FULL DESCRIPTION

VWAP Sniper Volume Profile Pro
cTrader Volume Profile Indicator — Rolling VWAP, Dual-Layer ATR Ribbon, Volume Profile with VAH/VAL/POC/HVN, Multi-Factor Reversal Signals & Draggable Anchor

VWAP Sniper Volume Profile Pro combines two analytical layers in one cTrader indicator: a multi-factor VWAP mean-reversion signal engine and a ribbon-anchored volume profile that maps exactly where volume concentrated inside the ribbon range.

The signal side identifies potential reversal setups at statistical price extremes using rolling VWAP, dual-layer ATR bands, volume exhaustion, wick rejection, and an RSI gate. The profile side shows where price actually traded inside that ribbon range — with Point of Control, Value Area, and High Volume Nodes highlighted.

Both layers share the same VWAP baseline and ATR ribbon — so the profile range is always the same range that produced the signal.

cTrader Native • No Repainting on Closed Bars • Draggable Profile Anchor • Five Theme Presets

What the Indicator Does

VWAP Sniper Volume Profile Pro answers two connected questions:

1. Where has price stretched beyond its recent volume-weighted fair value, with volume and momentum confirming exhaustion? — the signal engine.
2. Inside that stretched range, where did volume actually concentrate — and where is the Point of Control? — the volume profile engine.

The signal engine evaluates four independent conditions on each completed bar and only arms a signal when they align: price penetration of a VWAP-anchored ATR band, tick volume expansion, candle rejection structure, and RSI momentum exhaustion.

The volume profile engine then builds a bar-by-bar distribution of tick volume across the ribbon range, identifies the POC (Point of Control), the Value Area (VAH/VAL — the tightest band holding a configurable percentage of volume), and High Volume Nodes (HVN — bins above a configurable multiple of average).

Core Components

Rolling VWAP Baseline
Continuously updated volume-weighted average price over a configurable rolling window. Auto mode derives bar count from your timeframe (default 24 hours). Manual mode lets you specify bar count directly. Daily Reset mode is also available for session-based VWAP.

Dual-Layer ATR Ribbon
Inner and outer volatility bands plotted around the VWAP baseline using ATR (Wilder's smoothing). Inner band at k × ATR, outer at (k + step) × ATR. Choose your stretch trigger: Inner Band, Outer Band, or Inside Ribbon.

Volume & Wick Exhaustion Filters
Compares current tick volume against a configurable volume MA. Evaluates candle structure for rejection wicks or engulfing patterns. Choose exhaustion mode: Volume OR Price Action, Volume AND Price Action, Volume Only, or Price Action Only.

RSI Gate Filter
Optional. Blocks long signals above a configurable RSI threshold (default 35) and short signals below a configurable threshold (default 65).

Confirmation Modes
Four confirmation methods:

• Exhaustion High/Low Break
• Swing Break
• Either (Exh or Swing)
• Next Bar Open (aggressive)

Engulfing patterns can optionally confirm instantly at the next bar open — no break required.

Ribbon-Anchored Volume Profile
A full volume profile built inside the ribbon range. The profile answers a different question than the signal: where inside that stretched range did price actually spend time and volume?

Point of Control (POC)
The price level with the highest traded volume inside the profile window. Drawn as a solid horizontal line with a price tag.

Value Area (VAH + VAL)
The tightest band containing a configurable percentage of total profile volume (default: 70%). Drawn as two dotted lines with price labels, plus an optional faint band between them.

High Volume Nodes (HVN)
Profile rows whose volume exceeds a configurable multiple of the average row volume (default: 1.5×). Drawn in a distinct highlight color.

Draggable Profile Anchor
The profile's anchor line is fully draggable. Grab it and drop it — the profile redraws around the new bar offset. The offset is stored as a signed bar distance from the live bar, so it stays fixed as new bars arrive.

Profile Bar Window
Four window modes:

• Opposite Touch — from the last opposite-band touch to now (default)
• VWAP Window — same window as the VWAP calculation
• Daily — current daily session only
• Custom Bars — last N bars

Side-Aware Range
When enabled, the profile range tracks the last opposite-side band touch:

• On a LONG setup (price stretched below): profile range = Lower2 → last Upper2 touch
• On a SHORT setup (price stretched above): profile range = Upper2 → last Lower2 touch

This means the profile always covers the full range of the current stretched move, not just the current bar.

