Rolling POC & Value Area
A light, rolling volume profile. Over the last N bars, each bar's volume is added to the price bin that holds its typical price; the busiest bin is the Point of Control (POC) and the Value Area is grown around it until it holds the chosen share of volume (70% by default). Because it is computed on every bar as a series, it can be used in alerts and strategies and never repaints (unlike a visible-r
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How to use it
Price above the Value Area High = acceptance higher (trend up); inside the Value Area = balance (fade the edges back to POC); a break back into value from outside often travels to the POC. 100 bars x 30 bins is a good 1h default (~4 days); use 200 on 15m. Concept: Market Profile / Volume Profile (J. Peter Steidlmayer, CBOT, 1980s); 70% value area convention.
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Open in the terminalGet accessAdd it to your chart, back-test it on any pair, compare it with other strategies, forward-test it on paper, or run it as a bot.
Back-tests and forward tests are simulations; past results do not predict future ones. Nothing here is financial advice. Trading carries a high risk of loss.