ALCOTRADE Pro v4.5 - SFP VWAP Suite (with Light VP)

Overview
This indicator is a rule-based SFP/VWAP system designed for crypto and gold futures.
It detects sweeps of local extremes (SFP) and filters them with multi-VWAP proximity (D/W/M), regime & slope, ADX, volume spikes, optional RSI, HTF trend, and an Adaptive Bollinger module. A Light Weekly/Monthly Volume Profile (custom histogram logic) adds VAL/POC/VAH context.
Outputs: basic LONG/SHORT and an ensemble “MASTER” signal when weighted confirms exceed a threshold.

What’s original here

Targeted SFP logic near anchored VWAPs (D/W/M) with dual proximity modes (% distance or ATR), optional bar-close confirmation, and cooldown.

Regime gating with Weekly VWAP slope (bps/bar) smoothed; signals only when slope meets configurable magnitude.

Adaptive MinScore: the minimum score for a signal auto-adjusts with ADX (tightens in chop, relaxes in trend).

Ensemble MASTER score combining SFP / Pullback around Weekly VWAP / Breakout context / RSI / Slope / Adaptive Bollinger (revert/break logic depending on squeeze & VWAP proximity).

Light VP (W/M): custom binned histogram per period, with on-close VAL/POC/VAH and Developing lines updated at a configurable step — no external libraries.

Preset layer (BTC/ETH/XAU × TFs) that re-maps effective parameters and weights, not just cosmetic inputs.

How it works (core logic)

SFP detection: lookback highs/lows; wick-share thresholds; close back inside range.

VWAP proximity: nearest distance to D/W/M VWAPs in percent or ATR×; can be mandatory.

Regime: price relative to Weekly VWAP + Weekly VWAP slope SMA filter; optional ADX floor.

Confirms: volume spike over SMA×K; optional RSI cross/level.

HTF filter: HTF close vs HTF MA.

Adaptive Bollinger: picks reversion near VWAP or breakout in trend/squeeze; optional %B divergences.

Scoring: base score = proximity + regime + volume + RSI + session + ADX + VP proximity (VAL/VAH) + MACD + HTF + Bollinger/Div.

Adaptive MinScore: raises in low ADX, lowers in high ADX (bounded).

MASTER: weighted sum of SFP/Pullback/Breakout/RSI/Slope/Bollinger; fires when ≥ threshold.

How to use

Add to chart → choose “Full” mode for all features, or “VWAP only” to visualize VWAPs without signals.

Presets: pick a market/timeframe preset (BTC/ETH 5m/15m/1h; XAU 1m/5m/15m/1h). Presets remap effective parameters & weights (lookback, proximity, slopes, ADX floors, Bollinger rules, etc.).

Signals:

LONG/SHORT: appear on bar close when SFP + score ≥ adaptive min.

MASTER: requires the ensemble score ≥ threshold; generally rarer but higher quality.

Sessions (optional): enable for instruments with clear sessions.

Light VP: keep a small number of recent weeks/months; use VAL/POC/VAH as context (reactions/targets).

Risk management: this is a context & timing tool; use your own execution, SL, and TP management. Backtest forward on your venue/symbol.

Recommended settings

Crypto: BTC/ETH on 5m/15m/1h with corresponding presets.

Gold: XAU on 1m–15m in liquid hours, sessions ON.

Keep draw/update window at ~400–600 bars for performance.

Limitations & notes

Signals depend on exchange data and TF; different feeds may vary.

The Light VP is a simplified histogram per period; it is not a tick-level profile.

No guarantees; not financial advice.

Charting guidelines
Screenshots in this publication use a clean chart with only this indicator enabled so outputs are clearly identifiable.
Tags
SFP, VWAP, Volume Profile, Bollinger, ADX, RSI, MACD, HTF, Crypto, XAU, Futures