Combining Trend State, Volume Profile, and Large-Trade Signals

Summary

This script outlines a short-term strategy that combines three signal groups: directional market state, volume-profile location, and unusually large trading activity. It offers settings for trend lookback and strength, a rolling volume profile with point of control and value-area boundaries, and a large-trade detector based on a lookback and statistical threshold. Signals can be enabled for either direction.

Execution settings include a trading session, optional candle confirmation, and a cooldown between trades. Risk controls are parameterized using ATR-based stops, a reward-to-risk target, and a maximum holding period. The excerpt ends early in the trend logic, before it shows how profile levels and large-trade signals are combined or how orders are placed. It provides configurable design elements rather than backtest evidence, so profitability and robustness cannot be judged from the available material.

Key ideas

• The strategy is organized around trend state, volume-profile location, and large-trade activity.
• The volume profile is built over a configurable rolling window and identifies the point of control and value-area levels.
• Trading direction and session timing can be configured, with optional confirmation and cooldown rules.
• ATR-based stops, a reward-to-risk target, and a maximum trade duration provide configurable risk controls.
• The excerpt is incomplete and contains no performance evidence.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.