.0 times risk, while TP2 targets 3.5 times risk. This partial closure strategy locks in profits while allowing remaining position to run for larger moves.
Breakeven Protection: Once price moves in your favor by 1.2 times the initial risk, the stop loss moves to breakeven plus a small buffer. This eliminates risk on the trade while maintaining the potential for further profit.
Intelligent Trailing: After breakeven is achieved, the system implements a dual trailing mechanism:
-
ATR-based trailing with configurable multiplier (1.3x ATR)
-
Ladder-based trailing that locks in profits at each 1.0R step, retaining 0.75R per step
This combination of ATR sensitivity and step-based locking ensures you capture trends while protecting against sharp reversals.
Hedge Guard: The EA prevents opening positions in the opposite direction of any existing position on the same symbol. This avoids the common pitfall of adding to losing trades and ensures your risk exposure remains directional.
Risk Management System
The EA includes comprehensive risk safeguards:
-
Daily Loss Limit: Trading automatically pauses if daily losses exceed the configured percentage of account balance
-
Consecutive Loss Limit: Trading pauses after the specified number of consecutive losing trades
-
Spread Filter: Skips signals when spread exceeds the configured threshold
-
Session Filter: Optional London and New York session filtering
-
Margin Protection: Automatically reduces lot sizes if margin requirements approach free margin limits
Professional Dashboard
The dark/gold themed dashboard provides real-time visibility into every aspect of the system:
-
Live account equity, balance, and floating profit/loss
-
Per-symbol trend, pattern, score, spread, and status
-
Volume Profile POC display for each symbol
-
Position status (LONG/SHORT with pending, taken, missed, or filtered indicators)
-
Toggle between compact and full view modes
-
Trade statistics including daily P/L and consecutive losses
Telegram Integration
Configure your bot token and chat ID to receive:
-
Signal notifications with full entry details
-
Order fill confirmations
-
Breakeven and trailing stop updates
-
Position closure summaries with profit/loss
-
Error and margin warnings
All notifications are throttled to prevent spam, with a 10-second minimum interval per symbol per direction.
Multiple Timeframe Analysis
The EA operates on two distinct timeframes:
-
StructureTF (default H1): Used for swing analysis, trend classification, support/resistance, trendlines, and volume profiling
-
SignalTF (default M15): Used for entry triggers, candlestick patterns, and fine-tuned entry timing
This multi-timeframe approach ensures you trade in the direction of the larger trend while entering on shorter-term confirmations.
Visual Components
When enabled, the EA draws:
-
Support/Resistance Lines: Horizontal levels with touch-count labels
-
Trendlines: Dynamic support and resistance lines from swing fits
-
Signal Zones: Profit and risk rectangles around trade entries with expiration
-
Pattern Markers: Text labels on the chart showing detected candlestick and chart patterns
-
Volume Profile Histogram: Optional 30-bin volume distribution display on the active chart
Ideal For
-
Traders who understand price action and value volume analysis
-
Those seeking a systematic approach to multi-factor confluence trading
-
Traders who want institutional-style trade management with partial profit taking
-
Those who want to diversify across multiple symbols from a single EA
-
Traders who value transparency through comprehensive dashboard and chart visualizations
Important Notes for Setup
Telegram Configuration: The bot token and chat ID fields are pre-filled with placeholder values. Telegram will be configured after purchase. You must replace these with your own Telegram bot credentials to receive notifications. If you prefer not to use Telegram, leave the fields empty—the EA will operate normally without sending messages.
Magic Number: The EA uses a unique magic number (774411 + period offset) to manage its positions independently from other EAs or manual trades.
Copyright Notice: This product is protected under copyright. Unauthorized distribution, modification, or resale is prohibited.