How It Works

Signal Side

1. Rolling VWAP is computed over the selected lookback using typical price × volume ÷ total volume. Cumulative sum arrays deliver exact O(1) per-bar cost regardless of window size.
2. ATR (Wilder's smoothing) is calculated. Inner and outer bands are plotted at k and k + step multiples above and below the VWAP baseline.
3. For each completed bar, the engine checks whether price has penetrated the selected band trigger, evaluated tick volume against the volume MA, and tested whether the candle forms a rejection wick or engulfing pattern.
4. If all conditions align, an armed dot is placed and the exhaustion level is recorded.
5. Once the confirmation condition is met on a subsequent bar, the signal arrow is printed and locked. Armed state expires after a configurable number of bars.

Profile Side

1. The profile window is determined by the selected window mode (default: from the last opposite-band touch to now).
2. The price range is divided into a configurable number of rows (default: 60). Each row represents a horizontal slice of price.
3. Every bar in the window is walked: its tick volume is distributed across the rows its high–low range spans (fully contained bars credit the row directly; bars spanning multiple rows split volume evenly).
4. POC is identified as the row with the highest volume. The Value Area is calculated using the standard "expand from POC outward" method until the configured percentage is reached. HVN rows are flagged where volume exceeds the threshold multiple.
5. The profile is drawn as horizontal bars anchored to the draggable anchor line — extending left or right depending on your direction setting.

What You See on the Chart

Signal layer:

• Gold VWAP line
• Four band boundary lines (inner dotted, outer solid)
• Optional ribbon shading between inner and outer bands
• Green LONG signal arrows with soft halo under-glow
• Red SHORT signal arrows with soft halo under-glow
• Armed dots on exhaustion candles
• Optional RSI text labels at recent signal extremes

Profile layer:

• Horizontal histogram bars across the profile range
• Yellow solid POC line with price tag
• Blue dashed VAH and VAL lines with price labels
• Orange HVN rows (highlighted volume nodes)
• Gray low-volume rows
• Optional faint Value Area band between VAH and VAL
• Draggable yellow anchor line (labelled "RIBBON ANCHOR")
• Info label showing POC, VA range, bars, rows, and side

Five theme presets:
Midnight Gold · Neon · Ocean · Light Chart · Custom

Historical, Live & Non-Repainting Behavior

All signal arrows, armed dots, and RSI labels are calculated on completed bars. Once a bar closes and a signal confirms, the marker is locked and does not change.

The profile uses closed-bar data only in its default window mode. The currently forming bar is not counted in the profile until it closes. This means the POC, VAH, VAL, and HVN lines do not shift intra-bar; they update once per closed bar.

The live forming bar may show a provisional armed dot or an updating ribbon on the current candle — these readings are not final until the bar closes.

Use Case 1 — VWAP Reversion with POC Confluence

Setup: Price has stretched below the lower outer ribbon on H1 XAUUSD, printing a rejection wick. An armed dot appears. RSI is at 28. A LONG signal fires on the next bar open.

Where the profile helps: The volume profile shows that during the stretched window, the heaviest volume row (POC) sits above current price — near the mid-ribbon. This tells you that the market's accepted value during this move is above the current extreme, which supports a mean-reversion thesis back toward POC.

Trade construction: Entry on the confirmed LONG arrow. Stop below the recent low (below the VAL if the VAL is close to price). Target at POC (or the ribbon midline if POC is closer).

Why it works: The VWAP signal flagged the extreme; the profile told you where the market considered fair value during that extreme. Both point in the same direction.

Use Case 2 — VAH and VAL as Reversion Targets

Setup: A SHORT signal fires at the upper outer ribbon. The profile shows a well-defined Value Area with VAH at 4,825 and VAL at 4,760. Current price is 4,845 — above the VAH.

Where the profile helps: VAH and VAL are statistically the boundaries where 70% of the session's volume traded. When price is outside the Value Area and a reversal signal has fired, VAH (for shorts) or VAL (for longs) becomes the natural first target — because that is where the market has previously accepted price.

Trade construction: Entry on the confirmed SHORT arrow. Stop above the recent high. Target 1 at VAH (first reversion into Value Area). Target 2 at POC (peak volume). Optional runner to VAL if momentum is strong.

Why it works: The Value Area gives you structured, data-driven targets instead of guesswork. VAH is the first level where price is likely to pause; POC is where it is most likely to hold.

Use Case 3 — POC as a Magnet During Consolidation

Setup: Price has been ranging between the inner ribbon bands for several bars. No fresh signal has fired, but the profile is showing a well-defined POC mid-range with symmetric VAH/VAL on either side.

Where the profile helps: In a ranging market, POC acts as a magnet — price has a statistical tendency to return to the level with the highest traded volume, because that is where the most participants have agreed on value.

Trade construction: Fade moves to the edges of the Value Area, targeting the POC as the mean-reversion objective. Alternatively, use POC as a re-entry level during a pullback in the direction of the larger trend.

Why it works: You are trading the market's accepted value, not a drawn line. POC is where the most volume actually changed hands — which is why it often acts as support/resistance in both directions.

Use Case 4 — Breakout of the Value Area with HVN Confirmation

Setup: Price is testing the VAH from below. The profile shows that just above the VAH, there is a dense cluster of HVN rows — the market has repeatedly traded heavily at those levels during the lookback window.

Where the profile helps: HVN clusters just above the Value Area are a warning sign for breakout traders: the market has already shown that it will trade heavily at those levels. If price breaks through VAH but gets stuck at the HVN cluster, the breakout is likely to fail.

Trade construction: If the breakout attempt stalls at the first HVN row, consider fading back into the Value Area. If price clears the entire HVN cluster with strong volume and closes above it, the breakout has structural backing — the market has accepted higher prices.

Why it works: HVN levels are where the most volume changed hands at a specific price. Cleared HVN = accepted new value. Failed HVN = continuation is unlikely without further stimulus.

Use Case 5 — Combining VWAP Signal with Profile Context

Setup: Two signals fire within a few bars: one LONG at the lower outer band, one SHORT at the upper outer band. Without profile context, these look contradictory.

Where the profile helps: The profile shows that both signals fired inside the same stretched range — and that the POC is right in the middle at the ribbon midline. The two signals are the market oscillating around accepted value, not two opposing trends.

Trade construction: Treat this as a range trade. The lower signal targets POC; the upper signal targets POC. Whichever side fails first (breaks beyond the opposite band) is the direction of eventual resolution.

Why it works: The profile reveals the market's internal structure. The signals give the timing. The profile tells you whether the signals are working together or against each other.

Use Case 6 — Draggable Anchor for Range-Specific Analysis

Setup: You want to see the volume profile of a specific historical move — not the whole VWAP window, and not just the last opposite touch.

Where the profile helps: Drag the yellow anchor line to the bar where the move of interest began. The entire profile rebuilds around the new anchor. You now see POC, VAH, VAL, and HVN for exactly the range you care about.

Trade construction: Analyze the acceptance structure inside any completed or developing range. Set the anchor at the base of a prior impulse to see where the market accepted price during that leg. Set it at a swing high to see where sellers dominated.

Why it works: The anchor is a signed bar offset — it stays fixed as new bars arrive, and it is view-independent. No re-anchoring, no resetting — just drag and analyze.

Parameter Architecture

01. Core — VWAP + Bands
VWAP Mode · Rolling Auto (bars from timeframe) · Rolling Auto Lookback (hours) · Rolling Manual Period (bars) · k — Inner Band ATR Distance · Ribbon Step from k · ATR Period · Stretch Trigger Band

02. Exhaustion
Volume MA Length · Volume Spike Multiplier · Min Wick % of Range · Min Range (× ATR) · Include Engulfing · Exhaustion Mode

03. RSI Filter
RSI Filter on/off · LONG only if RSI ≤ · SHORT only if RSI ≥ · RSI Period

04. Confirmation + Alerts
Confirmation Mode · Engulfing Instant Confirm · Engulfing Arrow Placement · Swing Length · Armed Expires After · Enable Alert · Include RSI in Alert Text · Play Sound · Sound File

05. Volume Profile: Range
Show Volume Profile · Ribbon Pair Used For The Price Range · Side-Aware Range · Profile Bar Window · Custom Window Bars · Min Window Bars · Max Window Bars · Max Bars Scanned For Opposite Touch · Number Of Rows · Value Area % · HVN Threshold

06. Volume Profile: Placement
Profile Direction · Anchor Distance from Ribbon (Bars) · Anchor Line Color · Histogram Width Base · Bar Width Scaling · Min Bar Width · Bar Opacity % · Show Value Area Bars + Band · Show POC Line · Show High Volume Nodes · Show POC Price Tag at Anchor · Show VAH/VAL Price Labels · Show Info Label · Show Range Border Box · Recalculate Every Tick · POC Color · Value Area Color · High Volume Node Color · Low Volume Color · Info/Label Color · Label Font Size · Rebuild Tolerance

07. Theme + Colors
Theme Preset · Custom VWAP Line · VWAP Line Color · VWAP Line Style · VWAP Line Width · Ribbon Shading · Ribbon Fill Opacity · Ribbon Lookback · Upper/Lower Ribbon Fill Colors · Upper/Lower Inner/Outer Line Colors

08. Signal Markers
Show Chart Visual Markers · Show Halo · Signal Arrow Font Size · Halo Font Size · LONG/SHORT Core Colors · LONG/SHORT Halo Colors

09. RSI Labels
Show RSI Labels · How Many Signals To Label · Label Font Size · Label Distance from Extreme (× ATR)

Compatibility

• Platform: cTrader (cAlgo API)
• Asset classes: Forex, metals including XAUUSD, indices including US30, NAS100, and GER40, commodities, and crypto instruments
• Timeframes: M5, M15, H1, H4, Daily
• Volume data: Broker-supplied tick volume
• Dependencies: None. Native cAlgo, no external libraries

Technical Notes

The indicator is written entirely in cAlgo (C#). The rolling VWAP uses cumulative sum arrays — per-bar cost stays constant regardless of window length. ATR uses Wilder's smoothing.

The volume profile uses reusable row and bin scratch buffers, so repeated rebuilds (as price moves or the anchor is dragged) incur zero new garbage collection. The POC / VAH / VAL calculation follows the standard "expand from POC outward" algorithm used by professional volume profile tools.

The ribbon fill uses chart rectangle objects with automatic vertical connectors for seamless shading. Historical ribbon objects are backfilled on a timer in chunks of 16 bars per tick — so the profile, signals, and current bar's ribbon appear immediately on attach, and the historical ribbon fades in behind them.

The draggable anchor is a true cTrader chart object — grab it and drop it, and the drop resolves to a signed bar offset from the live bar. Deleting the anchor (or its label) causes it to self-recreate on the next chart update. To reset to the default distance, change and re-apply the "Anchor Distance from Ribbon (Bars)" parameter.

Who Is This Indicator For?

VWAP Sniper Volume Profile Pro suits traders who want:

• Multi-factor VWAP mean-reversion entries at statistical extremes
• Volume profile context for the exact range that produced each signal
• POC, VAH, VAL, and HVN levels computed from real tick volume
• Structured reversion targets (VAH for shorts, VAL for longs, POC as magnet)
• Draggable anchor for range-specific analysis of any historical move
• Side-aware range tracking so the profile always covers the current stretched move

Use it alongside broader methodologies involving price action, market structure, volume analysis, or trend continuation research.

The indicator provides confluence-based analytical signals — not a guarantee of future price direction.

Purchase

VWAP Sniper Volume Profile Pro is available through the cTrader Store. Your purchase includes lifetime access, real-time alerts with RSI telemetry, five theme presets, draggable profile anchor, and direct developer support.

VWAP Sniper Volume Profile Pro — cTrader VWAP Indicator | Rolling VWAP | Volume Profile | POC Indicator | Value Area High | Value Area Low | VAH VAL Indicator | High Volume Node | HVN Indicator | ATR Bands | Volume Exhaustion | RSI Filter | Mean Reversion Indicator | cTrader Indicator | cAlgo Indicator | Non-Repainting Signals | Multi-Factor Confluence | XAUUSD Indicator | US30 Indicator | NAS100 Indicator | VWAP Reversal | Wick Rejection | Engulfing Confirmation | Draggable Anchor Profile